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YieldMax NFLX Option Income Strategy ETF NFLY

i

Market dataready · fetched 2026-11-13T02:53:30.672Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T01:00:00.046770654Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:53:30.328341+00:00

Share price$6.04
1D-2.0%
AH$5.91$5.95$5.98$6.02$6.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNFLY
Sold putSold callAH

YieldMax NFLX Option Income Strategy ETF options

Live interpolated NFLY call and put midpoint premiums by absolute delta.YieldMax NFLX Option Income Strategy ETF$0.08$1.05$2.02$2.99$3.96$4.39$4.93$5.48$6.02$6.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NFLY spot · $6.04NFLY PRICE$0.18$0.21$0.24$0.27$0.30$0.32$0.33$0.33$0.34$0.35$0.36$0.38$0.50$0.61$0.73$0.85$0.96$1.08$3.68
PutsExpensive3.60×
Calls——
Skew——
Implied moveBearish±$0.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.62282.3%28.9%
25Δ8.21188.2%39.0%5.09219.9%21.3%
30Δ7.84172.4%33.3%5.32193.2%17.6%
35Δ7.47156.6%27.7%5.55166.5%14.0%
40Δ7.10140.7%22.0%5.78139.8%10.4%
45Δ6.73124.9%16.4%6.00113.8%6.9%
50Δ6.36109.0%10.7%6.17115.6%6.1%
55Δ6.33117.4%5.4%
60Δ6.49119.2%4.6%
65Δ6.65121.0%3.9%
70Δ6.81122.8%3.2%
75Δ6.97124.7%2.4%
80Δ9.49290.9%3.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.62
IV
282.3%
B/E move
28.9%

25Δ

Calls
Pseudo strike
8.21
IV
188.2%
B/E move
39.0%
Puts
Pseudo strike
5.09
IV
219.9%
B/E move
21.3%

30Δ

Calls
Pseudo strike
7.84
IV
172.4%
B/E move
33.3%
Puts
Pseudo strike
5.32
IV
193.2%
B/E move
17.6%

35Δ

Calls
Pseudo strike
7.47
IV
156.6%
B/E move
27.7%
Puts
Pseudo strike
5.55
IV
166.5%
B/E move
14.0%

40Δ

Calls
Pseudo strike
7.10
IV
140.7%
B/E move
22.0%
Puts
Pseudo strike
5.78
IV
139.8%
B/E move
10.4%

45Δ

Calls
Pseudo strike
6.73
IV
124.9%
B/E move
16.4%
Puts
Pseudo strike
6.00
IV
113.8%
B/E move
6.9%

50Δ

Calls
Pseudo strike
6.36
IV
109.0%
B/E move
10.7%
Puts
Pseudo strike
6.17
IV
115.6%
B/E move
6.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.33
IV
117.4%
B/E move
5.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.49
IV
119.2%
B/E move
4.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.65
IV
121.0%
B/E move
3.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.81
IV
122.8%
B/E move
3.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.97
IV
124.7%
B/E move
2.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.49
IV
290.9%
B/E move
3.8%

Options history

IV · four-Friday blend74.42%
Daily EOD
NFLY69.2%73.6%78.1%2026-10-20: 71.30%2026-10-23: 70.74%2026-10-26: 71.14%2026-10-27: 77.46%2026-10-28: 76.68%2026-10-29: 69.82%2026-10-30: 74.42%Oct 20Oct 27Oct 30
7 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
71.30%
70.74%
71.14%
77.46%
76.68%
69.82%
74.42%