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YieldMax NFLX Option Income Strategy ETF NFLY

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Market datapartial · fetched 2026-10-22T21:28:42.076Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.002655762Z

FundamentalsAlpha Vantage · unavailable

Share price$6.53
1D+2.7%
AH$6.35$6.40$6.45$6.50$6.555:30 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$0.20$1.37$2.54$3.71$4.88$3.13$4.49$5.85$7.21$8.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NFLY spot · $6.53NFLY PRICE$0.33$0.33$0.33$0.33$0.33$0.35$0.37$0.40$0.42$0.45$0.48$0.50$0.53$0.40$0.70$1.00$1.31$1.61$1.91$2.22$2.52$2.83$2.81$2.14$3.29$4.54
PutsExpensive3.50×
CallsExpensive1.79×
SkewBearish+74.50 pp
Implied moveBearish±$2.59
TiltBearish68.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.53202.8%96.9%5.10140.9%27.9%
25Δ10.85166.0%71.2%5.54145.6%25.8%
30Δ9.59134.0%51.9%5.99150.3%23.7%
35Δ8.33102.0%32.5%6.43155.0%21.6%
40Δ7.0770.0%13.2%6.87159.7%19.5%
45Δ6.9064.2%11.1%7.31164.4%17.3%
50Δ6.8059.9%9.9%7.75169.1%15.2%
55Δ6.7055.5%8.8%8.20173.8%13.1%
60Δ6.6051.2%7.6%8.64178.5%11.0%
65Δ6.5046.9%6.4%8.80167.7%8.4%
70Δ6.4042.5%5.3%8.35118.9%4.9%
75Δ6.3038.2%4.1%9.53145.8%4.5%
80Δ6.2033.9%2.9%10.83165.5%3.6%

20Δ

Calls
Pseudo strike
12.53
IV
202.8%
B/E move
96.9%
Puts
Pseudo strike
5.10
IV
140.9%
B/E move
27.9%

25Δ

Calls
Pseudo strike
10.85
IV
166.0%
B/E move
71.2%
Puts
Pseudo strike
5.54
IV
145.6%
B/E move
25.8%

30Δ

Calls
Pseudo strike
9.59
IV
134.0%
B/E move
51.9%
Puts
Pseudo strike
5.99
IV
150.3%
B/E move
23.7%

35Δ

Calls
Pseudo strike
8.33
IV
102.0%
B/E move
32.5%
Puts
Pseudo strike
6.43
IV
155.0%
B/E move
21.6%

40Δ

Calls
Pseudo strike
7.07
IV
70.0%
B/E move
13.2%
Puts
Pseudo strike
6.87
IV
159.7%
B/E move
19.5%

45Δ

Calls
Pseudo strike
6.90
IV
64.2%
B/E move
11.1%
Puts
Pseudo strike
7.31
IV
164.4%
B/E move
17.3%

50Δ

Calls
Pseudo strike
6.80
IV
59.9%
B/E move
9.9%
Puts
Pseudo strike
7.75
IV
169.1%
B/E move
15.2%

55Δ

Calls
Pseudo strike
6.70
IV
55.5%
B/E move
8.8%
Puts
Pseudo strike
8.20
IV
173.8%
B/E move
13.1%

60Δ

Calls
Pseudo strike
6.60
IV
51.2%
B/E move
7.6%
Puts
Pseudo strike
8.64
IV
178.5%
B/E move
11.0%

65Δ

Calls
Pseudo strike
6.50
IV
46.9%
B/E move
6.4%
Puts
Pseudo strike
8.80
IV
167.7%
B/E move
8.4%

70Δ

Calls
Pseudo strike
6.40
IV
42.5%
B/E move
5.3%
Puts
Pseudo strike
8.35
IV
118.9%
B/E move
4.9%

75Δ

Calls
Pseudo strike
6.30
IV
38.2%
B/E move
4.1%
Puts
Pseudo strike
9.53
IV
145.8%
B/E move
4.5%

80Δ

Calls
Pseudo strike
6.20
IV
33.9%
B/E move
2.9%
Puts
Pseudo strike
10.83
IV
165.5%
B/E move
3.6%

Options history

No recorded observations