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YieldMax NVDA Option Income Strategy ETF NVDY

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Market datapartial · fetched 2026-10-23T15:56:39.478Z

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 · 2026-10-23T15:55:27.158548826Z

FundamentalsAlpha Vantage · unavailable

Share price$11.63
1D+0.0%
$11.54$11.57$11.61$11.64$11.685:30 AM6:30 AM9:00 AM1:00 PMNVDY
Sold putSold call

YieldMax NVDA Option Income Strategy ETF options

Live interpolated NVDY call and put midpoint premiums by absolute delta.YieldMax NVDA Option Income Strategy ETF$0.00$1.76$3.51$5.27$7.02$9.15$10.26$11.37$12.48$13.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVDY spot · $11.63NVDY PRICE$0.24$0.19$0.14$0.16$0.20$0.25$0.29$0.34$0.38$0.43$0.47$0.52$0.56$0.28$0.26$0.28$0.39$0.49$0.60$0.71$0.81$1.09$1.40$1.74$3.01$6.51
PutsExpensive2.32×
CallsExpensive1.19×
SkewBearish+33.75 pp
Implied moveBearish±$1.00
TiltBearish61.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.74109.6%54.7%9.7480.9%18.6%
25Δ15.1669.4%32.0%10.4857.5%12.1%
30Δ12.5829.1%9.4%11.0641.6%7.3%
35Δ11.9419.6%4.1%11.2443.1%6.7%
40Δ11.8619.2%3.7%11.4244.6%6.0%
45Δ11.7718.8%3.4%11.6146.1%5.3%
50Δ11.6918.4%3.1%11.7947.6%4.6%
55Δ11.6118.0%2.8%11.9849.1%4.0%
60Δ11.5317.6%2.5%12.3153.9%3.5%
65Δ11.4517.2%2.2%12.6659.3%3.2%
70Δ11.3616.8%1.8%13.0465.5%2.8%
75Δ11.2816.4%1.5%14.2991.0%2.9%
80Δ11.2016.0%1.2%17.76144.7%3.2%

20Δ

Calls
Pseudo strike
17.74
IV
109.6%
B/E move
54.7%
Puts
Pseudo strike
9.74
IV
80.9%
B/E move
18.6%

25Δ

Calls
Pseudo strike
15.16
IV
69.4%
B/E move
32.0%
Puts
Pseudo strike
10.48
IV
57.5%
B/E move
12.1%

30Δ

Calls
Pseudo strike
12.58
IV
29.1%
B/E move
9.4%
Puts
Pseudo strike
11.06
IV
41.6%
B/E move
7.3%

35Δ

Calls
Pseudo strike
11.94
IV
19.6%
B/E move
4.1%
Puts
Pseudo strike
11.24
IV
43.1%
B/E move
6.7%

40Δ

Calls
Pseudo strike
11.86
IV
19.2%
B/E move
3.7%
Puts
Pseudo strike
11.42
IV
44.6%
B/E move
6.0%

45Δ

Calls
Pseudo strike
11.77
IV
18.8%
B/E move
3.4%
Puts
Pseudo strike
11.61
IV
46.1%
B/E move
5.3%

50Δ

Calls
Pseudo strike
11.69
IV
18.4%
B/E move
3.1%
Puts
Pseudo strike
11.79
IV
47.6%
B/E move
4.6%

55Δ

Calls
Pseudo strike
11.61
IV
18.0%
B/E move
2.8%
Puts
Pseudo strike
11.98
IV
49.1%
B/E move
4.0%

60Δ

Calls
Pseudo strike
11.53
IV
17.6%
B/E move
2.5%
Puts
Pseudo strike
12.31
IV
53.9%
B/E move
3.5%

65Δ

Calls
Pseudo strike
11.45
IV
17.2%
B/E move
2.2%
Puts
Pseudo strike
12.66
IV
59.3%
B/E move
3.2%

70Δ

Calls
Pseudo strike
11.36
IV
16.8%
B/E move
1.8%
Puts
Pseudo strike
13.04
IV
65.5%
B/E move
2.8%

75Δ

Calls
Pseudo strike
11.28
IV
16.4%
B/E move
1.5%
Puts
Pseudo strike
14.29
IV
91.0%
B/E move
2.9%

80Δ

Calls
Pseudo strike
11.20
IV
16.0%
B/E move
1.2%
Puts
Pseudo strike
17.76
IV
144.7%
B/E move
3.2%

Options history

No recorded observations