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YieldMax NVDA Option Income Strategy ETF NVDY

i

Market dataready · fetched 2026-11-13T01:28:50.101Z

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 · 2026-11-13T01:00:00.147390107Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:28:48.511604+00:00

Share price$9.06
1D+5.6%
AH$8.08$8.37$8.66$8.95$9.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNVDY
Sold putSold callAH

YieldMax NVDA Option Income Strategy ETF options

Live interpolated NVDY call and put midpoint premiums by absolute delta.YieldMax NVDA Option Income Strategy ETF$0.06$0.57$1.07$1.57$2.07$7.12$8.17$9.22$10.27$11.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive NVDY spot · $9.06NVDY PRICE$0.12$0.15$0.18$0.21$0.24$0.26$0.29$0.32$0.42$0.53$0.64$0.74$0.85$0.57$0.76$0.96$1.16$1.39$1.66$1.93
Puts——
CallsCheap0.72×
Skew——
Implied moveBearish±$0.86
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.74107.4%30.9%
25Δ11.3599.9%27.0%
30Δ10.9792.4%23.0%
35Δ10.5884.9%19.0%
40Δ10.1977.4%15.1%
45Δ9.8069.9%11.1%
50Δ9.4162.4%7.1%9.2286.6%4.5%
55Δ9.0254.8%3.2%9.4496.8%4.2%
60Δ8.8755.5%2.6%9.67107.1%3.9%
65Δ8.7356.7%2.3%9.89117.3%3.6%
70Δ8.6057.9%1.9%10.17122.9%3.1%
75Δ8.4659.1%1.6%10.50124.1%2.5%
80Δ8.3260.3%1.2%10.82125.3%1.8%

20Δ

Calls
Pseudo strike
11.74
IV
107.4%
B/E move
30.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
11.35
IV
99.9%
B/E move
27.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
10.97
IV
92.4%
B/E move
23.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
10.58
IV
84.9%
B/E move
19.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
10.19
IV
77.4%
B/E move
15.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
9.80
IV
69.9%
B/E move
11.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
9.41
IV
62.4%
B/E move
7.1%
Puts
Pseudo strike
9.22
IV
86.6%
B/E move
4.5%

55Δ

Calls
Pseudo strike
9.02
IV
54.8%
B/E move
3.2%
Puts
Pseudo strike
9.44
IV
96.8%
B/E move
4.2%

60Δ

Calls
Pseudo strike
8.87
IV
55.5%
B/E move
2.6%
Puts
Pseudo strike
9.67
IV
107.1%
B/E move
3.9%

65Δ

Calls
Pseudo strike
8.73
IV
56.7%
B/E move
2.3%
Puts
Pseudo strike
9.89
IV
117.3%
B/E move
3.6%

70Δ

Calls
Pseudo strike
8.60
IV
57.9%
B/E move
1.9%
Puts
Pseudo strike
10.17
IV
122.9%
B/E move
3.1%

75Δ

Calls
Pseudo strike
8.46
IV
59.1%
B/E move
1.6%
Puts
Pseudo strike
10.50
IV
124.1%
B/E move
2.5%

80Δ

Calls
Pseudo strike
8.32
IV
60.3%
B/E move
1.2%
Puts
Pseudo strike
10.82
IV
125.3%
B/E move
1.8%

Options history

IV · four-Friday blend39.71%
Daily EOD
NVDY39.0%44.3%49.6%2026-10-21: 48.89%2026-10-30: 39.71%Oct 21Oct 30
2 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
48.89%
39.71%