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YieldMax NVDA Option Income Strategy ETF NVDY

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Market datapartial · fetched 2026-10-22T15:53:11.037Z

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 · 2026-10-22T15:53:02.712179351Z

FundamentalsAlpha Vantage · unavailable

Share price$11.66
1D-1.5%
$11.61$11.69$11.77$11.85$11.935:30 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$0.09$0.88$1.66$2.45$3.23$9.62$10.60$11.58$12.56$13.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVDY spot · $11.66NVDY PRICE$0.26$0.24$0.21$0.18$0.24$0.31$0.38$0.45$0.52$0.59$0.66$0.73$0.82$0.24$0.18$0.27$0.37$0.46$0.55$0.64$0.74$1.02$1.33$1.65$2.24$3.01
PutsExpensive1.86×
CallsExpensive1.71×
SkewBearish+10.41 pp
Implied moveBearish±$1.02
TiltBearish38.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.42118.5%60.2%10.0467.5%15.9%
25Δ16.3788.0%42.4%11.0134.5%7.1%
30Δ14.3357.5%24.6%11.1736.0%6.5%
35Δ12.2826.9%6.8%11.3337.6%6.0%
40Δ11.9023.2%4.1%11.4939.2%5.4%
45Δ11.7923.8%3.7%11.6540.8%4.8%
50Δ11.6824.3%3.4%11.8242.4%4.2%
55Δ11.5624.8%3.0%11.9843.9%3.6%
60Δ11.4525.3%2.6%12.3049.3%3.3%
65Δ11.3425.8%2.3%12.6555.2%3.0%
70Δ11.2226.4%1.9%13.0061.2%2.7%
75Δ11.1126.9%1.5%13.6468.9%2.2%
80Δ10.9827.8%1.2%14.4578.0%1.8%

20Δ

Calls
Pseudo strike
18.42
IV
118.5%
B/E move
60.2%
Puts
Pseudo strike
10.04
IV
67.5%
B/E move
15.9%

25Δ

Calls
Pseudo strike
16.37
IV
88.0%
B/E move
42.4%
Puts
Pseudo strike
11.01
IV
34.5%
B/E move
7.1%

30Δ

Calls
Pseudo strike
14.33
IV
57.5%
B/E move
24.6%
Puts
Pseudo strike
11.17
IV
36.0%
B/E move
6.5%

35Δ

Calls
Pseudo strike
12.28
IV
26.9%
B/E move
6.8%
Puts
Pseudo strike
11.33
IV
37.6%
B/E move
6.0%

40Δ

Calls
Pseudo strike
11.90
IV
23.2%
B/E move
4.1%
Puts
Pseudo strike
11.49
IV
39.2%
B/E move
5.4%

45Δ

Calls
Pseudo strike
11.79
IV
23.8%
B/E move
3.7%
Puts
Pseudo strike
11.65
IV
40.8%
B/E move
4.8%

50Δ

Calls
Pseudo strike
11.68
IV
24.3%
B/E move
3.4%
Puts
Pseudo strike
11.82
IV
42.4%
B/E move
4.2%

55Δ

Calls
Pseudo strike
11.56
IV
24.8%
B/E move
3.0%
Puts
Pseudo strike
11.98
IV
43.9%
B/E move
3.6%

60Δ

Calls
Pseudo strike
11.45
IV
25.3%
B/E move
2.6%
Puts
Pseudo strike
12.30
IV
49.3%
B/E move
3.3%

65Δ

Calls
Pseudo strike
11.34
IV
25.8%
B/E move
2.3%
Puts
Pseudo strike
12.65
IV
55.2%
B/E move
3.0%

70Δ

Calls
Pseudo strike
11.22
IV
26.4%
B/E move
1.9%
Puts
Pseudo strike
13.00
IV
61.2%
B/E move
2.7%

75Δ

Calls
Pseudo strike
11.11
IV
26.9%
B/E move
1.5%
Puts
Pseudo strike
13.64
IV
68.9%
B/E move
2.2%

80Δ

Calls
Pseudo strike
10.98
IV
27.8%
B/E move
1.2%
Puts
Pseudo strike
14.45
IV
78.0%
B/E move
1.8%

Options history

No recorded observations