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YieldMax NVDA Option Income Strategy ETF NVDY

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Market datapartial · fetched 2026-10-22T23:24:25.030Z

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 · 2026-10-22T23:17:02.096991896Z

FundamentalsAlpha Vantage · unavailable

Share price$11.63
1D-1.8%
AH$11.54$11.64$11.74$11.83$11.935:30 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$0.10$1.20$2.30$3.40$4.50$9.25$10.72$12.19$13.67$15.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVDY spot · $11.63NVDY PRICE$0.33$0.36$0.39$0.41$0.44$0.47$0.50$0.52$0.55$0.58$0.60$0.63$0.66$0.27$0.22$0.26$0.34$0.43$0.51$0.60$0.68$0.95$1.39$1.97$2.95$4.18
PutsExpensive2.06×
CallsExpensive3.81×
SkewBullish-34.53 pp
Implied moveBearish±$1.09
TiltBearish39.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.15146.5%76.1%9.8277.5%17.9%
25Δ19.48137.1%70.6%10.7445.3%9.5%
30Δ18.80127.7%65.0%11.1136.6%6.7%
35Δ18.13118.2%59.5%11.2837.4%6.0%
40Δ17.46108.8%53.9%11.4438.2%5.3%
45Δ16.7899.3%48.3%11.6038.9%4.7%
50Δ16.1189.9%42.8%11.7639.7%4.0%
55Δ15.4480.4%37.2%11.9240.5%3.4%
60Δ14.7671.0%31.7%12.2346.6%3.0%
65Δ14.0961.5%26.1%12.6757.6%3.0%
70Δ13.4252.1%20.6%13.2570.8%3.0%
75Δ12.7442.6%15.0%14.2487.9%2.9%
80Δ12.0733.2%9.4%15.53102.4%2.4%

20Δ

Calls
Pseudo strike
20.15
IV
146.5%
B/E move
76.1%
Puts
Pseudo strike
9.82
IV
77.5%
B/E move
17.9%

25Δ

Calls
Pseudo strike
19.48
IV
137.1%
B/E move
70.6%
Puts
Pseudo strike
10.74
IV
45.3%
B/E move
9.5%

30Δ

Calls
Pseudo strike
18.80
IV
127.7%
B/E move
65.0%
Puts
Pseudo strike
11.11
IV
36.6%
B/E move
6.7%

35Δ

Calls
Pseudo strike
18.13
IV
118.2%
B/E move
59.5%
Puts
Pseudo strike
11.28
IV
37.4%
B/E move
6.0%

40Δ

Calls
Pseudo strike
17.46
IV
108.8%
B/E move
53.9%
Puts
Pseudo strike
11.44
IV
38.2%
B/E move
5.3%

45Δ

Calls
Pseudo strike
16.78
IV
99.3%
B/E move
48.3%
Puts
Pseudo strike
11.60
IV
38.9%
B/E move
4.7%

50Δ

Calls
Pseudo strike
16.11
IV
89.9%
B/E move
42.8%
Puts
Pseudo strike
11.76
IV
39.7%
B/E move
4.0%

55Δ

Calls
Pseudo strike
15.44
IV
80.4%
B/E move
37.2%
Puts
Pseudo strike
11.92
IV
40.5%
B/E move
3.4%

60Δ

Calls
Pseudo strike
14.76
IV
71.0%
B/E move
31.7%
Puts
Pseudo strike
12.23
IV
46.6%
B/E move
3.0%

65Δ

Calls
Pseudo strike
14.09
IV
61.5%
B/E move
26.1%
Puts
Pseudo strike
12.67
IV
57.6%
B/E move
3.0%

70Δ

Calls
Pseudo strike
13.42
IV
52.1%
B/E move
20.6%
Puts
Pseudo strike
13.25
IV
70.8%
B/E move
3.0%

75Δ

Calls
Pseudo strike
12.74
IV
42.6%
B/E move
15.0%
Puts
Pseudo strike
14.24
IV
87.9%
B/E move
2.9%

80Δ

Calls
Pseudo strike
12.07
IV
33.2%
B/E move
9.4%
Puts
Pseudo strike
15.53
IV
102.4%
B/E move
2.4%

Options history

No recorded observations