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YieldMax NVDA Option Income Strategy ETF NVDY

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Market datapartial · fetched 2026-10-22T21:14:41.237Z

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 · 2026-10-22T21:12:15.462192246Z

FundamentalsAlpha Vantage · unavailable

Share price$11.62
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$1.15$2.20$3.25$4.29$9.28$10.73$12.18$13.63$15.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NVDY spot · $11.62NVDY PRICE$0.33$0.36$0.39$0.42$0.45$0.47$0.50$0.53$0.56$0.58$0.61$0.64$0.67$0.27$0.22$0.26$0.34$0.43$0.51$0.59$0.68$0.92$1.36$1.90$2.89$3.99
PutsExpensive2.00×
CallsExpensive3.78×
SkewBullish-34.26 pp
Implied moveBearish±$1.09
TiltBearish37.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.13146.3%76.1%9.8177.7%17.9%
25Δ19.44136.7%70.4%10.7145.9%9.7%
30Δ18.75127.1%64.7%11.1136.3%6.6%
35Δ18.06117.5%59.0%11.2737.0%6.0%
40Δ17.37107.9%53.3%11.4337.8%5.3%
45Δ16.6898.3%47.6%11.5938.5%4.6%
50Δ15.9988.8%41.9%11.7539.3%4.0%
55Δ15.3079.2%36.2%11.9140.0%3.3%
60Δ14.6169.6%30.5%12.1945.2%3.0%
65Δ13.9260.0%24.8%12.6356.2%3.0%
70Δ13.2350.4%19.1%13.1768.8%3.0%
75Δ12.5440.8%13.4%14.1886.6%2.9%
80Δ11.8531.2%7.7%15.3498.9%2.3%

20Δ

Calls
Pseudo strike
20.13
IV
146.3%
B/E move
76.1%
Puts
Pseudo strike
9.81
IV
77.7%
B/E move
17.9%

25Δ

Calls
Pseudo strike
19.44
IV
136.7%
B/E move
70.4%
Puts
Pseudo strike
10.71
IV
45.9%
B/E move
9.7%

30Δ

Calls
Pseudo strike
18.75
IV
127.1%
B/E move
64.7%
Puts
Pseudo strike
11.11
IV
36.3%
B/E move
6.6%

35Δ

Calls
Pseudo strike
18.06
IV
117.5%
B/E move
59.0%
Puts
Pseudo strike
11.27
IV
37.0%
B/E move
6.0%

40Δ

Calls
Pseudo strike
17.37
IV
107.9%
B/E move
53.3%
Puts
Pseudo strike
11.43
IV
37.8%
B/E move
5.3%

45Δ

Calls
Pseudo strike
16.68
IV
98.3%
B/E move
47.6%
Puts
Pseudo strike
11.59
IV
38.5%
B/E move
4.6%

50Δ

Calls
Pseudo strike
15.99
IV
88.8%
B/E move
41.9%
Puts
Pseudo strike
11.75
IV
39.3%
B/E move
4.0%

55Δ

Calls
Pseudo strike
15.30
IV
79.2%
B/E move
36.2%
Puts
Pseudo strike
11.91
IV
40.0%
B/E move
3.3%

60Δ

Calls
Pseudo strike
14.61
IV
69.6%
B/E move
30.5%
Puts
Pseudo strike
12.19
IV
45.2%
B/E move
3.0%

65Δ

Calls
Pseudo strike
13.92
IV
60.0%
B/E move
24.8%
Puts
Pseudo strike
12.63
IV
56.2%
B/E move
3.0%

70Δ

Calls
Pseudo strike
13.23
IV
50.4%
B/E move
19.1%
Puts
Pseudo strike
13.17
IV
68.8%
B/E move
3.0%

75Δ

Calls
Pseudo strike
12.54
IV
40.8%
B/E move
13.4%
Puts
Pseudo strike
14.18
IV
86.6%
B/E move
2.9%

80Δ

Calls
Pseudo strike
11.85
IV
31.2%
B/E move
7.7%
Puts
Pseudo strike
15.34
IV
98.9%
B/E move
2.3%

Options history

No recorded observations