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YieldMax Target 12 Semiconductor Option Income ETF SOXY

i

Market dataready · fetched 2026-11-12T02:47:30.445Z

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 · 2026-11-12T01:00:00.051965251Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:47:30.112824+00:00

Share price$77.91
1D+0.5%
AH$75.85$76.81$77.77$78.73$79.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSOXY
Sold putSold callAH

YieldMax Target 12 Semiconductor Option Income ETF options

Live interpolated SOXY call and put midpoint premiums by absolute delta.YieldMax Target 12 Semiconductor Option Income ETF$0.66$2.27$3.87$5.48$7.08$64.44$70.92$77.40$83.87$90.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOXY spot · $77.91SOXY PRICE$0.83$0.97$1.18$1.50$1.97$2.37$2.82$3.40$4.06$4.88$5.20$5.73$6.62$0.96$1.13$1.19$1.61$1.94$2.14$2.30$2.58$3.32$3.88$4.20$4.35$4.50
PutsCheap0.69×
CallsCheap0.74×
SkewBullish-11.96 pp
Implied moveBullish±$5.12
TiltBullish9.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.3264.9%10.6%71.7668.0%9.1%
25Δ83.0456.4%7.8%73.5759.2%7.0%
30Δ81.7452.9%6.4%75.1548.8%5.1%
35Δ80.8854.4%5.7%75.8152.8%4.8%
40Δ80.1759.0%5.4%76.6253.0%4.2%
45Δ79.2760.2%4.8%77.4349.4%3.4%
50Δ78.3461.1%4.2%78.1745.0%2.6%
55Δ77.3963.5%3.7%78.8343.3%2.1%
60Δ76.3765.9%3.2%79.7247.6%1.9%
65Δ75.2269.3%2.8%80.5248.2%1.6%
70Δ74.3864.2%2.2%81.1545.6%1.2%
75Δ73.4261.1%1.6%81.5841.2%0.9%
80Δ72.2461.3%1.2%82.0036.8%0.5%

20Δ

Calls
Pseudo strike
85.32
IV
64.9%
B/E move
10.6%
Puts
Pseudo strike
71.76
IV
68.0%
B/E move
9.1%

25Δ

Calls
Pseudo strike
83.04
IV
56.4%
B/E move
7.8%
Puts
Pseudo strike
73.57
IV
59.2%
B/E move
7.0%

30Δ

Calls
Pseudo strike
81.74
IV
52.9%
B/E move
6.4%
Puts
Pseudo strike
75.15
IV
48.8%
B/E move
5.1%

35Δ

Calls
Pseudo strike
80.88
IV
54.4%
B/E move
5.7%
Puts
Pseudo strike
75.81
IV
52.8%
B/E move
4.8%

40Δ

Calls
Pseudo strike
80.17
IV
59.0%
B/E move
5.4%
Puts
Pseudo strike
76.62
IV
53.0%
B/E move
4.2%

45Δ

Calls
Pseudo strike
79.27
IV
60.2%
B/E move
4.8%
Puts
Pseudo strike
77.43
IV
49.4%
B/E move
3.4%

50Δ

Calls
Pseudo strike
78.34
IV
61.1%
B/E move
4.2%
Puts
Pseudo strike
78.17
IV
45.0%
B/E move
2.6%

55Δ

Calls
Pseudo strike
77.39
IV
63.5%
B/E move
3.7%
Puts
Pseudo strike
78.83
IV
43.3%
B/E move
2.1%

60Δ

Calls
Pseudo strike
76.37
IV
65.9%
B/E move
3.2%
Puts
Pseudo strike
79.72
IV
47.6%
B/E move
1.9%

65Δ

Calls
Pseudo strike
75.22
IV
69.3%
B/E move
2.8%
Puts
Pseudo strike
80.52
IV
48.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
74.38
IV
64.2%
B/E move
2.2%
Puts
Pseudo strike
81.15
IV
45.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
73.42
IV
61.1%
B/E move
1.6%
Puts
Pseudo strike
81.58
IV
41.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
72.24
IV
61.3%
B/E move
1.2%
Puts
Pseudo strike
82.00
IV
36.8%
B/E move
0.5%

Options history

IV · four-Friday blend41.37%
Daily EOD
SOXY35.7%38.8%41.8%2026-10-19: 36.16%2026-10-20: 36.70%2026-10-21: 36.39%2026-10-22: 39.62%2026-10-23: 39.29%2026-10-26: 38.25%2026-10-27: 37.54%2026-10-28: 37.84%2026-10-29: 37.71%2026-10-30: 41.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.16%
36.70%
36.39%
39.62%
39.29%
38.25%
37.54%
37.84%
37.71%
41.37%