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YieldMax Target 12 Semiconductor Option Income ETF SOXY

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Market datapartial · fetched 2026-10-22T23:22:24.866Z

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 · 2026-10-22T22:30:00.001936351Z

FundamentalsAlpha Vantage · unavailable

Share price$80.24
1D-3.4%
AH$79.17$80.16$81.14$82.13$83.125:30 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$0.77$3.86$6.95$10.04$13.13$64.71$74.75$84.80$94.84$104.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOXY spot · $80.24SOXY PRICE$1.10$1.34$1.63$2.02$2.46$2.94$3.40$4.06$4.62$5.41$6.24$2.28$2.78$3.41$3.96$4.58$5.30$6.19$7.62$8.45$9.99$12.24
PutsCheap0.93×
CallsFair1.05×
SkewBearish+6.33 pp
Implied moveBearish±$7.98
TiltBearish31.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.6646.4%14.4%
25Δ87.8642.2%11.2%
30Δ85.9740.2%9.2%75.5749.1%8.7%
35Δ84.6340.2%8.0%77.0848.3%7.4%
40Δ83.4140.7%7.0%78.4848.7%6.4%
45Δ82.2141.0%6.1%79.8547.5%5.4%
50Δ81.0140.3%5.2%81.1946.6%4.5%
55Δ79.8641.6%4.6%82.5146.2%3.8%
60Δ78.6940.9%3.8%83.9146.3%3.1%
65Δ77.4541.7%3.3%85.7048.9%2.7%
70Δ76.1642.1%2.7%87.0647.1%2.0%
75Δ88.9948.0%1.5%
80Δ91.5850.1%1.1%

20Δ

Calls
Pseudo strike
90.66
IV
46.4%
B/E move
14.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
87.86
IV
42.2%
B/E move
11.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
85.97
IV
40.2%
B/E move
9.2%
Puts
Pseudo strike
75.57
IV
49.1%
B/E move
8.7%

35Δ

Calls
Pseudo strike
84.63
IV
40.2%
B/E move
8.0%
Puts
Pseudo strike
77.08
IV
48.3%
B/E move
7.4%

40Δ

Calls
Pseudo strike
83.41
IV
40.7%
B/E move
7.0%
Puts
Pseudo strike
78.48
IV
48.7%
B/E move
6.4%

45Δ

Calls
Pseudo strike
82.21
IV
41.0%
B/E move
6.1%
Puts
Pseudo strike
79.85
IV
47.5%
B/E move
5.4%

50Δ

Calls
Pseudo strike
81.01
IV
40.3%
B/E move
5.2%
Puts
Pseudo strike
81.19
IV
46.6%
B/E move
4.5%

55Δ

Calls
Pseudo strike
79.86
IV
41.6%
B/E move
4.6%
Puts
Pseudo strike
82.51
IV
46.2%
B/E move
3.8%

60Δ

Calls
Pseudo strike
78.69
IV
40.9%
B/E move
3.8%
Puts
Pseudo strike
83.91
IV
46.3%
B/E move
3.1%

65Δ

Calls
Pseudo strike
77.45
IV
41.7%
B/E move
3.3%
Puts
Pseudo strike
85.70
IV
48.9%
B/E move
2.7%

70Δ

Calls
Pseudo strike
76.16
IV
42.1%
B/E move
2.7%
Puts
Pseudo strike
87.06
IV
47.1%
B/E move
2.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.99
IV
48.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
91.58
IV
50.1%
B/E move
1.1%

Options history

No recorded observations