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YieldMax Target 12 Semiconductor Option Income ETF SOXY

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Market dataready · fetched 2026-10-24T05:27:09.447Z

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 · 2026-10-24T00:00:00.145451006Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T05:27:09.794568+00:00

Share price$80.56
1D+0.7%
AH$80.00$80.45$80.90$81.35$81.805:30 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$0.91$2.42$3.93$5.43$6.94$65.00$74.96$84.93$94.89$104.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOXY spot · $80.56SOXY PRICE$1.07$1.28$1.57$1.95$2.38$2.86$3.42$3.93$4.48$5.27$6.20$2.08$2.50$3.06$3.55$4.16$4.83$5.61$6.51
PutsCheap0.84×
CallsFair1.02×
SkewBearish+2.96 pp
Implied moveBearish±$7.58
TiltBullish3.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.6746.1%13.9%
25Δ87.7941.0%10.6%
30Δ86.0239.8%8.7%76.2146.5%8.0%
35Δ84.7740.0%7.6%77.6744.9%6.7%
40Δ83.5840.4%6.7%78.9045.5%5.9%
45Δ82.4541.0%5.9%80.1644.3%4.9%
50Δ81.3241.9%5.2%81.3844.0%4.1%
55Δ80.1741.4%4.4%82.6043.7%3.5%
60Δ79.0440.9%3.7%83.8643.7%2.9%
65Δ77.8341.9%3.1%85.2043.6%2.3%
70Δ76.5043.1%2.7%
75Δ
80Δ

20Δ

Calls
Pseudo strike
90.67
IV
46.1%
B/E move
13.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
87.79
IV
41.0%
B/E move
10.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
86.02
IV
39.8%
B/E move
8.7%
Puts
Pseudo strike
76.21
IV
46.5%
B/E move
8.0%

35Δ

Calls
Pseudo strike
84.77
IV
40.0%
B/E move
7.6%
Puts
Pseudo strike
77.67
IV
44.9%
B/E move
6.7%

40Δ

Calls
Pseudo strike
83.58
IV
40.4%
B/E move
6.7%
Puts
Pseudo strike
78.90
IV
45.5%
B/E move
5.9%

45Δ

Calls
Pseudo strike
82.45
IV
41.0%
B/E move
5.9%
Puts
Pseudo strike
80.16
IV
44.3%
B/E move
4.9%

50Δ

Calls
Pseudo strike
81.32
IV
41.9%
B/E move
5.2%
Puts
Pseudo strike
81.38
IV
44.0%
B/E move
4.1%

55Δ

Calls
Pseudo strike
80.17
IV
41.4%
B/E move
4.4%
Puts
Pseudo strike
82.60
IV
43.7%
B/E move
3.5%

60Δ

Calls
Pseudo strike
79.04
IV
40.9%
B/E move
3.7%
Puts
Pseudo strike
83.86
IV
43.7%
B/E move
2.9%

65Δ

Calls
Pseudo strike
77.83
IV
41.9%
B/E move
3.1%
Puts
Pseudo strike
85.20
IV
43.6%
B/E move
2.3%

70Δ

Calls
Pseudo strike
76.50
IV
43.1%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations