Principal Active High Yield ETF YLD
i
Market dataready · fetched 2026-11-12T02:02:46.516Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T01:00:00.111099299Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:02:46.127484+00:00
Principal Active High Yield ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.69 | 203.9% | 23.5% | |||
| 25Δ | 15.95 | 156.8% | 16.6% | |||
| 30Δ | 16.75 | 126.7% | 12.2% | |||
| 35Δ | 17.30 | 105.6% | 9.2% | |||
| 40Δ | 18.40 | 50.7% | 4.0% | 17.73 | 88.2% | 6.8% |
| 45Δ | 18.29 | 55.9% | 3.9% | 18.10 | 76.5% | 5.1% |
| 50Δ | 18.17 | 61.1% | 3.8% | 18.34 | 73.8% | 4.3% |
| 55Δ | 18.05 | 66.3% | 3.7% | 18.59 | 71.1% | 3.6% |
| 60Δ | 17.89 | 66.8% | 3.4% | 18.84 | 68.4% | 2.8% |
| 65Δ | 17.69 | 63.5% | 2.8% | 19.06 | 65.1% | 2.2% |
| 70Δ | 17.48 | 60.3% | 2.3% | 19.24 | 60.8% | 1.8% |
| 75Δ | 17.28 | 57.0% | 1.7% | 19.42 | 56.4% | 1.4% |
| 80Δ | 17.08 | 53.7% | 1.1% | 19.60 | 52.1% | 1.0% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 14.69
- IV
- 203.9%
- B/E move
- 23.5%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 15.95
- IV
- 156.8%
- B/E move
- 16.6%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 16.75
- IV
- 126.7%
- B/E move
- 12.2%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 17.30
- IV
- 105.6%
- B/E move
- 9.2%
40Δ
- Pseudo strike
- 18.40
- IV
- 50.7%
- B/E move
- 4.0%
- Pseudo strike
- 17.73
- IV
- 88.2%
- B/E move
- 6.8%
45Δ
- Pseudo strike
- 18.29
- IV
- 55.9%
- B/E move
- 3.9%
- Pseudo strike
- 18.10
- IV
- 76.5%
- B/E move
- 5.1%
50Δ
- Pseudo strike
- 18.17
- IV
- 61.1%
- B/E move
- 3.8%
- Pseudo strike
- 18.34
- IV
- 73.8%
- B/E move
- 4.3%
55Δ
- Pseudo strike
- 18.05
- IV
- 66.3%
- B/E move
- 3.7%
- Pseudo strike
- 18.59
- IV
- 71.1%
- B/E move
- 3.6%
60Δ
- Pseudo strike
- 17.89
- IV
- 66.8%
- B/E move
- 3.4%
- Pseudo strike
- 18.84
- IV
- 68.4%
- B/E move
- 2.8%
65Δ
- Pseudo strike
- 17.69
- IV
- 63.5%
- B/E move
- 2.8%
- Pseudo strike
- 19.06
- IV
- 65.1%
- B/E move
- 2.2%
70Δ
- Pseudo strike
- 17.48
- IV
- 60.3%
- B/E move
- 2.3%
- Pseudo strike
- 19.24
- IV
- 60.8%
- B/E move
- 1.8%
75Δ
- Pseudo strike
- 17.28
- IV
- 57.0%
- B/E move
- 1.7%
- Pseudo strike
- 19.42
- IV
- 56.4%
- B/E move
- 1.4%
80Δ
- Pseudo strike
- 17.08
- IV
- 53.7%
- B/E move
- 1.1%
- Pseudo strike
- 19.60
- IV
- 52.1%
- B/E move
- 1.0%
Options history
Table
| Date | IV (%) |
|---|---|
| 136.68% | |
| 140.24% | |
| 143.54% | |
| 144.45% | |
| 143.49% | |
| 144.02% |