IntraAlpha
Create free account Start free

Tidal Trust II YieldMax Short N100 Option Income Strategy ETF YQQQ

i

Market dataready · fetched 2026-10-24T15:18:19.912Z

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 · 2026-10-23T22:00:36.87391426Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T15:18:20.079780+00:00

Share price$9.64
1D-0.5%
AH$9.56$9.59$9.62$9.65$9.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMYQQQ
Sold putSold callAH

Tidal Trust II YieldMax Short N100 Option Income Strategy ETF options

Live interpolated YQQQ call and put midpoint premiums by absolute delta.Tidal Trust II YieldMax Short N100 Option Income Strategy ETF$0.18$0.34$0.49$0.65$0.80$7.91$8.66$9.42$10.17$10.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YQQQ spot · $9.64YQQQ PRICE$0.20$0.20$0.20$0.20$0.24$0.29$0.35$0.40$0.46$0.51$0.57$0.62$0.68$0.21$0.22$0.28$0.38$0.47$0.57$0.66$0.76
PutsExpensive2.03×
CallsExpensive1.37×
SkewBearish+16.88 pp
Implied moveBearish±$1.01
TiltBullish16.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.8977.4%25.4%8.3568.7%15.6%
25Δ11.3263.6%19.5%8.8154.1%10.9%
30Δ10.7549.9%13.6%9.1049.1%8.5%
35Δ10.1936.2%7.7%9.2850.4%7.7%
40Δ9.9331.4%5.5%9.4551.7%6.9%
45Δ9.8330.9%4.9%9.6353.1%6.1%
50Δ9.7230.4%4.4%9.8054.4%5.2%
55Δ9.6229.8%3.9%9.9755.8%4.4%
60Δ9.5129.3%3.4%
65Δ9.4128.8%2.9%
70Δ9.3028.3%2.4%
75Δ9.2027.8%1.9%
80Δ9.0927.3%1.3%

20Δ

Calls
Pseudo strike
11.89
IV
77.4%
B/E move
25.4%
Puts
Pseudo strike
8.35
IV
68.7%
B/E move
15.6%

25Δ

Calls
Pseudo strike
11.32
IV
63.6%
B/E move
19.5%
Puts
Pseudo strike
8.81
IV
54.1%
B/E move
10.9%

30Δ

Calls
Pseudo strike
10.75
IV
49.9%
B/E move
13.6%
Puts
Pseudo strike
9.10
IV
49.1%
B/E move
8.5%

35Δ

Calls
Pseudo strike
10.19
IV
36.2%
B/E move
7.7%
Puts
Pseudo strike
9.28
IV
50.4%
B/E move
7.7%

40Δ

Calls
Pseudo strike
9.93
IV
31.4%
B/E move
5.5%
Puts
Pseudo strike
9.45
IV
51.7%
B/E move
6.9%

45Δ

Calls
Pseudo strike
9.83
IV
30.9%
B/E move
4.9%
Puts
Pseudo strike
9.63
IV
53.1%
B/E move
6.1%

50Δ

Calls
Pseudo strike
9.72
IV
30.4%
B/E move
4.4%
Puts
Pseudo strike
9.80
IV
54.4%
B/E move
5.2%

55Δ

Calls
Pseudo strike
9.62
IV
29.8%
B/E move
3.9%
Puts
Pseudo strike
9.97
IV
55.8%
B/E move
4.4%

60Δ

Calls
Pseudo strike
9.51
IV
29.3%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
9.41
IV
28.8%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
9.30
IV
28.3%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
9.20
IV
27.8%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
9.09
IV
27.3%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations