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Tidal Trust II YieldMax Short N100 Option Income Strategy ETF YQQQ

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Market datapartial · fetched 2026-10-22T20:58:45.035Z

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 · 2026-10-22T20:00:00.64298999Z

FundamentalsAlpha Vantage · unavailable

Share price$9.63
1D+1.2%
AH$9.50$9.53$9.57$9.60$9.645:30 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$0.19$0.31$0.42$0.54$0.65$7.98$8.70$9.43$10.15$10.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YQQQ spot · $9.63YQQQ PRICE$0.22$0.22$0.21$0.20$0.23$0.27$0.31$0.36$0.40$0.44$0.48$0.52$0.57$0.21$0.22$0.26$0.34$0.41$0.48$0.55$0.62
PutsExpensive1.91×
CallsExpensive1.34×
SkewBearish+14.54 pp
Implied moveBearish±$0.86
TiltBullish17.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.0581.7%27.5%8.0776.5%18.4%
25Δ11.4166.4%20.8%8.7155.6%11.8%
30Δ10.7950.8%14.2%9.0946.2%8.3%
35Δ10.1635.3%7.7%9.2545.8%7.4%
40Δ9.9330.3%5.6%9.4145.4%6.5%
45Δ9.8429.2%5.0%9.5645.0%5.6%
50Δ9.7428.1%4.5%9.7244.6%4.7%
55Δ9.6526.9%4.0%9.8844.2%3.8%
60Δ9.5625.8%3.5%
65Δ9.4724.7%2.9%
70Δ9.3723.5%2.4%
75Δ9.2822.4%1.9%
80Δ9.1921.3%1.3%

20Δ

Calls
Pseudo strike
12.05
IV
81.7%
B/E move
27.5%
Puts
Pseudo strike
8.07
IV
76.5%
B/E move
18.4%

25Δ

Calls
Pseudo strike
11.41
IV
66.4%
B/E move
20.8%
Puts
Pseudo strike
8.71
IV
55.6%
B/E move
11.8%

30Δ

Calls
Pseudo strike
10.79
IV
50.8%
B/E move
14.2%
Puts
Pseudo strike
9.09
IV
46.2%
B/E move
8.3%

35Δ

Calls
Pseudo strike
10.16
IV
35.3%
B/E move
7.7%
Puts
Pseudo strike
9.25
IV
45.8%
B/E move
7.4%

40Δ

Calls
Pseudo strike
9.93
IV
30.3%
B/E move
5.6%
Puts
Pseudo strike
9.41
IV
45.4%
B/E move
6.5%

45Δ

Calls
Pseudo strike
9.84
IV
29.2%
B/E move
5.0%
Puts
Pseudo strike
9.56
IV
45.0%
B/E move
5.6%

50Δ

Calls
Pseudo strike
9.74
IV
28.1%
B/E move
4.5%
Puts
Pseudo strike
9.72
IV
44.6%
B/E move
4.7%

55Δ

Calls
Pseudo strike
9.65
IV
26.9%
B/E move
4.0%
Puts
Pseudo strike
9.88
IV
44.2%
B/E move
3.8%

60Δ

Calls
Pseudo strike
9.56
IV
25.8%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
9.47
IV
24.7%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
9.37
IV
23.5%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
9.28
IV
22.4%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
9.19
IV
21.3%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations