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YieldMax AAPL Option Income Strategy ETF APLY

i

Market dataready · fetched 2026-11-07T08:06:27.728Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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: 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 data

PriceAlpaca · sip · 2026-11-07T01:00:00.038100081Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T08:06:26.994135+00:00

Share price$11.87
1D+0.1%
AH$11.77$11.82$11.87$11.92$11.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAPLY
Sold putSold callAH

YieldMax AAPL Option Income Strategy ETF options

Live interpolated APLY call and put midpoint premiums by absolute delta.YieldMax AAPL Option Income Strategy ETF$0.15$1.79$3.43$5.08$6.72$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEAPLY PRICE$0.33$0.33$0.34$0.35$0.36$0.37$0.35$0.39$0.43$0.48$0.53$0.58$0.74$1.66$2.57$3.49$4.41$5.33$6.24
PutsExpensive1.81×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.7182.8%35.1%10.0470.5%18.4%
25Δ14.6268.1%26.0%10.5660.7%14.3%
30Δ14.0859.2%21.5%11.0451.9%10.6%
35Δ13.5350.4%16.9%11.2948.0%9.0%
40Δ12.9941.5%12.4%11.5444.1%7.3%
45Δ12.4432.7%7.9%11.7840.2%5.6%
50Δ12.1238.4%4.1%
55Δ13.0650.6%3.9%
60Δ14.0162.8%3.7%
65Δ14.9575.0%3.4%
70Δ15.9087.3%3.2%
75Δ16.8499.5%3.0%
80Δ17.79111.7%2.7%

20Δ

Calls
Pseudo strike
15.71
IV
82.8%
B/E move
35.1%
Puts
Pseudo strike
10.04
IV
70.5%
B/E move
18.4%

25Δ

Calls
Pseudo strike
14.62
IV
68.1%
B/E move
26.0%
Puts
Pseudo strike
10.56
IV
60.7%
B/E move
14.3%

30Δ

Calls
Pseudo strike
14.08
IV
59.2%
B/E move
21.5%
Puts
Pseudo strike
11.04
IV
51.9%
B/E move
10.6%

35Δ

Calls
Pseudo strike
13.53
IV
50.4%
B/E move
16.9%
Puts
Pseudo strike
11.29
IV
48.0%
B/E move
9.0%

40Δ

Calls
Pseudo strike
12.99
IV
41.5%
B/E move
12.4%
Puts
Pseudo strike
11.54
IV
44.1%
B/E move
7.3%

45Δ

Calls
Pseudo strike
12.44
IV
32.7%
B/E move
7.9%
Puts
Pseudo strike
11.78
IV
40.2%
B/E move
5.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.12
IV
38.4%
B/E move
4.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.06
IV
50.6%
B/E move
3.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.01
IV
62.8%
B/E move
3.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.95
IV
75.0%
B/E move
3.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.90
IV
87.3%
B/E move
3.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.84
IV
99.5%
B/E move
3.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.79
IV
111.7%
B/E move
2.7%

Options history

IV · four-Friday blend35.23%
Daily close
APLY31.1%41.2%51.3%2026-09-21: 34.69%2026-09-22: 35.03%2026-09-23: 33.74%2026-09-24: 34.44%2026-09-25: 32.53%2026-10-14: 44.75%2026-10-15: 49.93%2026-10-16: 33.42%2026-10-21: 33.71%2026-10-22: 35.56%2026-10-23: 34.97%2026-10-26: 35.15%2026-10-27: 38.22%2026-10-28: 35.65%2026-10-29: 37.63%2026-10-30: 35.23%Sep 21Oct 16Oct 30
16 observations2026-09-21 — 2026-10-30
Table
DateIV (%)
34.69%
35.03%
33.74%
34.44%
32.53%
44.75%
49.93%
33.42%
33.71%
35.56%
34.97%
35.15%
38.22%
35.65%
37.63%
35.23%