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YieldMax COIN Option Income Strategy ETF CONY

i

Market dataready · fetched 2026-11-04T01:19:13.462Z

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: 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 · 2026-11-04T01:00:00.068954269Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T01:19:11.980570+00:00

Share price$15.22
1D+3.0%
AH$14.52$14.82$15.13$15.43$15.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCONY
Sold putSold callAH

YieldMax COIN Option Income Strategy ETF options

Live interpolated CONY call and put midpoint premiums by absolute delta.YieldMax COIN Option Income Strategy ETF$0.00$3.08$6.15$9.23$12.30$10.93$13.16$15.39$17.62$19.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CONY spot · $15.22CONY PRICE$0.16$0.21$0.26$0.33$0.41$0.48$0.56$0.64$0.73$0.87$1.01$1.15$1.28$0.31$0.40$0.55$0.73$0.92$1.13$1.35$1.58$2.06$2.63$3.42$5.18$11.40
PutsExpensive1.42×
CallsCheap0.74×
SkewBearish+61.18 pp
Implied moveBearish±$1.92
TiltBearish59.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.7446.6%11.1%13.3678.9%14.3%
25Δ16.4244.9%9.3%13.8374.5%11.7%
30Δ16.1143.3%7.5%14.2076.1%10.3%
35Δ15.8842.9%6.5%14.5180.8%9.5%
40Δ15.6943.1%5.8%14.8385.5%8.6%
45Δ15.5143.2%5.1%15.1788.6%7.7%
50Δ15.3243.4%4.4%15.5589.4%6.7%
55Δ15.1443.6%3.7%15.9390.3%5.7%
60Δ14.9543.7%3.0%16.5098.1%5.1%
65Δ14.7543.5%2.6%17.15107.7%4.6%
70Δ14.5443.3%2.2%18.02118.7%4.1%
75Δ14.3443.1%1.7%19.82145.8%3.8%
80Δ14.1443.0%1.3%26.00228.6%4.1%

20Δ

Calls
Pseudo strike
16.74
IV
46.6%
B/E move
11.1%
Puts
Pseudo strike
13.36
IV
78.9%
B/E move
14.3%

25Δ

Calls
Pseudo strike
16.42
IV
44.9%
B/E move
9.3%
Puts
Pseudo strike
13.83
IV
74.5%
B/E move
11.7%

30Δ

Calls
Pseudo strike
16.11
IV
43.3%
B/E move
7.5%
Puts
Pseudo strike
14.20
IV
76.1%
B/E move
10.3%

35Δ

Calls
Pseudo strike
15.88
IV
42.9%
B/E move
6.5%
Puts
Pseudo strike
14.51
IV
80.8%
B/E move
9.5%

40Δ

Calls
Pseudo strike
15.69
IV
43.1%
B/E move
5.8%
Puts
Pseudo strike
14.83
IV
85.5%
B/E move
8.6%

45Δ

Calls
Pseudo strike
15.51
IV
43.2%
B/E move
5.1%
Puts
Pseudo strike
15.17
IV
88.6%
B/E move
7.7%

50Δ

Calls
Pseudo strike
15.32
IV
43.4%
B/E move
4.4%
Puts
Pseudo strike
15.55
IV
89.4%
B/E move
6.7%

55Δ

Calls
Pseudo strike
15.14
IV
43.6%
B/E move
3.7%
Puts
Pseudo strike
15.93
IV
90.3%
B/E move
5.7%

60Δ

Calls
Pseudo strike
14.95
IV
43.7%
B/E move
3.0%
Puts
Pseudo strike
16.50
IV
98.1%
B/E move
5.1%

65Δ

Calls
Pseudo strike
14.75
IV
43.5%
B/E move
2.6%
Puts
Pseudo strike
17.15
IV
107.7%
B/E move
4.6%

70Δ

Calls
Pseudo strike
14.54
IV
43.3%
B/E move
2.2%
Puts
Pseudo strike
18.02
IV
118.7%
B/E move
4.1%

75Δ

Calls
Pseudo strike
14.34
IV
43.1%
B/E move
1.7%
Puts
Pseudo strike
19.82
IV
145.8%
B/E move
3.8%

80Δ

Calls
Pseudo strike
14.14
IV
43.0%
B/E move
1.3%
Puts
Pseudo strike
26.00
IV
228.6%
B/E move
4.1%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations