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YieldMax CVNA Option Income Strategy ETF CVNY

i

Market dataready · fetched 2026-11-07T07:27:51.674Z

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 · 2026-11-07T01:00:00.062975138Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T07:27:51.315295+00:00

Share price$18.95
1D+0.6%
AH$18.83$18.93$19.03$19.14$19.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCVNY
Sold putSold callAH

YieldMax CVNA Option Income Strategy ETF options

Live interpolated CVNY call and put midpoint premiums by absolute delta.YieldMax CVNA Option Income Strategy ETF$0.37$0.66$0.95$1.25$1.54$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECVNY PRICE$0.40$0.43$0.50$0.57$0.64$0.71$0.78$0.85$0.92$1.00$1.07$1.15$1.46$0.47$0.52$0.57$0.67$0.81$0.95
Puts——
CallsCheap0.71×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.12108.0%24.1%16.32104.7%16.3%
25Δ21.7588.3%17.1%17.1687.5%12.2%
30Δ21.2382.4%14.7%17.7276.9%9.5%
35Δ20.7276.5%12.4%18.1671.5%7.7%
40Δ20.2070.6%10.0%18.4971.3%6.7%
45Δ19.6964.8%7.6%18.8271.1%5.7%
50Δ19.1758.9%5.3%
55Δ18.8754.7%4.1%
60Δ18.6751.4%3.4%
65Δ18.4748.1%2.7%
70Δ18.2744.7%2.1%
75Δ18.0741.4%1.4%
80Δ17.7044.3%1.1%

20Δ

Calls
Pseudo strike
23.12
IV
108.0%
B/E move
24.1%
Puts
Pseudo strike
16.32
IV
104.7%
B/E move
16.3%

25Δ

Calls
Pseudo strike
21.75
IV
88.3%
B/E move
17.1%
Puts
Pseudo strike
17.16
IV
87.5%
B/E move
12.2%

30Δ

Calls
Pseudo strike
21.23
IV
82.4%
B/E move
14.7%
Puts
Pseudo strike
17.72
IV
76.9%
B/E move
9.5%

35Δ

Calls
Pseudo strike
20.72
IV
76.5%
B/E move
12.4%
Puts
Pseudo strike
18.16
IV
71.5%
B/E move
7.7%

40Δ

Calls
Pseudo strike
20.20
IV
70.6%
B/E move
10.0%
Puts
Pseudo strike
18.49
IV
71.3%
B/E move
6.7%

45Δ

Calls
Pseudo strike
19.69
IV
64.8%
B/E move
7.6%
Puts
Pseudo strike
18.82
IV
71.1%
B/E move
5.7%

50Δ

Calls
Pseudo strike
19.17
IV
58.9%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
18.87
IV
54.7%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
18.67
IV
51.4%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
18.47
IV
48.1%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
18.27
IV
44.7%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
18.07
IV
41.4%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
17.70
IV
44.3%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend207.20%
Daily EOD
CVNY207.0%207.2%207.4%2026-10-28: 207.20%Oct 28
1 observations2026-10-28 — 2026-10-28
Table
DateIV (%)
207.20%