YieldMax Gold Miners Option Income Strategy ETF GDXY
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Market dataready · fetched 2026-11-04T00:21:12.698Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-03T23:56:34.937761904Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:21:11.936369+00:00
YieldMax Gold Miners Option Income Strategy ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.62 | 239.2% | 82.4% | 6.39 | 199.2% | 32.0% |
| 25Δ | 12.79 | 181.0% | 50.2% | 6.76 | 178.9% | 28.0% |
| 30Δ | 12.42 | 169.8% | 46.4% | 7.14 | 158.6% | 23.9% |
| 35Δ | 12.06 | 158.7% | 42.6% | 7.51 | 138.3% | 19.9% |
| 40Δ | 11.69 | 147.5% | 38.8% | 7.89 | 118.0% | 15.8% |
| 45Δ | 11.33 | 136.3% | 35.0% | 8.26 | 97.7% | 11.7% |
| 50Δ | 10.96 | 125.1% | 31.2% | 8.64 | 77.4% | 7.7% |
| 55Δ | 10.59 | 113.9% | 27.4% | 9.01 | 57.7% | 3.7% |
| 60Δ | 10.23 | 102.7% | 23.6% | 9.22 | 60.1% | 3.3% |
| 65Δ | 9.86 | 91.5% | 19.8% | 9.43 | 62.4% | 2.8% |
| 70Δ | 9.49 | 80.3% | 16.0% | 9.64 | 64.7% | 2.3% |
| 75Δ | 9.13 | 69.2% | 12.2% | |||
| 80Δ | 8.76 | 58.0% | 8.4% | 12.93 | 174.0% | 3.2% |
20Δ
- Pseudo strike
- 15.62
- IV
- 239.2%
- B/E move
- 82.4%
- Pseudo strike
- 6.39
- IV
- 199.2%
- B/E move
- 32.0%
25Δ
- Pseudo strike
- 12.79
- IV
- 181.0%
- B/E move
- 50.2%
- Pseudo strike
- 6.76
- IV
- 178.9%
- B/E move
- 28.0%
30Δ
- Pseudo strike
- 12.42
- IV
- 169.8%
- B/E move
- 46.4%
- Pseudo strike
- 7.14
- IV
- 158.6%
- B/E move
- 23.9%
35Δ
- Pseudo strike
- 12.06
- IV
- 158.7%
- B/E move
- 42.6%
- Pseudo strike
- 7.51
- IV
- 138.3%
- B/E move
- 19.9%
40Δ
- Pseudo strike
- 11.69
- IV
- 147.5%
- B/E move
- 38.8%
- Pseudo strike
- 7.89
- IV
- 118.0%
- B/E move
- 15.8%
45Δ
- Pseudo strike
- 11.33
- IV
- 136.3%
- B/E move
- 35.0%
- Pseudo strike
- 8.26
- IV
- 97.7%
- B/E move
- 11.7%
50Δ
- Pseudo strike
- 10.96
- IV
- 125.1%
- B/E move
- 31.2%
- Pseudo strike
- 8.64
- IV
- 77.4%
- B/E move
- 7.7%
55Δ
- Pseudo strike
- 10.59
- IV
- 113.9%
- B/E move
- 27.4%
- Pseudo strike
- 9.01
- IV
- 57.7%
- B/E move
- 3.7%
60Δ
- Pseudo strike
- 10.23
- IV
- 102.7%
- B/E move
- 23.6%
- Pseudo strike
- 9.22
- IV
- 60.1%
- B/E move
- 3.3%
65Δ
- Pseudo strike
- 9.86
- IV
- 91.5%
- B/E move
- 19.8%
- Pseudo strike
- 9.43
- IV
- 62.4%
- B/E move
- 2.8%
70Δ
- Pseudo strike
- 9.49
- IV
- 80.3%
- B/E move
- 16.0%
- Pseudo strike
- 9.64
- IV
- 64.7%
- B/E move
- 2.3%
75Δ
- Pseudo strike
- 9.13
- IV
- 69.2%
- B/E move
- 12.2%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 8.76
- IV
- 58.0%
- B/E move
- 8.4%
- Pseudo strike
- 12.93
- IV
- 174.0%
- B/E move
- 3.2%
Options history
Table
| Date | IV (%) |
|---|---|
| 61.88% | |
| 73.68% | |
| 62.23% | |
| 56.61% | |
| 55.12% | |
| 67.17% | |
| 61.37% | |
| 59.57% | |
| 59.84% | |
| 62.25% | |
| 56.97% | |
| 59.32% | |
| 64.08% | |
| 68.44% | |
| 63.45% | |
| 56.28% | |
| 61.77% | |
| 57.45% | |
| 71.30% | |
| 76.56% | |
| 61.68% |