YieldMax HIMS Option Income Strategy ETF HIYY
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Market dataready · fetched 2026-11-06T14:37:53.022Z
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 · 2026-11-06T14:33:45.247360721Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-06T14:37:52.099423+00:00
YieldMax HIMS Option Income Strategy ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.15 | 188.2% | 50.5% | 7.65 | 171.3% | 25.0% |
| 25Δ | 12.45 | 154.4% | 33.2% | 8.22 | 149.2% | 19.7% |
| 30Δ | 11.53 | 134.6% | 24.2% | 8.64 | 135.9% | 16.1% |
| 35Δ | 9.04 | 124.5% | 12.8% | |||
| 40Δ | 9.34 | 125.9% | 11.4% | |||
| 45Δ | 9.92 | 72.2% | 7.6% | 9.65 | 127.3% | 10.0% |
| 50Δ | 9.75 | 71.4% | 6.7% | 9.95 | 128.6% | 8.5% |
| 55Δ | 9.58 | 70.5% | 5.8% | 10.36 | 135.2% | 7.6% |
| 60Δ | 9.41 | 69.7% | 4.8% | 10.79 | 142.7% | 6.7% |
| 65Δ | 9.24 | 68.8% | 3.9% | 11.36 | 153.5% | 5.9% |
| 70Δ | 9.07 | 68.0% | 3.0% | 12.14 | 169.2% | 5.2% |
| 75Δ | 8.88 | 65.9% | 2.3% | 14.02 | 213.7% | 4.9% |
| 80Δ | 8.68 | 62.9% | 1.8% | 15.90 | 235.4% | 3.9% |
20Δ
- Pseudo strike
- 14.15
- IV
- 188.2%
- B/E move
- 50.5%
- Pseudo strike
- 7.65
- IV
- 171.3%
- B/E move
- 25.0%
25Δ
- Pseudo strike
- 12.45
- IV
- 154.4%
- B/E move
- 33.2%
- Pseudo strike
- 8.22
- IV
- 149.2%
- B/E move
- 19.7%
30Δ
- Pseudo strike
- 11.53
- IV
- 134.6%
- B/E move
- 24.2%
- Pseudo strike
- 8.64
- IV
- 135.9%
- B/E move
- 16.1%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 9.04
- IV
- 124.5%
- B/E move
- 12.8%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 9.34
- IV
- 125.9%
- B/E move
- 11.4%
45Δ
- Pseudo strike
- 9.92
- IV
- 72.2%
- B/E move
- 7.6%
- Pseudo strike
- 9.65
- IV
- 127.3%
- B/E move
- 10.0%
50Δ
- Pseudo strike
- 9.75
- IV
- 71.4%
- B/E move
- 6.7%
- Pseudo strike
- 9.95
- IV
- 128.6%
- B/E move
- 8.5%
55Δ
- Pseudo strike
- 9.58
- IV
- 70.5%
- B/E move
- 5.8%
- Pseudo strike
- 10.36
- IV
- 135.2%
- B/E move
- 7.6%
60Δ
- Pseudo strike
- 9.41
- IV
- 69.7%
- B/E move
- 4.8%
- Pseudo strike
- 10.79
- IV
- 142.7%
- B/E move
- 6.7%
65Δ
- Pseudo strike
- 9.24
- IV
- 68.8%
- B/E move
- 3.9%
- Pseudo strike
- 11.36
- IV
- 153.5%
- B/E move
- 5.9%
70Δ
- Pseudo strike
- 9.07
- IV
- 68.0%
- B/E move
- 3.0%
- Pseudo strike
- 12.14
- IV
- 169.2%
- B/E move
- 5.2%
75Δ
- Pseudo strike
- 8.88
- IV
- 65.9%
- B/E move
- 2.3%
- Pseudo strike
- 14.02
- IV
- 213.7%
- B/E move
- 4.9%
80Δ
- Pseudo strike
- 8.68
- IV
- 62.9%
- B/E move
- 1.8%
- Pseudo strike
- 15.90
- IV
- 235.4%
- B/E move
- 3.9%
Options history
Table
| Date | IV (%) |
|---|---|
| 121.19% |