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YieldMax NFLX Option Income Strategy ETF NFLY

i

Market dataready · fetched 2026-11-04T07:14:46.805Z

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 · 2026-11-04T01:00:00.184386958Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T07:14:46.334244+00:00

Share price$6.07
1D+2.0%
AH$5.94$5.98$6.01$6.04$6.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNFLY
Sold putSold callAH

YieldMax NFLX Option Income Strategy ETF options

Live interpolated NFLY call and put midpoint premiums by absolute delta.YieldMax NFLX Option Income Strategy ETF$0.05$0.51$0.97$1.43$1.89$5.14$5.66$6.17$6.68$7.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive NFLY spot · $6.07NFLY PRICE$0.10$0.12$0.14$0.17$0.19$0.21$0.24$0.33$0.34$0.37$0.40$0.43$0.53$0.78$1.02$1.27$1.51$1.76
Puts——
Calls——
Skew——
Implied moveBearish±$0.99
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.65191.8%28.7%
25Δ6.6745.2%11.6%5.11152.5%21.4%
30Δ6.5744.5%10.3%5.35137.0%17.9%
35Δ6.4743.7%9.0%5.60121.5%14.4%
40Δ6.3743.0%7.7%5.84106.0%10.9%
45Δ6.2742.2%6.4%6.1098.2%8.3%
50Δ6.1641.5%5.1%6.39105.4%7.5%
55Δ6.0640.7%3.7%6.69112.6%6.7%
60Δ6.98119.8%5.9%
65Δ7.27127.0%5.2%
70Δ7.56134.1%4.4%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.65
IV
191.8%
B/E move
28.7%

25Δ

Calls
Pseudo strike
6.67
IV
45.2%
B/E move
11.6%
Puts
Pseudo strike
5.11
IV
152.5%
B/E move
21.4%

30Δ

Calls
Pseudo strike
6.57
IV
44.5%
B/E move
10.3%
Puts
Pseudo strike
5.35
IV
137.0%
B/E move
17.9%

35Δ

Calls
Pseudo strike
6.47
IV
43.7%
B/E move
9.0%
Puts
Pseudo strike
5.60
IV
121.5%
B/E move
14.4%

40Δ

Calls
Pseudo strike
6.37
IV
43.0%
B/E move
7.7%
Puts
Pseudo strike
5.84
IV
106.0%
B/E move
10.9%

45Δ

Calls
Pseudo strike
6.27
IV
42.2%
B/E move
6.4%
Puts
Pseudo strike
6.10
IV
98.2%
B/E move
8.3%

50Δ

Calls
Pseudo strike
6.16
IV
41.5%
B/E move
5.1%
Puts
Pseudo strike
6.39
IV
105.4%
B/E move
7.5%

55Δ

Calls
Pseudo strike
6.06
IV
40.7%
B/E move
3.7%
Puts
Pseudo strike
6.69
IV
112.6%
B/E move
6.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.98
IV
119.8%
B/E move
5.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.27
IV
127.0%
B/E move
5.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.56
IV
134.1%
B/E move
4.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend74.42%
Daily EOD
NFLY69.2%73.6%78.1%2026-10-20: 71.30%2026-10-23: 70.74%2026-10-26: 71.14%2026-10-27: 77.46%2026-10-28: 76.68%2026-10-29: 69.82%2026-10-30: 74.42%Oct 20Oct 27Oct 30
7 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
71.30%
70.74%
71.14%
77.46%
76.68%
69.82%
74.42%