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YieldMax Target 12 Semiconductor Option Income ETF SOXY

i

Market dataready · fetched 2026-11-07T07:51:47.925Z

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 · 2026-11-07T01:00:00.013530067Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T07:51:47.376672+00:00

Share price$69.05
1D-1.5%
AH$67.88$68.65$69.43$70.21$70.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSOXY
Sold putSold callAH

YieldMax Target 12 Semiconductor Option Income ETF options

Live interpolated SOXY call and put midpoint premiums by absolute delta.YieldMax Target 12 Semiconductor Option Income ETF$0.73$2.46$4.19$5.92$7.64$56.47$65.00$73.52$82.04$90.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SOXY spot · $69.05SOXY PRICE$0.92$1.11$1.35$1.68$2.06$2.49$2.98$3.50$4.08$4.84$5.62$6.46$1.56$1.94$2.35$2.80$3.24$3.75$4.33$5.05$5.62$6.38$6.65$7.15
Puts——
Calls——
Skew——
Implied moveBearish±$6.73
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.5965.8%13.7%
25Δ75.2059.2%10.5%63.5074.7%10.3%
30Δ73.6456.6%8.6%64.9672.6%8.7%
35Δ72.5657.9%7.5%66.2670.9%7.4%
40Δ71.5658.9%6.6%67.4669.6%6.4%
45Δ70.5960.1%5.8%68.6067.7%5.3%
50Δ69.6161.4%5.1%69.6966.4%4.5%
55Δ68.6162.1%4.4%70.7765.6%3.8%
60Δ67.5762.8%3.8%71.9265.9%3.2%
65Δ66.4465.0%3.2%72.9463.6%2.5%
70Δ65.2866.0%2.7%74.0762.5%2.0%
75Δ64.0566.3%2.1%74.7456.8%1.4%
80Δ75.5652.7%0.9%

20Δ

Calls
Pseudo strike
77.59
IV
65.8%
B/E move
13.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
75.20
IV
59.2%
B/E move
10.5%
Puts
Pseudo strike
63.50
IV
74.7%
B/E move
10.3%

30Δ

Calls
Pseudo strike
73.64
IV
56.6%
B/E move
8.6%
Puts
Pseudo strike
64.96
IV
72.6%
B/E move
8.7%

35Δ

Calls
Pseudo strike
72.56
IV
57.9%
B/E move
7.5%
Puts
Pseudo strike
66.26
IV
70.9%
B/E move
7.4%

40Δ

Calls
Pseudo strike
71.56
IV
58.9%
B/E move
6.6%
Puts
Pseudo strike
67.46
IV
69.6%
B/E move
6.4%

45Δ

Calls
Pseudo strike
70.59
IV
60.1%
B/E move
5.8%
Puts
Pseudo strike
68.60
IV
67.7%
B/E move
5.3%

50Δ

Calls
Pseudo strike
69.61
IV
61.4%
B/E move
5.1%
Puts
Pseudo strike
69.69
IV
66.4%
B/E move
4.5%

55Δ

Calls
Pseudo strike
68.61
IV
62.1%
B/E move
4.4%
Puts
Pseudo strike
70.77
IV
65.6%
B/E move
3.8%

60Δ

Calls
Pseudo strike
67.57
IV
62.8%
B/E move
3.8%
Puts
Pseudo strike
71.92
IV
65.9%
B/E move
3.2%

65Δ

Calls
Pseudo strike
66.44
IV
65.0%
B/E move
3.2%
Puts
Pseudo strike
72.94
IV
63.6%
B/E move
2.5%

70Δ

Calls
Pseudo strike
65.28
IV
66.0%
B/E move
2.7%
Puts
Pseudo strike
74.07
IV
62.5%
B/E move
2.0%

75Δ

Calls
Pseudo strike
64.05
IV
66.3%
B/E move
2.1%
Puts
Pseudo strike
74.74
IV
56.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
75.56
IV
52.7%
B/E move
0.9%

Options history

IV · four-Friday blend41.37%
Daily EOD
SOXY35.7%38.8%41.8%2026-10-19: 36.16%2026-10-20: 36.70%2026-10-21: 36.39%2026-10-22: 39.62%2026-10-23: 39.29%2026-10-26: 38.25%2026-10-27: 37.54%2026-10-28: 37.84%2026-10-29: 37.71%2026-10-30: 41.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.16%
36.70%
36.39%
39.62%
39.29%
38.25%
37.54%
37.84%
37.71%
41.37%