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NVITYieldMaxOption-Income

as of Oct 23, 2026

Holdings
7
Options
6
AUM
$17M
Total Wt
100.0%
Net Flow 7d
+21.4%
Option ActivityThu, Oct 15 – Fri, Oct 23

5 spreads Β· 1 synthetic

Fri, Oct 23vs Thu, Oct 22no option trades
Thu, Oct 22vs Wed, Oct 21no option trades
Wed, Oct 21vs Tue, Oct 202 trades
SpreadNVDA
11/20/26 225/240 call spread Β· credit Β· resized
225C 11/20/26 -170 (-238 β†’ -408)240C 11/20/26 +170 (238 β†’ 408)
SyntheticNVDA
11/20/26 210.01 synthetic long (stock exposure) Β· resized
210.01C 11/20/26 +170 (623 β†’ 793)FLEX210.01P 11/20/26 -170 (-623 β†’ -793)FLEX
Show 3 earlier days
Tue, Oct 20vs Mon, Oct 19no option trades
Mon, Oct 19vs Fri, Oct 163 trades
SpreadNVDA
11/20/26 225/240 call spread Β· credit Β· opened
225C 11/20/26 -238 (0 β†’ -238)240C 11/20/26 +238 (0 β†’ 238)
SpreadNVDA
10/16/26 220/235 call spread Β· credit Β· closed
220C 10/16/26 +143 (-143 β†’ 0)235C 10/16/26 -143 (143 β†’ 0)
SpreadNVDA
10/16/26 225/240 call spread Β· credit Β· closed
225C 10/16/26 +50 (-50 β†’ 0)240C 10/16/26 -50 (50 β†’ 0)
Fri, Oct 16vs Thu, Oct 151 trade
SpreadNVDA
10/16/26 230/245 call spread Β· credit Β· closed
230C 10/16/26 +45 (-45 β†’ 0)245C 10/16/26 -45 (45 β†’ 0)

Built from contract counts, not weights β€” a price move can't show up as a trade. Changes of equal size on the same stock are paired: a roll closes one expiry and opens the next, a synthetic (long call + written put at one strike) is stock exposure, not two bets. Negative = written.

Strategy Effectiveness
Analyzing option strategy effectiveness…