NVDY
YieldMax NVDA Option Income Strategy ETF
2026-08-23
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ARCX · Active · options-income
NVDY
YieldMax NVDA Option Income Strategy ETF
Tidal Investments LLC
Weighted score · Pro 🔒
AUM
$1.46B
assets under mgmt
Avg Volume
2.3M
shares · daily
Distribution
59.6%
Weekly · 31% ROC
Expense Ratio
1.09%
1.09% gross
1Y Return
vs underlying
Sharpe
1.33
Max DD -34.1%
Fund Identity
What it is, who runs it, where it lives.
The Fund's primary investment objective is to seek current income.
NVDY is an actively managed ETF that employs a synthetic covered call strategy (and at times a synthetic covered call spread strategy) to generate options premiums while providing indirect exposure to NVDA's share price returns. The Fund synthetically replicates long exposure to NVDA by purchasing at-the-money call options and selling at-the-money put options, then writes short-dated call options against that synthetic long position to generate income. Collateral is held in short-term U.S. Treasury securities, which also generate income. The Fund seeks to provide weekly cash distributions funded primarily by options premiums and Treasury income.
Ticker
NVDY
Issuer
Tidal Investments LLC
Exchange
ARCX
Inception
2023-05-11 · 3.3 yrs
Mgmt style
Active
Replication
Derivatives (options/futures) — synthetic covered call using exchange-traded and FLEX options on NVDA, supplemented by U.S. Treasuries as collateral; may also use swap contracts and direct NVDA equity
Index-based
Leverage
None
Strategy & Options Mechanics
How the portfolio is built and where the income comes from.
PORTFOLIO
Options
actively managed
OPTIONS OVERLAY
Strategy
Synthetic covered call (long ATM call + short ATM put for synthetic long exposure, plus short call options 0%-15% OTM); alternatively synthetic covered call spread (short call + long higher-strike call); may also use deep-in-the-money calls for synthetic long exposure
generates income
Underlying
NVDA (NVIDIA Corporation common stock)
income exposure
WEEKLY
59.6%
DIST. RATE
31% ROC
Ordinary Income
Underlying
NVDA (NVIDIA Corporation common stock)
Strategy
Synthetic covered call (long ATM call + short ATM put for synthetic long exposure, plus short call options 0%-15% OTM); alternatively synthetic covered call spread (short call + long higher-strike call); may also use deep-in-the-money calls for synthetic long exposure
Tax
Ordinary Income
The Fund purchases at-the-money call options and sells at-the-money put options to create synthetic long exposure equal to approximately 100% of NVDA, then sells short-dated call options (generally 1-month or less, struck 0%-15% above current price) to generate premiums. When the Adviser believes NVDA may rise sharply, it may instead write credit call spreads (selling a call and buying a higher-strike call) to allow greater upside participation while still collecting net premiums. The notional combination of all instruments provides indirect investment exposure to NVDA equal to at least 95% of the Fund's total assets.
Performance & NAV
Total return vs. the underlying, with drawdown context.
NAV HISTORY · AUG '25 – AUG '26
max DD -34.1% $13.00
AUG '25AUG '26
Max DD
-34.1%
Volatility
37.9%
Sharpe
1.33
Sortino
1.92
Calmar
1.59
Beta
1.61
Flat-NAV reinvestment hurdle
17.1%
Share of each distribution you’d need to reinvest just to hold NAV flat. Higher means more of the yield is your own capital coming back.
1Y vs Underlying
Tracking err.
Yield on cost
38.9%
Distribution & Tax
Where the yield comes from — and how it’s taxed.
Composition · Recent Distribution
31%
ROC
Return of Capital — mixed31%
Net Investment Income69%
Frequency
Weekly
Dist. rate
59.61%
ROC %
31%
30-day SEC
not reported
Consistency
1 w/o cut
YOC · 1yr-ago buyer
43.4%
Tax Treatment — Ordinary Income
ORDINARY INCOME
Distribution Composition (Recent)
31% Return of Capital
ROC is not free money — it lowers your cost basis. When shares are sold, capital gains are computed against the lower basis.
Composition · Narrative
Trailing-quarter return of capital averaged 31.2% of distributions (dollar-weighted across 14 distributions payable 5/8/26–8/7/26). Most recent distribution (8/7/26): 0.0% ROC. Single-week ROC is volatile for option-income funds; the dollar-weighted quarter is the steadier read.
Distribution & Return of Capital
Per-month payout split and the running return-of-capital share · last 15 months.
DIST ($/sh)ROC %
$0.00$1.31$2.62 0%50%100% 2024 ~40% JAN '24APR '24JUL '24OCT '24FEB '26 202420252026
Return of capital ($/sh)
Net investment income ($/sh)
Monthly ROC %
Calendar-year ROC (YTD est.)
Distribution Growth & Schedule
Per-period growth of the payout, the latest schedule, and how long distributions take to repay NAV.
Distribution Growth by Lookback Period
-0.5% 1M -24.6% 3M +2.9% 6M -88.5% 1Y -88.1% 3Y
Latest Distribution Schedule
Record date
2026-08-06
Ex-dividend
2026-08-06
Pay date
Payback Period
1.7 yr
Dist. Since Incep.
$40.5
Holdings & Concentration
Position sizing, top-name weights, and concentration risk.
Sector Mix · Tilt vs S&P 500
No sector feed for this fund.
Holdings
15
Top-10 Wt.
Technical Signal & Liquidity
Moving-average posture and a read on tradability.
Price vs. Moving Averages
$13.4$11.8$10.1$8.5
AUG '25AUG '26
Price $13.00
50-DMA $12.16
200-DMA $11.55
Bullish — 50-DMA above 200-DMA
Price $12.73 is above the 200-day SMA ($11.55); 50-day SMA $12.16. The 50-day SMA sits above the 200-day — an established uptrend, no recent crossover. Moving-average signals are a timing aid, not a recommendation — weigh them against the distribution profile and framework score.
Liquidity
Avg daily volume
2.3M
Avg dollar volume
$28,873,314
Bid/ask spread
0.08%
Premium/discount
-0.18%
Turnover
16%
Estimated bid/ask spread ~0.54% (wide). Average daily dollar volume ~$28.9M (liquid). This spread is a high-low estimate, not a live quote; the issuer's reported median spread and premium/discount to NAV are shown above when available.
Assets Under Management
Trend: Falling. Source: shares×price (Massive, monthly).
AUM ($)
$1.46B
$1.88B$1.31B$733M
JUN '24AUG '26
SOURCES  Massive market-data API, SEC EDGAR filings, issuer disclosures.
NVDY · 2026-08-10
Prepared by Streamfolio
Research aid, not investment advice.