The 23-year-old has enjoyed a terrific start to the campaign, taking 18 wickets in the opening two County Championship matches.
"I put in a lot of hard work over the winter and it's coming good for me," he told BBC Look North.
"I never thought I'd have this kind of start to the season."
Coad added: "I'm not setting any targets but hopefully I can keep this momentum going for as long as possible and I'll see where it takes me.
"The last two weeks have been surreal."
Yorkshire bowler Ben Coad has signed a one-year contract extension, keeping him at Headingley until the end of the 2018 season.