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YieldMax AI Option Income Strategy ETF AIYY

i

Market dataready · fetched 2026-11-11T14:48:44.394Z

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 · 2026-11-11T14:47:46.01955267Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:48:43.883024+00:00

Share price$7.27
1D+0.2%
$7.24$7.25$7.26$7.27$7.285:30 AM6:30 AM9:00 AM1:00 PMAIYY
Sold putSold call

YieldMax AI Option Income Strategy ETF options

Live interpolated AIYY call and put midpoint premiums by absolute delta.YieldMax AI Option Income Strategy ETF$0.04$0.51$0.97$1.43$1.90$6.24$6.73$7.23$7.72$8.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AIYY spot · $7.26AIYY PRICE$0.09$0.11$0.14$0.16$0.18$0.20$0.23$0.25$0.27$0.29$0.32$0.38$0.35$0.44$0.52$0.61$0.70$0.78$0.87$1.23$1.77
Puts——
Calls——
Skew——
Implied moveBearish±$0.73
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.61246.7%27.9%
25Δ7.7843.2%8.3%
30Δ7.7042.3%7.6%
35Δ7.6341.4%6.9%
40Δ7.5540.6%6.2%7.0994.5%7.3%
45Δ7.4839.7%5.4%7.2394.3%6.5%
50Δ7.4038.8%4.7%7.3794.1%5.7%
55Δ7.3337.9%4.0%7.5293.9%4.9%
60Δ7.2537.1%3.3%7.6693.7%4.1%
65Δ7.1836.2%2.6%7.8093.5%3.4%
70Δ7.1035.3%1.8%7.9593.3%2.6%
75Δ7.0334.4%1.1%8.34108.5%2.2%
80Δ8.89132.6%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.61
IV
246.7%
B/E move
27.9%

25Δ

Calls
Pseudo strike
7.78
IV
43.2%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
7.70
IV
42.3%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.63
IV
41.4%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
7.55
IV
40.6%
B/E move
6.2%
Puts
Pseudo strike
7.09
IV
94.5%
B/E move
7.3%

45Δ

Calls
Pseudo strike
7.48
IV
39.7%
B/E move
5.4%
Puts
Pseudo strike
7.23
IV
94.3%
B/E move
6.5%

50Δ

Calls
Pseudo strike
7.40
IV
38.8%
B/E move
4.7%
Puts
Pseudo strike
7.37
IV
94.1%
B/E move
5.7%

55Δ

Calls
Pseudo strike
7.33
IV
37.9%
B/E move
4.0%
Puts
Pseudo strike
7.52
IV
93.9%
B/E move
4.9%

60Δ

Calls
Pseudo strike
7.25
IV
37.1%
B/E move
3.3%
Puts
Pseudo strike
7.66
IV
93.7%
B/E move
4.1%

65Δ

Calls
Pseudo strike
7.18
IV
36.2%
B/E move
2.6%
Puts
Pseudo strike
7.80
IV
93.5%
B/E move
3.4%

70Δ

Calls
Pseudo strike
7.10
IV
35.3%
B/E move
1.8%
Puts
Pseudo strike
7.95
IV
93.3%
B/E move
2.6%

75Δ

Calls
Pseudo strike
7.03
IV
34.4%
B/E move
1.1%
Puts
Pseudo strike
8.34
IV
108.5%
B/E move
2.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.89
IV
132.6%
B/E move
2.0%

Options history

IV · four-Friday blend76.59%
Daily close
AIYY75.9%81.1%86.4%2026-10-16: 85.70%2026-10-19: 76.59%Oct 16Oct 19
2 observations2026-10-16 — 2026-10-19
Table
DateIV (%)
85.70%
76.59%