IntraAlpha
Create free account Start free

YieldMax AI Option Income Strategy ETF AIYY

i

Market datapartial · fetched 2026-10-22T15:12:40.439Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T15:05:28.356737407Z

FundamentalsAlpha Vantage · unavailable

Share price$7.44
1D+2.0%
$7.27$7.32$7.36$7.41$7.455:30 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$0.00$1.96$3.91$5.87$7.83$4.52$5.66$6.80$7.95$9.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AIYY spot · $7.43AIYY PRICE$0.11$0.14$0.17$0.20$0.24$0.27$0.30$0.33$0.36$0.39$0.42$0.45$0.48$0.38$0.38$0.39$0.43$0.58$0.73$0.89$1.04$1.80$2.70$4.37$7.25
PutsExpensive1.95×
CallsCheap0.68×
SkewBearish+78.59 pp
Implied moveBearish±$1.19
TiltBearish69.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.8153.0%20.1%5.81134.5%27.0%
25Δ8.6750.7%18.6%6.29109.2%20.5%
30Δ8.5348.4%17.1%6.6890.2%15.5%
35Δ8.3946.1%15.6%7.0474.9%11.1%
40Δ8.2543.8%14.1%7.2778.4%10.1%
45Δ8.1041.4%12.6%7.5082.0%9.1%
50Δ7.9639.1%11.1%7.7385.5%8.1%
55Δ7.8236.8%9.6%7.9589.0%7.1%
60Δ7.6834.5%8.1%8.71113.5%7.0%
65Δ7.5432.2%6.6%9.61143.1%7.1%
70Δ7.3929.9%5.0%11.27184.6%7.2%
75Δ7.2527.6%3.5%14.20227.9%6.5%
80Δ7.1125.3%2.0%

20Δ

Calls
Pseudo strike
8.81
IV
53.0%
B/E move
20.1%
Puts
Pseudo strike
5.81
IV
134.5%
B/E move
27.0%

25Δ

Calls
Pseudo strike
8.67
IV
50.7%
B/E move
18.6%
Puts
Pseudo strike
6.29
IV
109.2%
B/E move
20.5%

30Δ

Calls
Pseudo strike
8.53
IV
48.4%
B/E move
17.1%
Puts
Pseudo strike
6.68
IV
90.2%
B/E move
15.5%

35Δ

Calls
Pseudo strike
8.39
IV
46.1%
B/E move
15.6%
Puts
Pseudo strike
7.04
IV
74.9%
B/E move
11.1%

40Δ

Calls
Pseudo strike
8.25
IV
43.8%
B/E move
14.1%
Puts
Pseudo strike
7.27
IV
78.4%
B/E move
10.1%

45Δ

Calls
Pseudo strike
8.10
IV
41.4%
B/E move
12.6%
Puts
Pseudo strike
7.50
IV
82.0%
B/E move
9.1%

50Δ

Calls
Pseudo strike
7.96
IV
39.1%
B/E move
11.1%
Puts
Pseudo strike
7.73
IV
85.5%
B/E move
8.1%

55Δ

Calls
Pseudo strike
7.82
IV
36.8%
B/E move
9.6%
Puts
Pseudo strike
7.95
IV
89.0%
B/E move
7.1%

60Δ

Calls
Pseudo strike
7.68
IV
34.5%
B/E move
8.1%
Puts
Pseudo strike
8.71
IV
113.5%
B/E move
7.0%

65Δ

Calls
Pseudo strike
7.54
IV
32.2%
B/E move
6.6%
Puts
Pseudo strike
9.61
IV
143.1%
B/E move
7.1%

70Δ

Calls
Pseudo strike
7.39
IV
29.9%
B/E move
5.0%
Puts
Pseudo strike
11.27
IV
184.6%
B/E move
7.2%

75Δ

Calls
Pseudo strike
7.25
IV
27.6%
B/E move
3.5%
Puts
Pseudo strike
14.20
IV
227.9%
B/E move
6.5%

80Δ

Calls
Pseudo strike
7.11
IV
25.3%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations