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YieldMax AMD Option Income Strategy ETF AMDY

i

Market dataready · fetched 2026-11-12T15:34:21.901Z

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 · 2026-11-12T15:34:11.000594273Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:34:21.386766+00:00

Share price$44.42
1D+0.0%
$43.38$43.89$44.41$44.93$45.445:30 AM6:30 AM9:00 AM1:00 PMAMDY
Sold putSold call

YieldMax AMD Option Income Strategy ETF options

Live interpolated AMDY call and put midpoint premiums by absolute delta.YieldMax AMD Option Income Strategy ETF$0.00$4.43$8.85$13.28$17.70$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEAMDY PRICE$0.46$0.55$0.73$0.96$1.06$1.45$1.83$2.16$2.48$2.63$2.77$0.88$1.07$1.24$2.49$3.14$3.46$6.56$16.42
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.4163.4%10.0%39.24109.6%13.6%
25Δ47.3658.5%7.8%40.63100.2%10.9%
30Δ46.6958.9%6.7%41.7691.8%8.8%
35Δ46.2863.8%6.4%
40Δ
45Δ44.9949.5%3.7%
50Δ44.5556.3%3.5%
55Δ44.1163.0%3.4%45.4074.7%3.4%
60Δ43.5964.7%3.0%46.1681.3%3.1%
65Δ43.0464.8%2.5%46.7877.7%2.5%
70Δ42.6559.9%1.9%49.64120.9%3.0%
75Δ42.2854.6%1.4%
80Δ59.62196.9%2.7%

20Δ

Calls
Pseudo strike
48.41
IV
63.4%
B/E move
10.0%
Puts
Pseudo strike
39.24
IV
109.6%
B/E move
13.6%

25Δ

Calls
Pseudo strike
47.36
IV
58.5%
B/E move
7.8%
Puts
Pseudo strike
40.63
IV
100.2%
B/E move
10.9%

30Δ

Calls
Pseudo strike
46.69
IV
58.9%
B/E move
6.7%
Puts
Pseudo strike
41.76
IV
91.8%
B/E move
8.8%

35Δ

Calls
Pseudo strike
46.28
IV
63.8%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
44.99
IV
49.5%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
44.55
IV
56.3%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
44.11
IV
63.0%
B/E move
3.4%
Puts
Pseudo strike
45.40
IV
74.7%
B/E move
3.4%

60Δ

Calls
Pseudo strike
43.59
IV
64.7%
B/E move
3.0%
Puts
Pseudo strike
46.16
IV
81.3%
B/E move
3.1%

65Δ

Calls
Pseudo strike
43.04
IV
64.8%
B/E move
2.5%
Puts
Pseudo strike
46.78
IV
77.7%
B/E move
2.5%

70Δ

Calls
Pseudo strike
42.65
IV
59.9%
B/E move
1.9%
Puts
Pseudo strike
49.64
IV
120.9%
B/E move
3.0%

75Δ

Calls
Pseudo strike
42.28
IV
54.6%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.62
IV
196.9%
B/E move
2.7%

Options history

IV · four-Friday blend62.89%
Daily close
AMDY45.4%59.6%73.7%2026-08-14: 64.20%2026-08-17: 64.60%2026-08-18: 71.79%2026-08-19: 68.67%2026-09-17: 52.84%2026-09-23: 57.92%2026-09-24: 54.24%2026-09-25: 55.18%2026-09-28: 54.63%2026-09-29: 54.32%2026-09-30: 57.43%2026-10-01: 51.29%2026-10-02: 49.88%2026-10-05: 50.77%2026-10-06: 47.39%2026-10-07: 54.03%2026-10-08: 51.12%2026-10-09: 49.15%2026-10-12: 52.17%2026-10-13: 52.76%2026-10-14: 57.87%2026-10-15: 54.08%2026-10-16: 53.21%2026-10-19: 54.21%2026-10-20: 53.48%2026-10-21: 53.64%2026-10-22: 57.12%2026-10-23: 54.82%2026-10-26: 55.15%2026-10-27: 53.97%2026-10-28: 57.83%2026-10-29: 59.73%2026-10-30: 62.89%Aug 14Oct 8Oct 30
33 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
64.20%
64.60%
71.79%
68.67%
52.84%
57.92%
54.24%
55.18%
54.63%
54.32%
57.43%
51.29%
49.88%
50.77%
47.39%
54.03%
51.12%
49.15%
52.17%
52.76%
57.87%
54.08%
53.21%
54.21%
53.48%
53.64%
57.12%
54.82%
55.15%
53.97%
57.83%
59.73%
62.89%