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YieldMax AMZN Option Income Strategy ETF AMZY

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Market dataready · fetched 2026-10-23T05:34:40.177Z

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 · 2026-10-23T00:00:00.031143722Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T05:34:39.829412+00:00

Share price$10.11
1D-1.9%
AH$10.01$10.10$10.18$10.27$10.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMZY
Sold putSold callAH

YieldMax AMZN Option Income Strategy ETF options

Live interpolated AMZY call and put midpoint premiums by absolute delta.YieldMax AMZN Option Income Strategy ETF$0.15$1.10$2.04$2.99$3.93$7.95$9.25$10.55$11.86$13.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMZY spot · $10.11AMZY PRICE$0.33$0.35$0.37$0.39$0.41$0.43$0.45$0.46$0.32$0.30$0.29$0.27$0.25$0.36$0.51$0.66$0.80$0.95$1.10$2.65$3.66
PutsExpensive2.01×
CallsExpensive3.28×
SkewBullish-31.46 pp
Implied moveBearish±$0.95
TiltBearish58.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.64137.3%58.0%8.2398.0%21.8%
25Δ14.90123.8%50.8%8.6581.6%17.5%
30Δ14.15110.3%43.6%9.0665.1%13.2%
35Δ13.4096.8%36.4%9.4848.7%8.9%
40Δ12.6583.3%29.2%9.9032.3%4.6%
45Δ11.9069.9%22.0%10.1331.0%3.4%
50Δ11.1656.4%14.8%10.3034.7%3.1%
55Δ10.4142.9%7.6%10.4838.3%2.9%
60Δ10.6541.9%2.6%
65Δ10.8245.5%2.3%
70Δ10.9949.1%2.1%
75Δ12.4691.5%3.0%
80Δ13.53104.5%2.4%

20Δ

Calls
Pseudo strike
15.64
IV
137.3%
B/E move
58.0%
Puts
Pseudo strike
8.23
IV
98.0%
B/E move
21.8%

25Δ

Calls
Pseudo strike
14.90
IV
123.8%
B/E move
50.8%
Puts
Pseudo strike
8.65
IV
81.6%
B/E move
17.5%

30Δ

Calls
Pseudo strike
14.15
IV
110.3%
B/E move
43.6%
Puts
Pseudo strike
9.06
IV
65.1%
B/E move
13.2%

35Δ

Calls
Pseudo strike
13.40
IV
96.8%
B/E move
36.4%
Puts
Pseudo strike
9.48
IV
48.7%
B/E move
8.9%

40Δ

Calls
Pseudo strike
12.65
IV
83.3%
B/E move
29.2%
Puts
Pseudo strike
9.90
IV
32.3%
B/E move
4.6%

45Δ

Calls
Pseudo strike
11.90
IV
69.9%
B/E move
22.0%
Puts
Pseudo strike
10.13
IV
31.0%
B/E move
3.4%

50Δ

Calls
Pseudo strike
11.16
IV
56.4%
B/E move
14.8%
Puts
Pseudo strike
10.30
IV
34.7%
B/E move
3.1%

55Δ

Calls
Pseudo strike
10.41
IV
42.9%
B/E move
7.6%
Puts
Pseudo strike
10.48
IV
38.3%
B/E move
2.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.65
IV
41.9%
B/E move
2.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.82
IV
45.5%
B/E move
2.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.99
IV
49.1%
B/E move
2.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.46
IV
91.5%
B/E move
3.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.53
IV
104.5%
B/E move
2.4%

Options history

No recorded observations