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YieldMax BABA Option Income Strategy ETF BABO

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Market datapartial · fetched 2026-10-22T23:20:42.718Z

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 · 2026-10-22T22:30:00.002687957Z

FundamentalsAlpha Vantage · unavailable

Share price$6.57
1D+0.6%
AH$6.52$6.56$6.59$6.62$6.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBABO
Sold putSold callAH

YieldMax BABA Option Income Strategy ETF options

Live interpolated BABO call and put midpoint premiums by absolute delta.YieldMax BABA Option Income Strategy ETF$0.32$0.42$0.52$0.63$0.73$4.50$5.45$6.41$7.36$8.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BABO spot · $6.57BABO PRICE$0.33$0.34$0.34$0.35$0.37$0.40$0.43$0.46$0.49$0.52$0.55$0.58$0.33$0.35$0.37$0.43$0.50$0.57$0.63$0.70
PutsExpensive1.97×
CallsExpensive1.96×
SkewBearish+17.83 pp
Implied moveBearish±$1.03
TiltBullish13.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.12135.5%27.2%
25Δ10.35159.0%62.5%5.52114.1%21.3%
30Δ9.35132.4%47.4%5.9392.8%15.3%
35Δ8.35105.7%32.3%6.1586.1%12.9%
40Δ7.3579.0%17.2%6.3382.4%11.2%
45Δ6.9366.8%11.1%6.5178.6%9.5%
50Δ6.8262.5%9.9%6.6974.9%7.8%
55Δ6.7158.1%8.7%6.8771.1%6.1%
60Δ6.6153.8%7.5%
65Δ6.5049.5%6.3%
70Δ6.3945.2%5.1%
75Δ6.2840.8%3.9%
80Δ6.1736.5%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.12
IV
135.5%
B/E move
27.2%

25Δ

Calls
Pseudo strike
10.35
IV
159.0%
B/E move
62.5%
Puts
Pseudo strike
5.52
IV
114.1%
B/E move
21.3%

30Δ

Calls
Pseudo strike
9.35
IV
132.4%
B/E move
47.4%
Puts
Pseudo strike
5.93
IV
92.8%
B/E move
15.3%

35Δ

Calls
Pseudo strike
8.35
IV
105.7%
B/E move
32.3%
Puts
Pseudo strike
6.15
IV
86.1%
B/E move
12.9%

40Δ

Calls
Pseudo strike
7.35
IV
79.0%
B/E move
17.2%
Puts
Pseudo strike
6.33
IV
82.4%
B/E move
11.2%

45Δ

Calls
Pseudo strike
6.93
IV
66.8%
B/E move
11.1%
Puts
Pseudo strike
6.51
IV
78.6%
B/E move
9.5%

50Δ

Calls
Pseudo strike
6.82
IV
62.5%
B/E move
9.9%
Puts
Pseudo strike
6.69
IV
74.9%
B/E move
7.8%

55Δ

Calls
Pseudo strike
6.71
IV
58.1%
B/E move
8.7%
Puts
Pseudo strike
6.87
IV
71.1%
B/E move
6.1%

60Δ

Calls
Pseudo strike
6.61
IV
53.8%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
6.50
IV
49.5%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
6.39
IV
45.2%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.28
IV
40.8%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
6.17
IV
36.5%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations