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YieldMax BABA Option Income Strategy ETF BABO

i

Market dataready · fetched 2026-11-12T00:58:15.215Z

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 · 2026-11-11T23:30:00.002474715Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:58:14.903948+00:00

Share price$6.42
1D-1.9%
AH$6.35$6.39$6.42$6.45$6.495:30 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$0.26$0.67$1.09$1.50$1.92$5.87$6.17$6.48$6.78$7.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive BABO spot · $6.42BABO PRICE$0.30$0.30$0.30$0.30$0.32$0.34$0.37$0.40$0.43$0.46$0.49$0.52$0.30$0.33$0.36$0.39$0.46$0.54$0.61$0.68$0.75$0.84$1.32$1.80
Puts——
Calls——
Skew——
Implied moveBearish±$0.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.52338.6%84.2%5.05230.5%26.0%
25Δ9.45258.4%51.8%5.39200.2%21.1%
30Δ8.46206.3%36.4%5.73170.0%16.2%
35Δ7.46154.2%21.0%6.04145.3%12.1%
40Δ6.93125.5%12.9%6.20140.3%10.7%
45Δ6.80117.4%11.3%6.36135.3%9.3%
50Δ6.67109.3%9.8%6.52130.4%7.9%
55Δ6.54101.2%8.2%6.68125.4%6.5%
60Δ6.4293.1%6.7%6.84120.4%5.1%
65Δ6.2985.1%5.1%7.01116.5%3.8%
70Δ6.1677.0%3.5%7.51145.2%3.6%
75Δ6.0368.9%2.0%8.00173.9%3.4%
80Δ

20Δ

Calls
Pseudo strike
11.52
IV
338.6%
B/E move
84.2%
Puts
Pseudo strike
5.05
IV
230.5%
B/E move
26.0%

25Δ

Calls
Pseudo strike
9.45
IV
258.4%
B/E move
51.8%
Puts
Pseudo strike
5.39
IV
200.2%
B/E move
21.1%

30Δ

Calls
Pseudo strike
8.46
IV
206.3%
B/E move
36.4%
Puts
Pseudo strike
5.73
IV
170.0%
B/E move
16.2%

35Δ

Calls
Pseudo strike
7.46
IV
154.2%
B/E move
21.0%
Puts
Pseudo strike
6.04
IV
145.3%
B/E move
12.1%

40Δ

Calls
Pseudo strike
6.93
IV
125.5%
B/E move
12.9%
Puts
Pseudo strike
6.20
IV
140.3%
B/E move
10.7%

45Δ

Calls
Pseudo strike
6.80
IV
117.4%
B/E move
11.3%
Puts
Pseudo strike
6.36
IV
135.3%
B/E move
9.3%

50Δ

Calls
Pseudo strike
6.67
IV
109.3%
B/E move
9.8%
Puts
Pseudo strike
6.52
IV
130.4%
B/E move
7.9%

55Δ

Calls
Pseudo strike
6.54
IV
101.2%
B/E move
8.2%
Puts
Pseudo strike
6.68
IV
125.4%
B/E move
6.5%

60Δ

Calls
Pseudo strike
6.42
IV
93.1%
B/E move
6.7%
Puts
Pseudo strike
6.84
IV
120.4%
B/E move
5.1%

65Δ

Calls
Pseudo strike
6.29
IV
85.1%
B/E move
5.1%
Puts
Pseudo strike
7.01
IV
116.5%
B/E move
3.8%

70Δ

Calls
Pseudo strike
6.16
IV
77.0%
B/E move
3.5%
Puts
Pseudo strike
7.51
IV
145.2%
B/E move
3.6%

75Δ

Calls
Pseudo strike
6.03
IV
68.9%
B/E move
2.0%
Puts
Pseudo strike
8.00
IV
173.9%
B/E move
3.4%

80Δ

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

Options history

IV · four-Friday blend118.96%
Daily close
BABO59.4%91.4%123.4%2026-09-15: 95.25%2026-09-16: 104.32%2026-09-18: 70.39%2026-09-22: 66.53%2026-09-23: 71.05%2026-09-24: 64.46%2026-09-25: 69.68%2026-09-28: 74.52%2026-09-29: 73.38%2026-09-30: 75.22%2026-10-01: 71.64%2026-10-02: 69.68%2026-10-05: 79.26%2026-10-06: 78.56%2026-10-07: 77.82%2026-10-08: 63.83%2026-10-09: 80.02%2026-10-12: 89.72%2026-10-13: 89.13%2026-10-14: 99.13%2026-10-15: 118.96%Sep 15Oct 1Oct 15
21 observations2026-09-15 — 2026-10-15
Table
DateIV (%)
95.25%
104.32%
70.39%
66.53%
71.05%
64.46%
69.68%
74.52%
73.38%
75.22%
71.64%
69.68%
79.26%
78.56%
77.82%
63.83%
80.02%
89.72%
89.13%
99.13%
118.96%