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YieldMax Target 12 Big 50 Option Income ETF BIGY

i

Market dataready · fetched 2026-11-11T05:55:09.946Z

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 · 2026-11-11T01:00:00.167476764Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T05:55:09.571245+00:00

Share price$49.45
1D+0.0%
AH$49.10$49.27$49.44$49.61$49.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBIGY
Sold putSold callAH

YieldMax Target 12 Big 50 Option Income ETF options

Live interpolated BIGY call and put midpoint premiums by absolute delta.YieldMax Target 12 Big 50 Option Income ETF$0.61$0.78$0.94$1.11$1.28$46.64$48.10$49.57$51.03$52.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BIGY spot · $49.45BIGY PRICE$0.63$0.63$0.63$0.64$0.66$0.70$0.76$0.81$0.86$0.93$1.03$1.13$1.23$0.63$0.65$0.67$0.69$0.70$0.73$0.75$0.78$0.81
Puts——
CallsExpensive1.18×
Skew——
Implied moveBalanced±$1.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.1773.8%12.8%45.4666.5%9.3%
25Δ52.8054.7%8.0%46.9451.9%6.4%
30Δ51.5242.8%5.4%47.8542.6%4.6%
35Δ50.7535.3%3.9%48.4335.9%3.5%
40Δ50.2430.2%2.9%48.9629.8%2.4%
45Δ49.8826.8%2.3%49.2026.8%2.0%
50Δ49.6424.7%1.9%49.4224.2%1.6%
55Δ49.4122.7%1.5%49.6421.5%1.2%
60Δ49.1720.6%1.2%49.8618.8%0.8%
65Δ48.9618.8%0.9%
70Δ48.7917.8%0.7%
75Δ48.6316.7%0.6%
80Δ48.4715.6%0.5%

20Δ

Calls
Pseudo strike
55.17
IV
73.8%
B/E move
12.8%
Puts
Pseudo strike
45.46
IV
66.5%
B/E move
9.3%

25Δ

Calls
Pseudo strike
52.80
IV
54.7%
B/E move
8.0%
Puts
Pseudo strike
46.94
IV
51.9%
B/E move
6.4%

30Δ

Calls
Pseudo strike
51.52
IV
42.8%
B/E move
5.4%
Puts
Pseudo strike
47.85
IV
42.6%
B/E move
4.6%

35Δ

Calls
Pseudo strike
50.75
IV
35.3%
B/E move
3.9%
Puts
Pseudo strike
48.43
IV
35.9%
B/E move
3.5%

40Δ

Calls
Pseudo strike
50.24
IV
30.2%
B/E move
2.9%
Puts
Pseudo strike
48.96
IV
29.8%
B/E move
2.4%

45Δ

Calls
Pseudo strike
49.88
IV
26.8%
B/E move
2.3%
Puts
Pseudo strike
49.20
IV
26.8%
B/E move
2.0%

50Δ

Calls
Pseudo strike
49.64
IV
24.7%
B/E move
1.9%
Puts
Pseudo strike
49.42
IV
24.2%
B/E move
1.6%

55Δ

Calls
Pseudo strike
49.41
IV
22.7%
B/E move
1.5%
Puts
Pseudo strike
49.64
IV
21.5%
B/E move
1.2%

60Δ

Calls
Pseudo strike
49.17
IV
20.6%
B/E move
1.2%
Puts
Pseudo strike
49.86
IV
18.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
48.96
IV
18.8%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
48.79
IV
17.8%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
48.63
IV
16.7%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
48.47
IV
15.6%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend17.08%
Daily close
BIGY12.1%19.5%26.9%2026-08-13: 17.19%2026-08-14: 15.99%2026-08-17: 22.14%2026-08-18: 20.70%2026-08-20: 25.92%2026-08-21: 17.36%2026-08-24: 17.66%2026-08-25: 15.60%2026-08-26: 16.20%2026-08-27: 16.72%2026-08-28: 16.71%2026-08-31: 15.27%2026-09-02: 16.52%2026-09-03: 15.17%2026-09-04: 14.47%2026-09-08: 17.13%2026-09-09: 15.07%2026-09-10: 16.40%2026-09-11: 16.28%2026-09-14: 17.85%2026-09-15: 19.68%2026-09-16: 22.40%2026-09-17: 23.65%2026-09-18: 14.56%2026-09-21: 13.16%2026-09-22: 14.11%2026-09-23: 14.12%2026-09-24: 14.05%2026-09-25: 14.87%2026-09-28: 14.59%2026-09-30: 14.50%2026-10-01: 14.81%2026-10-05: 15.61%2026-10-06: 14.89%2026-10-07: 13.08%2026-10-08: 13.47%2026-10-09: 13.98%2026-10-12: 15.70%2026-10-13: 17.01%2026-10-15: 21.02%2026-10-16: 13.68%2026-10-19: 14.59%2026-10-20: 14.15%2026-10-21: 15.35%2026-10-22: 14.96%2026-10-23: 15.53%2026-10-26: 16.27%2026-10-27: 15.98%2026-10-28: 17.27%2026-10-29: 16.74%2026-10-30: 17.08%Aug 13Sep 22Oct 30
51 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
17.19%
15.99%
22.14%
20.70%
25.92%
17.36%
17.66%
15.60%
16.20%
16.72%
16.71%
15.27%
16.52%
15.17%
14.47%
17.13%
15.07%
16.40%
16.28%
17.85%
19.68%
22.40%
23.65%
14.56%
13.16%
14.11%
14.12%
14.05%
14.87%
14.59%
14.50%
14.81%
15.61%
14.89%
13.08%
13.47%
13.98%
15.70%
17.01%
21.02%
13.68%
14.59%
14.15%
15.35%
14.96%
15.53%
16.27%
15.98%
17.27%
16.74%
17.08%