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YieldMax META Option Income Strategy ETF FBY

i

Market dataready · fetched 2026-11-12T01:59:47.196Z

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 · 2026-11-12T01:00:00.07412047Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:59:46.842219+00:00

Share price$8.08
1D-2.4%
AH$8.06$8.12$8.17$8.23$8.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFBY
Sold putSold callAH

YieldMax META Option Income Strategy ETF options

Live interpolated FBY call and put midpoint premiums by absolute delta.YieldMax META Option Income Strategy ETF$0.09$0.44$0.78$1.13$1.47$6.32$7.09$7.86$8.63$9.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FBY spot · $8.07FBY PRICE$0.13$0.16$0.20$0.23$0.27$0.30$0.33$0.37$0.48$0.62$0.75$0.89$1.02$0.31$0.32$0.34$0.35$0.36$0.39$0.51$0.62$0.73$0.84$0.96$1.07$1.37
PutsExpensive2.25×
CallsExpensive1.50×
SkewBearish+34.80 pp
Implied moveBearish±$0.84
TiltBearish17.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.1098.4%26.7%6.28215.7%26.1%
25Δ9.8194.0%23.5%6.64188.4%21.8%
30Δ9.5289.6%20.3%6.99161.2%17.6%
35Δ9.2385.2%17.1%7.35133.9%13.4%
40Δ8.9480.8%14.0%7.70106.7%9.1%
45Δ8.6476.4%10.8%8.0283.8%5.5%
50Δ8.3572.0%7.6%8.1985.0%4.9%
55Δ8.0667.6%4.4%8.3586.2%4.3%
60Δ7.8770.2%3.4%8.5187.3%3.7%
65Δ7.7074.6%3.0%8.6788.5%3.1%
70Δ7.5379.0%2.5%8.8389.7%2.5%
75Δ7.3683.4%2.1%8.9990.9%1.9%
80Δ7.1987.8%1.7%9.3394.4%1.4%

20Δ

Calls
Pseudo strike
10.10
IV
98.4%
B/E move
26.7%
Puts
Pseudo strike
6.28
IV
215.7%
B/E move
26.1%

25Δ

Calls
Pseudo strike
9.81
IV
94.0%
B/E move
23.5%
Puts
Pseudo strike
6.64
IV
188.4%
B/E move
21.8%

30Δ

Calls
Pseudo strike
9.52
IV
89.6%
B/E move
20.3%
Puts
Pseudo strike
6.99
IV
161.2%
B/E move
17.6%

35Δ

Calls
Pseudo strike
9.23
IV
85.2%
B/E move
17.1%
Puts
Pseudo strike
7.35
IV
133.9%
B/E move
13.4%

40Δ

Calls
Pseudo strike
8.94
IV
80.8%
B/E move
14.0%
Puts
Pseudo strike
7.70
IV
106.7%
B/E move
9.1%

45Δ

Calls
Pseudo strike
8.64
IV
76.4%
B/E move
10.8%
Puts
Pseudo strike
8.02
IV
83.8%
B/E move
5.5%

50Δ

Calls
Pseudo strike
8.35
IV
72.0%
B/E move
7.6%
Puts
Pseudo strike
8.19
IV
85.0%
B/E move
4.9%

55Δ

Calls
Pseudo strike
8.06
IV
67.6%
B/E move
4.4%
Puts
Pseudo strike
8.35
IV
86.2%
B/E move
4.3%

60Δ

Calls
Pseudo strike
7.87
IV
70.2%
B/E move
3.4%
Puts
Pseudo strike
8.51
IV
87.3%
B/E move
3.7%

65Δ

Calls
Pseudo strike
7.70
IV
74.6%
B/E move
3.0%
Puts
Pseudo strike
8.67
IV
88.5%
B/E move
3.1%

70Δ

Calls
Pseudo strike
7.53
IV
79.0%
B/E move
2.5%
Puts
Pseudo strike
8.83
IV
89.7%
B/E move
2.5%

75Δ

Calls
Pseudo strike
7.36
IV
83.4%
B/E move
2.1%
Puts
Pseudo strike
8.99
IV
90.9%
B/E move
1.9%

80Δ

Calls
Pseudo strike
7.19
IV
87.8%
B/E move
1.7%
Puts
Pseudo strike
9.33
IV
94.4%
B/E move
1.4%

Options history

IV · four-Friday blend53.68%
Daily close
FBY44.2%71.6%99.0%2026-08-19: 86.27%2026-08-20: 83.08%2026-08-26: 64.05%2026-08-28: 66.95%2026-08-31: 68.72%2026-09-09: 60.70%2026-09-10: 54.51%2026-09-14: 76.75%2026-09-17: 95.20%2026-09-18: 52.69%2026-09-21: 52.81%2026-09-22: 56.42%2026-09-23: 50.21%2026-10-16: 47.99%2026-10-19: 53.08%2026-10-20: 53.05%2026-10-21: 51.17%2026-10-22: 60.28%2026-10-23: 51.26%2026-10-26: 51.01%2026-10-27: 54.69%2026-10-28: 48.68%2026-10-29: 51.61%2026-10-30: 53.68%Aug 19Sep 22Oct 30
24 observations2026-08-19 — 2026-10-30
Table
DateIV (%)
86.27%
83.08%
64.05%
66.95%
68.72%
60.70%
54.51%
76.75%
95.20%
52.69%
52.81%
56.42%
50.21%
47.99%
53.08%
53.05%
51.17%
60.28%
51.26%
51.01%
54.69%
48.68%
51.61%
53.68%