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YieldMax META Option Income Strategy ETF FBY

i

Market dataready · fetched 2026-10-23T00:37:08.311Z

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 · 2026-10-23T00:00:00.176064036Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T00:37:07.885072+00:00

Share price$8.36
1D-3.8%
AH$8.20$8.36$8.52$8.68$8.845:30 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$0.18$1.73$3.29$4.84$6.39$5.60$6.89$8.17$9.45$10.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FBY spot · $8.36FBY PRICE$0.35$0.35$0.35$0.35$0.36$0.39$0.43$0.46$0.49$0.52$0.55$0.35$0.38$0.43$0.48$0.58$0.71$0.84$0.97$1.17$1.67$2.40$3.49$5.94
PutsExpensive1.75×
CallsExpensive1.64×
SkewBearish+22.61 pp
Implied moveBearish±$1.26
TiltBearish61.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.74163.3%68.5%6.69116.5%24.1%
25Δ12.03130.5%48.1%7.2096.4%18.4%
30Δ10.84103.9%33.9%7.5487.1%15.0%
35Δ9.6677.2%19.7%7.8777.7%11.6%
40Δ8.9360.6%11.2%8.1474.1%9.6%
45Δ8.7856.3%9.7%8.3674.3%8.4%
50Δ8.6252.1%8.2%8.5974.5%7.3%
55Δ8.4747.9%6.8%8.8274.8%6.1%
60Δ8.3243.6%5.3%9.1077.5%5.1%
65Δ8.1639.4%3.8%9.6390.8%4.8%
70Δ8.0135.1%2.4%10.37109.2%4.6%
75Δ11.50129.6%4.2%
80Δ13.99168.7%3.7%

20Δ

Calls
Pseudo strike
13.74
IV
163.3%
B/E move
68.5%
Puts
Pseudo strike
6.69
IV
116.5%
B/E move
24.1%

25Δ

Calls
Pseudo strike
12.03
IV
130.5%
B/E move
48.1%
Puts
Pseudo strike
7.20
IV
96.4%
B/E move
18.4%

30Δ

Calls
Pseudo strike
10.84
IV
103.9%
B/E move
33.9%
Puts
Pseudo strike
7.54
IV
87.1%
B/E move
15.0%

35Δ

Calls
Pseudo strike
9.66
IV
77.2%
B/E move
19.7%
Puts
Pseudo strike
7.87
IV
77.7%
B/E move
11.6%

40Δ

Calls
Pseudo strike
8.93
IV
60.6%
B/E move
11.2%
Puts
Pseudo strike
8.14
IV
74.1%
B/E move
9.6%

45Δ

Calls
Pseudo strike
8.78
IV
56.3%
B/E move
9.7%
Puts
Pseudo strike
8.36
IV
74.3%
B/E move
8.4%

50Δ

Calls
Pseudo strike
8.62
IV
52.1%
B/E move
8.2%
Puts
Pseudo strike
8.59
IV
74.5%
B/E move
7.3%

55Δ

Calls
Pseudo strike
8.47
IV
47.9%
B/E move
6.8%
Puts
Pseudo strike
8.82
IV
74.8%
B/E move
6.1%

60Δ

Calls
Pseudo strike
8.32
IV
43.6%
B/E move
5.3%
Puts
Pseudo strike
9.10
IV
77.5%
B/E move
5.1%

65Δ

Calls
Pseudo strike
8.16
IV
39.4%
B/E move
3.8%
Puts
Pseudo strike
9.63
IV
90.8%
B/E move
4.8%

70Δ

Calls
Pseudo strike
8.01
IV
35.1%
B/E move
2.4%
Puts
Pseudo strike
10.37
IV
109.2%
B/E move
4.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.50
IV
129.6%
B/E move
4.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.99
IV
168.7%
B/E move
3.7%

Options history

FBY49.6151.4253.232026-10-20: 52.98%2026-10-21: 49.86%Oct 20Oct 21
Table
DateIV
52.98%
49.86%