Share price$8.36
1D-3.8%
Sold putSold callAH
YieldMax META Option Income Strategy ETF FBY
i
Market dataready · fetched 2026-10-23T02:23:36.455Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T00:00:00.176064036Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T02:23:35.105454+00:00
YieldMax META Option Income Strategy ETF options
PutsExpensive1.76×
CallsExpensive1.65×
SkewBearish+22.58 pp
Implied moveBearish±$1.26
TiltBearish61.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.74 | 163.5% | 68.5% | 6.69 | 116.6% | 24.1% |
| 25Δ | 12.03 | 130.7% | 48.1% | 7.20 | 96.6% | 18.4% |
| 30Δ | 10.84 | 104.0% | 33.9% | 7.54 | 87.2% | 15.0% |
| 35Δ | 9.66 | 77.3% | 19.7% | 7.87 | 77.8% | 11.6% |
| 40Δ | 8.93 | 60.7% | 11.2% | 8.14 | 74.2% | 9.6% |
| 45Δ | 8.78 | 56.4% | 9.7% | 8.36 | 74.4% | 8.4% |
| 50Δ | 8.62 | 52.2% | 8.2% | 8.59 | 74.6% | 7.3% |
| 55Δ | 8.47 | 47.9% | 6.8% | 8.82 | 74.8% | 6.1% |
| 60Δ | 8.32 | 43.7% | 5.3% | 9.10 | 77.5% | 5.1% |
| 65Δ | 8.16 | 39.4% | 3.8% | 9.63 | 90.8% | 4.8% |
| 70Δ | 8.01 | 35.2% | 2.4% | 10.37 | 109.2% | 4.6% |
| 75Δ | 11.50 | 129.6% | 4.2% | |||
| 80Δ | 13.99 | 168.8% | 3.7% | |||
20Δ
- Pseudo strike
- 13.74
- IV
- 163.5%
- B/E move
- 68.5%
- Pseudo strike
- 6.69
- IV
- 116.6%
- B/E move
- 24.1%
25Δ
- Pseudo strike
- 12.03
- IV
- 130.7%
- B/E move
- 48.1%
- Pseudo strike
- 7.20
- IV
- 96.6%
- B/E move
- 18.4%
30Δ
- Pseudo strike
- 10.84
- IV
- 104.0%
- B/E move
- 33.9%
- Pseudo strike
- 7.54
- IV
- 87.2%
- B/E move
- 15.0%
35Δ
- Pseudo strike
- 9.66
- IV
- 77.3%
- B/E move
- 19.7%
- Pseudo strike
- 7.87
- IV
- 77.8%
- B/E move
- 11.6%
40Δ
- Pseudo strike
- 8.93
- IV
- 60.7%
- B/E move
- 11.2%
- Pseudo strike
- 8.14
- IV
- 74.2%
- B/E move
- 9.6%
45Δ
- Pseudo strike
- 8.78
- IV
- 56.4%
- B/E move
- 9.7%
- Pseudo strike
- 8.36
- IV
- 74.4%
- B/E move
- 8.4%
50Δ
- Pseudo strike
- 8.62
- IV
- 52.2%
- B/E move
- 8.2%
- Pseudo strike
- 8.59
- IV
- 74.6%
- B/E move
- 7.3%
55Δ
- Pseudo strike
- 8.47
- IV
- 47.9%
- B/E move
- 6.8%
- Pseudo strike
- 8.82
- IV
- 74.8%
- B/E move
- 6.1%
60Δ
- Pseudo strike
- 8.32
- IV
- 43.7%
- B/E move
- 5.3%
- Pseudo strike
- 9.10
- IV
- 77.5%
- B/E move
- 5.1%
65Δ
- Pseudo strike
- 8.16
- IV
- 39.4%
- B/E move
- 3.8%
- Pseudo strike
- 9.63
- IV
- 90.8%
- B/E move
- 4.8%
70Δ
- Pseudo strike
- 8.01
- IV
- 35.2%
- B/E move
- 2.4%
- Pseudo strike
- 10.37
- IV
- 109.2%
- B/E move
- 4.6%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 11.50
- IV
- 129.6%
- B/E move
- 4.2%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 13.99
- IV
- 168.8%
- B/E move
- 3.7%
Options history
Table
| Date | IV |
|---|---|
| 52.98% | |
| 49.86% |