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YieldMax MSFT Option Income Strategy ETF MSFO

i

Market dataready · fetched 2026-11-11T13:56:36.002Z

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 · 2026-11-11T10:47:46.075269754Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:56:35.584055+00:00

Share price$12.35
1D
Price history unavailable.

YieldMax MSFT Option Income Strategy ETF options

Live interpolated MSFO call and put midpoint premiums by absolute delta.YieldMax MSFT Option Income Strategy ETF$0.25$0.52$0.80$1.08$1.36$10.33$11.33$12.33$13.33$14.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSFO spot · $12.35MSFO PRICE$0.33$0.33$0.34$0.35$0.38$0.42$0.47$0.51$0.55$0.59$0.79$1.01$1.23$0.28$0.35$0.41$0.47$0.53$0.59$0.65$0.72$0.78$0.84$0.94$1.11$1.28
PutsExpensive2.49×
CallsExpensive1.97×
SkewBearish+2.46 pp
Implied moveBearish±$1.12
TiltBearish10.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.03166.7%32.4%10.82108.8%14.6%
25Δ14.65129.0%21.3%11.09110.5%13.0%
30Δ13.92105.8%15.5%11.31104.8%11.7%
35Δ13.1982.6%9.6%11.5399.2%10.4%
40Δ12.8873.4%7.3%11.7693.6%9.1%
45Δ12.7169.1%6.3%11.9887.9%7.8%
50Δ12.5464.9%5.3%12.2082.3%6.5%
55Δ12.3760.7%4.3%12.4276.7%5.2%
60Δ12.2056.5%3.2%12.6471.0%3.9%
65Δ12.0352.3%2.2%12.8765.4%2.6%
70Δ11.7956.5%1.8%13.0861.4%1.7%
75Δ11.5362.4%1.5%13.2960.0%1.3%
80Δ11.2868.3%1.3%13.5058.5%1.0%

20Δ

Calls
Pseudo strike
16.03
IV
166.7%
B/E move
32.4%
Puts
Pseudo strike
10.82
IV
108.8%
B/E move
14.6%

25Δ

Calls
Pseudo strike
14.65
IV
129.0%
B/E move
21.3%
Puts
Pseudo strike
11.09
IV
110.5%
B/E move
13.0%

30Δ

Calls
Pseudo strike
13.92
IV
105.8%
B/E move
15.5%
Puts
Pseudo strike
11.31
IV
104.8%
B/E move
11.7%

35Δ

Calls
Pseudo strike
13.19
IV
82.6%
B/E move
9.6%
Puts
Pseudo strike
11.53
IV
99.2%
B/E move
10.4%

40Δ

Calls
Pseudo strike
12.88
IV
73.4%
B/E move
7.3%
Puts
Pseudo strike
11.76
IV
93.6%
B/E move
9.1%

45Δ

Calls
Pseudo strike
12.71
IV
69.1%
B/E move
6.3%
Puts
Pseudo strike
11.98
IV
87.9%
B/E move
7.8%

50Δ

Calls
Pseudo strike
12.54
IV
64.9%
B/E move
5.3%
Puts
Pseudo strike
12.20
IV
82.3%
B/E move
6.5%

55Δ

Calls
Pseudo strike
12.37
IV
60.7%
B/E move
4.3%
Puts
Pseudo strike
12.42
IV
76.7%
B/E move
5.2%

60Δ

Calls
Pseudo strike
12.20
IV
56.5%
B/E move
3.2%
Puts
Pseudo strike
12.64
IV
71.0%
B/E move
3.9%

65Δ

Calls
Pseudo strike
12.03
IV
52.3%
B/E move
2.2%
Puts
Pseudo strike
12.87
IV
65.4%
B/E move
2.6%

70Δ

Calls
Pseudo strike
11.79
IV
56.5%
B/E move
1.8%
Puts
Pseudo strike
13.08
IV
61.4%
B/E move
1.7%

75Δ

Calls
Pseudo strike
11.53
IV
62.4%
B/E move
1.5%
Puts
Pseudo strike
13.29
IV
60.0%
B/E move
1.3%

80Δ

Calls
Pseudo strike
11.28
IV
68.3%
B/E move
1.3%
Puts
Pseudo strike
13.50
IV
58.5%
B/E move
1.0%

Options history

IV · four-Friday blend34.58%
Daily EOD
MSFO34.3%36.3%38.4%2026-10-22: 35.43%2026-10-23: 34.57%2026-10-27: 35.21%2026-10-28: 38.10%2026-10-29: 34.82%2026-10-30: 34.58%Oct 22Oct 27Oct 30
6 observations2026-10-22 — 2026-10-30
Table
DateIV (%)
35.43%
34.57%
35.21%
38.10%
34.82%
34.58%