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YieldMax MSFT Option Income Strategy ETF MSFO

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Market datapartial · fetched 2026-10-22T21:16:00.405Z

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 · 2026-10-22T20:10:00.003017Z

FundamentalsAlpha Vantage · unavailable

Share price$12.26
1D-1.8%
AH$12.20$12.27$12.34$12.40$12.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSFO
Sold putSold callAH

YieldMax MSFT Option Income Strategy ETF options

Live interpolated MSFO call and put midpoint premiums by absolute delta.YieldMax MSFT Option Income Strategy ETF$0.26$0.88$1.51$2.14$2.77$10.02$11.08$12.13$13.19$14.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSFO spot · $12.26MSFO PRICE$0.33$0.33$0.34$0.35$0.40$0.45$0.50$0.55$0.60$0.68$0.78$0.88$0.97$0.34$0.36$0.41$0.45$0.50$0.60$0.69$0.79$0.88$0.98$1.31$1.71$2.59
PutsExpensive2.26×
CallsExpensive1.75×
SkewBearish+7.48 pp
Implied moveBearish±$1.19
TiltBearish23.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.9995.2%33.0%10.2385.5%19.3%
25Δ14.6173.8%21.9%11.0663.9%12.7%
30Δ13.8560.2%15.7%11.3758.3%10.5%
35Δ13.0946.6%9.6%11.6952.6%8.4%
40Δ12.8343.2%7.9%12.0047.0%6.2%
45Δ12.6441.0%6.8%12.1945.9%5.4%
50Δ12.4538.9%5.7%12.3844.8%4.6%
55Δ12.2636.8%4.5%12.5743.7%3.9%
60Δ12.0734.7%3.4%12.7642.6%3.1%
65Δ11.9132.9%2.7%12.9541.6%2.3%
70Δ11.7631.3%2.3%13.3345.8%1.9%
75Δ11.6129.7%1.9%13.7751.9%1.6%
80Δ11.4628.1%1.4%14.6665.8%1.5%

20Δ

Calls
Pseudo strike
15.99
IV
95.2%
B/E move
33.0%
Puts
Pseudo strike
10.23
IV
85.5%
B/E move
19.3%

25Δ

Calls
Pseudo strike
14.61
IV
73.8%
B/E move
21.9%
Puts
Pseudo strike
11.06
IV
63.9%
B/E move
12.7%

30Δ

Calls
Pseudo strike
13.85
IV
60.2%
B/E move
15.7%
Puts
Pseudo strike
11.37
IV
58.3%
B/E move
10.5%

35Δ

Calls
Pseudo strike
13.09
IV
46.6%
B/E move
9.6%
Puts
Pseudo strike
11.69
IV
52.6%
B/E move
8.4%

40Δ

Calls
Pseudo strike
12.83
IV
43.2%
B/E move
7.9%
Puts
Pseudo strike
12.00
IV
47.0%
B/E move
6.2%

45Δ

Calls
Pseudo strike
12.64
IV
41.0%
B/E move
6.8%
Puts
Pseudo strike
12.19
IV
45.9%
B/E move
5.4%

50Δ

Calls
Pseudo strike
12.45
IV
38.9%
B/E move
5.7%
Puts
Pseudo strike
12.38
IV
44.8%
B/E move
4.6%

55Δ

Calls
Pseudo strike
12.26
IV
36.8%
B/E move
4.5%
Puts
Pseudo strike
12.57
IV
43.7%
B/E move
3.9%

60Δ

Calls
Pseudo strike
12.07
IV
34.7%
B/E move
3.4%
Puts
Pseudo strike
12.76
IV
42.6%
B/E move
3.1%

65Δ

Calls
Pseudo strike
11.91
IV
32.9%
B/E move
2.7%
Puts
Pseudo strike
12.95
IV
41.6%
B/E move
2.3%

70Δ

Calls
Pseudo strike
11.76
IV
31.3%
B/E move
2.3%
Puts
Pseudo strike
13.33
IV
45.8%
B/E move
1.9%

75Δ

Calls
Pseudo strike
11.61
IV
29.7%
B/E move
1.9%
Puts
Pseudo strike
13.77
IV
51.9%
B/E move
1.6%

80Δ

Calls
Pseudo strike
11.46
IV
28.1%
B/E move
1.4%
Puts
Pseudo strike
14.66
IV
65.8%
B/E move
1.5%

Options history

No recorded observations