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Kurv Yield Premium Strategy Microsoft (MSFT) ETF MSFY

i

Market dataready · fetched 2026-11-11T14:49:00.387Z

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 · 2026-11-11T14:48:35.134448322Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:48:59.828538+00:00

Share price$21.18
1D-1.7%
AH$21.05$21.23$21.41$21.58$21.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSFY
Sold putSold callAH

Kurv Yield Premium Strategy Microsoft (MSFT) ETF options

Live interpolated MSFY call and put midpoint premiums by absolute delta.Kurv Yield Premium Strategy Microsoft (MSFT) ETF$0.49$0.74$0.98$1.23$1.48$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEMSFY PRICE$0.74$0.90$1.06$1.22$1.41$0.51$0.55$0.59$0.63$0.67$0.72$0.76$0.80
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ21.0443.5%3.1%
50Δ21.1540.8%2.7%
55Δ21.2738.1%2.4%
60Δ20.8741.4%2.1%21.3835.4%2.0%
65Δ20.6542.7%1.8%21.5032.7%1.7%
70Δ20.4343.9%1.5%21.6130.0%1.3%
75Δ20.2145.2%1.2%21.7327.3%0.9%
80Δ19.9747.0%0.9%21.8524.6%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.04
IV
43.5%
B/E move
3.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.15
IV
40.8%
B/E move
2.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.27
IV
38.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
20.87
IV
41.4%
B/E move
2.1%
Puts
Pseudo strike
21.38
IV
35.4%
B/E move
2.0%

65Δ

Calls
Pseudo strike
20.65
IV
42.7%
B/E move
1.8%
Puts
Pseudo strike
21.50
IV
32.7%
B/E move
1.7%

70Δ

Calls
Pseudo strike
20.43
IV
43.9%
B/E move
1.5%
Puts
Pseudo strike
21.61
IV
30.0%
B/E move
1.3%

75Δ

Calls
Pseudo strike
20.21
IV
45.2%
B/E move
1.2%
Puts
Pseudo strike
21.73
IV
27.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
19.97
IV
47.0%
B/E move
0.9%
Puts
Pseudo strike
21.85
IV
24.6%
B/E move
0.6%

Options history

IV · four-Friday blend31.05%
Daily EOD
MSFY29.3%32.9%36.5%2026-10-19: 31.37%2026-10-20: 32.59%2026-10-21: 33.36%2026-10-22: 33.89%2026-10-23: 33.11%2026-10-26: 36.00%2026-10-27: 33.77%2026-10-28: 33.52%2026-10-29: 29.78%2026-10-30: 31.05%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.37%
32.59%
33.36%
33.89%
33.11%
36.00%
33.77%
33.52%
29.78%
31.05%