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YieldMax MSTR Option Income Strategy ETF MSTY

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Market datapartial · fetched 2026-10-22T14:52:19.462Z

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 · 2026-10-22T14:51:06.061222893Z

FundamentalsAlpha Vantage · unavailable

Share price$14.71
1D+1.9%
$14.30$14.42$14.54$14.66$14.785:30 AM6:30 AM9:00 AM1:00 PMMSTY
Sold putSold call

YieldMax MSTR Option Income Strategy ETF options

Live interpolated MSTY call and put midpoint premiums by absolute delta.YieldMax MSTR Option Income Strategy ETF$0.00$3.37$6.74$10.11$13.48$9.01$11.46$13.91$16.37$18.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSTY spot · $14.71MSTY PRICE$0.30$0.33$0.37$0.41$0.45$0.49$0.54$0.59$0.64$0.69$0.74$0.79$0.84$0.44$0.51$0.70$0.89$1.18$1.50$2.08$2.90$3.78$5.31$8.30$12.50
PutsExpensive1.57×
CallsCheap0.72×
SkewBearish+68.17 pp
Implied moveBearish±$2.62
TiltBearish69.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.9694.0%44.5%12.3785.9%18.9%
25Δ19.8082.9%36.9%13.1671.4%14.0%
30Δ18.6571.8%29.3%13.5275.3%12.8%
35Δ17.4960.7%21.7%13.8979.2%11.6%
40Δ16.3349.6%14.1%14.3284.0%10.6%
45Δ15.1838.5%6.5%14.7889.2%9.7%
50Δ14.8835.0%4.8%15.43101.5%9.2%
55Δ14.7432.9%4.2%16.28118.0%9.0%
60Δ14.6030.8%3.6%17.29128.7%8.1%
65Δ14.4628.7%3.0%18.91148.0%7.5%
70Δ14.3226.6%2.3%21.98179.5%7.0%
75Δ14.1724.5%1.7%26.31209.8%6.1%
80Δ14.0322.4%1.1%

20Δ

Calls
Pseudo strike
20.96
IV
94.0%
B/E move
44.5%
Puts
Pseudo strike
12.37
IV
85.9%
B/E move
18.9%

25Δ

Calls
Pseudo strike
19.80
IV
82.9%
B/E move
36.9%
Puts
Pseudo strike
13.16
IV
71.4%
B/E move
14.0%

30Δ

Calls
Pseudo strike
18.65
IV
71.8%
B/E move
29.3%
Puts
Pseudo strike
13.52
IV
75.3%
B/E move
12.8%

35Δ

Calls
Pseudo strike
17.49
IV
60.7%
B/E move
21.7%
Puts
Pseudo strike
13.89
IV
79.2%
B/E move
11.6%

40Δ

Calls
Pseudo strike
16.33
IV
49.6%
B/E move
14.1%
Puts
Pseudo strike
14.32
IV
84.0%
B/E move
10.6%

45Δ

Calls
Pseudo strike
15.18
IV
38.5%
B/E move
6.5%
Puts
Pseudo strike
14.78
IV
89.2%
B/E move
9.7%

50Δ

Calls
Pseudo strike
14.88
IV
35.0%
B/E move
4.8%
Puts
Pseudo strike
15.43
IV
101.5%
B/E move
9.2%

55Δ

Calls
Pseudo strike
14.74
IV
32.9%
B/E move
4.2%
Puts
Pseudo strike
16.28
IV
118.0%
B/E move
9.0%

60Δ

Calls
Pseudo strike
14.60
IV
30.8%
B/E move
3.6%
Puts
Pseudo strike
17.29
IV
128.7%
B/E move
8.1%

65Δ

Calls
Pseudo strike
14.46
IV
28.7%
B/E move
3.0%
Puts
Pseudo strike
18.91
IV
148.0%
B/E move
7.5%

70Δ

Calls
Pseudo strike
14.32
IV
26.6%
B/E move
2.3%
Puts
Pseudo strike
21.98
IV
179.5%
B/E move
7.0%

75Δ

Calls
Pseudo strike
14.17
IV
24.5%
B/E move
1.7%
Puts
Pseudo strike
26.31
IV
209.8%
B/E move
6.1%

80Δ

Calls
Pseudo strike
14.03
IV
22.4%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations