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YieldMax MSTR Option Income Strategy ETF MSTY

i

Market dataready · fetched 2026-11-11T15:54:56.097Z

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 · 2026-11-11T15:54:37.90165101Z

FundamentalsYieldMax · ready · as of 2026-11-10 · fetched 2026-11-11T15:54:55.586024+00:00

Share price$12.17
1D+0.1%
$11.94$12.02$12.09$12.17$12.255:30 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$1.41$2.81$4.22$5.62$10.24$11.32$12.40$13.49$14.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MSTY spot · $12.17MSTY PRICE$0.14$0.18$0.22$0.26$0.30$0.34$0.38$0.42$0.52$0.62$0.72$0.82$0.28$0.37$0.46$0.55$0.64$0.76$0.93$1.10$1.27$1.64$2.10$5.22
Puts——
Calls——
Skew——
Implied moveBearish±$1.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.6798.3%14.7%
25Δ12.8847.1%7.0%10.9699.5%13.0%
30Δ12.7646.6%6.3%11.25100.8%11.4%
35Δ12.6346.0%5.6%11.53102.1%9.8%
40Δ12.5045.4%4.9%11.82103.4%8.2%
45Δ12.3844.8%4.2%12.10104.6%6.8%
50Δ12.2544.3%3.5%12.37105.8%6.0%
55Δ12.1343.7%2.8%12.64107.0%5.2%
60Δ12.0043.1%2.1%12.91108.2%4.3%
65Δ11.8741.7%1.8%13.35116.9%3.8%
70Δ11.7440.2%1.6%13.86129.3%3.4%
75Δ11.6138.7%1.3%
80Δ11.4737.2%1.0%17.02208.8%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.67
IV
98.3%
B/E move
14.7%

25Δ

Calls
Pseudo strike
12.88
IV
47.1%
B/E move
7.0%
Puts
Pseudo strike
10.96
IV
99.5%
B/E move
13.0%

30Δ

Calls
Pseudo strike
12.76
IV
46.6%
B/E move
6.3%
Puts
Pseudo strike
11.25
IV
100.8%
B/E move
11.4%

35Δ

Calls
Pseudo strike
12.63
IV
46.0%
B/E move
5.6%
Puts
Pseudo strike
11.53
IV
102.1%
B/E move
9.8%

40Δ

Calls
Pseudo strike
12.50
IV
45.4%
B/E move
4.9%
Puts
Pseudo strike
11.82
IV
103.4%
B/E move
8.2%

45Δ

Calls
Pseudo strike
12.38
IV
44.8%
B/E move
4.2%
Puts
Pseudo strike
12.10
IV
104.6%
B/E move
6.8%

50Δ

Calls
Pseudo strike
12.25
IV
44.3%
B/E move
3.5%
Puts
Pseudo strike
12.37
IV
105.8%
B/E move
6.0%

55Δ

Calls
Pseudo strike
12.13
IV
43.7%
B/E move
2.8%
Puts
Pseudo strike
12.64
IV
107.0%
B/E move
5.2%

60Δ

Calls
Pseudo strike
12.00
IV
43.1%
B/E move
2.1%
Puts
Pseudo strike
12.91
IV
108.2%
B/E move
4.3%

65Δ

Calls
Pseudo strike
11.87
IV
41.7%
B/E move
1.8%
Puts
Pseudo strike
13.35
IV
116.9%
B/E move
3.8%

70Δ

Calls
Pseudo strike
11.74
IV
40.2%
B/E move
1.6%
Puts
Pseudo strike
13.86
IV
129.3%
B/E move
3.4%

75Δ

Calls
Pseudo strike
11.61
IV
38.7%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
11.47
IV
37.2%
B/E move
1.0%
Puts
Pseudo strike
17.02
IV
208.8%
B/E move
3.0%

Options history

IV · four-Friday blend74.20%
Daily EOD
MSTY73.9%76.4%79.0%2026-10-23: 78.61%2026-10-26: 74.20%Oct 23Oct 26
2 observations2026-10-23 — 2026-10-26
Table
DateIV (%)
78.61%
74.20%