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YieldMax PLTR Option Income Strategy ETF PLTY

i

Market dataready · fetched 2026-11-12T00:44:46.273Z

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 · 2026-11-11T23:30:00.001850191Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:44:45.821047+00:00

Share price$31.50
1D-0.4%
AH$31.24$31.41$31.59$31.76$31.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPLTY
Sold putSold callAH

YieldMax PLTR Option Income Strategy ETF options

Live interpolated PLTY call and put midpoint premiums by absolute delta.YieldMax PLTR Option Income Strategy ETF$0.12$2.49$4.87$7.24$9.62$25.95$28.65$31.36$34.06$36.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PLTY spot · $31.50PLTY PRICE$0.37$0.47$0.56$0.61$0.63$0.66$0.68$0.70$0.72$1.06$1.42$0.56$0.63$0.75$0.86$0.97$1.19$1.45$1.77$2.20$2.77$3.46$8.94
Puts——
Calls——
Skew——
Implied moveBearish±$2.09
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.1495.0%12.4%
25Δ29.1881.0%9.4%
30Δ32.4835.4%4.3%29.8475.3%7.6%
35Δ32.2837.7%4.0%30.3870.1%6.3%
40Δ32.0839.9%3.6%30.8765.1%5.1%
45Δ31.9038.9%3.2%31.3165.5%4.4%
50Δ31.7235.3%2.7%31.7367.8%3.9%
55Δ31.5531.8%2.2%32.1970.8%3.4%
60Δ31.3728.2%1.7%32.7475.1%3.0%
65Δ31.1924.6%1.2%33.4281.1%2.7%
70Δ31.0121.1%0.8%34.2287.5%2.3%
75Δ30.6525.1%0.7%
80Δ30.2729.9%0.6%39.72153.7%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.14
IV
95.0%
B/E move
12.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.18
IV
81.0%
B/E move
9.4%

30Δ

Calls
Pseudo strike
32.48
IV
35.4%
B/E move
4.3%
Puts
Pseudo strike
29.84
IV
75.3%
B/E move
7.6%

35Δ

Calls
Pseudo strike
32.28
IV
37.7%
B/E move
4.0%
Puts
Pseudo strike
30.38
IV
70.1%
B/E move
6.3%

40Δ

Calls
Pseudo strike
32.08
IV
39.9%
B/E move
3.6%
Puts
Pseudo strike
30.87
IV
65.1%
B/E move
5.1%

45Δ

Calls
Pseudo strike
31.90
IV
38.9%
B/E move
3.2%
Puts
Pseudo strike
31.31
IV
65.5%
B/E move
4.4%

50Δ

Calls
Pseudo strike
31.72
IV
35.3%
B/E move
2.7%
Puts
Pseudo strike
31.73
IV
67.8%
B/E move
3.9%

55Δ

Calls
Pseudo strike
31.55
IV
31.8%
B/E move
2.2%
Puts
Pseudo strike
32.19
IV
70.8%
B/E move
3.4%

60Δ

Calls
Pseudo strike
31.37
IV
28.2%
B/E move
1.7%
Puts
Pseudo strike
32.74
IV
75.1%
B/E move
3.0%

65Δ

Calls
Pseudo strike
31.19
IV
24.6%
B/E move
1.2%
Puts
Pseudo strike
33.42
IV
81.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
31.01
IV
21.1%
B/E move
0.8%
Puts
Pseudo strike
34.22
IV
87.5%
B/E move
2.3%

75Δ

Calls
Pseudo strike
30.65
IV
25.1%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
30.27
IV
29.9%
B/E move
0.6%
Puts
Pseudo strike
39.72
IV
153.7%
B/E move
2.3%

Options history

IV · four-Friday blend63.16%
Daily EOD
PLTY53.4%58.7%63.9%2026-10-19: 54.14%2026-10-20: 57.33%2026-10-21: 56.65%2026-10-22: 57.96%2026-10-23: 59.29%2026-10-26: 60.43%2026-10-27: 57.58%2026-10-28: 61.14%2026-10-29: 59.57%2026-10-30: 63.16%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.14%
57.33%
56.65%
57.96%
59.29%
60.43%
57.58%
61.14%
59.57%
63.16%