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YieldMax PYPL Option Income Strategy ETF PYPY

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Market datapartial · fetched 2026-10-23T15:48:49.310Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-10-23T14:59:53.040468897Z

FundamentalsAlpha Vantage · unavailable

Share price$26.13
1D+0.4%
$25.95$26.05$26.15$26.25$26.355:30 AM6:30 AM9:00 AM1:00 PMPYPY
Sold putSold call

YieldMax PYPL Option Income Strategy ETF options

Live interpolated PYPY call and put midpoint premiums by absolute delta.YieldMax PYPL Option Income Strategy ETF$0.84$3.48$6.13$8.77$11.41$12.40$18.19$23.97$29.75$35.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PYPY spot · $26.13PYPY PRICE$1.13$1.21$1.30$1.38$1.46$1.55$1.63$1.72$1.81$1.89$2.23$2.80$3.83$5.23$7.35$10.64
PutsExpensive1.36×
CallsCheap0.49×
SkewBearish+44.01 pp
Implied moveBearish±$8.73
TiltBearish36.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ23.5552.6%18.4%
35Δ29.6830.0%17.9%24.7652.8%16.0%
40Δ28.7726.9%14.8%26.1057.7%14.8%
45Δ27.8723.8%11.6%27.8063.5%13.6%
50Δ26.9920.9%8.6%30.1771.8%12.7%
55Δ26.6619.3%7.6%33.7282.4%11.7%
60Δ26.3417.8%6.7%
65Δ26.0116.3%5.8%
70Δ25.6814.8%4.9%
75Δ25.3613.3%4.0%
80Δ25.0311.7%3.0%

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
23.55
IV
52.6%
B/E move
18.4%

35Δ

Calls
Pseudo strike
29.68
IV
30.0%
B/E move
17.9%
Puts
Pseudo strike
24.76
IV
52.8%
B/E move
16.0%

40Δ

Calls
Pseudo strike
28.77
IV
26.9%
B/E move
14.8%
Puts
Pseudo strike
26.10
IV
57.7%
B/E move
14.8%

45Δ

Calls
Pseudo strike
27.87
IV
23.8%
B/E move
11.6%
Puts
Pseudo strike
27.80
IV
63.5%
B/E move
13.6%

50Δ

Calls
Pseudo strike
26.99
IV
20.9%
B/E move
8.6%
Puts
Pseudo strike
30.17
IV
71.8%
B/E move
12.7%

55Δ

Calls
Pseudo strike
26.66
IV
19.3%
B/E move
7.6%
Puts
Pseudo strike
33.72
IV
82.4%
B/E move
11.7%

60Δ

Calls
Pseudo strike
26.34
IV
17.8%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
26.01
IV
16.3%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
25.68
IV
14.8%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
25.36
IV
13.3%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
25.03
IV
11.7%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations