IntraAlpha
Create free account Start free

YieldMax PYPL Option Income Strategy ETF PYPY

i

Market datapartial · fetched 2026-10-23T21:54:10.424Z

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 · 2026-10-23T20:10:00.003187237Z

FundamentalsAlpha Vantage · unavailable

Share price$26.08
1D+0.2%
AH$25.91$26.02$26.13$26.24$26.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPYPY
Sold putSold callAH

YieldMax PYPL Option Income Strategy ETF options

Live interpolated PYPY call and put midpoint premiums by absolute delta.YieldMax PYPL Option Income Strategy ETF$0.54$0.89$1.25$1.60$1.96$21.00$23.15$25.29$27.44$29.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PYPY spot · $26.08PYPY PRICE$0.58$0.64$0.72$0.80$0.87$0.94$1.01$1.14$1.28$1.41$1.59$1.86$0.64$0.77$0.90$1.02$1.20$1.38$1.79
PutsExpensive1.74×
CallsFair1.00×
SkewBearish+21.79 pp
Implied moveBearish±$2.73
TiltBullish25.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.5472.4%16.0%
25Δ29.6658.5%15.9%23.5365.1%12.7%
30Δ28.4650.3%11.6%24.2960.2%10.3%
35Δ27.7245.3%9.0%24.9655.0%8.2%
40Δ27.1541.7%7.2%25.4653.2%7.0%
45Δ26.7238.3%5.8%25.9551.6%5.8%
50Δ26.3535.0%4.6%26.5055.2%5.2%
55Δ25.9831.7%3.5%
60Δ25.7130.8%3.0%
65Δ25.4529.8%2.5%
70Δ25.1828.8%1.9%
75Δ24.8828.0%1.5%
80Δ24.5427.8%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.54
IV
72.4%
B/E move
16.0%

25Δ

Calls
Pseudo strike
29.66
IV
58.5%
B/E move
15.9%
Puts
Pseudo strike
23.53
IV
65.1%
B/E move
12.7%

30Δ

Calls
Pseudo strike
28.46
IV
50.3%
B/E move
11.6%
Puts
Pseudo strike
24.29
IV
60.2%
B/E move
10.3%

35Δ

Calls
Pseudo strike
27.72
IV
45.3%
B/E move
9.0%
Puts
Pseudo strike
24.96
IV
55.0%
B/E move
8.2%

40Δ

Calls
Pseudo strike
27.15
IV
41.7%
B/E move
7.2%
Puts
Pseudo strike
25.46
IV
53.2%
B/E move
7.0%

45Δ

Calls
Pseudo strike
26.72
IV
38.3%
B/E move
5.8%
Puts
Pseudo strike
25.95
IV
51.6%
B/E move
5.8%

50Δ

Calls
Pseudo strike
26.35
IV
35.0%
B/E move
4.6%
Puts
Pseudo strike
26.50
IV
55.2%
B/E move
5.2%

55Δ

Calls
Pseudo strike
25.98
IV
31.7%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
25.71
IV
30.8%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
25.45
IV
29.8%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
25.18
IV
28.8%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
24.88
IV
28.0%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
24.54
IV
27.8%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations