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YieldMax RBLX Option Income Strategy ETF RBLY

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Market datapartial · fetched 2026-10-22T16:39:19.156Z

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 · 2026-10-22T16:26:49.777029837Z

FundamentalsAlpha Vantage · unavailable

Share price$10.17
1D+0.6%
$10.08$10.11$10.14$10.17$10.205:30 AM6:30 AM9:00 AM1:00 PMRBLY
Sold putSold call

YieldMax RBLX Option Income Strategy ETF options

Live interpolated RBLY call and put midpoint premiums by absolute delta.YieldMax RBLX Option Income Strategy ETF$4.97$5.22$5.47$5.72$5.97$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICERBLY PRICE$5.00$5.01$5.03$5.00$5.03$5.22$5.39$5.25$5.08$5.01$5.03$5.05$5.09$5.13$5.18$5.90
PutsExpensive3.56×
CallsExpensive6.57×
SkewBullish-182.06 pp
Implied move——
TiltBearish63.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.22553.2%58.5%
25Δ10.15476.3%49.6%
30Δ11.10422.9%42.2%
35Δ11.93378.4%35.6%
40Δ12.39334.8%29.8%
45Δ12.80291.3%24.0%
50Δ13.22257.3%19.3%
55Δ13.62231.7%15.6%
60Δ14.02206.4%11.9%
65Δ14.29188.1%9.6%
70Δ17.73602.0%123.5%14.56169.7%7.3%
75Δ9.89459.6%46.4%14.83151.4%5.0%
80Δ7.33363.2%21.5%15.73145.8%3.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.22
IV
553.2%
B/E move
58.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.15
IV
476.3%
B/E move
49.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.10
IV
422.9%
B/E move
42.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.93
IV
378.4%
B/E move
35.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.39
IV
334.8%
B/E move
29.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.80
IV
291.3%
B/E move
24.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.22
IV
257.3%
B/E move
19.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.62
IV
231.7%
B/E move
15.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.02
IV
206.4%
B/E move
11.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.29
IV
188.1%
B/E move
9.6%

70Δ

Calls
Pseudo strike
17.73
IV
602.0%
B/E move
123.5%
Puts
Pseudo strike
14.56
IV
169.7%
B/E move
7.3%

75Δ

Calls
Pseudo strike
9.89
IV
459.6%
B/E move
46.4%
Puts
Pseudo strike
14.83
IV
151.4%
B/E move
5.0%

80Δ

Calls
Pseudo strike
7.33
IV
363.2%
B/E move
21.5%
Puts
Pseudo strike
15.73
IV
145.8%
B/E move
3.3%

Options history

No recorded observations