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YieldMax RBLX Option Income Strategy ETF RBLY

i

Market dataready · fetched 2026-11-12T03:20:03.350Z

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 · 2026-11-12T01:00:00.139992157Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:20:03.019823+00:00

Share price$9.21
1D+0.7%
AH$9.16$9.22$9.27$9.33$9.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRBLY
Sold putSold callAH

YieldMax RBLX Option Income Strategy ETF options

Live interpolated RBLY call and put midpoint premiums by absolute delta.YieldMax RBLX Option Income Strategy ETF$0.30$1.49$2.68$3.87$5.07$6.77$7.99$9.20$10.42$11.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RBLY spot · $9.21RBLY PRICE$0.42$0.42$0.42$0.44$0.46$0.50$0.53$0.57$0.60$0.73$0.86$0.98$1.11$0.44$0.45$0.49$0.53$0.57$0.64$0.73$0.82$0.91$1.00$1.74$3.23$4.72
PutsExpensive1.71×
CallsExpensive1.88×
SkewBearish+1.47 pp
Implied moveBearish±$1.26
TiltBearish33.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.31334.6%81.7%7.05251.0%28.2%
25Δ12.68238.3%42.3%7.90185.2%19.1%
30Δ11.12180.6%25.3%8.28161.4%15.4%
35Δ10.42150.3%17.9%8.60143.4%12.3%
40Δ9.92128.0%12.7%8.93125.4%9.2%
45Δ9.69117.3%10.6%9.15117.7%7.7%
50Δ9.46106.7%8.4%9.33113.0%6.6%
55Δ9.2396.1%6.3%9.52108.4%5.6%
60Δ9.0085.6%4.2%9.71103.7%4.5%
65Δ8.8185.3%3.6%9.9099.1%3.4%
70Δ8.6384.9%3.0%10.71106.9%2.6%
75Δ8.4584.5%2.4%12.25129.0%2.2%
80Δ8.2784.1%1.8%13.78151.2%1.7%

20Δ

Calls
Pseudo strike
16.31
IV
334.6%
B/E move
81.7%
Puts
Pseudo strike
7.05
IV
251.0%
B/E move
28.2%

25Δ

Calls
Pseudo strike
12.68
IV
238.3%
B/E move
42.3%
Puts
Pseudo strike
7.90
IV
185.2%
B/E move
19.1%

30Δ

Calls
Pseudo strike
11.12
IV
180.6%
B/E move
25.3%
Puts
Pseudo strike
8.28
IV
161.4%
B/E move
15.4%

35Δ

Calls
Pseudo strike
10.42
IV
150.3%
B/E move
17.9%
Puts
Pseudo strike
8.60
IV
143.4%
B/E move
12.3%

40Δ

Calls
Pseudo strike
9.92
IV
128.0%
B/E move
12.7%
Puts
Pseudo strike
8.93
IV
125.4%
B/E move
9.2%

45Δ

Calls
Pseudo strike
9.69
IV
117.3%
B/E move
10.6%
Puts
Pseudo strike
9.15
IV
117.7%
B/E move
7.7%

50Δ

Calls
Pseudo strike
9.46
IV
106.7%
B/E move
8.4%
Puts
Pseudo strike
9.33
IV
113.0%
B/E move
6.6%

55Δ

Calls
Pseudo strike
9.23
IV
96.1%
B/E move
6.3%
Puts
Pseudo strike
9.52
IV
108.4%
B/E move
5.6%

60Δ

Calls
Pseudo strike
9.00
IV
85.6%
B/E move
4.2%
Puts
Pseudo strike
9.71
IV
103.7%
B/E move
4.5%

65Δ

Calls
Pseudo strike
8.81
IV
85.3%
B/E move
3.6%
Puts
Pseudo strike
9.90
IV
99.1%
B/E move
3.4%

70Δ

Calls
Pseudo strike
8.63
IV
84.9%
B/E move
3.0%
Puts
Pseudo strike
10.71
IV
106.9%
B/E move
2.6%

75Δ

Calls
Pseudo strike
8.45
IV
84.5%
B/E move
2.4%
Puts
Pseudo strike
12.25
IV
129.0%
B/E move
2.2%

80Δ

Calls
Pseudo strike
8.27
IV
84.1%
B/E move
1.8%
Puts
Pseudo strike
13.78
IV
151.2%
B/E move
1.7%

Options history

IV · four-Friday blend169.05%
Daily EOD
RBLY139.3%177.3%215.2%2026-10-21: 209.97%2026-10-22: 144.56%2026-10-27: 169.05%Oct 21Oct 22Oct 27
3 observations2026-10-21 — 2026-10-27
Table
DateIV (%)
209.97%
144.56%
169.05%