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YieldMax RBLX Option Income Strategy ETF RBLY

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Market datapartial · fetched 2026-10-23T03:33:13.699Z

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 · 2026-10-23T00:00:00.033904912Z

FundamentalsAlpha Vantage · unavailable

Share price$10.15
1D+0.1%
AH$10.08$10.11$10.14$10.17$10.205:30 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$0.40$0.67$0.94$1.22$1.49$6.49$8.09$9.69$11.29$12.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RBLY spot · $10.15RBLY PRICE$0.42$0.42$0.46$0.51$0.55$0.60$0.65$0.70$0.76$0.82$0.89$0.95$1.02$0.50$0.59$0.68$0.80$0.92$1.13$1.41
PutsExpensive1.29×
CallsFair1.03×
SkewBearish+32.11 pp
Implied moveBearish±$2.06
TiltBullish18.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.67163.7%68.5%8.00130.6%26.1%
25Δ13.45117.3%36.7%8.57117.4%21.3%
30Δ12.2598.3%25.3%9.09106.3%17.1%
35Δ11.5886.8%19.1%9.47101.3%14.6%
40Δ11.0076.3%13.8%9.8496.3%12.1%
45Δ10.7270.5%11.5%10.2396.3%10.4%
50Δ10.4364.8%9.2%10.6299.9%9.2%
55Δ10.1559.1%6.9%
60Δ9.9454.3%5.4%
65Δ9.8050.6%4.6%
70Δ9.6646.9%3.9%
75Δ9.5243.3%3.2%
80Δ9.3839.6%2.5%

20Δ

Calls
Pseudo strike
16.67
IV
163.7%
B/E move
68.5%
Puts
Pseudo strike
8.00
IV
130.6%
B/E move
26.1%

25Δ

Calls
Pseudo strike
13.45
IV
117.3%
B/E move
36.7%
Puts
Pseudo strike
8.57
IV
117.4%
B/E move
21.3%

30Δ

Calls
Pseudo strike
12.25
IV
98.3%
B/E move
25.3%
Puts
Pseudo strike
9.09
IV
106.3%
B/E move
17.1%

35Δ

Calls
Pseudo strike
11.58
IV
86.8%
B/E move
19.1%
Puts
Pseudo strike
9.47
IV
101.3%
B/E move
14.6%

40Δ

Calls
Pseudo strike
11.00
IV
76.3%
B/E move
13.8%
Puts
Pseudo strike
9.84
IV
96.3%
B/E move
12.1%

45Δ

Calls
Pseudo strike
10.72
IV
70.5%
B/E move
11.5%
Puts
Pseudo strike
10.23
IV
96.3%
B/E move
10.4%

50Δ

Calls
Pseudo strike
10.43
IV
64.8%
B/E move
9.2%
Puts
Pseudo strike
10.62
IV
99.9%
B/E move
9.2%

55Δ

Calls
Pseudo strike
10.15
IV
59.1%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
9.94
IV
54.3%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
9.80
IV
50.6%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
9.66
IV
46.9%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
9.52
IV
43.3%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
9.38
IV
39.6%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations