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YieldMax SMCI Option Income Strategy ETF SMCY

i

Market dataready · fetched 2026-11-11T15:57:41.595Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T15:57:07.424453189Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:57:38.879478+00:00

Share price$3.82
1D+3.7%
$3.66$3.70$3.74$3.78$3.825:30 AM6:30 AM9:00 AM1:00 PMSMCY
Sold putSold call

YieldMax SMCI Option Income Strategy ETF options

Live interpolated SMCY call and put midpoint premiums by absolute delta.YieldMax SMCI Option Income Strategy ETF$0.00$1.00$2.00$3.00$4.00$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESMCY PRICE$0.07$0.36$0.44$0.49$0.55$0.60$0.66$0.84$1.11$1.38$2.58$2.95$3.33$3.71
PutsExpensive1.63×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.72195.0%38.3%
25Δ3.05177.8%31.5%
30Δ4.3843.6%16.6%3.27164.4%27.2%
35Δ3.49151.0%23.0%
40Δ3.70137.6%18.7%
45Δ3.92124.2%14.4%
50Δ4.20125.2%12.1%
55Δ4.51134.3%10.9%
60Δ4.83143.5%9.6%
65Δ6.00199.3%10.3%
70Δ6.46194.1%8.2%
75Δ6.92188.9%6.1%
80Δ7.36179.5%4.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.72
IV
195.0%
B/E move
38.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.05
IV
177.8%
B/E move
31.5%

30Δ

Calls
Pseudo strike
4.38
IV
43.6%
B/E move
16.6%
Puts
Pseudo strike
3.27
IV
164.4%
B/E move
27.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.49
IV
151.0%
B/E move
23.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.70
IV
137.6%
B/E move
18.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.92
IV
124.2%
B/E move
14.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.20
IV
125.2%
B/E move
12.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.51
IV
134.3%
B/E move
10.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.83
IV
143.5%
B/E move
9.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.00
IV
199.3%
B/E move
10.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.46
IV
194.1%
B/E move
8.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.92
IV
188.9%
B/E move
6.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.36
IV
179.5%
B/E move
4.3%

Options history

IV · four-Friday blend131.91%
Daily EOD
SMCY126.1%129.2%132.3%2026-10-23: 126.57%2026-10-29: 131.91%Oct 23Oct 29
2 observations2026-10-23 — 2026-10-29
Table
DateIV (%)
126.57%
131.91%