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YieldMax SMCI Option Income Strategy ETF SMCY

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Market datapartial · fetched 2026-10-22T14:54:13.788Z

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 · 2026-10-22T14:53:25.22389361Z

FundamentalsAlpha Vantage · unavailable

Share price$4.16
1D-2.7%
$4.15$4.18$4.22$4.25$4.285:30 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$0.31$0.75$1.19$1.63$2.07$1.81$2.95$4.09$5.23$6.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMCY spot · $4.16SMCY PRICE$0.35$0.37$0.39$0.41$0.43$0.45$0.47$0.36$0.45$0.53$0.62$0.71$0.80$0.88$0.97$1.06$1.28$1.94
PutsExpensive1.92×
CallsExpensive1.83×
SkewBearish+10.59 pp
Implied moveBearish±$1.31
TiltBearish53.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.02202.3%35.9%
25Δ3.25193.2%32.6%
30Δ6.93212.0%75.3%3.47184.1%29.2%
35Δ6.47191.7%64.6%3.70175.0%25.9%
40Δ6.00171.4%53.9%3.92165.9%22.6%
45Δ5.54151.1%43.2%4.15156.8%19.3%
50Δ5.07130.8%32.5%4.38147.7%15.9%
55Δ4.61110.5%21.8%4.60138.6%12.6%
60Δ4.1590.2%11.1%4.83129.5%9.3%
65Δ5.16128.8%6.6%
70Δ5.84156.1%6.2%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.02
IV
202.3%
B/E move
35.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.25
IV
193.2%
B/E move
32.6%

30Δ

Calls
Pseudo strike
6.93
IV
212.0%
B/E move
75.3%
Puts
Pseudo strike
3.47
IV
184.1%
B/E move
29.2%

35Δ

Calls
Pseudo strike
6.47
IV
191.7%
B/E move
64.6%
Puts
Pseudo strike
3.70
IV
175.0%
B/E move
25.9%

40Δ

Calls
Pseudo strike
6.00
IV
171.4%
B/E move
53.9%
Puts
Pseudo strike
3.92
IV
165.9%
B/E move
22.6%

45Δ

Calls
Pseudo strike
5.54
IV
151.1%
B/E move
43.2%
Puts
Pseudo strike
4.15
IV
156.8%
B/E move
19.3%

50Δ

Calls
Pseudo strike
5.07
IV
130.8%
B/E move
32.5%
Puts
Pseudo strike
4.38
IV
147.7%
B/E move
15.9%

55Δ

Calls
Pseudo strike
4.61
IV
110.5%
B/E move
21.8%
Puts
Pseudo strike
4.60
IV
138.6%
B/E move
12.6%

60Δ

Calls
Pseudo strike
4.15
IV
90.2%
B/E move
11.1%
Puts
Pseudo strike
4.83
IV
129.5%
B/E move
9.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.16
IV
128.8%
B/E move
6.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.84
IV
156.1%
B/E move
6.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations