IntraAlpha
Create free account Start free

YieldMax SMCI Option Income Strategy ETF SMCY

i

Market datapartial · fetched 2026-10-23T20:18:26.902Z

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 · 2026-10-23T20:10:00.00216602Z

FundamentalsAlpha Vantage · unavailable

Share price$4.16
1D-0.9%
AH$4.12$4.15$4.19$4.22$4.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMCY
Sold putSold callAH

YieldMax SMCI Option Income Strategy ETF options

Live interpolated SMCY call and put midpoint premiums by absolute delta.YieldMax SMCI Option Income Strategy ETF$0.18$0.98$1.78$2.58$3.38$2.45$3.36$4.27$5.18$6.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMCY spot · $4.16SMCY PRICE$0.35$0.34$0.32$0.31$0.30$0.29$0.27$0.26$0.28$0.81$1.35$0.35$0.32$0.29$0.27$0.30$0.41$0.52$0.64$0.75$0.86$0.98$2.51$3.15
PutsExpensive1.40×
CallsExpensive1.52×
SkewBullish-8.89 pp
Implied moveBearish±$0.82
TiltBearish39.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.03203.9%35.5%
25Δ3.30167.2%28.3%
30Δ6.94215.8%75.3%3.57130.6%21.1%
35Δ6.57192.8%66.1%3.8594.0%13.9%
40Δ6.20169.7%56.9%4.0774.6%9.5%
45Δ5.83146.7%47.7%4.2278.0%8.6%
50Δ5.46123.6%38.5%4.3781.3%7.7%
55Δ5.09100.6%29.3%4.5284.6%6.7%
60Δ4.7277.5%20.1%4.6787.9%5.8%
65Δ4.3554.5%10.9%4.8291.3%4.9%
70Δ3.9736.4%2.2%4.9794.6%4.0%
75Δ3.48105.1%3.3%6.46170.0%5.1%
80Δ2.99173.9%4.3%7.14177.1%3.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.03
IV
203.9%
B/E move
35.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.30
IV
167.2%
B/E move
28.3%

30Δ

Calls
Pseudo strike
6.94
IV
215.8%
B/E move
75.3%
Puts
Pseudo strike
3.57
IV
130.6%
B/E move
21.1%

35Δ

Calls
Pseudo strike
6.57
IV
192.8%
B/E move
66.1%
Puts
Pseudo strike
3.85
IV
94.0%
B/E move
13.9%

40Δ

Calls
Pseudo strike
6.20
IV
169.7%
B/E move
56.9%
Puts
Pseudo strike
4.07
IV
74.6%
B/E move
9.5%

45Δ

Calls
Pseudo strike
5.83
IV
146.7%
B/E move
47.7%
Puts
Pseudo strike
4.22
IV
78.0%
B/E move
8.6%

50Δ

Calls
Pseudo strike
5.46
IV
123.6%
B/E move
38.5%
Puts
Pseudo strike
4.37
IV
81.3%
B/E move
7.7%

55Δ

Calls
Pseudo strike
5.09
IV
100.6%
B/E move
29.3%
Puts
Pseudo strike
4.52
IV
84.6%
B/E move
6.7%

60Δ

Calls
Pseudo strike
4.72
IV
77.5%
B/E move
20.1%
Puts
Pseudo strike
4.67
IV
87.9%
B/E move
5.8%

65Δ

Calls
Pseudo strike
4.35
IV
54.5%
B/E move
10.9%
Puts
Pseudo strike
4.82
IV
91.3%
B/E move
4.9%

70Δ

Calls
Pseudo strike
3.97
IV
36.4%
B/E move
2.2%
Puts
Pseudo strike
4.97
IV
94.6%
B/E move
4.0%

75Δ

Calls
Pseudo strike
3.48
IV
105.1%
B/E move
3.3%
Puts
Pseudo strike
6.46
IV
170.0%
B/E move
5.1%

80Δ

Calls
Pseudo strike
2.99
IV
173.9%
B/E move
4.3%
Puts
Pseudo strike
7.14
IV
177.1%
B/E move
3.9%

Options history

No recorded observations