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YieldMax SNOW Option Income Strategy ETF SNOY

i

Market dataready · fetched 2026-11-12T03:23:38.300Z

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 · 2026-11-12T01:00:00.145666043Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:23:37.928621+00:00

Share price$9.42
1D-2.0%
AH$9.40$9.47$9.54$9.61$9.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNOY
Sold putSold callAH

YieldMax SNOW Option Income Strategy ETF options

Live interpolated SNOY call and put midpoint premiums by absolute delta.YieldMax SNOW Option Income Strategy ETF$0.28$0.63$0.97$1.32$1.66$7.79$8.60$9.41$10.22$11.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SNOY spot · $9.42SNOY PRICE$0.39$0.42$0.43$0.44$0.45$0.45$0.46$0.47$0.48$0.49$0.49$0.42$0.32$0.46$0.60$0.73$0.87$1.01$1.15$1.29$1.42$1.56
Puts——
Calls——
Skew——
Implied moveBearish±$1.19
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.44225.3%25.5%
25Δ12.09195.2%32.5%
30Δ11.34177.0%24.9%
35Δ10.85153.9%19.7%9.1668.4%6.1%
40Δ10.64140.8%17.6%9.3570.7%5.6%
45Δ10.43127.6%15.4%9.5473.1%5.1%
50Δ10.22114.4%13.3%9.7275.4%4.6%
55Δ10.00101.2%11.1%9.9177.8%4.0%
60Δ9.7988.1%8.9%10.1080.1%3.5%
65Δ9.5874.9%6.8%10.2882.5%3.0%
70Δ9.3761.7%4.6%10.4784.8%2.5%
75Δ9.1648.5%2.5%10.6687.2%2.0%
80Δ10.8489.5%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.44
IV
225.3%
B/E move
25.5%

25Δ

Calls
Pseudo strike
12.09
IV
195.2%
B/E move
32.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
11.34
IV
177.0%
B/E move
24.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
10.85
IV
153.9%
B/E move
19.7%
Puts
Pseudo strike
9.16
IV
68.4%
B/E move
6.1%

40Δ

Calls
Pseudo strike
10.64
IV
140.8%
B/E move
17.6%
Puts
Pseudo strike
9.35
IV
70.7%
B/E move
5.6%

45Δ

Calls
Pseudo strike
10.43
IV
127.6%
B/E move
15.4%
Puts
Pseudo strike
9.54
IV
73.1%
B/E move
5.1%

50Δ

Calls
Pseudo strike
10.22
IV
114.4%
B/E move
13.3%
Puts
Pseudo strike
9.72
IV
75.4%
B/E move
4.6%

55Δ

Calls
Pseudo strike
10.00
IV
101.2%
B/E move
11.1%
Puts
Pseudo strike
9.91
IV
77.8%
B/E move
4.0%

60Δ

Calls
Pseudo strike
9.79
IV
88.1%
B/E move
8.9%
Puts
Pseudo strike
10.10
IV
80.1%
B/E move
3.5%

65Δ

Calls
Pseudo strike
9.58
IV
74.9%
B/E move
6.8%
Puts
Pseudo strike
10.28
IV
82.5%
B/E move
3.0%

70Δ

Calls
Pseudo strike
9.37
IV
61.7%
B/E move
4.6%
Puts
Pseudo strike
10.47
IV
84.8%
B/E move
2.5%

75Δ

Calls
Pseudo strike
9.16
IV
48.5%
B/E move
2.5%
Puts
Pseudo strike
10.66
IV
87.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.84
IV
89.5%
B/E move
1.4%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations