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YieldMax SNOW Option Income Strategy ETF SNOY

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Market datapartial · fetched 2026-10-22T23:24:04.624Z

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 · 2026-10-22T22:30:00.002694143Z

FundamentalsAlpha Vantage · unavailable

Share price$10.10
1D+0.8%
AH$9.89$9.99$10.10$10.20$10.315:30 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$0.35$0.91$1.48$2.05$2.62$6.52$8.19$9.86$11.52$13.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNOY spot · $10.10SNOY PRICE$0.41$0.43$0.44$0.45$0.47$0.51$0.55$0.59$0.45$0.50$0.63$0.89$1.15$1.41$1.67$1.93$2.19$2.45
PutsExpensive1.34×
CallsExpensive1.26×
SkewBearish+17.21 pp
Implied moveBearish±$2.22
TiltBearish55.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.83151.0%60.7%8.05121.1%24.7%
25Δ14.19127.7%44.8%8.65103.2%19.3%
30Δ12.88103.4%31.9%9.1793.7%15.5%
35Δ11.5779.1%18.9%9.5795.9%14.1%
40Δ10.8565.4%12.1%9.9798.0%12.7%
45Δ10.6059.9%10.0%10.37100.2%11.4%
50Δ10.3454.4%7.8%10.77102.3%10.0%
55Δ10.0948.9%5.7%11.16104.5%8.6%
60Δ11.56106.6%7.2%
65Δ11.96108.8%5.8%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
15.83
IV
151.0%
B/E move
60.7%
Puts
Pseudo strike
8.05
IV
121.1%
B/E move
24.7%

25Δ

Calls
Pseudo strike
14.19
IV
127.7%
B/E move
44.8%
Puts
Pseudo strike
8.65
IV
103.2%
B/E move
19.3%

30Δ

Calls
Pseudo strike
12.88
IV
103.4%
B/E move
31.9%
Puts
Pseudo strike
9.17
IV
93.7%
B/E move
15.5%

35Δ

Calls
Pseudo strike
11.57
IV
79.1%
B/E move
18.9%
Puts
Pseudo strike
9.57
IV
95.9%
B/E move
14.1%

40Δ

Calls
Pseudo strike
10.85
IV
65.4%
B/E move
12.1%
Puts
Pseudo strike
9.97
IV
98.0%
B/E move
12.7%

45Δ

Calls
Pseudo strike
10.60
IV
59.9%
B/E move
10.0%
Puts
Pseudo strike
10.37
IV
100.2%
B/E move
11.4%

50Δ

Calls
Pseudo strike
10.34
IV
54.4%
B/E move
7.8%
Puts
Pseudo strike
10.77
IV
102.3%
B/E move
10.0%

55Δ

Calls
Pseudo strike
10.09
IV
48.9%
B/E move
5.7%
Puts
Pseudo strike
11.16
IV
104.5%
B/E move
8.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.56
IV
106.6%
B/E move
7.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.96
IV
108.8%
B/E move
5.8%

70Δ

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

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