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YieldMax SNOW Option Income Strategy ETF SNOY

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Market datapartial · fetched 2026-10-22T22:21:19.637Z

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 · 2026-10-22T20:12:44.684344305Z

FundamentalsAlpha Vantage · unavailable

Share price$10.20
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$0.88$1.41$1.94$2.47$6.49$8.15$9.81$11.47$13.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNOY spot · $10.20SNOY PRICE$0.41$0.43$0.44$0.45$0.46$0.50$0.53$0.56$0.60$0.46$0.51$0.69$0.96$1.23$1.50$1.77$2.04$2.32
PutsExpensive1.38×
CallsExpensive1.19×
SkewBearish+26.98 pp
Implied moveBearish±$2.30
TiltBearish44.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.81147.9%59.0%8.12121.6%24.9%
25Δ14.26126.2%44.0%8.75103.1%19.2%
30Δ13.02102.9%31.9%9.2597.3%16.1%
35Δ11.7879.7%19.9%9.67100.0%14.6%
40Δ10.9263.1%11.6%10.09102.6%13.2%
45Δ10.6957.8%9.7%10.50105.3%11.8%
50Δ10.4652.5%7.8%10.92108.0%10.3%
55Δ10.2347.2%5.9%11.34110.7%8.9%
60Δ10.0141.9%4.0%11.76113.4%7.5%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
15.81
IV
147.9%
B/E move
59.0%
Puts
Pseudo strike
8.12
IV
121.6%
B/E move
24.9%

25Δ

Calls
Pseudo strike
14.26
IV
126.2%
B/E move
44.0%
Puts
Pseudo strike
8.75
IV
103.1%
B/E move
19.2%

30Δ

Calls
Pseudo strike
13.02
IV
102.9%
B/E move
31.9%
Puts
Pseudo strike
9.25
IV
97.3%
B/E move
16.1%

35Δ

Calls
Pseudo strike
11.78
IV
79.7%
B/E move
19.9%
Puts
Pseudo strike
9.67
IV
100.0%
B/E move
14.6%

40Δ

Calls
Pseudo strike
10.92
IV
63.1%
B/E move
11.6%
Puts
Pseudo strike
10.09
IV
102.6%
B/E move
13.2%

45Δ

Calls
Pseudo strike
10.69
IV
57.8%
B/E move
9.7%
Puts
Pseudo strike
10.50
IV
105.3%
B/E move
11.8%

50Δ

Calls
Pseudo strike
10.46
IV
52.5%
B/E move
7.8%
Puts
Pseudo strike
10.92
IV
108.0%
B/E move
10.3%

55Δ

Calls
Pseudo strike
10.23
IV
47.2%
B/E move
5.9%
Puts
Pseudo strike
11.34
IV
110.7%
B/E move
8.9%

60Δ

Calls
Pseudo strike
10.01
IV
41.9%
B/E move
4.0%
Puts
Pseudo strike
11.76
IV
113.4%
B/E move
7.5%

65Δ

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

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