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YieldMax TSM Option Income Strategy ETF TSMY

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Market datapartial · fetched 2026-10-22T23:44:44.863Z

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 · 2026-10-22T23:40:50.926238908Z

FundamentalsAlpha Vantage · unavailable

Share price$13.90
1D-1.1%
AH$13.87$13.95$14.03$14.12$14.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSMY
Sold putSold callAH

YieldMax TSM Option Income Strategy ETF options

Live interpolated TSMY call and put midpoint premiums by absolute delta.YieldMax TSM Option Income Strategy ETF$0.26$1.36$2.47$3.58$4.68$10.97$12.50$14.03$15.56$17.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSMY spot · $13.90TSMY PRICE$0.38$0.40$0.42$0.45$0.47$0.50$0.52$0.59$0.67$0.74$0.81$0.89$0.96$0.39$0.43$0.47$0.50$0.53$0.55$0.60$1.02$1.44$1.86$2.27$3.24$4.36
PutsExpensive1.47×
CallsExpensive1.47×
SkewBearish+10.18 pp
Implied moveBearish±$1.12
TiltBearish38.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.2697.4%34.0%11.7981.7%18.0%
25Δ17.3985.4%28.0%12.4368.7%13.7%
30Δ16.7375.6%23.4%12.9758.3%10.1%
35Δ16.0665.7%18.8%13.2452.1%8.3%
40Δ15.4055.9%14.2%13.5046.3%6.7%
45Δ14.7346.1%9.6%13.7640.4%5.0%
50Δ14.0736.2%5.0%14.0335.4%3.4%
55Δ13.8733.9%4.0%14.4743.2%3.2%
60Δ13.7232.5%3.5%14.9151.0%3.1%
65Δ13.5731.1%3.0%15.3558.8%2.9%
70Δ13.4229.6%2.4%15.7966.6%2.8%
75Δ13.2828.2%1.9%16.7682.1%2.7%
80Δ13.1326.8%1.4%17.9692.3%2.2%

20Δ

Calls
Pseudo strike
18.26
IV
97.4%
B/E move
34.0%
Puts
Pseudo strike
11.79
IV
81.7%
B/E move
18.0%

25Δ

Calls
Pseudo strike
17.39
IV
85.4%
B/E move
28.0%
Puts
Pseudo strike
12.43
IV
68.7%
B/E move
13.7%

30Δ

Calls
Pseudo strike
16.73
IV
75.6%
B/E move
23.4%
Puts
Pseudo strike
12.97
IV
58.3%
B/E move
10.1%

35Δ

Calls
Pseudo strike
16.06
IV
65.7%
B/E move
18.8%
Puts
Pseudo strike
13.24
IV
52.1%
B/E move
8.3%

40Δ

Calls
Pseudo strike
15.40
IV
55.9%
B/E move
14.2%
Puts
Pseudo strike
13.50
IV
46.3%
B/E move
6.7%

45Δ

Calls
Pseudo strike
14.73
IV
46.1%
B/E move
9.6%
Puts
Pseudo strike
13.76
IV
40.4%
B/E move
5.0%

50Δ

Calls
Pseudo strike
14.07
IV
36.2%
B/E move
5.0%
Puts
Pseudo strike
14.03
IV
35.4%
B/E move
3.4%

55Δ

Calls
Pseudo strike
13.87
IV
33.9%
B/E move
4.0%
Puts
Pseudo strike
14.47
IV
43.2%
B/E move
3.2%

60Δ

Calls
Pseudo strike
13.72
IV
32.5%
B/E move
3.5%
Puts
Pseudo strike
14.91
IV
51.0%
B/E move
3.1%

65Δ

Calls
Pseudo strike
13.57
IV
31.1%
B/E move
3.0%
Puts
Pseudo strike
15.35
IV
58.8%
B/E move
2.9%

70Δ

Calls
Pseudo strike
13.42
IV
29.6%
B/E move
2.4%
Puts
Pseudo strike
15.79
IV
66.6%
B/E move
2.8%

75Δ

Calls
Pseudo strike
13.28
IV
28.2%
B/E move
1.9%
Puts
Pseudo strike
16.76
IV
82.1%
B/E move
2.7%

80Δ

Calls
Pseudo strike
13.13
IV
26.8%
B/E move
1.4%
Puts
Pseudo strike
17.96
IV
92.3%
B/E move
2.2%

Options history

No recorded observations