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YieldMax TSM Option Income Strategy ETF TSMY

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Market datapartial · fetched 2026-10-22T18:39:05.278Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-10-22T18:38:54.129847259Z

FundamentalsAlpha Vantage · unavailable

Share price$13.95
1D-0.7%
$13.88$13.96$14.04$14.12$14.205:30 AM6:30 AM9:00 AM1:00 PMTSMY
Sold putSold call

YieldMax TSM Option Income Strategy ETF options

Live interpolated TSMY call and put midpoint premiums by absolute delta.YieldMax TSM Option Income Strategy ETF$0.93$0.99$1.05$1.12$1.18$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICETSMY PRICE$0.94$1.01$1.09$1.16
Puts——
CallsCheap0.47×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ13.8619.7%6.1%
65Δ13.5918.4%4.7%
70Δ13.3217.1%3.3%
75Δ13.0515.8%1.9%
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

Calls
Pseudo strike
13.86
IV
19.7%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
13.59
IV
18.4%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
13.32
IV
17.1%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
13.05
IV
15.8%
B/E move
1.9%
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