IntraAlpha
Create free account Start free

YieldMax TSM Option Income Strategy ETF TSMY

i

Market dataready · fetched 2026-11-12T02:31:53.502Z

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 · 2026-11-12T01:00:00.056625474Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:31:53.152786+00:00

Share price$13.84
1D+0.3%
AH$13.55$13.66$13.77$13.89$14.005:30 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$0.00$1.19$2.37$3.55$4.73$10.93$12.21$13.49$14.76$16.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSMY spot · $13.84TSMY PRICE$0.13$0.19$0.24$0.29$0.35$0.40$0.45$0.50$0.55$0.60$0.65$0.70$0.75$0.35$0.38$0.42$0.63$0.86$1.08$1.31$1.53$1.76$1.99$2.21$2.44$4.39
PutsExpensive1.71×
CallsCheap0.62×
SkewBearish+63.36 pp
Implied moveBearish±$1.76
TiltBearish53.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.8449.0%8.2%11.89133.1%16.6%
25Δ14.6850.5%7.4%12.45112.8%12.8%
30Δ14.5352.1%6.7%12.9595.7%9.5%
35Δ14.3753.7%6.0%13.3096.2%8.5%
40Δ14.2255.2%5.3%13.6398.6%7.7%
45Δ14.0756.8%4.5%13.96101.1%6.9%
50Δ13.9455.6%4.0%14.29103.5%6.2%
55Δ13.8352.5%3.5%14.62105.9%5.4%
60Δ13.7149.3%3.1%14.95108.4%4.7%
65Δ13.6046.1%2.7%15.29110.8%3.9%
70Δ13.4943.0%2.2%15.62113.2%3.2%
75Δ13.3839.8%1.8%15.95115.7%2.4%
80Δ13.2736.7%1.3%17.89168.9%2.5%

20Δ

Calls
Pseudo strike
14.84
IV
49.0%
B/E move
8.2%
Puts
Pseudo strike
11.89
IV
133.1%
B/E move
16.6%

25Δ

Calls
Pseudo strike
14.68
IV
50.5%
B/E move
7.4%
Puts
Pseudo strike
12.45
IV
112.8%
B/E move
12.8%

30Δ

Calls
Pseudo strike
14.53
IV
52.1%
B/E move
6.7%
Puts
Pseudo strike
12.95
IV
95.7%
B/E move
9.5%

35Δ

Calls
Pseudo strike
14.37
IV
53.7%
B/E move
6.0%
Puts
Pseudo strike
13.30
IV
96.2%
B/E move
8.5%

40Δ

Calls
Pseudo strike
14.22
IV
55.2%
B/E move
5.3%
Puts
Pseudo strike
13.63
IV
98.6%
B/E move
7.7%

45Δ

Calls
Pseudo strike
14.07
IV
56.8%
B/E move
4.5%
Puts
Pseudo strike
13.96
IV
101.1%
B/E move
6.9%

50Δ

Calls
Pseudo strike
13.94
IV
55.6%
B/E move
4.0%
Puts
Pseudo strike
14.29
IV
103.5%
B/E move
6.2%

55Δ

Calls
Pseudo strike
13.83
IV
52.5%
B/E move
3.5%
Puts
Pseudo strike
14.62
IV
105.9%
B/E move
5.4%

60Δ

Calls
Pseudo strike
13.71
IV
49.3%
B/E move
3.1%
Puts
Pseudo strike
14.95
IV
108.4%
B/E move
4.7%

65Δ

Calls
Pseudo strike
13.60
IV
46.1%
B/E move
2.7%
Puts
Pseudo strike
15.29
IV
110.8%
B/E move
3.9%

70Δ

Calls
Pseudo strike
13.49
IV
43.0%
B/E move
2.2%
Puts
Pseudo strike
15.62
IV
113.2%
B/E move
3.2%

75Δ

Calls
Pseudo strike
13.38
IV
39.8%
B/E move
1.8%
Puts
Pseudo strike
15.95
IV
115.7%
B/E move
2.4%

80Δ

Calls
Pseudo strike
13.27
IV
36.7%
B/E move
1.3%
Puts
Pseudo strike
17.89
IV
168.9%
B/E move
2.5%

Options history

IV · four-Friday blend45.84%
Daily EOD
TSMY43.6%45.6%47.7%2026-10-19: 45.31%2026-10-20: 45.85%2026-10-21: 45.04%2026-10-22: 47.39%2026-10-23: 46.56%2026-10-26: 45.24%2026-10-29: 43.87%2026-10-30: 45.84%Oct 19Oct 22Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.31%
45.85%
45.04%
47.39%
46.56%
45.24%
43.87%
45.84%