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YieldMax TSM Option Income Strategy ETF TSMY

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Market datapartial · fetched 2026-10-23T03:01:27.529Z

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 · 2026-10-23T00:00:00.175629788Z

FundamentalsAlpha Vantage · unavailable

Share price$13.89
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$1.35$2.43$3.52$4.61$11.00$12.52$14.04$15.57$17.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSMY spot · $13.89TSMY PRICE$0.38$0.40$0.42$0.45$0.47$0.50$0.52$0.60$0.67$0.75$0.82$0.90$0.97$0.39$0.43$0.47$0.50$0.52$0.55$0.57$0.99$1.41$1.83$2.25$3.15$4.29
PutsExpensive1.46×
CallsExpensive1.47×
SkewBearish+9.34 pp
Implied moveBearish±$1.10
TiltBearish37.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.2597.7%34.1%11.7881.9%18.1%
25Δ17.3885.7%28.0%12.4268.8%13.7%
30Δ16.7175.8%23.4%12.9658.4%10.1%
35Δ16.0465.9%18.7%13.2352.2%8.3%
40Δ15.3756.0%14.1%13.4946.3%6.7%
45Δ14.7046.0%9.5%13.7440.4%5.0%
50Δ14.0336.1%4.8%14.0034.6%3.4%
55Δ13.8634.3%4.1%14.4442.3%3.2%
60Δ13.7132.9%3.5%14.8850.0%3.0%
65Δ13.5531.5%3.0%15.3257.8%2.9%
70Δ13.4030.1%2.4%15.7665.5%2.7%
75Δ13.2528.7%1.9%16.6780.1%2.6%
80Δ13.1027.3%1.3%17.8991.1%2.1%

20Δ

Calls
Pseudo strike
18.25
IV
97.7%
B/E move
34.1%
Puts
Pseudo strike
11.78
IV
81.9%
B/E move
18.1%

25Δ

Calls
Pseudo strike
17.38
IV
85.7%
B/E move
28.0%
Puts
Pseudo strike
12.42
IV
68.8%
B/E move
13.7%

30Δ

Calls
Pseudo strike
16.71
IV
75.8%
B/E move
23.4%
Puts
Pseudo strike
12.96
IV
58.4%
B/E move
10.1%

35Δ

Calls
Pseudo strike
16.04
IV
65.9%
B/E move
18.7%
Puts
Pseudo strike
13.23
IV
52.2%
B/E move
8.3%

40Δ

Calls
Pseudo strike
15.37
IV
56.0%
B/E move
14.1%
Puts
Pseudo strike
13.49
IV
46.3%
B/E move
6.7%

45Δ

Calls
Pseudo strike
14.70
IV
46.0%
B/E move
9.5%
Puts
Pseudo strike
13.74
IV
40.4%
B/E move
5.0%

50Δ

Calls
Pseudo strike
14.03
IV
36.1%
B/E move
4.8%
Puts
Pseudo strike
14.00
IV
34.6%
B/E move
3.4%

55Δ

Calls
Pseudo strike
13.86
IV
34.3%
B/E move
4.1%
Puts
Pseudo strike
14.44
IV
42.3%
B/E move
3.2%

60Δ

Calls
Pseudo strike
13.71
IV
32.9%
B/E move
3.5%
Puts
Pseudo strike
14.88
IV
50.0%
B/E move
3.0%

65Δ

Calls
Pseudo strike
13.55
IV
31.5%
B/E move
3.0%
Puts
Pseudo strike
15.32
IV
57.8%
B/E move
2.9%

70Δ

Calls
Pseudo strike
13.40
IV
30.1%
B/E move
2.4%
Puts
Pseudo strike
15.76
IV
65.5%
B/E move
2.7%

75Δ

Calls
Pseudo strike
13.25
IV
28.7%
B/E move
1.9%
Puts
Pseudo strike
16.67
IV
80.1%
B/E move
2.6%

80Δ

Calls
Pseudo strike
13.10
IV
27.3%
B/E move
1.3%
Puts
Pseudo strike
17.89
IV
91.1%
B/E move
2.1%

Options history

No recorded observations