IntraAlpha
Create free account Start free

YieldMax Ultra Option Income Strategy ETF ULTY

i

Market dataready · fetched 2026-11-12T01:13:11.785Z

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 · 2026-11-12T01:00:00.020319913Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:13:11.354224+00:00

Share price$21.11
1D+0.3%
AH$20.98$21.04$21.10$21.15$21.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMULTY
Sold putSold callAH

YieldMax Ultra Option Income Strategy ETF options

Live interpolated ULTY call and put midpoint premiums by absolute delta.YieldMax Ultra Option Income Strategy ETF$0.00$1.62$3.24$4.86$6.48$19.51$20.30$21.09$21.88$22.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ULTY spot · $21.11ULTY PRICE$0.05$0.06$0.07$0.07$0.08$0.09$0.10$0.11$0.12$0.12$0.13$0.14$0.15$0.16$0.24$0.32$0.39$0.47$0.55$0.77$0.99$1.22$2.72$3.84$6.00
Puts——
CallsCheap0.43×
Skew——
Implied moveBearish±$0.87
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.6127.9%7.3%20.0342.3%5.9%
25Δ22.4826.0%6.8%20.2343.1%5.3%
30Δ22.3424.1%6.2%20.4243.9%4.8%
35Δ22.2122.2%5.6%20.6144.8%4.2%
40Δ22.0820.2%5.0%20.8045.6%3.7%
45Δ21.9418.3%4.4%20.9946.5%3.1%
50Δ21.8116.4%3.8%21.2651.3%2.9%
55Δ21.6814.5%3.2%21.5356.2%2.7%
60Δ21.5412.6%2.6%21.8161.2%2.5%
65Δ21.4110.7%2.0%
70Δ21.288.7%1.4%23.27100.6%2.7%
75Δ21.146.8%0.8%24.44119.6%2.4%
80Δ21.014.9%0.2%26.63153.7%2.3%

20Δ

Calls
Pseudo strike
22.61
IV
27.9%
B/E move
7.3%
Puts
Pseudo strike
20.03
IV
42.3%
B/E move
5.9%

25Δ

Calls
Pseudo strike
22.48
IV
26.0%
B/E move
6.8%
Puts
Pseudo strike
20.23
IV
43.1%
B/E move
5.3%

30Δ

Calls
Pseudo strike
22.34
IV
24.1%
B/E move
6.2%
Puts
Pseudo strike
20.42
IV
43.9%
B/E move
4.8%

35Δ

Calls
Pseudo strike
22.21
IV
22.2%
B/E move
5.6%
Puts
Pseudo strike
20.61
IV
44.8%
B/E move
4.2%

40Δ

Calls
Pseudo strike
22.08
IV
20.2%
B/E move
5.0%
Puts
Pseudo strike
20.80
IV
45.6%
B/E move
3.7%

45Δ

Calls
Pseudo strike
21.94
IV
18.3%
B/E move
4.4%
Puts
Pseudo strike
20.99
IV
46.5%
B/E move
3.1%

50Δ

Calls
Pseudo strike
21.81
IV
16.4%
B/E move
3.8%
Puts
Pseudo strike
21.26
IV
51.3%
B/E move
2.9%

55Δ

Calls
Pseudo strike
21.68
IV
14.5%
B/E move
3.2%
Puts
Pseudo strike
21.53
IV
56.2%
B/E move
2.7%

60Δ

Calls
Pseudo strike
21.54
IV
12.6%
B/E move
2.6%
Puts
Pseudo strike
21.81
IV
61.2%
B/E move
2.5%

65Δ

Calls
Pseudo strike
21.41
IV
10.7%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
21.28
IV
8.7%
B/E move
1.4%
Puts
Pseudo strike
23.27
IV
100.6%
B/E move
2.7%

75Δ

Calls
Pseudo strike
21.14
IV
6.8%
B/E move
0.8%
Puts
Pseudo strike
24.44
IV
119.6%
B/E move
2.4%

80Δ

Calls
Pseudo strike
21.01
IV
4.9%
B/E move
0.2%
Puts
Pseudo strike
26.63
IV
153.7%
B/E move
2.3%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations