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YieldMax Ultra Option Income Strategy ETF ULTY

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Market dataready · fetched 2026-10-22T22:43:28.282Z

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 · 2026-10-22T22:36:01.14211924Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:43:27.827627+00:00

Share price$22.66
1D-2.0%
AH$22.58$22.75$22.92$23.09$23.265:30 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$3.02$6.04$9.06$12.07$17.73$20.05$22.38$24.71$27.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ULTY spot · $22.66ULTY PRICE$0.38$0.31$0.23$0.16$0.35$0.53$0.72$0.90$1.09$1.28$1.46$1.65$1.83$0.39$0.43$0.56$0.68$0.90$1.18$1.46$2.00$2.56$3.12$5.52$11.19
PutsExpensive2.38×
CallsExpensive1.21×
SkewBearish+38.06 pp
Implied moveBearish±$2.18
TiltBearish46.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.5057.6%18.6%20.1553.6%12.8%
25Δ25.1040.6%12.1%21.1142.5%8.8%
30Δ24.0225.0%7.0%21.4842.3%7.7%
35Δ22.9910.4%2.2%21.8642.0%6.5%
40Δ22.7812.6%2.1%22.2344.3%5.9%
45Δ22.5714.9%1.9%22.6148.1%5.4%
50Δ22.3617.1%1.8%22.9852.0%5.0%
55Δ22.1519.4%1.7%23.5858.9%4.8%
60Δ21.9421.6%1.6%24.2364.8%4.4%
65Δ21.7323.8%1.5%24.9468.1%3.7%
70Δ21.5226.1%1.4%27.2795.3%4.0%
75Δ21.3128.3%1.3%32.81147.6%4.6%
80Δ21.1030.6%1.2%

20Δ

Calls
Pseudo strike
26.50
IV
57.6%
B/E move
18.6%
Puts
Pseudo strike
20.15
IV
53.6%
B/E move
12.8%

25Δ

Calls
Pseudo strike
25.10
IV
40.6%
B/E move
12.1%
Puts
Pseudo strike
21.11
IV
42.5%
B/E move
8.8%

30Δ

Calls
Pseudo strike
24.02
IV
25.0%
B/E move
7.0%
Puts
Pseudo strike
21.48
IV
42.3%
B/E move
7.7%

35Δ

Calls
Pseudo strike
22.99
IV
10.4%
B/E move
2.2%
Puts
Pseudo strike
21.86
IV
42.0%
B/E move
6.5%

40Δ

Calls
Pseudo strike
22.78
IV
12.6%
B/E move
2.1%
Puts
Pseudo strike
22.23
IV
44.3%
B/E move
5.9%

45Δ

Calls
Pseudo strike
22.57
IV
14.9%
B/E move
1.9%
Puts
Pseudo strike
22.61
IV
48.1%
B/E move
5.4%

50Δ

Calls
Pseudo strike
22.36
IV
17.1%
B/E move
1.8%
Puts
Pseudo strike
22.98
IV
52.0%
B/E move
5.0%

55Δ

Calls
Pseudo strike
22.15
IV
19.4%
B/E move
1.7%
Puts
Pseudo strike
23.58
IV
58.9%
B/E move
4.8%

60Δ

Calls
Pseudo strike
21.94
IV
21.6%
B/E move
1.6%
Puts
Pseudo strike
24.23
IV
64.8%
B/E move
4.4%

65Δ

Calls
Pseudo strike
21.73
IV
23.8%
B/E move
1.5%
Puts
Pseudo strike
24.94
IV
68.1%
B/E move
3.7%

70Δ

Calls
Pseudo strike
21.52
IV
26.1%
B/E move
1.4%
Puts
Pseudo strike
27.27
IV
95.3%
B/E move
4.0%

75Δ

Calls
Pseudo strike
21.31
IV
28.3%
B/E move
1.3%
Puts
Pseudo strike
32.81
IV
147.6%
B/E move
4.6%

80Δ

Calls
Pseudo strike
21.10
IV
30.6%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations