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YieldMax MSTR Short Option Income Strategy ETF WNTR

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Market datapartial · fetched 2026-10-23T03:50:30.797Z

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 · 2026-10-23T00:00:00.06001791Z

FundamentalsAlpha Vantage · unavailable

Share price$15.12
1D+1.0%
AH$14.82$14.99$15.16$15.32$15.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWNTR
Sold putSold callAH

YieldMax MSTR Short Option Income Strategy ETF options

Live interpolated WNTR call and put midpoint premiums by absolute delta.YieldMax MSTR Short Option Income Strategy ETF$0.00$2.65$5.30$7.94$10.59$10.68$12.69$14.70$16.72$18.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WNTR spot · $15.12WNTR PRICE$0.25$0.30$0.35$0.40$0.45$0.51$0.56$0.61$0.70$0.82$0.94$1.06$1.18$0.32$0.39$0.53$0.74$0.94$1.18$1.54$1.92$2.70$3.58$4.90$9.82
PutsExpensive1.24×
CallsCheap0.60×
SkewBearish+46.46 pp
Implied moveBearish±$2.10
TiltBearish55.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.8258.4%19.5%13.2761.8%14.3%
25Δ17.4354.8%17.3%13.7657.1%11.5%
30Δ17.0551.1%15.1%14.1657.2%9.9%
35Δ16.6747.5%12.9%14.4661.8%9.2%
40Δ16.2843.9%10.7%14.7766.4%8.6%
45Δ15.9040.3%8.5%15.1171.2%7.9%
50Δ15.5136.6%6.3%15.5776.6%7.2%
55Δ15.1333.0%4.1%16.0582.4%6.6%
60Δ14.8831.6%3.1%16.8796.0%6.3%
65Δ14.7031.2%2.6%17.84106.9%5.7%
70Δ14.5130.8%2.2%19.25121.2%5.1%
75Δ14.3330.5%1.8%24.13178.7%5.4%
80Δ14.1530.1%1.4%

20Δ

Calls
Pseudo strike
17.82
IV
58.4%
B/E move
19.5%
Puts
Pseudo strike
13.27
IV
61.8%
B/E move
14.3%

25Δ

Calls
Pseudo strike
17.43
IV
54.8%
B/E move
17.3%
Puts
Pseudo strike
13.76
IV
57.1%
B/E move
11.5%

30Δ

Calls
Pseudo strike
17.05
IV
51.1%
B/E move
15.1%
Puts
Pseudo strike
14.16
IV
57.2%
B/E move
9.9%

35Δ

Calls
Pseudo strike
16.67
IV
47.5%
B/E move
12.9%
Puts
Pseudo strike
14.46
IV
61.8%
B/E move
9.2%

40Δ

Calls
Pseudo strike
16.28
IV
43.9%
B/E move
10.7%
Puts
Pseudo strike
14.77
IV
66.4%
B/E move
8.6%

45Δ

Calls
Pseudo strike
15.90
IV
40.3%
B/E move
8.5%
Puts
Pseudo strike
15.11
IV
71.2%
B/E move
7.9%

50Δ

Calls
Pseudo strike
15.51
IV
36.6%
B/E move
6.3%
Puts
Pseudo strike
15.57
IV
76.6%
B/E move
7.2%

55Δ

Calls
Pseudo strike
15.13
IV
33.0%
B/E move
4.1%
Puts
Pseudo strike
16.05
IV
82.4%
B/E move
6.6%

60Δ

Calls
Pseudo strike
14.88
IV
31.6%
B/E move
3.1%
Puts
Pseudo strike
16.87
IV
96.0%
B/E move
6.3%

65Δ

Calls
Pseudo strike
14.70
IV
31.2%
B/E move
2.6%
Puts
Pseudo strike
17.84
IV
106.9%
B/E move
5.7%

70Δ

Calls
Pseudo strike
14.51
IV
30.8%
B/E move
2.2%
Puts
Pseudo strike
19.25
IV
121.2%
B/E move
5.1%

75Δ

Calls
Pseudo strike
14.33
IV
30.5%
B/E move
1.8%
Puts
Pseudo strike
24.13
IV
178.7%
B/E move
5.4%

80Δ

Calls
Pseudo strike
14.15
IV
30.1%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations