YieldMax XOM Option Income Strategy ETF XOMO
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Market dataready · fetched 2026-11-13T18:52:48.329Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-13T18:51:33.984491827Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:52:47.614555+00:00
YieldMax XOM Option Income Strategy ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.04 | 248.5% | 45.6% | 8.74 | 190.4% | 20.6% |
| 25Δ | 13.49 | 195.5% | 31.0% | 10.10 | 58.5% | 6.1% |
| 30Δ | 12.67 | 160.2% | 23.1% | 10.23 | 65.3% | 5.8% |
| 35Δ | 11.84 | 124.9% | 15.3% | 10.37 | 72.1% | 5.5% |
| 40Δ | 11.01 | 89.6% | 7.5% | 10.51 | 79.0% | 5.1% |
| 45Δ | 10.87 | 84.5% | 6.6% | 10.64 | 85.8% | 4.8% |
| 50Δ | 10.74 | 79.9% | 5.7% | 10.78 | 92.7% | 4.5% |
| 55Δ | 10.62 | 75.2% | 4.9% | 10.92 | 99.5% | 4.2% |
| 60Δ | 10.49 | 70.5% | 4.1% | |||
| 65Δ | 10.36 | 65.8% | 3.3% | |||
| 70Δ | 10.23 | 61.1% | 2.5% | |||
| 75Δ | 10.10 | 56.4% | 1.6% | |||
| 80Δ | 9.86 | 58.3% | 1.0% | |||
20Δ
- Pseudo strike
- 15.04
- IV
- 248.5%
- B/E move
- 45.6%
- Pseudo strike
- 8.74
- IV
- 190.4%
- B/E move
- 20.6%
25Δ
- Pseudo strike
- 13.49
- IV
- 195.5%
- B/E move
- 31.0%
- Pseudo strike
- 10.10
- IV
- 58.5%
- B/E move
- 6.1%
30Δ
- Pseudo strike
- 12.67
- IV
- 160.2%
- B/E move
- 23.1%
- Pseudo strike
- 10.23
- IV
- 65.3%
- B/E move
- 5.8%
35Δ
- Pseudo strike
- 11.84
- IV
- 124.9%
- B/E move
- 15.3%
- Pseudo strike
- 10.37
- IV
- 72.1%
- B/E move
- 5.5%
40Δ
- Pseudo strike
- 11.01
- IV
- 89.6%
- B/E move
- 7.5%
- Pseudo strike
- 10.51
- IV
- 79.0%
- B/E move
- 5.1%
45Δ
- Pseudo strike
- 10.87
- IV
- 84.5%
- B/E move
- 6.6%
- Pseudo strike
- 10.64
- IV
- 85.8%
- B/E move
- 4.8%
50Δ
- Pseudo strike
- 10.74
- IV
- 79.9%
- B/E move
- 5.7%
- Pseudo strike
- 10.78
- IV
- 92.7%
- B/E move
- 4.5%
55Δ
- Pseudo strike
- 10.62
- IV
- 75.2%
- B/E move
- 4.9%
- Pseudo strike
- 10.92
- IV
- 99.5%
- B/E move
- 4.2%
60Δ
- Pseudo strike
- 10.49
- IV
- 70.5%
- B/E move
- 4.1%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 10.36
- IV
- 65.8%
- B/E move
- 3.3%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 10.23
- IV
- 61.1%
- B/E move
- 2.5%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 10.10
- IV
- 56.4%
- B/E move
- 1.6%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 9.86
- IV
- 58.3%
- B/E move
- 1.0%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 48.09% |