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YieldMax XYZ Option Income Strategy ETF XYZY

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Market datapartial · fetched 2026-10-23T16:44:19.883Z

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 · 2026-10-23T16:31:21.602050156Z

FundamentalsAlpha Vantage · unavailable

Share price$23.04
1D-0.7%
$22.94$23.01$23.08$23.15$23.225:30 AM6:30 AM9:00 AM1:00 PMXYZY
Sold putSold call

YieldMax XYZ Option Income Strategy ETF options

Live interpolated XYZY call and put midpoint premiums by absolute delta.YieldMax XYZ Option Income Strategy ETF$0.33$1.87$3.40$4.93$6.47$17.45$19.81$22.16$24.52$26.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XYZY spot · $23.04XYZY PRICE$0.50$0.52$0.58$0.66$0.75$0.84$0.93$1.03$1.18$1.33$1.49$0.76$0.87$0.98$1.09$1.26$1.45$1.80$2.16$2.68$3.52$4.65$6.03
PutsExpensive1.84×
CallsExpensive1.25×
SkewBearish+27.38 pp
Implied moveBearish±$2.72
TiltBearish47.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.3677.3%25.3%19.1894.1%20.0%
25Δ26.2559.6%16.2%20.3481.2%15.5%
30Δ25.2151.8%12.0%21.2172.5%12.2%
35Δ24.5847.4%9.6%21.9165.1%9.6%
40Δ24.0343.8%7.5%22.4462.5%8.1%
45Δ23.6641.3%6.3%22.9460.5%6.7%
50Δ23.2938.9%5.1%23.4862.2%5.9%
55Δ22.9536.8%4.1%24.0164.5%5.2%
60Δ22.6536.1%3.5%24.6967.7%4.5%
65Δ22.3635.5%2.9%25.6673.5%3.9%
70Δ22.0734.8%2.3%26.9081.7%3.4%
75Δ28.3892.2%3.0%
80Δ

20Δ

Calls
Pseudo strike
28.36
IV
77.3%
B/E move
25.3%
Puts
Pseudo strike
19.18
IV
94.1%
B/E move
20.0%

25Δ

Calls
Pseudo strike
26.25
IV
59.6%
B/E move
16.2%
Puts
Pseudo strike
20.34
IV
81.2%
B/E move
15.5%

30Δ

Calls
Pseudo strike
25.21
IV
51.8%
B/E move
12.0%
Puts
Pseudo strike
21.21
IV
72.5%
B/E move
12.2%

35Δ

Calls
Pseudo strike
24.58
IV
47.4%
B/E move
9.6%
Puts
Pseudo strike
21.91
IV
65.1%
B/E move
9.6%

40Δ

Calls
Pseudo strike
24.03
IV
43.8%
B/E move
7.5%
Puts
Pseudo strike
22.44
IV
62.5%
B/E move
8.1%

45Δ

Calls
Pseudo strike
23.66
IV
41.3%
B/E move
6.3%
Puts
Pseudo strike
22.94
IV
60.5%
B/E move
6.7%

50Δ

Calls
Pseudo strike
23.29
IV
38.9%
B/E move
5.1%
Puts
Pseudo strike
23.48
IV
62.2%
B/E move
5.9%

55Δ

Calls
Pseudo strike
22.95
IV
36.8%
B/E move
4.1%
Puts
Pseudo strike
24.01
IV
64.5%
B/E move
5.2%

60Δ

Calls
Pseudo strike
22.65
IV
36.1%
B/E move
3.5%
Puts
Pseudo strike
24.69
IV
67.7%
B/E move
4.5%

65Δ

Calls
Pseudo strike
22.36
IV
35.5%
B/E move
2.9%
Puts
Pseudo strike
25.66
IV
73.5%
B/E move
3.9%

70Δ

Calls
Pseudo strike
22.07
IV
34.8%
B/E move
2.3%
Puts
Pseudo strike
26.90
IV
81.7%
B/E move
3.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.38
IV
92.2%
B/E move
3.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations