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YieldMax XYZ Option Income Strategy ETF XYZY

i

Market dataready · fetched 2026-11-13T02:16:07.106Z

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 · 2026-11-13T01:00:00.045716956Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:16:06.337812+00:00

Share price$23.81
1D-2.3%
AH$23.96$24.12$24.28$24.44$24.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXYZY
Sold putSold callAH

YieldMax XYZ Option Income Strategy ETF options

Live interpolated XYZY call and put midpoint premiums by absolute delta.YieldMax XYZ Option Income Strategy ETF$0.42$0.93$1.43$1.94$2.45$20.82$22.39$23.96$25.53$27.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive XYZY spot · $23.81XYZY PRICE$0.47$0.48$0.53$0.59$0.68$0.77$0.87$1.01$1.14$1.27$1.53$1.88$2.30$0.54$0.59$0.64$0.69$0.76$0.83$0.91$0.99$1.08$1.17$1.26$1.35
Puts——
CallsExpensive1.36×
Skew——
Implied moveBalanced±$1.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.67134.2%22.4%20.70128.4%15.4%
25Δ26.64100.9%13.9%21.72105.4%11.3%
30Δ25.7086.0%10.1%22.3891.1%8.7%
35Δ25.0677.2%7.7%22.9379.6%6.6%
40Δ24.6773.2%6.5%23.2873.3%5.4%
45Δ24.3069.7%5.3%23.6067.6%4.4%
50Δ23.9566.6%4.2%23.9161.9%3.4%
55Δ23.6765.0%3.6%24.1557.9%2.8%
60Δ23.3963.4%3.0%24.3554.5%2.3%
65Δ23.1161.8%2.4%24.5551.1%1.8%
70Δ22.7563.9%2.0%24.7547.7%1.4%
75Δ22.3368.4%1.7%24.9644.3%0.9%
80Δ21.8474.3%1.4%

20Δ

Calls
Pseudo strike
28.67
IV
134.2%
B/E move
22.4%
Puts
Pseudo strike
20.70
IV
128.4%
B/E move
15.4%

25Δ

Calls
Pseudo strike
26.64
IV
100.9%
B/E move
13.9%
Puts
Pseudo strike
21.72
IV
105.4%
B/E move
11.3%

30Δ

Calls
Pseudo strike
25.70
IV
86.0%
B/E move
10.1%
Puts
Pseudo strike
22.38
IV
91.1%
B/E move
8.7%

35Δ

Calls
Pseudo strike
25.06
IV
77.2%
B/E move
7.7%
Puts
Pseudo strike
22.93
IV
79.6%
B/E move
6.6%

40Δ

Calls
Pseudo strike
24.67
IV
73.2%
B/E move
6.5%
Puts
Pseudo strike
23.28
IV
73.3%
B/E move
5.4%

45Δ

Calls
Pseudo strike
24.30
IV
69.7%
B/E move
5.3%
Puts
Pseudo strike
23.60
IV
67.6%
B/E move
4.4%

50Δ

Calls
Pseudo strike
23.95
IV
66.6%
B/E move
4.2%
Puts
Pseudo strike
23.91
IV
61.9%
B/E move
3.4%

55Δ

Calls
Pseudo strike
23.67
IV
65.0%
B/E move
3.6%
Puts
Pseudo strike
24.15
IV
57.9%
B/E move
2.8%

60Δ

Calls
Pseudo strike
23.39
IV
63.4%
B/E move
3.0%
Puts
Pseudo strike
24.35
IV
54.5%
B/E move
2.3%

65Δ

Calls
Pseudo strike
23.11
IV
61.8%
B/E move
2.4%
Puts
Pseudo strike
24.55
IV
51.1%
B/E move
1.8%

70Δ

Calls
Pseudo strike
22.75
IV
63.9%
B/E move
2.0%
Puts
Pseudo strike
24.75
IV
47.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
22.33
IV
68.4%
B/E move
1.7%
Puts
Pseudo strike
24.96
IV
44.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
21.84
IV
74.3%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend53.70%
Daily EOD
XYZY51.6%53.1%54.6%2026-10-20: 51.84%2026-10-23: 53.36%2026-10-26: 54.43%2026-10-27: 53.70%Oct 20Oct 23Oct 27
4 observations2026-10-20 — 2026-10-27
Table
DateIV (%)
51.84%
53.36%
54.43%
53.70%