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YieldMax XYZ Option Income Strategy ETF XYZY

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Market datapartial · fetched 2026-10-22T23:10:06.665Z

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 · 2026-10-22T22:30:00.002389841Z

FundamentalsAlpha Vantage · unavailable

Share price$23.59
1D+1.8%
AH$23.15$23.27$23.38$23.50$23.625:30 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$0.40$1.36$2.32$3.28$4.24$17.84$20.17$22.51$24.84$27.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XYZY spot · $23.59XYZY PRICE$0.50$0.54$0.59$0.67$0.74$0.82$0.90$0.98$1.06$1.15$1.29$1.44$1.59$0.77$0.90$1.04$1.18$1.32$1.67$2.04$2.41$3.05$3.96
PutsExpensive1.91×
CallsExpensive1.11×
SkewBearish+32.68 pp
Implied moveBearish±$2.94
TiltBearish19.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.8674.4%24.5%19.6692.3%19.9%
25Δ27.0159.9%16.8%20.8281.1%15.6%
30Δ25.8150.8%11.9%21.6773.9%12.6%
35Δ25.1045.7%9.2%22.3668.0%10.2%
40Δ24.6242.2%7.5%22.9862.7%8.2%
45Δ24.1739.0%6.0%23.5465.3%7.3%
50Δ23.8336.3%4.8%24.1067.6%6.5%
55Δ23.5634.1%4.0%24.7068.1%5.5%
60Δ23.2831.8%3.2%25.5172.0%4.8%
65Δ23.0129.5%2.4%26.5379.5%4.3%
70Δ22.7728.3%2.0%
75Δ22.5327.1%1.6%
80Δ22.3025.9%1.3%

20Δ

Calls
Pseudo strike
28.86
IV
74.4%
B/E move
24.5%
Puts
Pseudo strike
19.66
IV
92.3%
B/E move
19.9%

25Δ

Calls
Pseudo strike
27.01
IV
59.9%
B/E move
16.8%
Puts
Pseudo strike
20.82
IV
81.1%
B/E move
15.6%

30Δ

Calls
Pseudo strike
25.81
IV
50.8%
B/E move
11.9%
Puts
Pseudo strike
21.67
IV
73.9%
B/E move
12.6%

35Δ

Calls
Pseudo strike
25.10
IV
45.7%
B/E move
9.2%
Puts
Pseudo strike
22.36
IV
68.0%
B/E move
10.2%

40Δ

Calls
Pseudo strike
24.62
IV
42.2%
B/E move
7.5%
Puts
Pseudo strike
22.98
IV
62.7%
B/E move
8.2%

45Δ

Calls
Pseudo strike
24.17
IV
39.0%
B/E move
6.0%
Puts
Pseudo strike
23.54
IV
65.3%
B/E move
7.3%

50Δ

Calls
Pseudo strike
23.83
IV
36.3%
B/E move
4.8%
Puts
Pseudo strike
24.10
IV
67.6%
B/E move
6.5%

55Δ

Calls
Pseudo strike
23.56
IV
34.1%
B/E move
4.0%
Puts
Pseudo strike
24.70
IV
68.1%
B/E move
5.5%

60Δ

Calls
Pseudo strike
23.28
IV
31.8%
B/E move
3.2%
Puts
Pseudo strike
25.51
IV
72.0%
B/E move
4.8%

65Δ

Calls
Pseudo strike
23.01
IV
29.5%
B/E move
2.4%
Puts
Pseudo strike
26.53
IV
79.5%
B/E move
4.3%

70Δ

Calls
Pseudo strike
22.77
IV
28.3%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
22.53
IV
27.1%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
22.30
IV
25.9%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations