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YieldMax Bitcoin Option Income Strategy ETF YBIT

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Market datapartial · fetched 2026-10-23T15:53:02.689Z

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 · 2026-10-23T15:45:41.497145343Z

FundamentalsAlpha Vantage · unavailable

Share price$20.10
1D-0.1%
$20.08$20.12$20.15$20.18$20.215:30 AM6:30 AM9:00 AM1:00 PMYBIT
Sold putSold call

YieldMax Bitcoin Option Income Strategy ETF options

Live interpolated YBIT call and put midpoint premiums by absolute delta.YieldMax Bitcoin Option Income Strategy ETF$0.08$0.69$1.29$1.89$2.49$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEYBIT PRICE$0.15$0.19$2.32
PutsExpensive1.93×
CallsCheap0.84×
SkewBearish+42.60 pp
Implied move——
TiltBearish74.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.5125.0%7.8%
25Δ21.1423.3%6.1%
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ21.5466.8%4.4%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
21.51
IV
25.0%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
21.14
IV
23.3%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.54
IV
66.8%
B/E move
4.4%

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

No recorded observations