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YieldMax Bitcoin Option Income Strategy ETF YBIT

i

Market dataready · fetched 2026-11-13T02:13:06.741Z

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 · 2026-11-13T01:00:00.038147945Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:13:06.422736+00:00

Share price$17.55
1D-2.0%
AH$17.49$17.60$17.71$17.82$17.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMYBIT
Sold putSold callAH

YieldMax Bitcoin Option Income Strategy ETF options

Live interpolated YBIT call and put midpoint premiums by absolute delta.YieldMax Bitcoin Option Income Strategy ETF$0.22$1.11$2.00$2.90$3.79$15.64$16.64$17.64$18.64$19.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive YBIT spot · $17.55YBIT PRICE$0.31$0.40$0.42$0.43$0.45$0.49$0.55$0.60$0.66$0.71$0.76$0.93$1.11$0.41$0.45$0.79$1.14$1.48$1.82$2.16$2.50$2.85$3.19$3.53
Puts——
CallsExpensive1.54×
Skew——
Implied moveBearish±$2.02
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.25105.7%17.2%15.21130.7%15.6%
25Δ19.96114.5%16.0%
30Δ19.3598.3%12.7%
35Δ18.7582.2%9.3%17.1260.5%5.0%
40Δ18.1466.0%5.9%17.5366.6%4.6%
45Δ17.8759.7%4.6%17.9472.7%4.3%
50Δ17.7056.6%4.0%18.3578.7%3.9%
55Δ17.5453.4%3.3%18.7584.8%3.5%
60Δ17.3750.2%2.7%19.1690.9%3.1%
65Δ17.2047.0%2.0%19.5797.0%2.7%
70Δ17.0343.8%1.4%19.98103.0%2.4%
75Δ16.8243.3%1.1%20.39109.1%2.0%
80Δ16.5943.4%0.9%20.80115.2%1.6%

20Δ

Calls
Pseudo strike
20.25
IV
105.7%
B/E move
17.2%
Puts
Pseudo strike
15.21
IV
130.7%
B/E move
15.6%

25Δ

Calls
Pseudo strike
19.96
IV
114.5%
B/E move
16.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
19.35
IV
98.3%
B/E move
12.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
18.75
IV
82.2%
B/E move
9.3%
Puts
Pseudo strike
17.12
IV
60.5%
B/E move
5.0%

40Δ

Calls
Pseudo strike
18.14
IV
66.0%
B/E move
5.9%
Puts
Pseudo strike
17.53
IV
66.6%
B/E move
4.6%

45Δ

Calls
Pseudo strike
17.87
IV
59.7%
B/E move
4.6%
Puts
Pseudo strike
17.94
IV
72.7%
B/E move
4.3%

50Δ

Calls
Pseudo strike
17.70
IV
56.6%
B/E move
4.0%
Puts
Pseudo strike
18.35
IV
78.7%
B/E move
3.9%

55Δ

Calls
Pseudo strike
17.54
IV
53.4%
B/E move
3.3%
Puts
Pseudo strike
18.75
IV
84.8%
B/E move
3.5%

60Δ

Calls
Pseudo strike
17.37
IV
50.2%
B/E move
2.7%
Puts
Pseudo strike
19.16
IV
90.9%
B/E move
3.1%

65Δ

Calls
Pseudo strike
17.20
IV
47.0%
B/E move
2.0%
Puts
Pseudo strike
19.57
IV
97.0%
B/E move
2.7%

70Δ

Calls
Pseudo strike
17.03
IV
43.8%
B/E move
1.4%
Puts
Pseudo strike
19.98
IV
103.0%
B/E move
2.4%

75Δ

Calls
Pseudo strike
16.82
IV
43.3%
B/E move
1.1%
Puts
Pseudo strike
20.39
IV
109.1%
B/E move
2.0%

80Δ

Calls
Pseudo strike
16.59
IV
43.4%
B/E move
0.9%
Puts
Pseudo strike
20.80
IV
115.2%
B/E move
1.6%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations