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YieldMax Bitcoin Option Income Strategy ETF YBIT

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Market datapartial · fetched 2026-10-23T04:29:02.747Z

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 · 2026-10-23T00:00:00.066584612Z

FundamentalsAlpha Vantage · unavailable

Share price$20.02
1D-0.7%
AH$19.88$19.94$20.01$20.07$20.135:30 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$0.21$0.81$1.42$2.02$2.63$15.92$17.53$19.13$20.73$22.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YBIT spot · $20.02YBIT PRICE$0.40$0.31$0.27$0.36$0.45$0.54$0.63$0.71$0.77$0.83$0.89$0.95$1.01$0.51$0.57$0.65$0.82$1.08$1.34$1.61$1.87$2.45
PutsExpensive1.69×
CallsFair1.02×
SkewBearish+31.74 pp
Implied moveBearish±$2.24
TiltBearish14.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.1770.0%22.7%17.2174.2%16.6%
25Δ22.0041.7%11.4%18.1262.2%12.3%
30Δ20.8925.6%5.7%18.6956.6%9.9%
35Δ20.7126.4%5.3%19.1954.5%8.2%
40Δ20.5227.2%4.8%19.6156.7%7.4%
45Δ20.3327.9%4.3%20.0358.9%6.7%
50Δ20.1428.7%3.8%20.4561.1%5.9%
55Δ19.9728.8%3.3%20.8763.3%5.1%
60Δ19.8327.0%2.9%21.5570.5%4.6%
65Δ19.6825.2%2.5%
70Δ19.5423.4%2.1%
75Δ19.4021.6%1.7%
80Δ19.2619.8%1.3%

20Δ

Calls
Pseudo strike
24.17
IV
70.0%
B/E move
22.7%
Puts
Pseudo strike
17.21
IV
74.2%
B/E move
16.6%

25Δ

Calls
Pseudo strike
22.00
IV
41.7%
B/E move
11.4%
Puts
Pseudo strike
18.12
IV
62.2%
B/E move
12.3%

30Δ

Calls
Pseudo strike
20.89
IV
25.6%
B/E move
5.7%
Puts
Pseudo strike
18.69
IV
56.6%
B/E move
9.9%

35Δ

Calls
Pseudo strike
20.71
IV
26.4%
B/E move
5.3%
Puts
Pseudo strike
19.19
IV
54.5%
B/E move
8.2%

40Δ

Calls
Pseudo strike
20.52
IV
27.2%
B/E move
4.8%
Puts
Pseudo strike
19.61
IV
56.7%
B/E move
7.4%

45Δ

Calls
Pseudo strike
20.33
IV
27.9%
B/E move
4.3%
Puts
Pseudo strike
20.03
IV
58.9%
B/E move
6.7%

50Δ

Calls
Pseudo strike
20.14
IV
28.7%
B/E move
3.8%
Puts
Pseudo strike
20.45
IV
61.1%
B/E move
5.9%

55Δ

Calls
Pseudo strike
19.97
IV
28.8%
B/E move
3.3%
Puts
Pseudo strike
20.87
IV
63.3%
B/E move
5.1%

60Δ

Calls
Pseudo strike
19.83
IV
27.0%
B/E move
2.9%
Puts
Pseudo strike
21.55
IV
70.5%
B/E move
4.6%

65Δ

Calls
Pseudo strike
19.68
IV
25.2%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
19.54
IV
23.4%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
19.40
IV
21.6%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
19.26
IV
19.8%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations