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YieldMax Magnificent 7 Fund of Option Income ETFs YMAG

i

Market dataready · fetched 2026-11-12T02:57:49.234Z

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 · 2026-11-12T01:00:00.058888682Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:57:48.722217+00:00

Share price$10.50
1D-0.6%
AH$10.48$10.51$10.54$10.57$10.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMYMAG
Sold putSold callAH

YieldMax Magnificent 7 Fund of Option Income ETFs options

Live interpolated YMAG call and put midpoint premiums by absolute delta.YieldMax Magnificent 7 Fund of Option Income ETFs$0.07$0.55$1.02$1.49$1.97$9.41$9.99$10.57$11.14$11.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive YMAG spot · $10.50YMAG PRICE$0.13$0.16$0.19$0.23$0.26$0.29$0.32$0.35$0.39$0.42$0.45$0.48$0.52$0.12$0.18$0.23$0.29$0.34$0.39$0.45$0.50$0.56$0.61$1.13$1.83
Puts——
CallsFair1.05×
Skew——
Implied moveBearish±$0.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.2187.3%27.0%
25Δ12.9683.0%25.0%10.0545.3%5.5%
30Δ12.7278.7%23.0%10.1545.6%5.0%
35Δ12.4774.4%20.9%10.2545.9%4.6%
40Δ12.2370.1%18.9%10.3546.2%4.1%
45Δ11.9865.7%16.8%10.4646.5%3.6%
50Δ11.7361.4%14.8%10.5646.8%3.2%
55Δ11.4957.1%12.8%10.6647.1%2.7%
60Δ11.2452.8%10.7%10.7747.4%2.3%
65Δ10.9948.5%8.7%10.8747.6%1.8%
70Δ10.7544.2%6.7%10.9747.9%1.3%
75Δ10.5039.9%4.6%11.5160.8%1.1%
80Δ10.2535.6%2.6%12.2478.7%0.9%

20Δ

Calls
Pseudo strike
13.21
IV
87.3%
B/E move
27.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
12.96
IV
83.0%
B/E move
25.0%
Puts
Pseudo strike
10.05
IV
45.3%
B/E move
5.5%

30Δ

Calls
Pseudo strike
12.72
IV
78.7%
B/E move
23.0%
Puts
Pseudo strike
10.15
IV
45.6%
B/E move
5.0%

35Δ

Calls
Pseudo strike
12.47
IV
74.4%
B/E move
20.9%
Puts
Pseudo strike
10.25
IV
45.9%
B/E move
4.6%

40Δ

Calls
Pseudo strike
12.23
IV
70.1%
B/E move
18.9%
Puts
Pseudo strike
10.35
IV
46.2%
B/E move
4.1%

45Δ

Calls
Pseudo strike
11.98
IV
65.7%
B/E move
16.8%
Puts
Pseudo strike
10.46
IV
46.5%
B/E move
3.6%

50Δ

Calls
Pseudo strike
11.73
IV
61.4%
B/E move
14.8%
Puts
Pseudo strike
10.56
IV
46.8%
B/E move
3.2%

55Δ

Calls
Pseudo strike
11.49
IV
57.1%
B/E move
12.8%
Puts
Pseudo strike
10.66
IV
47.1%
B/E move
2.7%

60Δ

Calls
Pseudo strike
11.24
IV
52.8%
B/E move
10.7%
Puts
Pseudo strike
10.77
IV
47.4%
B/E move
2.3%

65Δ

Calls
Pseudo strike
10.99
IV
48.5%
B/E move
8.7%
Puts
Pseudo strike
10.87
IV
47.6%
B/E move
1.8%

70Δ

Calls
Pseudo strike
10.75
IV
44.2%
B/E move
6.7%
Puts
Pseudo strike
10.97
IV
47.9%
B/E move
1.3%

75Δ

Calls
Pseudo strike
10.50
IV
39.9%
B/E move
4.6%
Puts
Pseudo strike
11.51
IV
60.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
10.25
IV
35.6%
B/E move
2.6%
Puts
Pseudo strike
12.24
IV
78.7%
B/E move
0.9%

Options history

IV · four-Friday blend38.63%
Daily EOD
YMAG38.6%38.6%38.7%2026-10-27: 38.63%Oct 27
1 observations2026-10-27 — 2026-10-27
Table
DateIV (%)
38.63%