IntraAlpha
Create free account Start free

YieldMax Magnificent 7 Fund of Option Income ETFs YMAG

i

Market datapartial · fetched 2026-10-22T21:46:53.369Z

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 · 2026-10-22T21:10:57.912900514Z

FundamentalsAlpha Vantage · unavailable

Share price$10.83
1D-1.4%
AH$10.81$10.88$10.95$11.01$11.085:30 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$0.14$0.34$0.54$0.75$0.95$9.22$9.95$10.68$11.41$12.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YMAG spot · $10.83YMAG PRICE$0.16$0.17$0.18$0.19$0.19$0.24$0.33$0.42$0.52$0.61$0.70$0.80$0.89$0.19$0.22$0.25$0.28$0.31$0.34$0.37$0.40
PutsExpensive1.48×
CallsExpensive1.15×
SkewBearish+9.52 pp
Implied moveBearish±$0.70
TiltBullish39.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.3864.4%25.0%9.3160.1%15.7%
25Δ12.8655.1%20.4%9.5555.3%13.8%
30Δ12.3545.8%15.7%9.7950.6%11.9%
35Δ11.8336.5%11.0%10.0345.8%9.9%
40Δ11.3227.1%6.3%10.2741.1%8.0%
45Δ10.9521.9%3.3%10.5136.3%6.1%
50Δ10.8323.2%3.0%10.7531.6%4.1%
55Δ10.7024.5%2.8%10.9926.9%2.2%
60Δ10.5825.9%2.5%
65Δ10.4527.2%2.2%
70Δ10.3328.6%1.9%
75Δ10.2029.9%1.6%
80Δ10.0831.2%1.3%

20Δ

Calls
Pseudo strike
13.38
IV
64.4%
B/E move
25.0%
Puts
Pseudo strike
9.31
IV
60.1%
B/E move
15.7%

25Δ

Calls
Pseudo strike
12.86
IV
55.1%
B/E move
20.4%
Puts
Pseudo strike
9.55
IV
55.3%
B/E move
13.8%

30Δ

Calls
Pseudo strike
12.35
IV
45.8%
B/E move
15.7%
Puts
Pseudo strike
9.79
IV
50.6%
B/E move
11.9%

35Δ

Calls
Pseudo strike
11.83
IV
36.5%
B/E move
11.0%
Puts
Pseudo strike
10.03
IV
45.8%
B/E move
9.9%

40Δ

Calls
Pseudo strike
11.32
IV
27.1%
B/E move
6.3%
Puts
Pseudo strike
10.27
IV
41.1%
B/E move
8.0%

45Δ

Calls
Pseudo strike
10.95
IV
21.9%
B/E move
3.3%
Puts
Pseudo strike
10.51
IV
36.3%
B/E move
6.1%

50Δ

Calls
Pseudo strike
10.83
IV
23.2%
B/E move
3.0%
Puts
Pseudo strike
10.75
IV
31.6%
B/E move
4.1%

55Δ

Calls
Pseudo strike
10.70
IV
24.5%
B/E move
2.8%
Puts
Pseudo strike
10.99
IV
26.9%
B/E move
2.2%

60Δ

Calls
Pseudo strike
10.58
IV
25.9%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
10.45
IV
27.2%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.33
IV
28.6%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.20
IV
29.9%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.08
IV
31.2%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations