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YieldMax Magnificent 7 Fund of Option Income ETFs YMAG

i

Market dataready · fetched 2026-10-23T03:01:54.238Z

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 · 2026-10-23T00:00:00.059731178Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T03:01:52.463553+00:00

Share price$10.87
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$0.32$0.50$0.68$0.86$9.18$9.92$10.66$11.39$12.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YMAG spot · $10.87YMAG PRICE$0.16$0.17$0.18$0.18$0.19$0.20$0.28$0.37$0.46$0.55$0.63$0.72$0.81$0.19$0.22$0.26$0.29$0.32$0.35$0.38
PutsExpensive1.56×
CallsExpensive1.08×
SkewBearish+14.05 pp
Implied moveBearish±$0.67
TiltBullish41.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.4364.5%25.0%9.3460.8%15.9%
25Δ12.9455.7%20.6%9.5955.8%13.8%
30Δ12.4646.8%16.3%9.8550.9%11.8%
35Δ11.9837.9%11.9%10.1046.0%9.7%
40Δ11.5029.0%7.5%10.3541.1%7.7%
45Δ11.0120.1%3.2%10.6136.2%5.6%
50Δ10.8920.6%2.8%10.8631.2%3.6%
55Δ10.7721.4%2.5%
60Δ10.6622.2%2.2%
65Δ10.5423.0%2.0%
70Δ10.4223.8%1.7%
75Δ10.3124.6%1.4%
80Δ10.1925.4%1.2%

20Δ

Calls
Pseudo strike
13.43
IV
64.5%
B/E move
25.0%
Puts
Pseudo strike
9.34
IV
60.8%
B/E move
15.9%

25Δ

Calls
Pseudo strike
12.94
IV
55.7%
B/E move
20.6%
Puts
Pseudo strike
9.59
IV
55.8%
B/E move
13.8%

30Δ

Calls
Pseudo strike
12.46
IV
46.8%
B/E move
16.3%
Puts
Pseudo strike
9.85
IV
50.9%
B/E move
11.8%

35Δ

Calls
Pseudo strike
11.98
IV
37.9%
B/E move
11.9%
Puts
Pseudo strike
10.10
IV
46.0%
B/E move
9.7%

40Δ

Calls
Pseudo strike
11.50
IV
29.0%
B/E move
7.5%
Puts
Pseudo strike
10.35
IV
41.1%
B/E move
7.7%

45Δ

Calls
Pseudo strike
11.01
IV
20.1%
B/E move
3.2%
Puts
Pseudo strike
10.61
IV
36.2%
B/E move
5.6%

50Δ

Calls
Pseudo strike
10.89
IV
20.6%
B/E move
2.8%
Puts
Pseudo strike
10.86
IV
31.2%
B/E move
3.6%

55Δ

Calls
Pseudo strike
10.77
IV
21.4%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
10.66
IV
22.2%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
10.54
IV
23.0%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.42
IV
23.8%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.31
IV
24.6%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.19
IV
25.4%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations