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YieldMax Universe Fund of Option Income ETFs YMAX

i

Market dataready · fetched 2026-11-12T03:08:13.716Z

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 · 2026-11-12T01:00:00.062954258Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:08:13.260220+00:00

Share price$6.77
1D+0.1%
AH$6.73$6.76$6.78$6.81$6.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMYMAX
Sold putSold callAH

YieldMax Universe Fund of Option Income ETFs options

Live interpolated YMAX call and put midpoint premiums by absolute delta.YieldMax Universe Fund of Option Income ETFs$0.11$0.42$0.74$1.05$1.36$5.54$6.05$6.56$7.07$7.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive YMAX spot · $6.77YMAX PRICE$0.19$0.23$0.28$0.32$0.36$0.40$0.44$0.48$0.52$0.56$0.60$0.64$0.14$0.21$0.27$0.33$0.39$0.46$0.52$0.59$0.73$0.86$1.00$1.14$1.27
PutsExpensive1.51×
Calls——
Skew——
Implied moveBearish±$0.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.1878.5%10.9%
25Δ9.87137.6%48.6%6.3082.6%10.0%
30Δ9.60131.0%45.3%6.4286.8%9.2%
35Δ9.33124.4%41.9%6.5391.0%8.4%
40Δ9.06117.7%38.5%6.6595.2%7.5%
45Δ8.80111.1%35.2%6.7799.4%6.7%
50Δ8.53104.4%31.8%6.89103.5%5.8%
55Δ8.2697.8%28.4%7.02107.2%5.0%
60Δ7.9991.1%25.1%7.20107.0%4.3%
65Δ7.7284.5%21.7%7.38106.8%3.7%
70Δ7.4577.9%18.3%7.57106.6%3.0%
75Δ7.1971.2%15.0%7.75106.4%2.3%
80Δ6.9264.6%11.6%7.93106.2%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.18
IV
78.5%
B/E move
10.9%

25Δ

Calls
Pseudo strike
9.87
IV
137.6%
B/E move
48.6%
Puts
Pseudo strike
6.30
IV
82.6%
B/E move
10.0%

30Δ

Calls
Pseudo strike
9.60
IV
131.0%
B/E move
45.3%
Puts
Pseudo strike
6.42
IV
86.8%
B/E move
9.2%

35Δ

Calls
Pseudo strike
9.33
IV
124.4%
B/E move
41.9%
Puts
Pseudo strike
6.53
IV
91.0%
B/E move
8.4%

40Δ

Calls
Pseudo strike
9.06
IV
117.7%
B/E move
38.5%
Puts
Pseudo strike
6.65
IV
95.2%
B/E move
7.5%

45Δ

Calls
Pseudo strike
8.80
IV
111.1%
B/E move
35.2%
Puts
Pseudo strike
6.77
IV
99.4%
B/E move
6.7%

50Δ

Calls
Pseudo strike
8.53
IV
104.4%
B/E move
31.8%
Puts
Pseudo strike
6.89
IV
103.5%
B/E move
5.8%

55Δ

Calls
Pseudo strike
8.26
IV
97.8%
B/E move
28.4%
Puts
Pseudo strike
7.02
IV
107.2%
B/E move
5.0%

60Δ

Calls
Pseudo strike
7.99
IV
91.1%
B/E move
25.1%
Puts
Pseudo strike
7.20
IV
107.0%
B/E move
4.3%

65Δ

Calls
Pseudo strike
7.72
IV
84.5%
B/E move
21.7%
Puts
Pseudo strike
7.38
IV
106.8%
B/E move
3.7%

70Δ

Calls
Pseudo strike
7.45
IV
77.9%
B/E move
18.3%
Puts
Pseudo strike
7.57
IV
106.6%
B/E move
3.0%

75Δ

Calls
Pseudo strike
7.19
IV
71.2%
B/E move
15.0%
Puts
Pseudo strike
7.75
IV
106.4%
B/E move
2.3%

80Δ

Calls
Pseudo strike
6.92
IV
64.6%
B/E move
11.6%
Puts
Pseudo strike
7.93
IV
106.2%
B/E move
1.7%

Options history

IV · four-Friday blend65.73%
Daily EOD
YMAX65.7%65.7%65.8%2026-10-23: 65.73%Oct 23
1 observations2026-10-23 — 2026-10-23
Table
DateIV (%)
65.73%