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YieldMax AMD Option Income Strategy ETF AMDY

i

Market dataready · fetched 2026-11-04T03:08:45.053Z

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 · 2026-11-04T01:00:00.069047494Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T03:08:44.480270+00:00

Share price$39.11
1D+7.4%
AH$38$40$41$42$435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMDY
Sold putSold callAH

YieldMax AMD Option Income Strategy ETF options

Live interpolated AMDY call and put midpoint premiums by absolute delta.YieldMax AMD Option Income Strategy ETF$0.21$3.13$6.06$8.98$11.90$31.51$35.52$39.52$43.53$47.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AMDY spot · $39.11AMDY PRICE$0.53$0.63$0.82$0.98$1.08$1.26$1.65$2.02$2.35$2.71$3.10$3.37$3.63$1.08$1.44$1.81$2.36$2.70$3.21$3.82$5.05$9.09$11.06
Puts——
CallsCheap0.66×
Skew——
Implied moveBearish±$4.85
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.9859.1%13.8%
25Δ42.6053.0%10.6%35.5477.4%11.9%
30Δ41.9353.8%9.3%36.2881.4%10.9%
35Δ41.2052.3%7.8%37.1981.6%9.5%
40Δ40.4747.8%6.2%38.0287.5%8.8%
45Δ39.8445.9%5.1%38.9384.1%7.4%
50Δ39.3751.2%4.9%39.8484.4%6.3%
55Δ38.8755.4%4.6%40.8085.6%5.4%
60Δ38.2855.7%3.9%42.1795.7%5.1%
65Δ37.6755.9%3.2%
70Δ37.0456.1%2.6%46.57121.8%4.2%
75Δ36.5352.8%2.0%48.86126.2%3.3%
80Δ36.0349.2%1.4%

20Δ

Calls
Pseudo strike
43.98
IV
59.1%
B/E move
13.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
42.60
IV
53.0%
B/E move
10.6%
Puts
Pseudo strike
35.54
IV
77.4%
B/E move
11.9%

30Δ

Calls
Pseudo strike
41.93
IV
53.8%
B/E move
9.3%
Puts
Pseudo strike
36.28
IV
81.4%
B/E move
10.9%

35Δ

Calls
Pseudo strike
41.20
IV
52.3%
B/E move
7.8%
Puts
Pseudo strike
37.19
IV
81.6%
B/E move
9.5%

40Δ

Calls
Pseudo strike
40.47
IV
47.8%
B/E move
6.2%
Puts
Pseudo strike
38.02
IV
87.5%
B/E move
8.8%

45Δ

Calls
Pseudo strike
39.84
IV
45.9%
B/E move
5.1%
Puts
Pseudo strike
38.93
IV
84.1%
B/E move
7.4%

50Δ

Calls
Pseudo strike
39.37
IV
51.2%
B/E move
4.9%
Puts
Pseudo strike
39.84
IV
84.4%
B/E move
6.3%

55Δ

Calls
Pseudo strike
38.87
IV
55.4%
B/E move
4.6%
Puts
Pseudo strike
40.80
IV
85.6%
B/E move
5.4%

60Δ

Calls
Pseudo strike
38.28
IV
55.7%
B/E move
3.9%
Puts
Pseudo strike
42.17
IV
95.7%
B/E move
5.1%

65Δ

Calls
Pseudo strike
37.67
IV
55.9%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
37.04
IV
56.1%
B/E move
2.6%
Puts
Pseudo strike
46.57
IV
121.8%
B/E move
4.2%

75Δ

Calls
Pseudo strike
36.53
IV
52.8%
B/E move
2.0%
Puts
Pseudo strike
48.86
IV
126.2%
B/E move
3.3%

80Δ

Calls
Pseudo strike
36.03
IV
49.2%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend62.89%
Daily close
AMDY45.4%59.6%73.7%2026-08-06: 70.42%2026-08-07: 70.15%2026-08-10: 68.92%2026-08-12: 67.33%2026-08-13: 64.37%2026-08-14: 64.20%2026-08-17: 64.60%2026-08-18: 71.79%2026-08-19: 68.67%2026-09-17: 52.84%2026-09-23: 57.92%2026-09-24: 54.24%2026-09-25: 55.18%2026-09-28: 54.63%2026-09-29: 54.32%2026-09-30: 57.43%2026-10-01: 51.29%2026-10-02: 49.88%2026-10-05: 50.77%2026-10-06: 47.39%2026-10-07: 54.03%2026-10-08: 51.12%2026-10-09: 49.15%2026-10-12: 52.17%2026-10-13: 52.76%2026-10-14: 57.87%2026-10-15: 54.08%2026-10-16: 53.21%2026-10-19: 54.21%2026-10-20: 53.48%2026-10-21: 53.64%2026-10-22: 57.12%2026-10-23: 54.82%2026-10-26: 55.15%2026-10-27: 53.97%2026-10-28: 57.83%2026-10-29: 59.73%2026-10-30: 62.89%Aug 6Oct 5Oct 30
38 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
70.42%
70.15%
68.92%
67.33%
64.37%
64.20%
64.60%
71.79%
68.67%
52.84%
57.92%
54.24%
55.18%
54.63%
54.32%
57.43%
51.29%
49.88%
50.77%
47.39%
54.03%
51.12%
49.15%
52.17%
52.76%
57.87%
54.08%
53.21%
54.21%
53.48%
53.64%
57.12%
54.82%
55.15%
53.97%
57.83%
59.73%
62.89%