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YieldMax AMD Option Income Strategy ETF AMDY

i

Market dataready · fetched 2026-11-05T17:47:38.730Z

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 · 2026-11-05T17:47:22.408219732Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T17:47:37.616761+00:00

Share price$33.37
1D-10.6%
$33$34$35$36$385:30 AM6:30 AM9:00 AM1:00 PMAMDY
Sold putSold call

YieldMax AMD Option Income Strategy ETF options

Live interpolated AMDY call and put midpoint premiums by absolute delta.YieldMax AMD Option Income Strategy ETF$0.19$3.08$5.97$8.86$11.76$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEAMDY PRICE$0.50$0.59$0.72$0.88$3.53$4.28$5.41$7.72$10.92
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.1470.6%15.8%
25Δ36.6962.1%11.7%
30Δ35.8559.0%9.6%
35Δ35.2558.8%8.3%
40Δ
45Δ
50Δ
55Δ
60Δ35.4585.4%4.3%
65Δ36.4288.6%3.7%
70Δ37.7295.8%3.2%
75Δ40.12114.0%2.9%
80Δ43.47132.7%2.5%

20Δ

Calls
Pseudo strike
38.14
IV
70.6%
B/E move
15.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
36.69
IV
62.1%
B/E move
11.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
35.85
IV
59.0%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
35.25
IV
58.8%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.45
IV
85.4%
B/E move
4.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.42
IV
88.6%
B/E move
3.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.72
IV
95.8%
B/E move
3.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.12
IV
114.0%
B/E move
2.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.47
IV
132.7%
B/E move
2.5%

Options history

IV · four-Friday blend62.89%
Daily close
AMDY45.4%59.6%73.7%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 7Oct 6Oct 30
37 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
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%