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YieldMax BABA Option Income Strategy ETF BABO

i

Market datapartial · fetched 2026-11-04T03:06:00.372Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-04T01:00:00.1471375Z

FundamentalsAlpha Vantage · unavailable

Share price$6.43
1D-0.8%
AH$6.41$6.43$6.46$6.48$6.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBABO
Sold putSold callAH

YieldMax BABA Option Income Strategy ETF options

Live interpolated BABO call and put midpoint premiums by absolute delta.YieldMax BABA Option Income Strategy ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBABO PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend118.96%
Daily close
BABO59.4%91.4%123.4%2026-08-05: 86.51%2026-08-06: 83.14%2026-08-07: 82.80%2026-08-10: 84.77%2026-09-15: 95.25%2026-09-16: 104.32%2026-09-18: 70.39%2026-09-22: 66.53%2026-09-23: 71.05%2026-09-24: 64.46%2026-09-25: 69.68%2026-09-28: 74.52%2026-09-29: 73.38%2026-09-30: 75.22%2026-10-01: 71.64%2026-10-02: 69.68%2026-10-05: 79.26%2026-10-06: 78.56%2026-10-07: 77.82%2026-10-08: 63.83%2026-10-09: 80.02%2026-10-12: 89.72%2026-10-13: 89.13%2026-10-14: 99.13%2026-10-15: 118.96%Aug 5Sep 29Oct 15
25 observations2026-08-05 — 2026-10-15
Table
DateIV (%)
86.51%
83.14%
82.80%
84.77%
95.25%
104.32%
70.39%
66.53%
71.05%
64.46%
69.68%
74.52%
73.38%
75.22%
71.64%
69.68%
79.26%
78.56%
77.82%
63.83%
80.02%
89.72%
89.13%
99.13%
118.96%