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YieldMax BABA Option Income Strategy ETF BABO

i

Market dataready · fetched 2026-11-04T04:10:41.713Z

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 · 2026-11-04T01:00:00.1471375Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:10:40.175059+00:00

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$0.29$0.39$0.50$0.60$0.71$5.22$5.94$6.65$7.37$8.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BABO spot · $6.43BABO PRICE$0.30$0.30$0.30$0.30$0.31$0.34$0.37$0.40$0.42$0.45$0.48$0.51$0.62$0.30$0.31$0.32$0.35$0.40$0.46$0.51$0.57$0.62$0.68
Puts——
CallsExpensive1.80×
Skew——
Implied moveBearish±$0.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.53245.7%84.0%5.06167.1%25.9%
25Δ9.46187.5%51.8%5.43140.0%20.4%
30Δ8.48150.1%36.6%5.80112.8%14.8%
35Δ7.51112.7%21.4%6.0695.8%11.2%
40Δ6.9490.4%12.8%6.2091.5%9.9%
45Δ6.8284.5%11.3%6.3387.3%8.6%
50Δ6.6978.7%9.8%6.4783.0%7.4%
55Δ6.5772.8%8.4%6.6178.8%6.1%
60Δ6.4567.0%6.9%6.7474.5%4.8%
65Δ6.3261.1%5.4%6.8870.3%3.5%
70Δ6.2055.3%3.9%
75Δ6.0849.4%2.4%
80Δ5.9047.6%1.4%

20Δ

Calls
Pseudo strike
11.53
IV
245.7%
B/E move
84.0%
Puts
Pseudo strike
5.06
IV
167.1%
B/E move
25.9%

25Δ

Calls
Pseudo strike
9.46
IV
187.5%
B/E move
51.8%
Puts
Pseudo strike
5.43
IV
140.0%
B/E move
20.4%

30Δ

Calls
Pseudo strike
8.48
IV
150.1%
B/E move
36.6%
Puts
Pseudo strike
5.80
IV
112.8%
B/E move
14.8%

35Δ

Calls
Pseudo strike
7.51
IV
112.7%
B/E move
21.4%
Puts
Pseudo strike
6.06
IV
95.8%
B/E move
11.2%

40Δ

Calls
Pseudo strike
6.94
IV
90.4%
B/E move
12.8%
Puts
Pseudo strike
6.20
IV
91.5%
B/E move
9.9%

45Δ

Calls
Pseudo strike
6.82
IV
84.5%
B/E move
11.3%
Puts
Pseudo strike
6.33
IV
87.3%
B/E move
8.6%

50Δ

Calls
Pseudo strike
6.69
IV
78.7%
B/E move
9.8%
Puts
Pseudo strike
6.47
IV
83.0%
B/E move
7.4%

55Δ

Calls
Pseudo strike
6.57
IV
72.8%
B/E move
8.4%
Puts
Pseudo strike
6.61
IV
78.8%
B/E move
6.1%

60Δ

Calls
Pseudo strike
6.45
IV
67.0%
B/E move
6.9%
Puts
Pseudo strike
6.74
IV
74.5%
B/E move
4.8%

65Δ

Calls
Pseudo strike
6.32
IV
61.1%
B/E move
5.4%
Puts
Pseudo strike
6.88
IV
70.3%
B/E move
3.5%

70Δ

Calls
Pseudo strike
6.20
IV
55.3%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.08
IV
49.4%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.90
IV
47.6%
B/E move
1.4%
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%