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YieldMax META Option Income Strategy ETF FBY

i

Market dataready · fetched 2026-11-04T00:31:05.408Z

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 · 2026-11-03T23:30:00.002789636Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:31:04.932433+00:00

Share price$8.00
1D+1.5%
AH$7.86$7.90$7.94$7.98$8.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFBY
Sold putSold callAH

YieldMax META Option Income Strategy ETF options

Live interpolated FBY call and put midpoint premiums by absolute delta.YieldMax META Option Income Strategy ETF$0.05$1.08$2.11$3.15$4.18$6.54$7.36$8.18$9.00$9.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FBY spot · $8.00FBY PRICE$0.16$0.19$0.22$0.24$0.27$0.30$0.33$0.29$0.32$0.36$0.40$0.44$0.57$0.74$0.91$1.09$2.35$3.88
Puts——
Calls——
Skew——
Implied moveBearish±$0.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.09114.2%40.6%
25Δ10.62104.5%35.1%7.06101.2%15.3%
30Δ10.1594.7%29.6%7.2893.2%13.0%
35Δ9.6884.9%24.1%7.5085.3%10.8%
40Δ9.2175.1%18.6%7.7277.4%8.6%
45Δ8.7465.4%13.1%7.9369.4%6.3%
50Δ8.2755.6%7.6%8.1570.1%5.3%
55Δ8.3674.6%4.7%
60Δ8.5879.2%4.2%
65Δ8.8083.7%3.6%
70Δ
75Δ10.08129.7%3.4%
80Δ11.63168.4%3.1%

20Δ

Calls
Pseudo strike
11.09
IV
114.2%
B/E move
40.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
10.62
IV
104.5%
B/E move
35.1%
Puts
Pseudo strike
7.06
IV
101.2%
B/E move
15.3%

30Δ

Calls
Pseudo strike
10.15
IV
94.7%
B/E move
29.6%
Puts
Pseudo strike
7.28
IV
93.2%
B/E move
13.0%

35Δ

Calls
Pseudo strike
9.68
IV
84.9%
B/E move
24.1%
Puts
Pseudo strike
7.50
IV
85.3%
B/E move
10.8%

40Δ

Calls
Pseudo strike
9.21
IV
75.1%
B/E move
18.6%
Puts
Pseudo strike
7.72
IV
77.4%
B/E move
8.6%

45Δ

Calls
Pseudo strike
8.74
IV
65.4%
B/E move
13.1%
Puts
Pseudo strike
7.93
IV
69.4%
B/E move
6.3%

50Δ

Calls
Pseudo strike
8.27
IV
55.6%
B/E move
7.6%
Puts
Pseudo strike
8.15
IV
70.1%
B/E move
5.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.36
IV
74.6%
B/E move
4.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.58
IV
79.2%
B/E move
4.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.80
IV
83.7%
B/E move
3.6%

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
10.08
IV
129.7%
B/E move
3.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.63
IV
168.4%
B/E move
3.1%

Options history

IV · four-Friday blend53.68%
Daily close
FBY44.2%71.6%99.0%2026-08-19: 86.27%2026-08-20: 83.08%2026-08-26: 64.05%2026-08-28: 66.95%2026-08-31: 68.72%2026-09-09: 60.70%2026-09-10: 54.51%2026-09-14: 76.75%2026-09-17: 95.20%2026-09-18: 52.69%2026-09-21: 52.81%2026-09-22: 56.42%2026-09-23: 50.21%2026-10-16: 47.99%2026-10-19: 53.08%2026-10-20: 53.05%2026-10-21: 51.17%2026-10-22: 60.28%2026-10-23: 51.26%2026-10-26: 51.01%2026-10-27: 54.69%2026-10-28: 48.68%2026-10-29: 51.61%2026-10-30: 53.68%Aug 19Sep 22Oct 30
24 observations2026-08-19 — 2026-10-30
Table
DateIV (%)
86.27%
83.08%
64.05%
66.95%
68.72%
60.70%
54.51%
76.75%
95.20%
52.69%
52.81%
56.42%
50.21%
47.99%
53.08%
53.05%
51.17%
60.28%
51.26%
51.01%
54.69%
48.68%
51.61%
53.68%