Kurv Yield Premium Strategy Microsoft (MSFT) ETF MSFY
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Market dataready · fetched 2026-11-06T17:37:21.293Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-06T17:09:13.282521709Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-06T17:37:19.984619+00:00
Kurv Yield Premium Strategy Microsoft (MSFT) ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.07 | 83.7% | 13.6% | |||
| 25Δ | 23.77 | 64.5% | 11.9% | 19.88 | 69.5% | 10.0% |
| 30Δ | 22.96 | 52.8% | 8.3% | 20.39 | 60.9% | 7.9% |
| 35Δ | 22.58 | 47.5% | 6.7% | 20.85 | 53.4% | 6.0% |
| 40Δ | 22.20 | 42.2% | 5.1% | 21.22 | 56.8% | 5.3% |
| 45Δ | 21.92 | 38.2% | 4.0% | 21.56 | 65.8% | 5.2% |
| 50Δ | 21.76 | 35.7% | 3.5% | 21.89 | 74.9% | 5.1% |
| 55Δ | 21.60 | 33.2% | 2.9% | 22.21 | 74.3% | 4.5% |
| 60Δ | 21.44 | 30.8% | 2.4% | 22.52 | 69.2% | 3.6% |
| 65Δ | 21.28 | 28.3% | 1.9% | 22.84 | 64.1% | 2.7% |
| 70Δ | 21.12 | 25.8% | 1.3% | |||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 19.07
- IV
- 83.7%
- B/E move
- 13.6%
25Δ
- Pseudo strike
- 23.77
- IV
- 64.5%
- B/E move
- 11.9%
- Pseudo strike
- 19.88
- IV
- 69.5%
- B/E move
- 10.0%
30Δ
- Pseudo strike
- 22.96
- IV
- 52.8%
- B/E move
- 8.3%
- Pseudo strike
- 20.39
- IV
- 60.9%
- B/E move
- 7.9%
35Δ
- Pseudo strike
- 22.58
- IV
- 47.5%
- B/E move
- 6.7%
- Pseudo strike
- 20.85
- IV
- 53.4%
- B/E move
- 6.0%
40Δ
- Pseudo strike
- 22.20
- IV
- 42.2%
- B/E move
- 5.1%
- Pseudo strike
- 21.22
- IV
- 56.8%
- B/E move
- 5.3%
45Δ
- Pseudo strike
- 21.92
- IV
- 38.2%
- B/E move
- 4.0%
- Pseudo strike
- 21.56
- IV
- 65.8%
- B/E move
- 5.2%
50Δ
- Pseudo strike
- 21.76
- IV
- 35.7%
- B/E move
- 3.5%
- Pseudo strike
- 21.89
- IV
- 74.9%
- B/E move
- 5.1%
55Δ
- Pseudo strike
- 21.60
- IV
- 33.2%
- B/E move
- 2.9%
- Pseudo strike
- 22.21
- IV
- 74.3%
- B/E move
- 4.5%
60Δ
- Pseudo strike
- 21.44
- IV
- 30.8%
- B/E move
- 2.4%
- Pseudo strike
- 22.52
- IV
- 69.2%
- B/E move
- 3.6%
65Δ
- Pseudo strike
- 21.28
- IV
- 28.3%
- B/E move
- 1.9%
- Pseudo strike
- 22.84
- IV
- 64.1%
- B/E move
- 2.7%
70Δ
- Pseudo strike
- 21.12
- IV
- 25.8%
- B/E move
- 1.3%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 31.37% | |
| 32.59% | |
| 33.36% | |
| 33.89% | |
| 33.11% | |
| 36.00% | |
| 33.77% | |
| 33.52% | |
| 29.78% | |
| 31.05% |