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YieldMax MSTR Option Income Strategy ETF MSTY

i

Market dataready · fetched 2026-11-07T06:37:12.084Z

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 · 2026-11-07T01:00:00.039532612Z

FundamentalsYieldMax · ready · as of 2026-11-05 · fetched 2026-11-07T06:37:11.524076+00:00

Share price$12.68
1D-0.2%
AH$12.37$12.49$12.61$12.73$12.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSTY
Sold putSold callAH

YieldMax MSTR Option Income Strategy ETF options

Live interpolated MSTY call and put midpoint premiums by absolute delta.YieldMax MSTR Option Income Strategy ETF$0.00$1.98$3.95$5.93$7.90$9.43$10.82$12.21$13.60$14.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MSTY spot · $12.68MSTY PRICE$0.13$0.18$0.23$0.28$0.33$0.40$0.49$0.57$0.66$0.75$0.83$0.25$0.33$0.41$0.53$0.69$0.86$1.02$1.34$1.74$2.32$3.03$3.52$7.33
PutsExpensive1.36×
Calls——
Skew——
Implied moveBearish±$1.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.7846.9%9.8%11.2085.2%13.6%
25Δ13.6147.7%8.8%11.5183.4%11.8%
30Δ13.4348.5%7.7%11.8381.6%9.9%
35Δ13.2549.2%6.7%12.1282.3%8.6%
40Δ13.0750.0%5.7%12.3886.1%7.8%
45Δ12.9150.4%5.0%12.6589.9%7.0%
50Δ12.7550.5%4.4%12.9193.7%6.2%
55Δ12.5950.6%3.8%13.30102.1%5.7%
60Δ12.4350.7%3.3%13.76112.9%5.2%
65Δ12.2850.7%2.7%14.39127.8%4.8%
70Δ12.1250.8%2.2%15.16142.1%4.3%
75Δ15.77141.5%3.4%
80Δ19.55213.0%3.6%

20Δ

Calls
Pseudo strike
13.78
IV
46.9%
B/E move
9.8%
Puts
Pseudo strike
11.20
IV
85.2%
B/E move
13.6%

25Δ

Calls
Pseudo strike
13.61
IV
47.7%
B/E move
8.8%
Puts
Pseudo strike
11.51
IV
83.4%
B/E move
11.8%

30Δ

Calls
Pseudo strike
13.43
IV
48.5%
B/E move
7.7%
Puts
Pseudo strike
11.83
IV
81.6%
B/E move
9.9%

35Δ

Calls
Pseudo strike
13.25
IV
49.2%
B/E move
6.7%
Puts
Pseudo strike
12.12
IV
82.3%
B/E move
8.6%

40Δ

Calls
Pseudo strike
13.07
IV
50.0%
B/E move
5.7%
Puts
Pseudo strike
12.38
IV
86.1%
B/E move
7.8%

45Δ

Calls
Pseudo strike
12.91
IV
50.4%
B/E move
5.0%
Puts
Pseudo strike
12.65
IV
89.9%
B/E move
7.0%

50Δ

Calls
Pseudo strike
12.75
IV
50.5%
B/E move
4.4%
Puts
Pseudo strike
12.91
IV
93.7%
B/E move
6.2%

55Δ

Calls
Pseudo strike
12.59
IV
50.6%
B/E move
3.8%
Puts
Pseudo strike
13.30
IV
102.1%
B/E move
5.7%

60Δ

Calls
Pseudo strike
12.43
IV
50.7%
B/E move
3.3%
Puts
Pseudo strike
13.76
IV
112.9%
B/E move
5.2%

65Δ

Calls
Pseudo strike
12.28
IV
50.7%
B/E move
2.7%
Puts
Pseudo strike
14.39
IV
127.8%
B/E move
4.8%

70Δ

Calls
Pseudo strike
12.12
IV
50.8%
B/E move
2.2%
Puts
Pseudo strike
15.16
IV
142.1%
B/E move
4.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.77
IV
141.5%
B/E move
3.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.55
IV
213.0%
B/E move
3.6%

Options history

IV · four-Friday blend74.20%
Daily EOD
MSTY73.9%76.4%79.0%2026-10-23: 78.61%2026-10-26: 74.20%Oct 23Oct 26
2 observations2026-10-23 — 2026-10-26
Table
DateIV (%)
78.61%
74.20%