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YieldMax PLTR Option Income Strategy ETF PLTY

i

Market dataready · fetched 2026-11-03T18:34:58.365Z

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 · 2026-11-03T18:34:07.968758838Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T18:34:55.864974+00:00

Share price$32.55
1D+3.4%
$30.88$31.32$31.76$32.20$32.645:30 AM6:30 AM9:00 AM1:00 PMPLTY
Sold putSold call

YieldMax PLTR Option Income Strategy ETF options

Live interpolated PLTY call and put midpoint premiums by absolute delta.YieldMax PLTR Option Income Strategy ETF$0.09$2.63$5.17$7.70$10.24$26.74$29.61$32.48$35.35$38.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive PLTY spot · $32.55PLTY PRICE$0.45$0.36$0.43$0.49$0.56$0.63$0.70$0.78$0.85$0.93$0.90$1.14$1.52$1.90$2.38$3.00$3.79$4.80$6.53$9.51
Puts——
Calls——
Skew——
Implied moveBearish±$3.70
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.4355.7%13.3%
25Δ34.5136.0%7.1%29.4779.0%12.2%
30Δ33.9733.5%5.7%30.3875.3%10.2%
35Δ33.6031.3%4.8%31.0479.4%9.3%
40Δ33.2429.1%3.8%31.7083.5%8.5%
45Δ32.9327.2%3.1%32.4488.0%7.7%
50Δ32.7125.9%2.6%33.3093.4%6.9%
55Δ32.5024.6%2.2%34.3099.8%6.3%
60Δ32.2823.3%1.8%35.52107.0%5.6%
65Δ32.0722.0%1.4%37.40121.6%5.2%
70Δ40.46146.4%4.9%
75Δ
80Δ

20Δ

Calls
Pseudo strike
36.43
IV
55.7%
B/E move
13.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
34.51
IV
36.0%
B/E move
7.1%
Puts
Pseudo strike
29.47
IV
79.0%
B/E move
12.2%

30Δ

Calls
Pseudo strike
33.97
IV
33.5%
B/E move
5.7%
Puts
Pseudo strike
30.38
IV
75.3%
B/E move
10.2%

35Δ

Calls
Pseudo strike
33.60
IV
31.3%
B/E move
4.8%
Puts
Pseudo strike
31.04
IV
79.4%
B/E move
9.3%

40Δ

Calls
Pseudo strike
33.24
IV
29.1%
B/E move
3.8%
Puts
Pseudo strike
31.70
IV
83.5%
B/E move
8.5%

45Δ

Calls
Pseudo strike
32.93
IV
27.2%
B/E move
3.1%
Puts
Pseudo strike
32.44
IV
88.0%
B/E move
7.7%

50Δ

Calls
Pseudo strike
32.71
IV
25.9%
B/E move
2.6%
Puts
Pseudo strike
33.30
IV
93.4%
B/E move
6.9%

55Δ

Calls
Pseudo strike
32.50
IV
24.6%
B/E move
2.2%
Puts
Pseudo strike
34.30
IV
99.8%
B/E move
6.3%

60Δ

Calls
Pseudo strike
32.28
IV
23.3%
B/E move
1.8%
Puts
Pseudo strike
35.52
IV
107.0%
B/E move
5.6%

65Δ

Calls
Pseudo strike
32.07
IV
22.0%
B/E move
1.4%
Puts
Pseudo strike
37.40
IV
121.6%
B/E move
5.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.46
IV
146.4%
B/E move
4.9%

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 blend63.16%
Daily EOD
PLTY53.4%58.7%63.9%2026-10-19: 54.14%2026-10-20: 57.33%2026-10-21: 56.65%2026-10-22: 57.96%2026-10-23: 59.29%2026-10-26: 60.43%2026-10-27: 57.58%2026-10-28: 61.14%2026-10-29: 59.57%2026-10-30: 63.16%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.14%
57.33%
56.65%
57.96%
59.29%
60.43%
57.58%
61.14%
59.57%
63.16%