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YieldMax Ultra Option Income Strategy ETF ULTY

i

Market dataready · fetched 2026-11-04T04:21:54.447Z

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 · 2026-11-04T01:00:00.066933363Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:21:54.025453+00:00

Share price$21.37
1D+0.0%
AH$21.32$21.36$21.39$21.42$21.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMULTY
Sold putSold callAH

YieldMax Ultra Option Income Strategy ETF options

Live interpolated ULTY call and put midpoint premiums by absolute delta.YieldMax Ultra Option Income Strategy ETF$0.00$1.94$3.88$5.83$7.77$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEULTY PRICE$0.15$0.20$0.25$0.21$0.34$0.47$0.60$0.73$0.95$1.20$1.45$2.94$7.21
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.5826.8%6.4%20.0239.3%7.3%
25Δ22.3827.7%5.7%20.2642.2%6.8%
30Δ22.1828.6%5.0%20.4945.2%6.3%
35Δ20.7248.1%5.8%
40Δ20.9651.1%5.3%
45Δ21.2854.5%4.9%
50Δ21.6358.1%4.4%
55Δ21.9761.7%4.0%
60Δ
65Δ23.4988.2%3.8%
70Δ
75Δ27.77145.8%3.8%
80Δ

20Δ

Calls
Pseudo strike
22.58
IV
26.8%
B/E move
6.4%
Puts
Pseudo strike
20.02
IV
39.3%
B/E move
7.3%

25Δ

Calls
Pseudo strike
22.38
IV
27.7%
B/E move
5.7%
Puts
Pseudo strike
20.26
IV
42.2%
B/E move
6.8%

30Δ

Calls
Pseudo strike
22.18
IV
28.6%
B/E move
5.0%
Puts
Pseudo strike
20.49
IV
45.2%
B/E move
6.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.72
IV
48.1%
B/E move
5.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.96
IV
51.1%
B/E move
5.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.28
IV
54.5%
B/E move
4.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.63
IV
58.1%
B/E move
4.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.97
IV
61.7%
B/E move
4.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.49
IV
88.2%
B/E move
3.8%

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
27.77
IV
145.8%
B/E move
3.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations