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YieldMax Magnificent 7 Fund of Option Income ETFs YMAG

i

Market dataready · fetched 2026-11-06T17:37:35.803Z

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 · 2026-11-06T17:37:21.545629266Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T17:37:33.360598+00:00

Share price$10.36
1D-0.0%
$10.31$10.35$10.38$10.42$10.465:30 AM6:30 AM9:00 AM1:00 PMYMAG
Sold putSold call

YieldMax Magnificent 7 Fund of Option Income ETFs options

Live interpolated YMAG call and put midpoint premiums by absolute delta.YieldMax Magnificent 7 Fund of Option Income ETFs$0.14$0.36$0.58$0.79$1.01$9.06$9.82$10.58$11.34$12.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive YMAG spot · $10.36YMAG PRICE$0.19$0.23$0.26$0.29$0.33$0.36$0.39$0.42$0.46$0.49$0.52$0.73$0.95$0.17$0.19$0.21$0.25$0.31$0.38$0.44$0.50$0.57$0.63$0.69
Puts——
CallsExpensive1.40×
Skew——
Implied moveBearish±$0.83
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.52112.7%32.4%9.2272.7%12.6%
25Δ13.17105.3%29.3%9.5263.3%9.9%
30Δ12.8297.8%26.3%9.8253.9%7.3%
35Δ12.4790.4%23.2%10.0547.9%5.4%
40Δ12.1283.0%20.2%10.1747.2%4.9%
45Δ11.7775.5%17.1%10.2946.5%4.3%
50Δ11.4268.1%14.0%10.4145.9%3.8%
55Δ11.0760.7%11.0%10.5345.2%3.2%
60Δ10.7253.2%7.9%10.6544.5%2.7%
65Δ10.3745.8%4.9%10.7743.8%2.1%
70Δ10.0238.4%1.8%10.8943.1%1.6%
75Δ9.7742.3%1.4%
80Δ9.5346.9%1.1%

20Δ

Calls
Pseudo strike
13.52
IV
112.7%
B/E move
32.4%
Puts
Pseudo strike
9.22
IV
72.7%
B/E move
12.6%

25Δ

Calls
Pseudo strike
13.17
IV
105.3%
B/E move
29.3%
Puts
Pseudo strike
9.52
IV
63.3%
B/E move
9.9%

30Δ

Calls
Pseudo strike
12.82
IV
97.8%
B/E move
26.3%
Puts
Pseudo strike
9.82
IV
53.9%
B/E move
7.3%

35Δ

Calls
Pseudo strike
12.47
IV
90.4%
B/E move
23.2%
Puts
Pseudo strike
10.05
IV
47.9%
B/E move
5.4%

40Δ

Calls
Pseudo strike
12.12
IV
83.0%
B/E move
20.2%
Puts
Pseudo strike
10.17
IV
47.2%
B/E move
4.9%

45Δ

Calls
Pseudo strike
11.77
IV
75.5%
B/E move
17.1%
Puts
Pseudo strike
10.29
IV
46.5%
B/E move
4.3%

50Δ

Calls
Pseudo strike
11.42
IV
68.1%
B/E move
14.0%
Puts
Pseudo strike
10.41
IV
45.9%
B/E move
3.8%

55Δ

Calls
Pseudo strike
11.07
IV
60.7%
B/E move
11.0%
Puts
Pseudo strike
10.53
IV
45.2%
B/E move
3.2%

60Δ

Calls
Pseudo strike
10.72
IV
53.2%
B/E move
7.9%
Puts
Pseudo strike
10.65
IV
44.5%
B/E move
2.7%

65Δ

Calls
Pseudo strike
10.37
IV
45.8%
B/E move
4.9%
Puts
Pseudo strike
10.77
IV
43.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
10.02
IV
38.4%
B/E move
1.8%
Puts
Pseudo strike
10.89
IV
43.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
9.77
IV
42.3%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
9.53
IV
46.9%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend38.63%
Daily EOD
YMAG38.6%38.6%38.7%2026-10-27: 38.63%Oct 27
1 observations2026-10-27 — 2026-10-27
Table
DateIV (%)
38.63%