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YieldMax Magnificent 7 Fund of Option Income ETFs YMAG

i

Market dataready · fetched 2026-11-06T20:54:19.688Z

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 · 2026-11-06T20:53:27.385378479Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T20:54:19.152744+00:00

Share price$10.35
1D-0.3%
$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$0.07$0.94$1.82$2.69$3.56$9.01$9.76$10.52$11.27$12.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YMAG spot · $10.35YMAG PRICE$0.18$0.21$0.23$0.26$0.28$0.30$0.33$0.35$0.38$0.40$0.42$0.45$0.76$0.17$0.19$0.21$0.25$0.31$0.37$0.43$0.49$0.56$0.62$0.68$0.74$3.31
PutsFair1.04×
CallsExpensive1.35×
SkewBullish-16.50 pp
Implied moveBearish±$0.76
TiltBearish29.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.56113.2%32.8%9.2272.9%12.5%
25Δ13.24105.5%29.9%9.5163.5%9.9%
30Δ12.9297.8%27.0%9.8154.1%7.3%
35Δ12.6090.1%24.2%10.0447.7%5.4%
40Δ12.2782.4%21.3%10.1646.9%4.8%
45Δ11.9574.6%18.4%10.2846.1%4.3%
50Δ11.6366.9%15.5%10.3945.3%3.7%
55Δ11.3159.2%12.7%10.5144.6%3.2%
60Δ10.9951.5%9.8%10.6343.8%2.7%
65Δ10.6643.8%6.9%10.7543.0%2.1%
70Δ10.3436.1%4.0%10.8742.2%1.6%
75Δ10.0228.4%1.2%10.9941.4%1.0%
80Δ9.6838.1%0.9%13.5781.5%0.9%

20Δ

Calls
Pseudo strike
13.56
IV
113.2%
B/E move
32.8%
Puts
Pseudo strike
9.22
IV
72.9%
B/E move
12.5%

25Δ

Calls
Pseudo strike
13.24
IV
105.5%
B/E move
29.9%
Puts
Pseudo strike
9.51
IV
63.5%
B/E move
9.9%

30Δ

Calls
Pseudo strike
12.92
IV
97.8%
B/E move
27.0%
Puts
Pseudo strike
9.81
IV
54.1%
B/E move
7.3%

35Δ

Calls
Pseudo strike
12.60
IV
90.1%
B/E move
24.2%
Puts
Pseudo strike
10.04
IV
47.7%
B/E move
5.4%

40Δ

Calls
Pseudo strike
12.27
IV
82.4%
B/E move
21.3%
Puts
Pseudo strike
10.16
IV
46.9%
B/E move
4.8%

45Δ

Calls
Pseudo strike
11.95
IV
74.6%
B/E move
18.4%
Puts
Pseudo strike
10.28
IV
46.1%
B/E move
4.3%

50Δ

Calls
Pseudo strike
11.63
IV
66.9%
B/E move
15.5%
Puts
Pseudo strike
10.39
IV
45.3%
B/E move
3.7%

55Δ

Calls
Pseudo strike
11.31
IV
59.2%
B/E move
12.7%
Puts
Pseudo strike
10.51
IV
44.6%
B/E move
3.2%

60Δ

Calls
Pseudo strike
10.99
IV
51.5%
B/E move
9.8%
Puts
Pseudo strike
10.63
IV
43.8%
B/E move
2.7%

65Δ

Calls
Pseudo strike
10.66
IV
43.8%
B/E move
6.9%
Puts
Pseudo strike
10.75
IV
43.0%
B/E move
2.1%

70Δ

Calls
Pseudo strike
10.34
IV
36.1%
B/E move
4.0%
Puts
Pseudo strike
10.87
IV
42.2%
B/E move
1.6%

75Δ

Calls
Pseudo strike
10.02
IV
28.4%
B/E move
1.2%
Puts
Pseudo strike
10.99
IV
41.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
9.68
IV
38.1%
B/E move
0.9%
Puts
Pseudo strike
13.57
IV
81.5%
B/E move
0.9%

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%