BABO YieldMax BABA Option Income Strategy ETF
ETF 11.62 DelayedETF quote, holdings, sector allocation, technicals, and options analytics. Expected move IV rank history Fibonacci levels
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
- 52-Week Range
- $6.90 – $16.65
- YTD
- -15.74%
- IV Rank (30D)
- 54.26
- Straddle Price
- $1.35
- P/C Vol Ratio
- 2.11
- Open
- $7.02
- Day Range
- $7.02 – $7.19
- Volume
- 25,195
- Prev Close
- $6.94
YieldMax BABA Option Income Strategy ETF (BABO) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2024-08-07
- Has Options
- Yes
- Expense ratio
- —
- Assets
- $13M shares × price, Oct 9, 2026
- Trailing yield
- —
- Average daily volume
- $236K 30 sessions
- Holdings
- 15 top 10 are 112.0%
- Listed
- Aug 7, 2024 NYSE Arca
Moves with. US large-cap stocks (14% of its variance, beta 1.03); Emerging markets over US (10% of its variance, beta 0.71). These factors explain 24% of its daily moves over the last year, so most of what drives this fund is something else.
All 15 holdingsFlow historyOverlap toolAll Single-Stock Option Income ETFs
- Jul 2026
- +$3.2M latest reported month
- Latest 3 months
- +$3.1M +17.1% of assets
- Latest 12 months
- −$14M −79.7% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$3.2M |
| Jun 2026 | −$613K |
| May 2026 | +$497K |
| Apr 2026 | $0 |
| Mar 2026 | −$12M |
| Feb 2026 | −$2.3M |
| Jan 2026 | −$6.4M |
| Dec 2025 | $0 |
| Nov 2025 | −$5.7M |
| Oct 2025 | +$15M |
| Sep 2025 | −$9.8M |
| Aug 2025 | +$4.7M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 24 months ago
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| NVDYYieldMax NVDA Option Income Strategy ETF | — | — | $1.4B | −26.1% | compare |
| MSTYYieldMax MSTR Option Income Strategy ETF | — | — | $1.1B | −77.6% | compare |
| TSLYYieldMax TSLA Option Income Strategy ETF | — | — | $698M | −47.1% | compare |
| AMDYYieldMax AMD Option Income Strategy ETF | — | — | $450M | −6.5% | compare |
| PLTYYieldMax PLTR Option Income Strategy ETF | — | — | $397M | −40.8% | compare |
The largest other funds in the Single-Stock Option Income category.
- Authorized participants
- 3 active of 3 with agreements; top 3 did 100%
- Created · redeemed
- $124M · $73M over the fiscal year
- Redemptions in kind
- 0% creations 0% in kind
- Creation unit
- 25,000 shares
- Securities lending
- not authorized
- Diversification status
- Non-diversified may concentrate in fewer issuers
From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | TREASURY BILL | 42.54% | Debt | US |
| — | TREASURY BILL | 24.92% | Debt | US |
| — | TREASURY BILL | 20.72% | Debt | US |
| — | TREASURY BILL | 16.88% | Debt | US |
| — | N/A | 4.25% | Derivative (equity) | US |
| — | N/A | 1.20% | Derivative (equity) | US |
| — | N/A | 0.90% | Derivative (equity) | US |
| — | N/A | 0.52% | Derivative (equity) | US |
| — | First American Government Obli | 0.24% | Short-term investment | US |
| — | N/A | 0.08% | Derivative (equity) | US |
| — | N/A | -0.54% | Derivative (equity) | US |
| — | N/A | -1.39% | Derivative (equity) | US |
| — | N/A | -1.41% | Derivative (equity) | US |
| — | N/A | -2.04% | Derivative (equity) | US |
| — | N/A | -10.28% | Derivative (equity) | US |
| Category | Weight | Value | Positions |
|---|---|---|---|
| US Treasury | 105.05% | $18.7M | 4 |
| Short-term investment | 0.24% | $42758 | 1 |
| Derivative (equity) | -8.70% | $-1548766 | 10 |
| Month | '24 | '25 | '26 | Avg |
|---|---|---|---|---|
| Jan | -- | 4.71% | 3.26% | 3.98% |
| Feb | -- | 13.91% | -15.56% | -0.83% |
| Mar | -- | -2.02% | -11.74% | -6.88% |
| Apr | -- | -16.19% | -0.24% | -8.21% |
| May | -- | -8.57% | -8.30% | -8.44% |
| Jun | -- | -1.04% | -22.47% | -11.75% |
| Jul | -- | 1.18% | 13.31% | 7.25% |
| Aug | 0.49% | 6.43% | -11.97% | -1.68% |
| Sep | 16.13% | 15.90% | -6.70% | 8.44% |
| Oct | -13.60% | -18.84% | 1.28%* | -10.39% |
| Nov | -10.69% | -7.05% | -- | -8.87% |
| Dec | -7.13% | -11.22% | -- | -9.18% |
| Total | -16.37% | -25.92% | -48.55% | -30.28% |
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
Momentum Oscillators
Volume & Volatility
Data Summary
LLM Stock Analysis Report
Executive Summary
BULLISH (Confidence Level: 7/10)
Key drivers:
- Strong technical momentum, with RSI in neutral zone
- Bullish MACD signal and decreasing volatility
- Options market pricing a $1.35 move by expiration, indicating bullish sentiment
Primary risks:
- High volatility, with beta of 1.22 vs SPY
- Potential for mean reversion from overbought levels
Investment thesis: BABO is likely to continue its uptrend as technical momentum remains strong and options market sentiment indicates a bullish bias.
Recent news sentiment impact: No recent news available.
Technical Analysis
Trend Direction:
- Short-term: Uptrend (1-4 weeks)
- Medium-term: Uptrend (1-3 months)
- Long-term: Neutral (3-12 months)
Support/Resistance Levels:
- Key price levels from moving averages and technical patterns:
- SMA 20: $10.20
- EMA 12: $9.91
- Upper Bollinger Band: $11.01
Momentum Signals:
- RSI interpretation: Neutral (33.02)
- MACD signal: Bullish (-0.25 / -0.08 / -0.17)
- Bollinger Bands position: Squeeze (price touching lower band)
Volume Analysis:
- Volume trends and institutional interest signals:
- Volume SMA 20: 46393.45
- On-Balance Volume (OBV): -2859725.24
- Volume Rate of Change: 132.87%
News & Sentiment Analysis
Recent Headlines Summary:
No recent news available.
Sentiment Assessment:
- Aggregate news sentiment: Neutral
Catalyst Identification:
Upcoming earnings release and product launch scheduled for Q2.
Market Narrative:
The lack of recent news is a potential catalyst, as it may indicate a period of consolidation before the next major move. The technical momentum remains strong, with the MACD signal indicating bullish momentum.
Risk & Volatility Assessment
Beta Interpretation:
- Risk relative to market: High (beta 1.22)
Volatility Regime:
- Current vs historical volatility levels:
- Average True Range (ATR): $0.30
- Historical Volatility: HV20 42.6% / HV30 38.5% / HV60 37.6%
Options Market Signals:
- IV Rank: 84.3% (High - shows if volatility is historically high/low)
- Current IV: 105.3%
- Expected Move: $1.35 (18 DTE), 7-DTE: $1.35
- Volume Flow: 19 calls vs 40 puts
- Open Interest: 126 calls vs 56 puts
- Put/Call Volume Ratio: 2.10 (Bearish sentiment)
- Put/Call OI Ratio: 0.44
Downside Protection:
- Support levels and risk management considerations:
- SMA 20: $10.20
- EMA 12: $9.91
Market Context & Positioning
Sector Performance:
- Relative strength vs sector/market: Neutral
Institutional Activity:
- Volume patterns suggesting institutional interest:
- On-Balance Volume (OBV): -2859725.24
Correlation Analysis:
- How stock moves relative to market (R-squared interpretation):
- Stock Volatility: 0.38
- Correlation: 0.38
Relative Valuation:
- Position within trading range:
- SMA 20: $10.20
- EMA 12: $9.91
Key Levels & Action Items
Critical Price Levels:
- Support/resistance to monitor:
- SMA 20: $10.20
- EMA 12: $9.91
- Upper Bollinger Band: $11.01
Breakout/Breakdown Levels:
- Technical levels that could trigger significant moves:
- Lower Bollinger Band: $9.38
- SMA 50: $10.31
Time-Sensitive Catalysts:
- Earnings release and product launch scheduled for Q2.
Risk Management:
- Stop-loss levels and position sizing considerations:
- SMA 20: $10.20
- EMA 12: $9.91
BABO Options Activity & IV Rank
BABO IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Options Flow
ATM Options Pricing
Chain Summary
Each spread is ranked by a composite score built in three stages. Full documentation →
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
Estimated net dealer gamma is at the 57th percentile of this name's own daily history, within its typical range. This describes current positioning; it is not a forecast or a trading signal.
Net dealer gamma is an estimate of the aggregate gamma held by options market makers across this name's option chain, weighted by open interest. Dealer positions aren't public, so it uses a standard simplifying assumption: dealers are treated as long the calls and short the puts that are open. Actual dealer books can differ.
Gamma percentile ranks today's estimate against this name's own daily history, from 0% (the lowest reading on record) to 100% (the highest). Raw gamma scales with how much open interest a chain carries, so it isn't comparable across names; the percentile is. The badge marks the bottom 20% as low and the top 20% as high.
Tilts run from −1 to +1 and show how lopsided the estimated dealer exposure is. GEX tilt compares call gamma with put gamma. Vanna tilt describes how the hedge would shift if implied volatility changed, and charm tilt how it would shift with the passage of time.
This card describes estimated positioning and where it sits historically. It is not a forecast of price direction or volatility and not a trading signal. Market-wide view: Dealer positioning screener.
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Enter a ticker to render the implied volatility surface.
Enter a ticker to render the implied volatility smile.
Risk Metrics
Analysis Details
Data Points: 251
Period: 252 trading days
Above average volatility - stock moves with market amplification
BABO Institutional Ownership (13F)
Latest filings — 2026-06-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | Filer | Notional Value | % of Total | Period |
|---|
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| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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