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PYPYYieldMaxOption-Income

as of Oct 23, 2026

Holdings
5
Options
5
AUM
$24M
Total Wt
86.5%
Net Flow 7d
+50.8%
Option ActivityWed, Oct 14 – Fri, Oct 23

2 opened Β· 1 spread Β· 1 synthetic Β· 1 roll Β· 1 expired

Fri, Oct 23vs Thu, Oct 22no option trades
Thu, Oct 22vs Wed, Oct 21no option trades
Wed, Oct 21vs Tue, Oct 202 trades
SpreadPYPL
10/23/26 58/60 call spread Β· credit Β· resized
58C 10/23/26 -2,200 (-2,260 β†’ -4,460)60C 10/23/26 +2,200 (1,260 β†’ 3,460)
SyntheticPYPL
11/20/26 50.01 synthetic long (stock exposure) Β· resized
50.01P 11/20/26 -2,200 (-2,260 β†’ -4,460)FLEX50.01C 11/20/26 +2,200 (2,260 β†’ 4,460)FLEX
Show 4 earlier days
Tue, Oct 20vs Mon, Oct 19no option trades
Mon, Oct 19vs Fri, Oct 164 trades
RollPYPL
56C 10/16/2658C 10/23/26Β· written
56C 10/16/26 +2,260 (-2,260 β†’ 0)58C 10/23/26 -2,260 (0 β†’ -2,260)
ExpiredPYPL
57.5C 10/16/26 Β· long
57.5C 10/16/26 -2,260 (2,260 β†’ 0)
OpenedPYPL
60C 10/23/26 Β· long
60C 10/23/26 +1,260 (0 β†’ 1,260)
OpenedPYPL
59C 10/23/26 Β· long
59C 10/23/26 +1,000 (0 β†’ 1,000)
Fri, Oct 16vs Thu, Oct 15no option trades
Thu, Oct 15vs Wed, Oct 14no option trades

Built from contract counts, not weights β€” a price move can't show up as a trade. Changes of equal size on the same stock are paired: a roll closes one expiry and opens the next, a synthetic (long call + written put at one strike) is stock exposure, not two bets. Negative = written.

Strategy Effectiveness
Analyzing option strategy effectiveness…