AMZY ETF Analysis: YieldMax AMZN Option Income | NYSE

Derivative Income | NYSE, USA | Market Cap: 246m USD | 12M Return: 4.6% | Charts, Fundamentals & Technical Analysis

Options Trading, Income Generation, Derivatives Strategy, Amazon Exposure
Total Rating 32
Safety 57
Buy Signal -0.63
Derivative Income
Category Rotation: -9.2
TER: 1.01%
AUM: 246M
Avg Turnover: 5.04M
Risk 3d forecast
Volatility31.0%
VaR 5th Pctl5.59%
VaR vs Median0.14%
Reward TTM
Sharpe Ratio0.08
Rel. Str. IBD33
Rel. Str. Peer Group11
Character TTM
Beta1.243
Beta Downside1.302
Hurst Exponent0.612
Drawdowns 3y
Max DD23.70%
CAGR/Max DD0.90
CAGR/Mean DD3.93

Warnings

Fakeout

Tailwinds

No distinct edge detected

Seasonality 2.9 years of data

Jan +0.5% 3
Feb -7.3% 21
Mar -0.5% 6
Apr -1.2% 6
May +1.6% 55
Jun +0.8% 2
Jul +1.3% 3
Aug -1.2% 15
Sep -2.4% 17
Oct +1.6% 7
Nov +0.0% 0
Dec +0.1% 4

Average return per month, with how dependable it is below — did the month move the same way every year (high) or randomly (low). Above 60 is a pattern worth trusting; under 40 is noise.

Description: AMZY YieldMax AMZN Option Income

The YieldMax AMZN Option Income Strategy ETF (AMZY) employs an options-based income strategy tied to Amazon.com (AMZN), maintaining this approach even during periods of adverse market, economic, or other conditions. The fund does not take temporary defensive positions to mitigate downturns, reflecting a commitment to its stated strategy regardless of the broader environment.

The fund is classified as non-diversified, meaning it concentrates its exposure in a single underlying issuer (AMZN) rather than spreading investments across multiple holdings. Amazon.com operates as a major U.S.-based e-commerce and cloud computing company, so the ETFs performance is closely linked to the price movements and volatility of that single stock. As a derivative income ETF, AMZY uses options contracts on AMZN to generate distributions, a business model that typically aims to deliver income rather than replicate the underlying stocks total return.

Headlines to Watch Out For
  • AMZN stock volatility drives covered call premium yield
  • AWS segment revenue growth slows amid cloud competition
  • Fed rate cuts reduce appeal of option income ETFs
What is the price of AMZY shares?

As of June 30, 2026, the stock is trading at USD 10.71 with a total of 433,719 shares traded. Over the past week, the price has changed by +1.95%, over one month by -10.49%, over three months by +12.93% and over the past year by +4.55%.

Current recommended Stop Loss: 10.30 (which is 3.8% or 1.4 ATR below the current price).

Is AMZY a buy, sell or hold?

YieldMax AMZN Option Income has no consensus analysts rating.