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YieldMax MARA Option Income Strategy ETF MARO

i

Market dataready · fetched 2026-11-04T06:53:59.924Z

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 · 2026-11-04T01:00:00.060440923Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T06:53:59.327893+00:00

Share price$2.36
1D+6.3%
AH$2.17$2.22$2.27$2.32$2.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMARO
Sold putSold callAH

YieldMax MARA Option Income Strategy ETF options

Live interpolated MARO call and put midpoint premiums by absolute delta.YieldMax MARA Option Income Strategy ETF$0.39$0.75$1.12$1.49$1.86$1.68$1.99$2.31$2.63$2.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive MARO spot · $2.36MARO PRICE$0.43$0.43$0.44$0.45$0.45$0.46$0.47$0.47$0.43$0.58$0.73$0.87$1.02$1.17$1.31$1.46$1.61$1.75
Puts——
Calls——
Skew——
Implied moveBearish±$1.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ2.08294.0%30.1%
35Δ2.29289.7%27.4%
40Δ5.86507.0%166.4%2.50285.3%24.8%
45Δ5.33456.2%144.3%2.71280.9%22.1%
50Δ4.80405.4%122.1%2.92276.6%19.5%
55Δ4.27354.6%99.9%3.13272.2%16.8%
60Δ3.74303.8%77.7%3.34267.8%14.1%
65Δ3.21253.0%55.5%3.55263.5%11.5%
70Δ2.68202.2%33.3%3.76259.1%8.8%
75Δ2.15151.4%11.2%3.97254.8%6.1%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.08
IV
294.0%
B/E move
30.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.29
IV
289.7%
B/E move
27.4%

40Δ

Calls
Pseudo strike
5.86
IV
507.0%
B/E move
166.4%
Puts
Pseudo strike
2.50
IV
285.3%
B/E move
24.8%

45Δ

Calls
Pseudo strike
5.33
IV
456.2%
B/E move
144.3%
Puts
Pseudo strike
2.71
IV
280.9%
B/E move
22.1%

50Δ

Calls
Pseudo strike
4.80
IV
405.4%
B/E move
122.1%
Puts
Pseudo strike
2.92
IV
276.6%
B/E move
19.5%

55Δ

Calls
Pseudo strike
4.27
IV
354.6%
B/E move
99.9%
Puts
Pseudo strike
3.13
IV
272.2%
B/E move
16.8%

60Δ

Calls
Pseudo strike
3.74
IV
303.8%
B/E move
77.7%
Puts
Pseudo strike
3.34
IV
267.8%
B/E move
14.1%

65Δ

Calls
Pseudo strike
3.21
IV
253.0%
B/E move
55.5%
Puts
Pseudo strike
3.55
IV
263.5%
B/E move
11.5%

70Δ

Calls
Pseudo strike
2.68
IV
202.2%
B/E move
33.3%
Puts
Pseudo strike
3.76
IV
259.1%
B/E move
8.8%

75Δ

Calls
Pseudo strike
2.15
IV
151.4%
B/E move
11.2%
Puts
Pseudo strike
3.97
IV
254.8%
B/E move
6.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations