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YieldMax Innovation Option Income Strategy ETF OARK

i

Market dataready · fetched 2026-11-03T16:03:38.695Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-03T14:56:11.939150184Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T16:03:37.832282+00:00

Share price$26.79
1D+0.0%
$26.78$26.78$26.79$26.80$26.805:30 AM6:30 AM9:00 AM1:00 PMOARK
Sold putSold call

YieldMax Innovation Option Income Strategy ETF options

Live interpolated OARK call and put midpoint premiums by absolute delta.YieldMax Innovation Option Income Strategy ETF$0.26$3.34$6.42$9.50$12.58$22.72$25.06$27.41$29.76$32.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive OARK spot · $26.79OARK PRICE$0.59$0.66$0.72$0.79$0.85$0.92$0.98$1.04$1.11$1.17$1.24$1.39$1.57$0.84$0.98$1.13$1.27$1.48$1.87$2.36$2.93$3.59$4.83$6.78$11.69
Puts——
CallsExpensive1.26×
Skew——
Implied moveBearish±$3.34
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.0461.1%25.5%21.5878.2%22.6%
25Δ32.3657.6%23.3%22.7670.3%18.7%
30Δ31.6753.4%20.9%23.9562.4%14.8%
35Δ30.9849.2%18.6%25.1454.5%10.9%
40Δ30.2945.0%16.2%26.1649.4%7.9%
45Δ29.6040.8%13.9%26.7751.9%7.1%
50Δ28.9136.7%11.6%27.4554.9%6.4%
55Δ28.2232.5%9.2%28.2158.1%5.6%
60Δ27.5328.3%6.9%29.0760.7%4.9%
65Δ26.8424.1%4.6%30.4368.6%4.4%
70Δ26.1519.9%2.2%32.4880.2%4.1%
75Δ25.8018.4%1.5%37.39108.2%4.1%
80Δ25.5517.7%1.3%

20Δ

Calls
Pseudo strike
33.04
IV
61.1%
B/E move
25.5%
Puts
Pseudo strike
21.58
IV
78.2%
B/E move
22.6%

25Δ

Calls
Pseudo strike
32.36
IV
57.6%
B/E move
23.3%
Puts
Pseudo strike
22.76
IV
70.3%
B/E move
18.7%

30Δ

Calls
Pseudo strike
31.67
IV
53.4%
B/E move
20.9%
Puts
Pseudo strike
23.95
IV
62.4%
B/E move
14.8%

35Δ

Calls
Pseudo strike
30.98
IV
49.2%
B/E move
18.6%
Puts
Pseudo strike
25.14
IV
54.5%
B/E move
10.9%

40Δ

Calls
Pseudo strike
30.29
IV
45.0%
B/E move
16.2%
Puts
Pseudo strike
26.16
IV
49.4%
B/E move
7.9%

45Δ

Calls
Pseudo strike
29.60
IV
40.8%
B/E move
13.9%
Puts
Pseudo strike
26.77
IV
51.9%
B/E move
7.1%

50Δ

Calls
Pseudo strike
28.91
IV
36.7%
B/E move
11.6%
Puts
Pseudo strike
27.45
IV
54.9%
B/E move
6.4%

55Δ

Calls
Pseudo strike
28.22
IV
32.5%
B/E move
9.2%
Puts
Pseudo strike
28.21
IV
58.1%
B/E move
5.6%

60Δ

Calls
Pseudo strike
27.53
IV
28.3%
B/E move
6.9%
Puts
Pseudo strike
29.07
IV
60.7%
B/E move
4.9%

65Δ

Calls
Pseudo strike
26.84
IV
24.1%
B/E move
4.6%
Puts
Pseudo strike
30.43
IV
68.6%
B/E move
4.4%

70Δ

Calls
Pseudo strike
26.15
IV
19.9%
B/E move
2.2%
Puts
Pseudo strike
32.48
IV
80.2%
B/E move
4.1%

75Δ

Calls
Pseudo strike
25.80
IV
18.4%
B/E move
1.5%
Puts
Pseudo strike
37.39
IV
108.2%
B/E move
4.1%

80Δ

Calls
Pseudo strike
25.55
IV
17.7%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend43.33%
Daily EOD
OARK42.9%46.1%49.4%2026-10-19: 45.21%2026-10-20: 46.14%2026-10-21: 43.95%2026-10-22: 45.26%2026-10-23: 47.87%2026-10-26: 46.44%2026-10-27: 47.94%2026-10-28: 48.94%2026-10-29: 43.95%2026-10-30: 43.33%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.21%
46.14%
43.95%
45.26%
47.87%
46.44%
47.94%
48.94%
43.95%
43.33%