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YieldMax MARA Option Income Strategy ETF MARO

i

Market dataready · fetched 2026-11-13T01:43:41.830Z

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 · 2026-11-13T01:00:00.148139131Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:43:41.357496+00:00

Share price$2.32
1D+1.7%
AH$2.25$2.31$2.37$2.42$2.485:30 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$0.35$0.68$1.00$1.32$1.65$0.76$1.35$1.95$2.55$3.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MARO spot · $2.32MARO PRICE$0.39$0.45$0.53$0.62$0.70$0.79$0.87$0.96$1.05$1.13$0.45$0.45$0.46$0.52$0.57$0.62$0.68$0.73$0.78$0.84$1.04$1.30$1.56
PutsExpensive2.58×
Calls——
Skew——
Implied moveBearish±$1.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.55627.6%52.7%
25Δ1.81544.7%41.4%
30Δ2.04477.4%32.2%
35Δ6.15730.3%181.8%2.17450.3%28.8%
40Δ6.01786.5%178.2%2.30423.1%25.4%
45Δ5.56761.5%162.6%2.44395.9%21.9%
50Δ5.10732.0%146.3%2.57368.7%18.5%
55Δ4.63702.5%130.0%2.70341.5%15.1%
60Δ4.17673.0%113.7%2.83314.3%11.6%
65Δ3.70643.5%97.4%2.97287.2%8.2%
70Δ3.24614.0%81.1%3.21285.9%6.4%
75Δ2.78584.5%64.8%3.50293.7%5.2%
80Δ2.31555.0%48.5%3.78301.4%4.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.55
IV
627.6%
B/E move
52.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.81
IV
544.7%
B/E move
41.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.04
IV
477.4%
B/E move
32.2%

35Δ

Calls
Pseudo strike
6.15
IV
730.3%
B/E move
181.8%
Puts
Pseudo strike
2.17
IV
450.3%
B/E move
28.8%

40Δ

Calls
Pseudo strike
6.01
IV
786.5%
B/E move
178.2%
Puts
Pseudo strike
2.30
IV
423.1%
B/E move
25.4%

45Δ

Calls
Pseudo strike
5.56
IV
761.5%
B/E move
162.6%
Puts
Pseudo strike
2.44
IV
395.9%
B/E move
21.9%

50Δ

Calls
Pseudo strike
5.10
IV
732.0%
B/E move
146.3%
Puts
Pseudo strike
2.57
IV
368.7%
B/E move
18.5%

55Δ

Calls
Pseudo strike
4.63
IV
702.5%
B/E move
130.0%
Puts
Pseudo strike
2.70
IV
341.5%
B/E move
15.1%

60Δ

Calls
Pseudo strike
4.17
IV
673.0%
B/E move
113.7%
Puts
Pseudo strike
2.83
IV
314.3%
B/E move
11.6%

65Δ

Calls
Pseudo strike
3.70
IV
643.5%
B/E move
97.4%
Puts
Pseudo strike
2.97
IV
287.2%
B/E move
8.2%

70Δ

Calls
Pseudo strike
3.24
IV
614.0%
B/E move
81.1%
Puts
Pseudo strike
3.21
IV
285.9%
B/E move
6.4%

75Δ

Calls
Pseudo strike
2.78
IV
584.5%
B/E move
64.8%
Puts
Pseudo strike
3.50
IV
293.7%
B/E move
5.2%

80Δ

Calls
Pseudo strike
2.31
IV
555.0%
B/E move
48.5%
Puts
Pseudo strike
3.78
IV
301.4%
B/E move
4.0%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations