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YieldMax MARA Option Income Strategy ETF MARO

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Market datapartial · fetched 2026-10-22T23:23:21.484Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:50:26.046777742Z

FundamentalsAlpha Vantage · unavailable

Share price$2.44
1D-2.1%
AH$2.39$2.44$2.48$2.53$2.575:30 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$0.25$0.75$1.26$1.77$2.28$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEMARO PRICE$0.30$0.44$0.45$0.51$0.58$0.66$0.73$0.80$0.87$1.27$1.67$1.88$2.01$2.13
PutsExpensive2.33×
CallsExpensive2.66×
SkewBearish+11.57 pp
Implied move——
TiltBearish95.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.66382.9%50.0%
25Δ1.95285.7%38.6%
30Δ2.14256.6%33.2%
35Δ2.31242.4%29.2%
40Δ3.86221.4%70.3%2.48228.2%25.1%
45Δ2.66214.0%21.1%
50Δ2.83199.8%17.0%
55Δ3.00185.6%13.0%
60Δ3.43205.0%11.7%
65Δ3.86224.6%10.3%
70Δ4.11219.0%8.8%
75Δ4.28201.5%7.1%
80Δ4.44184.0%5.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.66
IV
382.9%
B/E move
50.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.95
IV
285.7%
B/E move
38.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.14
IV
256.6%
B/E move
33.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.31
IV
242.4%
B/E move
29.2%

40Δ

Calls
Pseudo strike
3.86
IV
221.4%
B/E move
70.3%
Puts
Pseudo strike
2.48
IV
228.2%
B/E move
25.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.66
IV
214.0%
B/E move
21.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.83
IV
199.8%
B/E move
17.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.00
IV
185.6%
B/E move
13.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.43
IV
205.0%
B/E move
11.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.86
IV
224.6%
B/E move
10.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.11
IV
219.0%
B/E move
8.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.28
IV
201.5%
B/E move
7.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.44
IV
184.0%
B/E move
5.4%

Options history

No recorded observations