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YieldMax MARA Option Income Strategy ETF MARO

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Market datapartial · fetched 2026-10-22T20:01:49.965Z

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 · 2026-10-22T20:00:00.222615399Z

FundamentalsAlpha Vantage · unavailable

Share price$2.45
1D-0.9%
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$0.76$1.28$1.80$2.31$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEMARO PRICE$0.30$0.44$0.45$0.51$0.59$0.66$0.73$0.81$0.91$1.31$1.72$1.90$2.03$2.16
PutsExpensive2.33×
CallsExpensive2.71×
SkewBearish+9.96 pp
Implied move——
TiltBearish95.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.67380.6%49.9%
25Δ1.96283.0%38.4%
30Δ2.15256.5%33.3%
35Δ2.32242.4%29.2%
40Δ3.92223.9%72.2%2.49228.2%25.1%
45Δ2.67214.1%21.0%
50Δ2.84200.0%17.0%
55Δ3.04188.9%13.1%
60Δ3.47208.6%11.8%
65Δ3.91228.3%10.5%
70Δ4.14219.6%8.8%
75Δ4.31203.1%7.0%
80Δ4.48186.7%5.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.67
IV
380.6%
B/E move
49.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.96
IV
283.0%
B/E move
38.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.15
IV
256.5%
B/E move
33.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.32
IV
242.4%
B/E move
29.2%

40Δ

Calls
Pseudo strike
3.92
IV
223.9%
B/E move
72.2%
Puts
Pseudo strike
2.49
IV
228.2%
B/E move
25.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.67
IV
214.1%
B/E move
21.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.84
IV
200.0%
B/E move
17.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.04
IV
188.9%
B/E move
13.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.47
IV
208.6%
B/E move
11.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.91
IV
228.3%
B/E move
10.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.14
IV
219.6%
B/E move
8.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.31
IV
203.1%
B/E move
7.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.48
IV
186.7%
B/E move
5.3%

Options history

No recorded observations