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NYLIM Merger Arbitrage ETF MNA

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Market datapartial · fetched 2026-10-22T16:39:10.121Z

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 · 2026-10-22T16:19:28.851458506Z

FundamentalsAlpha Vantage · unavailable

Share price$36.86
1D+0.3%
$36.73$36.78$36.83$36.88$36.935:30 AM6:30 AM9:00 AM1:00 PMMNA
Sold putSold call

NYLIM Merger Arbitrage ETF options

Live interpolated MNA call and put midpoint premiums by absolute delta.NYLIM Merger Arbitrage ETF$0.56$1.68$2.80$3.93$5.05$30.94$33.71$36.48$39.26$42.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MNA spot · $36.85MNA PRICE$1.20$1.20$0.68$1.22$1.27$1.31$1.45$1.65$1.83$2.00$2.16$2.35$1.51$1.20$1.20$1.20$1.22$1.30$1.42$1.62$1.82$3.19$4.72$3.05$2.62
PutsExpensive7.54×
CallsExpensive6.04×
SkewBearish+7.12 pp
Implied moveBearish±$2.73
TiltBearish17.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.01110.3%22.7%
25Δ44.9986.8%25.3%33.0269.7%13.7%
30Δ41.5866.7%16.1%34.4555.9%9.8%
35Δ38.2628.6%5.7%35.4445.9%7.1%
40Δ38.6345.1%8.1%36.1638.9%5.2%
45Δ37.9339.5%6.4%36.6734.9%4.0%
50Δ37.2333.9%4.6%37.1432.1%3.1%
55Δ36.7331.6%3.6%37.5431.3%2.5%
60Δ36.3230.9%3.0%37.9530.6%2.0%
65Δ35.9330.0%2.5%39.2642.0%2.1%
70Δ35.6028.3%2.0%40.7255.3%2.3%
75Δ35.2726.6%1.6%39.5233.5%1.0%
80Δ34.9324.9%1.2%39.3324.5%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.01
IV
110.3%
B/E move
22.7%

25Δ

Calls
Pseudo strike
44.99
IV
86.8%
B/E move
25.3%
Puts
Pseudo strike
33.02
IV
69.7%
B/E move
13.7%

30Δ

Calls
Pseudo strike
41.58
IV
66.7%
B/E move
16.1%
Puts
Pseudo strike
34.45
IV
55.9%
B/E move
9.8%

35Δ

Calls
Pseudo strike
38.26
IV
28.6%
B/E move
5.7%
Puts
Pseudo strike
35.44
IV
45.9%
B/E move
7.1%

40Δ

Calls
Pseudo strike
38.63
IV
45.1%
B/E move
8.1%
Puts
Pseudo strike
36.16
IV
38.9%
B/E move
5.2%

45Δ

Calls
Pseudo strike
37.93
IV
39.5%
B/E move
6.4%
Puts
Pseudo strike
36.67
IV
34.9%
B/E move
4.0%

50Δ

Calls
Pseudo strike
37.23
IV
33.9%
B/E move
4.6%
Puts
Pseudo strike
37.14
IV
32.1%
B/E move
3.1%

55Δ

Calls
Pseudo strike
36.73
IV
31.6%
B/E move
3.6%
Puts
Pseudo strike
37.54
IV
31.3%
B/E move
2.5%

60Δ

Calls
Pseudo strike
36.32
IV
30.9%
B/E move
3.0%
Puts
Pseudo strike
37.95
IV
30.6%
B/E move
2.0%

65Δ

Calls
Pseudo strike
35.93
IV
30.0%
B/E move
2.5%
Puts
Pseudo strike
39.26
IV
42.0%
B/E move
2.1%

70Δ

Calls
Pseudo strike
35.60
IV
28.3%
B/E move
2.0%
Puts
Pseudo strike
40.72
IV
55.3%
B/E move
2.3%

75Δ

Calls
Pseudo strike
35.27
IV
26.6%
B/E move
1.6%
Puts
Pseudo strike
39.52
IV
33.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
34.93
IV
24.9%
B/E move
1.2%
Puts
Pseudo strike
39.33
IV
24.5%
B/E move
0.4%

Options history

No recorded observations