Share price$36.90
1D+0.4%
Sold putSold callAH
NYLIM Merger Arbitrage ETF MNA
i
Market datapartial · fetched 2026-10-22T21:34:29.234Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:10:00.003874261Z
FundamentalsAlpha Vantage · unavailable
NYLIM Merger Arbitrage ETF options
PutsExpensive6.77×
CallsExpensive5.27×
SkewBearish+7.13 pp
Implied moveBearish±$2.75
TiltBearish12.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.83 | 91.1% | 19.7% | |||
| 25Δ | 33.06 | 69.9% | 13.7% | |||
| 30Δ | 41.62 | 66.8% | 16.0% | 34.49 | 56.0% | 9.8% |
| 35Δ | 38.14 | 25.2% | 5.0% | 35.48 | 46.0% | 7.1% |
| 40Δ | 38.66 | 45.0% | 8.1% | 36.20 | 39.2% | 5.2% |
| 45Δ | 37.98 | 39.5% | 6.4% | 36.71 | 35.2% | 4.0% |
| 50Δ | 37.30 | 34.0% | 4.6% | 37.18 | 32.6% | 3.1% |
| 55Δ | 36.77 | 31.2% | 3.5% | 37.60 | 31.9% | 2.6% |
| 60Δ | 36.38 | 30.5% | 3.0% | 38.01 | 31.2% | 2.0% |
| 65Δ | 35.98 | 29.7% | 2.4% | 38.34 | 29.4% | 1.6% |
| 70Δ | 35.67 | 27.9% | 2.0% | 38.67 | 27.7% | 1.1% |
| 75Δ | 35.36 | 26.1% | 1.6% | 39.01 | 25.9% | 0.7% |
| 80Δ | 35.04 | 24.3% | 1.1% | 39.50 | 25.8% | 0.4% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 30.83
- IV
- 91.1%
- B/E move
- 19.7%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 33.06
- IV
- 69.9%
- B/E move
- 13.7%
30Δ
- Pseudo strike
- 41.62
- IV
- 66.8%
- B/E move
- 16.0%
- Pseudo strike
- 34.49
- IV
- 56.0%
- B/E move
- 9.8%
35Δ
- Pseudo strike
- 38.14
- IV
- 25.2%
- B/E move
- 5.0%
- Pseudo strike
- 35.48
- IV
- 46.0%
- B/E move
- 7.1%
40Δ
- Pseudo strike
- 38.66
- IV
- 45.0%
- B/E move
- 8.1%
- Pseudo strike
- 36.20
- IV
- 39.2%
- B/E move
- 5.2%
45Δ
- Pseudo strike
- 37.98
- IV
- 39.5%
- B/E move
- 6.4%
- Pseudo strike
- 36.71
- IV
- 35.2%
- B/E move
- 4.0%
50Δ
- Pseudo strike
- 37.30
- IV
- 34.0%
- B/E move
- 4.6%
- Pseudo strike
- 37.18
- IV
- 32.6%
- B/E move
- 3.1%
55Δ
- Pseudo strike
- 36.77
- IV
- 31.2%
- B/E move
- 3.5%
- Pseudo strike
- 37.60
- IV
- 31.9%
- B/E move
- 2.6%
60Δ
- Pseudo strike
- 36.38
- IV
- 30.5%
- B/E move
- 3.0%
- Pseudo strike
- 38.01
- IV
- 31.2%
- B/E move
- 2.0%
65Δ
- Pseudo strike
- 35.98
- IV
- 29.7%
- B/E move
- 2.4%
- Pseudo strike
- 38.34
- IV
- 29.4%
- B/E move
- 1.6%
70Δ
- Pseudo strike
- 35.67
- IV
- 27.9%
- B/E move
- 2.0%
- Pseudo strike
- 38.67
- IV
- 27.7%
- B/E move
- 1.1%
75Δ
- Pseudo strike
- 35.36
- IV
- 26.1%
- B/E move
- 1.6%
- Pseudo strike
- 39.01
- IV
- 25.9%
- B/E move
- 0.7%
80Δ
- Pseudo strike
- 35.04
- IV
- 24.3%
- B/E move
- 1.1%
- Pseudo strike
- 39.50
- IV
- 25.8%
- B/E move
- 0.4%
Options history
No recorded observations