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YieldMax MRNA Option Income Strategy ETF MRNY

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Market datapartial · fetched 2026-10-23T19:42:56.365Z

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 · 2026-10-23T19:41:52.805123611Z

FundamentalsAlpha Vantage · unavailable

Share price$37.97
1D+2.0%
$35.61$36.60$37.59$38.58$39.575:30 AM6:30 AM9:00 AM1:00 PMMRNY
Sold putSold call

YieldMax MRNA Option Income Strategy ETF options

Live interpolated MRNY call and put midpoint premiums by absolute delta.YieldMax MRNA Option Income Strategy ETF$0.44$4.54$8.63$12.73$16.83$22.19$29.28$36.37$43.46$50.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRNY spot · $37.97MRNY PRICE$0.88$1.09$1.13$1.36$1.63$1.91$2.38$2.93$3.15$3.55$3.77$3.92$4.29$1.51$2.00$2.60$3.35$4.15$5.49$6.67$8.51$10.58$15.65
PutsExpensive1.14×
CallsCheap0.71×
SkewBearish+61.87 pp
Implied moveBearish±$9.04
TiltBearish30.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.7884.2%28.2%30.85110.4%22.7%
25Δ44.8776.1%21.0%32.55108.3%19.5%
30Δ42.3261.8%14.4%34.01109.7%17.3%
35Δ41.1859.5%12.0%35.46112.5%15.4%
40Δ40.2659.2%10.3%36.95114.0%13.6%
45Δ39.4058.7%8.8%38.68123.3%12.6%
50Δ38.6262.2%8.0%40.47125.3%11.0%
55Δ37.8767.5%7.5%42.75132.5%9.8%
60Δ37.0062.3%5.7%45.31138.0%8.5%
65Δ36.2061.0%4.7%50.52165.4%8.2%
70Δ35.5756.3%3.6%
75Δ35.0050.4%2.5%
80Δ34.3947.4%1.9%

20Δ

Calls
Pseudo strike
47.78
IV
84.2%
B/E move
28.2%
Puts
Pseudo strike
30.85
IV
110.4%
B/E move
22.7%

25Δ

Calls
Pseudo strike
44.87
IV
76.1%
B/E move
21.0%
Puts
Pseudo strike
32.55
IV
108.3%
B/E move
19.5%

30Δ

Calls
Pseudo strike
42.32
IV
61.8%
B/E move
14.4%
Puts
Pseudo strike
34.01
IV
109.7%
B/E move
17.3%

35Δ

Calls
Pseudo strike
41.18
IV
59.5%
B/E move
12.0%
Puts
Pseudo strike
35.46
IV
112.5%
B/E move
15.4%

40Δ

Calls
Pseudo strike
40.26
IV
59.2%
B/E move
10.3%
Puts
Pseudo strike
36.95
IV
114.0%
B/E move
13.6%

45Δ

Calls
Pseudo strike
39.40
IV
58.7%
B/E move
8.8%
Puts
Pseudo strike
38.68
IV
123.3%
B/E move
12.6%

50Δ

Calls
Pseudo strike
38.62
IV
62.2%
B/E move
8.0%
Puts
Pseudo strike
40.47
IV
125.3%
B/E move
11.0%

55Δ

Calls
Pseudo strike
37.87
IV
67.5%
B/E move
7.5%
Puts
Pseudo strike
42.75
IV
132.5%
B/E move
9.8%

60Δ

Calls
Pseudo strike
37.00
IV
62.3%
B/E move
5.7%
Puts
Pseudo strike
45.31
IV
138.0%
B/E move
8.5%

65Δ

Calls
Pseudo strike
36.20
IV
61.0%
B/E move
4.7%
Puts
Pseudo strike
50.52
IV
165.4%
B/E move
8.2%

70Δ

Calls
Pseudo strike
35.57
IV
56.3%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
35.00
IV
50.4%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
34.39
IV
47.4%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations