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YieldMax MRNA Option Income Strategy ETF MRNY

i

Market dataready · fetched 2026-11-13T02:51:23.820Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T01:00:00.010272968Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:51:23.376451+00:00

Share price$40.14
1D-4.1%
AH$39.71$40.45$41.19$41.92$42.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMRNY
Sold putSold callAH

YieldMax MRNA Option Income Strategy ETF options

Live interpolated MRNY call and put midpoint premiums by absolute delta.YieldMax MRNA Option Income Strategy ETF$0.78$1.79$2.81$3.82$4.84$31.26$36.00$40.74$45.48$50.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MRNY spot · $40.14MRNY PRICE$0.89$1.07$1.30$1.44$1.65$1.97$2.28$2.43$2.86$3.44$3.87$4.54$0.98$1.11$1.27$1.47$1.70$1.93$2.23$2.66$3.44$3.71$4.14
Puts——
Calls——
Skew——
Implied moveBearish±$4.19
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.67135.8%16.0%
25Δ45.21107.9%14.8%36.32117.2%12.3%
30Δ44.01104.2%12.3%37.49105.4%9.8%
35Δ43.01100.3%10.4%38.3797.8%8.1%
40Δ41.9691.4%8.1%39.1193.0%6.8%
45Δ41.2088.0%6.7%39.8488.2%5.5%
50Δ40.5289.2%5.8%40.5086.1%4.6%
55Δ39.8890.0%5.0%41.2087.8%4.0%
60Δ39.2782.7%3.9%42.0997.2%3.7%
65Δ38.5783.7%3.2%42.6891.0%2.9%
70Δ37.8288.9%2.8%43.3887.7%2.2%
75Δ37.1387.0%2.1%
80Δ36.2689.0%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.67
IV
135.8%
B/E move
16.0%

25Δ

Calls
Pseudo strike
45.21
IV
107.9%
B/E move
14.8%
Puts
Pseudo strike
36.32
IV
117.2%
B/E move
12.3%

30Δ

Calls
Pseudo strike
44.01
IV
104.2%
B/E move
12.3%
Puts
Pseudo strike
37.49
IV
105.4%
B/E move
9.8%

35Δ

Calls
Pseudo strike
43.01
IV
100.3%
B/E move
10.4%
Puts
Pseudo strike
38.37
IV
97.8%
B/E move
8.1%

40Δ

Calls
Pseudo strike
41.96
IV
91.4%
B/E move
8.1%
Puts
Pseudo strike
39.11
IV
93.0%
B/E move
6.8%

45Δ

Calls
Pseudo strike
41.20
IV
88.0%
B/E move
6.7%
Puts
Pseudo strike
39.84
IV
88.2%
B/E move
5.5%

50Δ

Calls
Pseudo strike
40.52
IV
89.2%
B/E move
5.8%
Puts
Pseudo strike
40.50
IV
86.1%
B/E move
4.6%

55Δ

Calls
Pseudo strike
39.88
IV
90.0%
B/E move
5.0%
Puts
Pseudo strike
41.20
IV
87.8%
B/E move
4.0%

60Δ

Calls
Pseudo strike
39.27
IV
82.7%
B/E move
3.9%
Puts
Pseudo strike
42.09
IV
97.2%
B/E move
3.7%

65Δ

Calls
Pseudo strike
38.57
IV
83.7%
B/E move
3.2%
Puts
Pseudo strike
42.68
IV
91.0%
B/E move
2.9%

70Δ

Calls
Pseudo strike
37.82
IV
88.9%
B/E move
2.8%
Puts
Pseudo strike
43.38
IV
87.7%
B/E move
2.2%

75Δ

Calls
Pseudo strike
37.13
IV
87.0%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
36.26
IV
89.0%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations