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YieldMax MRNA Option Income Strategy ETF MRNY

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Market datapartial · fetched 2026-10-22T18:24:32.406Z

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 · 2026-10-22T18:24:11.739089524Z

FundamentalsAlpha Vantage · unavailable

Share price$35.86
1D-19.5%
$34$37$40$43$465:30 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$0.47$5.56$10.65$15.74$20.83$16.48$25.15$33.82$42.49$51.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRNY spot · $35.86MRNY PRICE$1.02$1.22$1.41$1.59$1.88$2.27$2.30$2.39$2.79$3.47$3.68$3.81$4.07$1.50$2.67$3.33$4.53$5.75$7.38$9.69$13.07$19.36
PutsExpensive1.48×
CallsCheap0.80×
SkewBearish+89.67 pp
Implied moveBearish±$11.99
TiltBearish35.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.00103.6%36.7%29.10110.9%23.0%
25Δ44.2791.3%26.8%29.87140.5%24.2%
30Δ41.7582.4%20.4%31.64138.5%21.1%
35Δ39.8974.6%15.7%33.43147.7%19.4%
40Δ38.6872.6%13.1%35.38152.0%17.4%
45Δ37.7974.9%11.7%37.62159.6%15.7%
50Δ36.6164.0%8.5%40.42171.2%14.3%
55Δ35.7055.9%6.2%44.23187.8%13.1%
60Δ34.9856.9%5.3%50.81217.8%12.3%
65Δ34.1362.2%4.9%
70Δ33.5357.5%3.8%
75Δ32.9951.1%2.6%
80Δ32.4846.9%1.9%

20Δ

Calls
Pseudo strike
48.00
IV
103.6%
B/E move
36.7%
Puts
Pseudo strike
29.10
IV
110.9%
B/E move
23.0%

25Δ

Calls
Pseudo strike
44.27
IV
91.3%
B/E move
26.8%
Puts
Pseudo strike
29.87
IV
140.5%
B/E move
24.2%

30Δ

Calls
Pseudo strike
41.75
IV
82.4%
B/E move
20.4%
Puts
Pseudo strike
31.64
IV
138.5%
B/E move
21.1%

35Δ

Calls
Pseudo strike
39.89
IV
74.6%
B/E move
15.7%
Puts
Pseudo strike
33.43
IV
147.7%
B/E move
19.4%

40Δ

Calls
Pseudo strike
38.68
IV
72.6%
B/E move
13.1%
Puts
Pseudo strike
35.38
IV
152.0%
B/E move
17.4%

45Δ

Calls
Pseudo strike
37.79
IV
74.9%
B/E move
11.7%
Puts
Pseudo strike
37.62
IV
159.6%
B/E move
15.7%

50Δ

Calls
Pseudo strike
36.61
IV
64.0%
B/E move
8.5%
Puts
Pseudo strike
40.42
IV
171.2%
B/E move
14.3%

55Δ

Calls
Pseudo strike
35.70
IV
55.9%
B/E move
6.2%
Puts
Pseudo strike
44.23
IV
187.8%
B/E move
13.1%

60Δ

Calls
Pseudo strike
34.98
IV
56.9%
B/E move
5.3%
Puts
Pseudo strike
50.81
IV
217.8%
B/E move
12.3%

65Δ

Calls
Pseudo strike
34.13
IV
62.2%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
33.53
IV
57.5%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
32.99
IV
51.1%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
32.48
IV
46.9%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations