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YieldMax MRNA Option Income Strategy ETF MRNY

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Market datapartial · fetched 2026-10-22T21:38:41.175Z

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 · 2026-10-22T21:16:51.475960507Z

FundamentalsAlpha Vantage · unavailable

Share price$37.99
1D-15.4%
AH$34$37$40$43$465:30 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$0.61$4.86$9.11$13.36$17.61$19.97$27.67$35.37$43.08$50.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRNY spot · $37.99MRNY PRICE$1.07$1.17$1.12$1.50$1.79$2.13$2.51$3.20$3.22$3.55$4.91$5.47$6.57$1.68$2.61$3.38$4.01$5.15$5.62$8.57$11.45$12.65$16.38
PutsExpensive1.30×
CallsCheap0.80×
SkewBearish+69.64 pp
Implied moveBearish±$11.08
TiltBearish30.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.63102.0%36.1%30.54116.9%24.0%
25Δ45.7081.5%23.4%31.77132.8%23.2%
30Δ42.2960.2%14.3%33.57133.7%20.5%
35Δ41.7466.2%13.8%35.43127.6%17.3%
40Δ40.5564.3%11.4%37.18133.6%15.7%
45Δ39.6865.3%10.1%38.75123.6%12.8%
50Δ38.7265.2%8.5%41.66149.7%12.9%
55Δ37.9473.2%8.3%44.95164.1%11.8%
60Δ37.0162.9%5.9%46.99156.8%9.6%
65Δ36.2360.0%4.7%51.19168.0%8.4%
70Δ34.9074.4%4.8%
75Δ33.9172.2%3.7%
80Δ32.5376.3%2.9%

20Δ

Calls
Pseudo strike
50.63
IV
102.0%
B/E move
36.1%
Puts
Pseudo strike
30.54
IV
116.9%
B/E move
24.0%

25Δ

Calls
Pseudo strike
45.70
IV
81.5%
B/E move
23.4%
Puts
Pseudo strike
31.77
IV
132.8%
B/E move
23.2%

30Δ

Calls
Pseudo strike
42.29
IV
60.2%
B/E move
14.3%
Puts
Pseudo strike
33.57
IV
133.7%
B/E move
20.5%

35Δ

Calls
Pseudo strike
41.74
IV
66.2%
B/E move
13.8%
Puts
Pseudo strike
35.43
IV
127.6%
B/E move
17.3%

40Δ

Calls
Pseudo strike
40.55
IV
64.3%
B/E move
11.4%
Puts
Pseudo strike
37.18
IV
133.6%
B/E move
15.7%

45Δ

Calls
Pseudo strike
39.68
IV
65.3%
B/E move
10.1%
Puts
Pseudo strike
38.75
IV
123.6%
B/E move
12.8%

50Δ

Calls
Pseudo strike
38.72
IV
65.2%
B/E move
8.5%
Puts
Pseudo strike
41.66
IV
149.7%
B/E move
12.9%

55Δ

Calls
Pseudo strike
37.94
IV
73.2%
B/E move
8.3%
Puts
Pseudo strike
44.95
IV
164.1%
B/E move
11.8%

60Δ

Calls
Pseudo strike
37.01
IV
62.9%
B/E move
5.9%
Puts
Pseudo strike
46.99
IV
156.8%
B/E move
9.6%

65Δ

Calls
Pseudo strike
36.23
IV
60.0%
B/E move
4.7%
Puts
Pseudo strike
51.19
IV
168.0%
B/E move
8.4%

70Δ

Calls
Pseudo strike
34.90
IV
74.4%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
33.91
IV
72.2%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
32.53
IV
76.3%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations