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YieldMax Innovation Option Income Strategy ETF OARK

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Market datapartial · fetched 2026-11-13T02:53:54.090Z

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 · 2026-11-13T01:00:00.051131003Z

FundamentalsAlpha Vantage · unavailable

Share price$25.05
1D+0.4%
AH$24.89$24.99$25.09$25.19$25.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOARK
Sold putSold callAH

YieldMax Innovation Option Income Strategy ETF options

Live interpolated OARK call and put midpoint premiums by absolute delta.YieldMax Innovation Option Income Strategy ETF$0.47$0.99$1.51$2.04$2.56$21.95$23.47$24.98$26.49$28.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OARK spot · $25.05OARK PRICE$0.53$0.53$0.53$0.59$0.65$0.71$0.76$0.83$0.91$0.99$1.07$1.14$1.22$0.53$0.55$0.62$0.68$0.77$0.85$0.93$1.03$1.12$1.21$1.42$1.84$2.41
PutsExpensive1.09×
CallsExpensive1.23×
SkewBearish+3.95 pp
Implied moveBearish±$1.70
TiltBearish14.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.50141.9%23.9%22.01118.4%14.2%
25Δ28.10104.0%14.3%23.0595.1%10.2%
30Δ26.9181.9%9.5%23.6684.0%8.0%
35Δ26.3272.9%7.4%24.1575.3%6.3%
40Δ25.8665.6%5.8%24.5170.0%5.2%
45Δ25.5360.5%4.7%24.8764.7%4.1%
50Δ25.2055.5%3.7%25.1560.6%3.4%
55Δ24.9351.2%2.8%25.3857.1%2.8%
60Δ24.7548.2%2.4%25.6153.6%2.2%
65Δ24.5645.2%2.0%25.8450.1%1.7%
70Δ24.3842.2%1.6%26.1649.5%1.2%
75Δ24.1939.2%1.1%26.6354.8%1.1%
80Δ24.0136.2%0.7%27.2462.3%0.9%

20Δ

Calls
Pseudo strike
30.50
IV
141.9%
B/E move
23.9%
Puts
Pseudo strike
22.01
IV
118.4%
B/E move
14.2%

25Δ

Calls
Pseudo strike
28.10
IV
104.0%
B/E move
14.3%
Puts
Pseudo strike
23.05
IV
95.1%
B/E move
10.2%

30Δ

Calls
Pseudo strike
26.91
IV
81.9%
B/E move
9.5%
Puts
Pseudo strike
23.66
IV
84.0%
B/E move
8.0%

35Δ

Calls
Pseudo strike
26.32
IV
72.9%
B/E move
7.4%
Puts
Pseudo strike
24.15
IV
75.3%
B/E move
6.3%

40Δ

Calls
Pseudo strike
25.86
IV
65.6%
B/E move
5.8%
Puts
Pseudo strike
24.51
IV
70.0%
B/E move
5.2%

45Δ

Calls
Pseudo strike
25.53
IV
60.5%
B/E move
4.7%
Puts
Pseudo strike
24.87
IV
64.7%
B/E move
4.1%

50Δ

Calls
Pseudo strike
25.20
IV
55.5%
B/E move
3.7%
Puts
Pseudo strike
25.15
IV
60.6%
B/E move
3.4%

55Δ

Calls
Pseudo strike
24.93
IV
51.2%
B/E move
2.8%
Puts
Pseudo strike
25.38
IV
57.1%
B/E move
2.8%

60Δ

Calls
Pseudo strike
24.75
IV
48.2%
B/E move
2.4%
Puts
Pseudo strike
25.61
IV
53.6%
B/E move
2.2%

65Δ

Calls
Pseudo strike
24.56
IV
45.2%
B/E move
2.0%
Puts
Pseudo strike
25.84
IV
50.1%
B/E move
1.7%

70Δ

Calls
Pseudo strike
24.38
IV
42.2%
B/E move
1.6%
Puts
Pseudo strike
26.16
IV
49.5%
B/E move
1.2%

75Δ

Calls
Pseudo strike
24.19
IV
39.2%
B/E move
1.1%
Puts
Pseudo strike
26.63
IV
54.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
24.01
IV
36.2%
B/E move
0.7%
Puts
Pseudo strike
27.24
IV
62.3%
B/E move
0.9%

Options history

IV · four-Friday blend43.33%
Daily EOD
OARK42.9%46.1%49.4%2026-10-19: 45.21%2026-10-20: 46.14%2026-10-21: 43.95%2026-10-22: 45.26%2026-10-23: 47.87%2026-10-26: 46.44%2026-10-27: 47.94%2026-10-28: 48.94%2026-10-29: 43.95%2026-10-30: 43.33%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.21%
46.14%
43.95%
45.26%
47.87%
46.44%
47.94%
48.94%
43.95%
43.33%