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YieldMax Innovation Option Income Strategy ETF OARK

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Market datapartial · fetched 2026-10-23T17:36:57.656Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-10-23T14:57:45.540242136Z

FundamentalsAlpha Vantage · unavailable

Share price$27.22
1D+0.4%
$27.00$27.07$27.13$27.19$27.265:30 AM6:30 AM9:00 AM1:00 PMOARK
Sold putSold call

YieldMax Innovation Option Income Strategy ETF options

Live interpolated OARK call and put midpoint premiums by absolute delta.YieldMax Innovation Option Income Strategy ETF$0.00$4.53$9.05$13.58$18.10$10.33$16.35$22.37$28.40$34.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OARK spot · $27.22OARK PRICE$0.34$0.91$1.03$1.16$1.28$1.40$1.53$1.65$1.77$1.90$2.02$7.33$8.86$13.24$16.79
PutsExpensive3.00×
CallsExpensive1.09×
SkewBearish+62.37 pp
Implied moveBearish±$8.86
TiltBearish51.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.5819.9%13.6%
25Δ33.9444.5%28.0%
30Δ33.1241.8%25.5%
35Δ32.2939.1%22.9%
40Δ31.4736.5%20.3%
45Δ30.6533.8%17.8%
50Δ29.8331.1%15.2%30.9983.7%13.1%
55Δ29.0028.4%12.6%33.0685.0%11.1%
60Δ28.1825.8%10.0%37.64100.6%10.4%
65Δ27.3623.1%7.5%41.69105.4%8.5%
70Δ26.5420.4%4.9%
75Δ
80Δ

20Δ

Calls
Pseudo strike
30.58
IV
19.9%
B/E move
13.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
33.94
IV
44.5%
B/E move
28.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
33.12
IV
41.8%
B/E move
25.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
32.29
IV
39.1%
B/E move
22.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
31.47
IV
36.5%
B/E move
20.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
30.65
IV
33.8%
B/E move
17.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
29.83
IV
31.1%
B/E move
15.2%
Puts
Pseudo strike
30.99
IV
83.7%
B/E move
13.1%

55Δ

Calls
Pseudo strike
29.00
IV
28.4%
B/E move
12.6%
Puts
Pseudo strike
33.06
IV
85.0%
B/E move
11.1%

60Δ

Calls
Pseudo strike
28.18
IV
25.8%
B/E move
10.0%
Puts
Pseudo strike
37.64
IV
100.6%
B/E move
10.4%

65Δ

Calls
Pseudo strike
27.36
IV
23.1%
B/E move
7.5%
Puts
Pseudo strike
41.69
IV
105.4%
B/E move
8.5%

70Δ

Calls
Pseudo strike
26.54
IV
20.4%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations