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YieldMax Innovation Option Income Strategy ETF OARK

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Market datapartial · fetched 2026-10-23T00:02:05.397Z

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 · 2026-10-23T00:00:00.176227667Z

FundamentalsAlpha Vantage · unavailable

Share price$27.21
1D-2.3%
AH$26.99$27.18$27.37$27.56$27.755:30 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$0.20$3.46$6.72$9.98$13.24$21.20$23.97$26.73$29.50$32.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OARK spot · $27.21OARK PRICE$0.55$0.59$0.65$0.72$0.79$0.86$0.93$1.00$1.08$1.16$1.25$1.33$1.42$0.65$0.76$0.89$1.02$1.16$1.35$1.71$2.14$2.75$3.54$4.76$6.37$12.30
PutsExpensive1.75×
CallsExpensive1.08×
SkewBearish+28.32 pp
Implied moveBearish±$2.64
TiltBearish52.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.9270.5%23.0%23.6169.1%15.6%
25Δ30.7555.7%15.1%24.6661.0%12.2%
30Δ29.6248.2%11.2%25.4356.0%9.8%
35Δ28.8342.8%8.6%26.0852.2%7.9%
40Δ28.2738.7%6.8%26.5949.1%6.6%
45Δ27.8235.3%5.4%27.1047.2%5.4%
50Δ27.4832.5%4.4%27.6150.2%4.9%
55Δ27.1429.7%3.4%28.1653.7%4.4%
60Δ26.8827.5%2.7%28.8858.9%4.0%
65Δ26.6825.7%2.3%29.7964.6%3.5%
70Δ26.4723.9%1.9%31.1073.5%3.2%
75Δ26.2722.1%1.4%32.8482.8%2.7%
80Δ26.0720.3%1.0%38.75122.6%2.8%

20Δ

Calls
Pseudo strike
32.92
IV
70.5%
B/E move
23.0%
Puts
Pseudo strike
23.61
IV
69.1%
B/E move
15.6%

25Δ

Calls
Pseudo strike
30.75
IV
55.7%
B/E move
15.1%
Puts
Pseudo strike
24.66
IV
61.0%
B/E move
12.2%

30Δ

Calls
Pseudo strike
29.62
IV
48.2%
B/E move
11.2%
Puts
Pseudo strike
25.43
IV
56.0%
B/E move
9.8%

35Δ

Calls
Pseudo strike
28.83
IV
42.8%
B/E move
8.6%
Puts
Pseudo strike
26.08
IV
52.2%
B/E move
7.9%

40Δ

Calls
Pseudo strike
28.27
IV
38.7%
B/E move
6.8%
Puts
Pseudo strike
26.59
IV
49.1%
B/E move
6.6%

45Δ

Calls
Pseudo strike
27.82
IV
35.3%
B/E move
5.4%
Puts
Pseudo strike
27.10
IV
47.2%
B/E move
5.4%

50Δ

Calls
Pseudo strike
27.48
IV
32.5%
B/E move
4.4%
Puts
Pseudo strike
27.61
IV
50.2%
B/E move
4.9%

55Δ

Calls
Pseudo strike
27.14
IV
29.7%
B/E move
3.4%
Puts
Pseudo strike
28.16
IV
53.7%
B/E move
4.4%

60Δ

Calls
Pseudo strike
26.88
IV
27.5%
B/E move
2.7%
Puts
Pseudo strike
28.88
IV
58.9%
B/E move
4.0%

65Δ

Calls
Pseudo strike
26.68
IV
25.7%
B/E move
2.3%
Puts
Pseudo strike
29.79
IV
64.6%
B/E move
3.5%

70Δ

Calls
Pseudo strike
26.47
IV
23.9%
B/E move
1.9%
Puts
Pseudo strike
31.10
IV
73.5%
B/E move
3.2%

75Δ

Calls
Pseudo strike
26.27
IV
22.1%
B/E move
1.4%
Puts
Pseudo strike
32.84
IV
82.8%
B/E move
2.7%

80Δ

Calls
Pseudo strike
26.07
IV
20.3%
B/E move
1.0%
Puts
Pseudo strike
38.75
IV
122.6%
B/E move
2.8%

Options history

No recorded observations