YieldMax MARA Option Income Strategy ETF (MARO) Options History
Historical options analytics archive for MARO with monthly max pain, implied volatility, gamma exposure, and put/call data.
10 months of complete options data available.
MARO monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for MARO. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 154.9% | 37.3% | $7.00 | $608 | -$185 | 1.35 |
| 2026-05 | 20 | 182.2% | 54.4% | $5.00 | $1.4K | $17.0K | 1.38 |
| 2026-04 | 21 | 131.6% | 49.0% | $6.00 | $769 | -$43.3K | 0.27 |
| 2026-03 | 22 | 117.0% | 39.2% | $6.00 | $286 | $33.4K | 1.57 |
| 2026-02 | 19 | 133.2% | - | $6.00 | $495 | -$8.6K | 1.97 |
| 2026-01 | 20 | 118.5% | - | $8.00 | -$478 | $21.5K | 4.65 |
This archive aggregates MARO's daily end-of-day options snapshots into monthly summaries, spanning 2025-09 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how MARO option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 154.9%, a month-end max-pain strike around $7.00, an average put/call ratio of 1.35.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked MARO history questions
- How much options history is available for MARO?
- This archive holds 10 months of MARO options analytics, spanning 2025-09 through 2026-06. Each entry is a monthly rollup of MARO's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the MARO archive.
- What data does each monthly MARO aggregate contain?
- Every monthly row summarizes that month of MARO option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 154.9%, an average IV rank of 37.3%, a month-end max-pain strike around $7.00, an average put/call ratio of 1.35.
- How is the MARO options-history archive built and how often does it update?
- The archive is derived from MARO's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how MARO's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.