Yieldmax Mara Option Income Strategy ETF (MARO)'s 30-day implied volatility (IV30) was 82.1% at the close on November 13, 2026, down from 82.5% the day before, against a 52-week range of 41.0% to 95.0%. Its 20-day historical volatility was 90.7%.

Key numbers

30-day implied volatility (IV30): 82.1%
IV30 52-week range: 41.0% to 95.0% (median 64.0%)
Historical volatility: 20-day 90.7%, 1-year 73.5%
Implied move by the nearest expiration: ±5.2%

Data as of November 13, 2026.

MARO Implied Volatility (IV) vs Historical Volatility (HV)

Name: MARO Implied Volatility
Creator: Market Chameleon