MARO · IV Rank History

YieldMax MARA Option Income Strategy ETF · ETF

IV rank shows where MARO's implied volatility sits within its own recent range: 0 is the lowest reading in the window, 100 the highest. This page gives the 52-week version, the 90-session version our screeners use, the IV percentile, and the daily history.

MARO's 30-day at-the-money implied volatility was 90.1% as of Mar 2, 2026. On the 90-session window our screeners use, the IV rank is 41.

MARO IV rank history

107 sessions

Filled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).

MARO IV rank and implied volatility as of 2026-03-02

90-Session IV Rank
41
used by our screeners
30-Day ATM IV
90.1%
at-the-money implied volatility
90-Session Rank Range
0–100
average 40
History Since
2025-09-15
107 sessions

How these are measured. Implied volatility here is MARO's 30-day at-the-money IV: the implied volatility of the calls and puts struck nearest the share price, blended between the expirations on either side of 30 days so every reading covers the same horizon. It's the IV level options traders usually quote, and it doesn't jump when the nearest expiration rolls from a weekly to a monthly. The 7-day figure is the same measure a week out, so it reacts first to near-term events such as earnings.

52-week IV rank = (today's IV − 52-week low) ÷ (52-week high − 52-week low) × 100. IV percentile is the share of the past year's sessions that closed with lower IV than today. The 90-session IV rank applies the same rank formula to the last 90 sessions, so it reacts faster; there isn't a full year of history for MARO yet, so only the 90-session measures are shown.

A high reading means MARO options are expensive relative to their own recent history, which is common ahead of earnings or after a sharp move. It says nothing about which way the stock will go. The Vol Arb Screener ranks every tracked symbol by these measures.

MARO implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Mar 2026 (to date) 90.1% 90.1% 90.1% 42
Feb 2026 104.8% 184.1% 18.9% 44
Jan 2026 82.6% 190.5% 45.0% 31
Dec 2025 77.1% 142.5% 41.3% 33
Nov 2025 84.2% 122.1% 69.7% 36
Oct 2025 83.5% 108.4% 69.1% 58
Sep 2025 77.2% 94.6% 66.1% —

MARO IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-03-02 41 90.1% —
2026-02-27 40 87.0% 82.2%
2026-02-26 0 18.9% —
2026-02-25 11 58.3% —
2026-02-24 35 94.3% —
2026-02-23 51 117.1% —
2026-02-20 66 139.5% —
2026-02-18 59 129.8% 386.5%
2026-02-17 25 78.1% —
2026-02-13 96 184.1% 184.1%
2026-02-12 37 96.9% 161.0%
2026-02-10 62 134.1% 134.1%
2026-02-06 50 116.3% 174.2%
2026-02-05 87 170.4% 276.3%
2026-02-04 44 106.7% 146.4%
2026-02-03 26 79.4% 73.3%
2026-02-02 17 66.6% —
2026-01-30 19 69.8% 67.5%
2026-01-29 26 80.5% —
2026-01-28 22 74.5% —
2026-01-27 34 92.1% —
2026-01-26 20 71.1% —
2026-01-23 4 47.4% —
2026-01-22 21 72.0% —
2026-01-21 7 51.9% —
2026-01-20 16 65.7% —
2026-01-16 37 95.8% —
2026-01-15 18 68.7% —
2026-01-14 5 48.3% 154.5%
2026-01-13 2 45.0% 363.7%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.