MNA · NYLI Merger Arbitrage ETF ETF

Alerts for MNA

$36.68 0.00 (0.00%) At close · Sep 4

Options Chain

Underlying $36.68 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 38 contracts · daily-bar sessions unknown

Put / call OI

—

open-interest date unavailable

Open interest

—

open-interest date unavailable

Volume

—

daily-bar sessions unknown

ATM implied vol

19.6%

market's expected move

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 13d Oct 16 41d Nov 20 76d Feb 19 167d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	70.9%	0.982	$6.50	$11.00	—		—	$0.00	$2.15	—	—	—	—
Call · $28 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.076 UTC Last — Breakeven — Implied vol 70.9% Delta 0.982 ≈98% ITM Gamma 0.009 Theta -0.011 Vega 0.003 Open interest — OI effective date — Model this call Put · $28 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.538 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$5.40	$10.00	—		—	$0.00	$2.15	—	—	—	—
Call · $29 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.871 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $29 Daily-bar session Unknown Quote as of 2026-09-04 19:57:55.263 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$4.40	$9.00	—		—	$0.00	$2.15	—	—	—	—
Call · $30 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.451 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $30 Daily-bar session Unknown Quote as of 2026-09-04 19:56:49.203 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$3.40	$8.00	—		—	$0.00	$2.15	—	—	—	—
Call · $31 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.758 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $31 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.753 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	38.7%	0.973	$2.50	$7.00	—		—	$0.00	$2.15	—	—	—	—
Call · $32 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.921 UTC Last — Breakeven — Implied vol 38.7% Delta 0.973 ≈97% ITM Gamma 0.023 Theta -0.01 Vega 0.004 Open interest — OI effective date — Model this call Put · $32 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.229 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	31%	0.968	$1.50	$6.00	—		—	$0.00	$2.15	—	—	—	—
Call · $33 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.684 UTC Last — Breakeven — Implied vol 31% Delta 0.968 ≈97% ITM Gamma 0.033 Theta -0.009 Vega 0.005 Open interest — OI effective date — Model this call Put · $33 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.843 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	23.5%	0.961	$0.50	$5.00	—		—	$0.00	$2.15	—	—	—	—
Call · $34 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.471 UTC Last — Breakeven — Implied vol 23.5% Delta 0.961 ≈96% ITM Gamma 0.052 Theta -0.009 Vega 0.006 Open interest — OI effective date — Model this call Put · $34 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.514 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.00	—		—	$0.00	$2.15	—	—	—	—
Call · $35 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.954 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $35 Daily-bar session Unknown Quote as of 2026-09-04 19:55:50.218 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.95	—		—	$0.00	$2.15	—	—	—	—
Call · $36 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.206 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $36 Daily-bar session Unknown Quote as of 2026-09-04 19:56:30.578 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
Underlying $36.68
—	—	—	—	$0.00	$2.15	—		—	$0.00	$2.55	—	—	—	—
Call · $37 Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.979 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $37 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.033 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.15	—		—	$0.00	$3.50	—	—	—	—
Call · $38 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.149 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $38 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.626 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.15	—		—	$0.10	$4.50	-0.946	19.6%	—	—
Call · $39 Daily-bar session Unknown Quote as of 2026-09-04 19:59:22.843 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $39 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.909 UTC Last — Breakeven — Implied vol 19.6% Delta -0.946 ≈95% ITM Gamma 0.081 Theta -0.002 Vega 0.008 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.15	—		—	$1.10	$5.50	-0.956	26.1%	—	—
Call · $40 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.737 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $40 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.071 UTC Last — Breakeven — Implied vol 26.1% Delta -0.956 ≈96% ITM Gamma 0.052 Theta -0.003 Vega 0.006 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.15	—		—	$2.10	$6.50	-0.962	32.3%	—	—
Call · $41 Daily-bar session Unknown Quote as of 2026-09-04 19:55:26.438 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $41 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.325 UTC Last — Breakeven — Implied vol 32.3% Delta -0.962 ≈96% ITM Gamma 0.037 Theta -0.003 Vega 0.006 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.15	—		—	$3.10	$7.50	-0.966	38.2%	—	—
Call · $42 Daily-bar session Unknown Quote as of 2026-09-04 19:55:21.955 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $42 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.304 UTC Last — Breakeven — Implied vol 38.2% Delta -0.966 ≈97% ITM Gamma 0.029 Theta -0.004 Vega 0.005 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.15	—		—	$4.10	$8.50	-0.969	43.9%	—	—
Call · $43 Daily-bar session Unknown Quote as of 2026-09-04 19:56:14.368 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $43 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.020 UTC Last — Breakeven — Implied vol 43.9% Delta -0.969 ≈97% ITM Gamma 0.023 Theta -0.004 Vega 0.005 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.15	—		—	$5.10	$9.50	-0.971	49.4%	—	—
Call · $44 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.452 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $44 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.665 UTC Last — Breakeven — Implied vol 49.4% Delta -0.971 ≈97% ITM Gamma 0.02 Theta -0.004 Vega 0.005 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.15	—		—	$6.10	$10.50	-0.972	54.7%	—	—
Call · $45 Daily-bar session Unknown Quote as of 2026-09-04 19:59:48.668 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $45 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.995 UTC Last — Breakeven — Implied vol 54.7% Delta -0.972 ≈97% ITM Gamma 0.017 Theta -0.005 Vega 0.004 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.15	—		—	$7.10	$11.50	-0.974	59.8%	—	—
Call · $46 Daily-bar session Unknown Quote as of 2026-09-04 19:57:37.343 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $46 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.155 UTC Last — Breakeven — Implied vol 59.8% Delta -0.974 ≈97% ITM Gamma 0.015 Theta -0.005 Vega 0.004 Open interest — OI effective date — Model this put

About this data

Each contract's last price, day range and volume belong to the daily-bar session shown in its details; unknown means the source omitted that timestamp. Open interest has its own effective date shown separately; implied volatility and greeks are model values computed when fetched. This chain has daily-bar sessions unknown. Positioning totals are shown only when every returned open-interest value has the same known effective date. Bid and ask are real-time consolidated OPRA readings.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown.