MARO
YieldMax MARA Option Income Strategy ETF
stockNYSEETF
Market OpenOct 5, 2026 11:50:23 AM EDT
3.74USD-2.219%(-0.09)446,399
3.7400Bid3.7500Ask0.0100SpreadPre-marketOct 5, 2026 9:23:30 AM EDT
3.87USD+1.044%(+0.04)
On 2026-09-14 there were 0 FTDs. The average number of FTDs per day for September 2026 is 5,361.
MARO Fails-to-Deliver (FTDs)
Fails-to-Deliver
MARO Fails-to-Deliver
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| Trade Date (T)1 | Fails-to- Deliver2 | FTD Change | Trade Vol. | Settlement Date (T+B)4 | Closing Deadline (T+35C)5 | Price3 | $ Notional |
|---|---|---|---|---|---|---|---|
| 2026-09-11 | — | 0 | 462.8K | 2026-09-14 | 2026-10-16 | 4.32 | 0 |
| 2026-09-10 | — | 0 | 313.5K | 2026-09-11 | 2026-10-15 | 4.21 | 0 |
| 2026-09-09 | — | 0 | 228.5K | 2026-09-10 | 2026-10-14 | 4.38 | 0 |
| 2026-09-08 | — | 0 | 416.0K | 2026-09-09 | 2026-10-13 | 4.35 | 0 |
| 2026-09-04 | — | -70 | 240.5K | 2026-09-08 | 2026-10-09 | 4.22 | 0 |
| 2026-09-03 | 70 | -23,553 | 595.0K | 2026-09-04 | 2026-10-08 | 4.30 | 301 |
| 2026-09-02 | 23,623 | -933 | 202.7K | 2026-09-03 | 2026-10-07 | 3.98 | 94,020 |
| 2026-09-01 | 24,556 | +24,556 | 256.6K | 2026-09-02 | 2026-10-06 | 3.92 | 96,260 |
| 2026-08-31 | — | 0 | 309.8K | 2026-09-01 | 2026-10-05 | 4.10 | 0 |
| 2026-08-28 | — | 0 | 859.0K | 2026-08-31 | 2026-10-02 | 4.02 | 0 |
| 2026-08-27 | — | 0 | 253.7K | 2026-08-28 | 2026-10-01 | 4.39 | 0 |
| 2026-08-26 | — | 0 | 242.8K | 2026-08-27 | 2026-09-30 | 4.29 | 0 |
| 2026-08-25 | — | -22,910 | 207.9K | 2026-08-26 | 2026-09-29 | 4.45 | 0 |
| 2026-08-24 | 22,910 | +22,150 | 390.9K | 2026-08-25 | 2026-09-28 | 4.28 | 98,055 |
| 2026-08-21 | 760 | -3,480 | 678.9K | 2026-08-24 | 2026-09-25 | 4.31 | 3,276 |
| 2026-08-20 | 4,240 | -262 | 554.2K | 2026-08-21 | 2026-09-24 | 4.25 | 18,020 |
| 2026-08-19 | 4,502 | +483 | 328.1K | 2026-08-20 | 2026-09-23 | 4.00 | 18,008 |
| 2026-08-18 | 4,019 | -2,782 | 256.5K | 2026-08-19 | 2026-09-22 | 3.79 | 15,232 |
| 2026-08-17 | 6,801 | +6,801 | 294.2K | 2026-08-18 | 2026-09-21 | 3.99 | 27,136 |
| 2026-08-14 | — | 0 | 335.0K | 2026-08-17 | 2026-09-18 | 3.86 | 0 |
| 2026-08-13 | — | 0 | 325.2K | 2026-08-14 | 2026-09-17 | 3.87 | 0 |
| 2026-08-12 | — | 0 | 459.7K | 2026-08-13 | 2026-09-16 | 4.07 | 0 |
| 2026-08-11 | — | 0 | 174.1K | 2026-08-12 | 2026-09-15 | 4.07 | 0 |
| 2026-08-10 | — | -175 | 562.5K | 2026-08-11 | 2026-09-14 | 4.03 | 0 |
| 2026-08-07 | 175 | -1,093 | 690.3K | 2026-08-10 | 2026-09-11 | 4.21 | 737 |
Historical data is split-adjusted.
1 Trade Date is calculated from the Settlement Date.
2 Fails to deliver on a given day are a CUMULATIVE number of all fails outstanding until that day, plus new fails that occur that day, less fails that settle that day. A dash (—) indicates no FTDs were reported that day. It’s been shown that the SEC withholds the FTD report for two weeks, and there are often high-volume days with no reported FTDs, so it’s unclear if missing days truly indicate 0 FTDs.
3 Closing price on the Trade Date. The FTD file contains the closing price on the day previous to settlement.
4 As of May 28, 2024, the standard for settlement is next business day after a trade (T+1B). Before that, it was trade date plus two business days (T+2B).
5 RegSHO IV. 3. A broker-dealer has up to 35 calendar days following the trade date to close out the failure to deliver position by purchasing securities of like kind and quantity. Analysis of the T+35 cycle.