Option monad example using cats.Monad.

MyOption.scala

import cats.Monad
import scala.annotation.tailrec

object MyOption {
  implicit def optionMonad: Monad[MyOption] =
    new Monad[MyOption] {
      override def pure[A](x: A): MyOption[A] = MySome(x)

      override def flatMap[A, B](fa: MyOption[A])(f: A => MyOption[B]): MyOption[B] = fa match {
        case MySome(value) => f(value)
        case MyNone() => MyNone()
      }

      @tailrec
      override def tailRecM[A, B](a: A)(f: A => MyOption[Either[A, B]]): MyOption[B] = f(a) match {
        case MySome(Right(value)) => MySome(value)
        case MySome(Left(value)) => tailRecM(value)(f)
        case MyNone() => MyNone()
      }
    }
}

sealed class MyOption[A](implicit val optionMonad: Monad[MyOption]) {
  def flatMap[B](f: A => MyOption[B]): MyOption[B] = optionMonad.flatMap(this)(f)

  def map[B](f: A => B): MyOption[B] = optionMonad.map(this)(f)
}

case class MySome[A](value: A) extends MyOption[A]

case class MyNone[A]() extends MyOption[A]