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YieldMax Short TSLA Option Income Strategy ETF CRSH

i

Market dataready · fetched 2026-11-11T15:19:18.037Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T15:18:43.257262928Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:19:17.285498+00:00

Share price$16.95
1D-1.2%
$16.93$17.00$17.07$17.14$17.205:30 AM6:30 AM9:00 AM1:00 PMCRSH
Sold putSold call

YieldMax Short TSLA Option Income Strategy ETF options

Live interpolated CRSH call and put midpoint premiums by absolute delta.YieldMax Short TSLA Option Income Strategy ETF$0.04$1.39$2.74$4.09$5.44$14.91$16.11$17.30$18.50$19.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CRSH spot · $16.95CRSH PRICE$0.19$0.22$0.24$0.27$0.30$0.33$0.36$0.46$0.56$0.66$0.76$0.86$0.96$0.22$0.27$0.37$0.49$0.60$0.72$0.88$1.13$1.38$3.19$5.05
Puts——
CallsCheap0.63×
Skew——
Implied moveBearish±$1.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.7267.2%11.6%15.4671.3%10.1%
25Δ18.1557.2%8.4%15.9263.4%7.7%
30Δ17.8451.5%6.7%16.1864.1%6.7%
35Δ17.6347.1%5.6%16.4066.7%6.1%
40Δ17.4142.8%4.5%16.6369.3%5.5%
45Δ17.2038.5%3.4%16.8571.9%4.8%
50Δ16.9934.5%2.3%17.1075.3%4.3%
55Δ16.8535.0%2.1%17.4380.3%3.9%
60Δ16.7035.6%1.8%17.7585.2%3.4%
65Δ16.5636.1%1.6%
70Δ16.4136.6%1.3%19.53139.7%3.6%
75Δ16.2737.1%1.1%21.40178.0%3.5%
80Δ16.1337.6%0.8%

20Δ

Calls
Pseudo strike
18.72
IV
67.2%
B/E move
11.6%
Puts
Pseudo strike
15.46
IV
71.3%
B/E move
10.1%

25Δ

Calls
Pseudo strike
18.15
IV
57.2%
B/E move
8.4%
Puts
Pseudo strike
15.92
IV
63.4%
B/E move
7.7%

30Δ

Calls
Pseudo strike
17.84
IV
51.5%
B/E move
6.7%
Puts
Pseudo strike
16.18
IV
64.1%
B/E move
6.7%

35Δ

Calls
Pseudo strike
17.63
IV
47.1%
B/E move
5.6%
Puts
Pseudo strike
16.40
IV
66.7%
B/E move
6.1%

40Δ

Calls
Pseudo strike
17.41
IV
42.8%
B/E move
4.5%
Puts
Pseudo strike
16.63
IV
69.3%
B/E move
5.5%

45Δ

Calls
Pseudo strike
17.20
IV
38.5%
B/E move
3.4%
Puts
Pseudo strike
16.85
IV
71.9%
B/E move
4.8%

50Δ

Calls
Pseudo strike
16.99
IV
34.5%
B/E move
2.3%
Puts
Pseudo strike
17.10
IV
75.3%
B/E move
4.3%

55Δ

Calls
Pseudo strike
16.85
IV
35.0%
B/E move
2.1%
Puts
Pseudo strike
17.43
IV
80.3%
B/E move
3.9%

60Δ

Calls
Pseudo strike
16.70
IV
35.6%
B/E move
1.8%
Puts
Pseudo strike
17.75
IV
85.2%
B/E move
3.4%

65Δ

Calls
Pseudo strike
16.56
IV
36.1%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
16.41
IV
36.6%
B/E move
1.3%
Puts
Pseudo strike
19.53
IV
139.7%
B/E move
3.6%

75Δ

Calls
Pseudo strike
16.27
IV
37.1%
B/E move
1.1%
Puts
Pseudo strike
21.40
IV
178.0%
B/E move
3.5%

80Δ

Calls
Pseudo strike
16.13
IV
37.6%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations