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YieldMax Short TSLA Option Income Strategy ETF CRSH

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Market dataready · fetched 2026-10-22T03:57:00.071Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:00.152959678Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T03:54:41.678035+00:00

Share price$17.89
1D-2.4%
AH$17.74$17.87$18.01$18.15$18.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRSH
Sold putSold callAH

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$0.07$1.48$2.89$4.29$5.70$13.20$15.09$16.97$18.86$20.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRSH spot · $17.89CRSH PRICE$0.23$0.26$0.30$0.34$0.38$0.42$0.46$0.57$0.68$0.79$0.90$1.01$1.21$0.34$0.48$0.64$0.82$1.16$1.49$2.02$2.66$3.60$5.30
PutsExpensive1.71×
CallsCheap0.71×
SkewBearish+48.99 pp
Implied moveBearish±$2.47
TiltBearish42.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.0041.8%13.0%15.9155.2%13.0%
25Δ19.6638.7%11.4%16.3256.2%11.5%
30Δ19.3235.5%9.7%16.6858.1%10.3%
35Δ18.9832.4%8.0%17.0560.6%9.2%
40Δ18.6529.2%6.3%17.4867.3%8.8%
45Δ18.3126.1%4.7%17.9074.1%8.3%
50Δ17.9923.2%3.1%18.5082.7%7.8%
55Δ17.8223.5%2.8%19.2492.2%7.4%
60Δ17.6523.7%2.4%20.26104.1%6.9%
65Δ17.4823.9%2.1%22.00125.5%6.7%
70Δ17.3124.2%1.8%
75Δ17.1424.4%1.4%
80Δ16.8825.4%1.1%

20Δ

Calls
Pseudo strike
20.00
IV
41.8%
B/E move
13.0%
Puts
Pseudo strike
15.91
IV
55.2%
B/E move
13.0%

25Δ

Calls
Pseudo strike
19.66
IV
38.7%
B/E move
11.4%
Puts
Pseudo strike
16.32
IV
56.2%
B/E move
11.5%

30Δ

Calls
Pseudo strike
19.32
IV
35.5%
B/E move
9.7%
Puts
Pseudo strike
16.68
IV
58.1%
B/E move
10.3%

35Δ

Calls
Pseudo strike
18.98
IV
32.4%
B/E move
8.0%
Puts
Pseudo strike
17.05
IV
60.6%
B/E move
9.2%

40Δ

Calls
Pseudo strike
18.65
IV
29.2%
B/E move
6.3%
Puts
Pseudo strike
17.48
IV
67.3%
B/E move
8.8%

45Δ

Calls
Pseudo strike
18.31
IV
26.1%
B/E move
4.7%
Puts
Pseudo strike
17.90
IV
74.1%
B/E move
8.3%

50Δ

Calls
Pseudo strike
17.99
IV
23.2%
B/E move
3.1%
Puts
Pseudo strike
18.50
IV
82.7%
B/E move
7.8%

55Δ

Calls
Pseudo strike
17.82
IV
23.5%
B/E move
2.8%
Puts
Pseudo strike
19.24
IV
92.2%
B/E move
7.4%

60Δ

Calls
Pseudo strike
17.65
IV
23.7%
B/E move
2.4%
Puts
Pseudo strike
20.26
IV
104.1%
B/E move
6.9%

65Δ

Calls
Pseudo strike
17.48
IV
23.9%
B/E move
2.1%
Puts
Pseudo strike
22.00
IV
125.5%
B/E move
6.7%

70Δ

Calls
Pseudo strike
17.31
IV
24.2%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
17.14
IV
24.4%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
16.88
IV
25.4%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations