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Simplify Volt TSLA Revolution ETF TESL

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Market datapartial · fetched 2026-10-23T18:51:57.777Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-10-23T18:15:28.843356005Z

FundamentalsAlpha Vantage · unavailable

Share price$11.61
1D-0.7%
$11.49$11.56$11.64$11.71$11.795:30 AM6:30 AM9:00 AM1:00 PMTESL
Sold putSold call

Simplify Volt TSLA Revolution ETF options

Live interpolated TESL call and put midpoint premiums by absolute delta.Simplify Volt TSLA Revolution ETF$1.09$1.19$1.30$1.40$1.50$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICETESL PRICE$1.10$1.10$1.10$1.12$1.19$1.27$1.37$1.47
Puts——
CallsExpensive1.13×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ21.21142.3%92.1%
35Δ16.46108.8%51.2%
40Δ14.2286.4%32.0%
45Δ13.0272.2%21.8%
50Δ12.3564.5%16.6%
55Δ11.8258.4%12.7%
60Δ11.4154.2%10.1%
65Δ11.0150.1%7.5%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
21.21
IV
142.3%
B/E move
92.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
16.46
IV
108.8%
B/E move
51.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
14.22
IV
86.4%
B/E move
32.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
13.02
IV
72.2%
B/E move
21.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
12.35
IV
64.5%
B/E move
16.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
11.82
IV
58.4%
B/E move
12.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
11.41
IV
54.2%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
11.01
IV
50.1%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations