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Tortoise North American Pipeline ETF TPYP

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Market datapartial · fetched 2026-10-23T02:19:02.383Z

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 · 2026-10-22T23:00:00.003663792Z

FundamentalsAlpha Vantage · unavailable

Share price$42.38
1D+0.1%
AH$41.52$41.77$42.03$42.28$42.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTPYP
Sold putSold callAH

Tortoise North American Pipeline ETF options

Live interpolated TPYP call and put midpoint premiums by absolute delta.Tortoise North American Pipeline ETF$0.64$1.21$1.78$2.36$2.93$38.32$40.28$42.25$44.21$46.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TPYP spot · $42.38TPYP PRICE$0.70$0.70$0.77$0.80$0.86$0.93$0.98$1.03$1.09$1.16$1.25$1.34$1.42$0.70$0.75$0.81$0.87$0.97$1.07$1.17$1.28$1.47$1.68$1.88$2.30$2.76
PutsExpensive1.43×
CallsExpensive1.45×
SkewBearish+2.25 pp
Implied moveBearish±$2.16
TiltBearish15.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.2756.8%17.9%38.2049.4%11.5%
25Δ46.3841.9%11.1%39.6540.0%8.2%
30Δ45.0735.8%8.2%40.6034.1%6.1%
35Δ44.0929.9%5.9%41.2830.0%4.6%
40Δ43.5226.7%4.7%41.8127.4%3.6%
45Δ42.9923.9%3.6%42.2325.4%2.9%
50Δ42.6921.8%3.0%42.5823.8%2.3%
55Δ42.3819.7%2.4%42.9422.3%1.7%
60Δ42.0717.6%1.8%43.2721.7%1.4%
65Δ41.8616.2%1.5%43.6121.4%1.1%
70Δ41.6815.1%1.3%43.9421.0%0.8%
75Δ41.5113.9%1.1%44.4421.8%0.6%
80Δ41.3312.7%0.9%44.9922.9%0.4%

20Δ

Calls
Pseudo strike
49.27
IV
56.8%
B/E move
17.9%
Puts
Pseudo strike
38.20
IV
49.4%
B/E move
11.5%

25Δ

Calls
Pseudo strike
46.38
IV
41.9%
B/E move
11.1%
Puts
Pseudo strike
39.65
IV
40.0%
B/E move
8.2%

30Δ

Calls
Pseudo strike
45.07
IV
35.8%
B/E move
8.2%
Puts
Pseudo strike
40.60
IV
34.1%
B/E move
6.1%

35Δ

Calls
Pseudo strike
44.09
IV
29.9%
B/E move
5.9%
Puts
Pseudo strike
41.28
IV
30.0%
B/E move
4.6%

40Δ

Calls
Pseudo strike
43.52
IV
26.7%
B/E move
4.7%
Puts
Pseudo strike
41.81
IV
27.4%
B/E move
3.6%

45Δ

Calls
Pseudo strike
42.99
IV
23.9%
B/E move
3.6%
Puts
Pseudo strike
42.23
IV
25.4%
B/E move
2.9%

50Δ

Calls
Pseudo strike
42.69
IV
21.8%
B/E move
3.0%
Puts
Pseudo strike
42.58
IV
23.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
42.38
IV
19.7%
B/E move
2.4%
Puts
Pseudo strike
42.94
IV
22.3%
B/E move
1.7%

60Δ

Calls
Pseudo strike
42.07
IV
17.6%
B/E move
1.8%
Puts
Pseudo strike
43.27
IV
21.7%
B/E move
1.4%

65Δ

Calls
Pseudo strike
41.86
IV
16.2%
B/E move
1.5%
Puts
Pseudo strike
43.61
IV
21.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
41.68
IV
15.1%
B/E move
1.3%
Puts
Pseudo strike
43.94
IV
21.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
41.51
IV
13.9%
B/E move
1.1%
Puts
Pseudo strike
44.44
IV
21.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
41.33
IV
12.7%
B/E move
0.9%
Puts
Pseudo strike
44.99
IV
22.9%
B/E move
0.4%

Options history

No recorded observations