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Tortoise North American Pipeline ETF TPYP

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Market dataready · fetched 2026-11-12T14:57:27.731Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T14:52:54.864552926Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:57:23.683264+00:00

Share price$42.43
1D+0.2%
$42.28$42.33$42.37$42.42$42.465:30 AM6:30 AM9:00 AM1:00 PMTPYP
Sold putSold call

Tortoise North American Pipeline ETF options

Live interpolated TPYP call and put midpoint premiums by absolute delta.Tortoise North American Pipeline ETF$0.61$1.38$2.15$2.92$3.69$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICETPYP PRICE$1.39$1.66$1.93$2.21$0.69$0.86$1.03$1.21$1.67$2.12$2.57$3.02$3.47
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ42.0717.4%2.5%
45Δ42.3917.8%2.1%
50Δ42.7018.3%1.8%
55Δ43.0218.7%1.5%
60Δ43.5619.9%1.3%
65Δ41.7516.6%1.7%44.1021.0%1.1%
70Δ41.3916.6%1.5%44.6422.2%0.8%
75Δ41.0216.6%1.2%45.1823.4%0.6%
80Δ40.6616.6%1.0%45.7224.5%0.4%

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

35Δ

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

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.07
IV
17.4%
B/E move
2.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.39
IV
17.8%
B/E move
2.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.70
IV
18.3%
B/E move
1.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.02
IV
18.7%
B/E move
1.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.56
IV
19.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
41.75
IV
16.6%
B/E move
1.7%
Puts
Pseudo strike
44.10
IV
21.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
41.39
IV
16.6%
B/E move
1.5%
Puts
Pseudo strike
44.64
IV
22.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
41.02
IV
16.6%
B/E move
1.2%
Puts
Pseudo strike
45.18
IV
23.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
40.66
IV
16.6%
B/E move
1.0%
Puts
Pseudo strike
45.72
IV
24.5%
B/E move
0.4%

Options history

IV · four-Friday blend22.03%
Daily EOD
TPYP18.1%46.8%75.6%2026-10-19: 35.01%2026-10-20: 34.77%2026-10-21: 56.44%2026-10-22: 41.82%2026-10-23: 68.19%2026-10-26: 69.98%2026-10-27: 70.88%2026-10-28: 71.61%2026-10-29: 70.43%2026-10-30: 22.03%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
35.01%
34.77%
56.44%
41.82%
68.19%
69.98%
70.88%
71.61%
70.43%
22.03%