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Tortoise North American Pipeline ETF TPYP

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Market datapartial · fetched 2026-10-24T05:32:26.265Z

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 · 2026-10-23T23:00:00.003810314Z

FundamentalsAlpha Vantage · unavailable

Share price$43.01
1D+0.9%
AH$42.57$42.75$42.92$43.10$43.275:30 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$0.63$1.29$1.96$2.62$3.28$38.72$40.79$42.87$44.94$47.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TPYP spot · $43.01TPYP PRICE$0.70$0.70$0.74$0.81$0.88$0.95$1.02$1.10$1.21$1.31$1.42$1.70$2.17$0.70$0.76$0.82$0.89$0.97$1.05$1.18$1.32$1.47$1.72$2.03$2.43$3.09
PutsExpensive1.61×
CallsExpensive1.58×
SkewBearish+1.61 pp
Implied moveBearish±$2.20
TiltBearish11.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.8657.0%17.6%38.8249.7%11.4%
25Δ46.9742.0%10.8%40.2340.9%8.2%
30Δ45.6234.9%7.8%41.2134.8%6.1%
35Δ44.7630.4%5.9%41.9230.6%4.6%
40Δ44.1327.4%4.7%42.4027.8%3.7%
45Δ43.6925.0%3.8%42.8625.2%2.8%
50Δ43.2922.8%3.0%43.2323.9%2.2%
55Δ42.9320.8%2.4%43.5523.1%1.8%
60Δ42.6619.7%2.0%43.8822.3%1.4%
65Δ42.4018.6%1.6%44.2622.3%1.1%
70Δ42.1417.6%1.3%44.6822.8%0.8%
75Δ41.7317.5%1.0%45.1723.7%0.6%
80Δ41.1618.6%0.7%45.9126.0%0.5%

20Δ

Calls
Pseudo strike
49.86
IV
57.0%
B/E move
17.6%
Puts
Pseudo strike
38.82
IV
49.7%
B/E move
11.4%

25Δ

Calls
Pseudo strike
46.97
IV
42.0%
B/E move
10.8%
Puts
Pseudo strike
40.23
IV
40.9%
B/E move
8.2%

30Δ

Calls
Pseudo strike
45.62
IV
34.9%
B/E move
7.8%
Puts
Pseudo strike
41.21
IV
34.8%
B/E move
6.1%

35Δ

Calls
Pseudo strike
44.76
IV
30.4%
B/E move
5.9%
Puts
Pseudo strike
41.92
IV
30.6%
B/E move
4.6%

40Δ

Calls
Pseudo strike
44.13
IV
27.4%
B/E move
4.7%
Puts
Pseudo strike
42.40
IV
27.8%
B/E move
3.7%

45Δ

Calls
Pseudo strike
43.69
IV
25.0%
B/E move
3.8%
Puts
Pseudo strike
42.86
IV
25.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
43.29
IV
22.8%
B/E move
3.0%
Puts
Pseudo strike
43.23
IV
23.9%
B/E move
2.2%

55Δ

Calls
Pseudo strike
42.93
IV
20.8%
B/E move
2.4%
Puts
Pseudo strike
43.55
IV
23.1%
B/E move
1.8%

60Δ

Calls
Pseudo strike
42.66
IV
19.7%
B/E move
2.0%
Puts
Pseudo strike
43.88
IV
22.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
42.40
IV
18.6%
B/E move
1.6%
Puts
Pseudo strike
44.26
IV
22.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
42.14
IV
17.6%
B/E move
1.3%
Puts
Pseudo strike
44.68
IV
22.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
41.73
IV
17.5%
B/E move
1.0%
Puts
Pseudo strike
45.17
IV
23.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
41.16
IV
18.6%
B/E move
0.7%
Puts
Pseudo strike
45.91
IV
26.0%
B/E move
0.5%

Options history

No recorded observations