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Kurv Yield Premium Strategy Tesla (TSLA) ETF TSLP

i

Market dataready · fetched 2026-11-12T00:45:09.283Z

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: 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 · 2026-11-11T23:30:07.304951367Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:45:08.869477+00:00

Share price$15.38
1D-0.3%
AH$15.22$15.32$15.41$15.50$15.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSLP
Sold putSold callAH

Kurv Yield Premium Strategy Tesla (TSLA) ETF options

Live interpolated TSLP call and put midpoint premiums by absolute delta.Kurv Yield Premium Strategy Tesla (TSLA) ETF$0.15$0.44$0.73$1.03$1.32$12.44$13.71$14.98$16.25$17.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSLP spot · $15.38TSLP PRICE$0.18$0.21$0.25$0.29$0.34$0.39$0.45$0.50$0.55$0.61$0.71$0.83$0.96$0.18$0.21$0.23$0.26$0.33$0.40$0.47$0.54$0.61$0.68$0.75$0.97$1.24
PutsCheap0.46×
CallsCheap0.72×
SkewBullish-2.51 pp
Implied moveBearish±$0.92
TiltBearish4.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.9869.8%11.5%14.1267.7%9.4%
25Δ16.6264.0%9.5%14.4459.4%7.5%
30Δ16.2758.1%7.4%14.7551.1%5.6%
35Δ15.9653.2%5.7%15.0344.3%4.0%
40Δ15.8151.4%5.0%15.1643.9%3.6%
45Δ15.6649.6%4.4%15.2943.4%3.2%
50Δ15.5147.8%3.7%15.4342.9%2.8%
55Δ15.3545.9%3.1%15.5642.5%2.4%
60Δ15.2044.1%2.4%15.6942.0%2.0%
65Δ15.0542.3%1.8%15.8341.6%1.5%
70Δ14.8940.6%1.4%15.9641.1%1.1%
75Δ14.7338.8%1.2%16.2143.3%0.9%
80Δ14.5737.0%1.0%16.5246.6%0.7%

20Δ

Calls
Pseudo strike
16.98
IV
69.8%
B/E move
11.5%
Puts
Pseudo strike
14.12
IV
67.7%
B/E move
9.4%

25Δ

Calls
Pseudo strike
16.62
IV
64.0%
B/E move
9.5%
Puts
Pseudo strike
14.44
IV
59.4%
B/E move
7.5%

30Δ

Calls
Pseudo strike
16.27
IV
58.1%
B/E move
7.4%
Puts
Pseudo strike
14.75
IV
51.1%
B/E move
5.6%

35Δ

Calls
Pseudo strike
15.96
IV
53.2%
B/E move
5.7%
Puts
Pseudo strike
15.03
IV
44.3%
B/E move
4.0%

40Δ

Calls
Pseudo strike
15.81
IV
51.4%
B/E move
5.0%
Puts
Pseudo strike
15.16
IV
43.9%
B/E move
3.6%

45Δ

Calls
Pseudo strike
15.66
IV
49.6%
B/E move
4.4%
Puts
Pseudo strike
15.29
IV
43.4%
B/E move
3.2%

50Δ

Calls
Pseudo strike
15.51
IV
47.8%
B/E move
3.7%
Puts
Pseudo strike
15.43
IV
42.9%
B/E move
2.8%

55Δ

Calls
Pseudo strike
15.35
IV
45.9%
B/E move
3.1%
Puts
Pseudo strike
15.56
IV
42.5%
B/E move
2.4%

60Δ

Calls
Pseudo strike
15.20
IV
44.1%
B/E move
2.4%
Puts
Pseudo strike
15.69
IV
42.0%
B/E move
2.0%

65Δ

Calls
Pseudo strike
15.05
IV
42.3%
B/E move
1.8%
Puts
Pseudo strike
15.83
IV
41.6%
B/E move
1.5%

70Δ

Calls
Pseudo strike
14.89
IV
40.6%
B/E move
1.4%
Puts
Pseudo strike
15.96
IV
41.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
14.73
IV
38.8%
B/E move
1.2%
Puts
Pseudo strike
16.21
IV
43.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
14.57
IV
37.0%
B/E move
1.0%
Puts
Pseudo strike
16.52
IV
46.6%
B/E move
0.7%

Options history

IV · four-Friday blend114.81%
Daily EOD
TSLP34.5%77.6%120.8%2026-10-19: 44.61%2026-10-20: 44.33%2026-10-21: 42.70%2026-10-22: 48.20%2026-10-23: 41.42%2026-10-26: 43.94%2026-10-27: 40.79%2026-10-28: 41.26%2026-10-29: 40.42%2026-10-30: 114.81%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
44.61%
44.33%
42.70%
48.20%
41.42%
43.94%
40.79%
41.26%
40.42%
114.81%