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Kurv Yield Premium Strategy Tesla (TSLA) ETF TSLP

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Market dataready · fetched 2026-10-22T21:23:18.921Z

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 · 2026-10-22T20:10:07.256085349Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:23:17.255034+00:00

Share price$15.27
1D-1.7%
AH$15.25$15.32$15.40$15.48$15.555:30 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$0.09$1.19$2.28$3.38$4.48$11.43$13.04$14.66$16.27$17.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSLP spot · $15.27TSLP PRICE$0.21$0.24$0.28$0.31$0.36$0.40$0.45$0.50$0.54$0.27$0.39$0.62$0.85$1.09$1.54$2.13$2.71$1.69$2.33$2.98$4.16
PutsExpensive1.80×
CallsCheap0.71×
SkewBearish+42.05 pp
Implied moveBearish±$2.58
TiltBearish72.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.3146.8%14.7%13.6153.5%12.7%
25Δ16.7441.1%11.2%14.1051.2%10.2%
30Δ16.3236.3%8.7%14.3759.2%10.0%
35Δ15.9632.4%6.5%14.6367.2%9.8%
40Δ15.7930.8%5.7%14.9075.3%9.5%
45Δ15.6229.2%5.0%15.4185.0%9.2%
50Δ15.4627.7%4.2%16.0795.8%8.7%
55Δ15.2926.1%3.4%16.73106.6%8.2%
60Δ15.1224.5%2.6%16.3461.2%4.1%
65Δ17.0470.1%3.7%
70Δ17.7479.0%3.4%
75Δ18.9693.7%3.1%
80Δ

20Δ

Calls
Pseudo strike
17.31
IV
46.8%
B/E move
14.7%
Puts
Pseudo strike
13.61
IV
53.5%
B/E move
12.7%

25Δ

Calls
Pseudo strike
16.74
IV
41.1%
B/E move
11.2%
Puts
Pseudo strike
14.10
IV
51.2%
B/E move
10.2%

30Δ

Calls
Pseudo strike
16.32
IV
36.3%
B/E move
8.7%
Puts
Pseudo strike
14.37
IV
59.2%
B/E move
10.0%

35Δ

Calls
Pseudo strike
15.96
IV
32.4%
B/E move
6.5%
Puts
Pseudo strike
14.63
IV
67.2%
B/E move
9.8%

40Δ

Calls
Pseudo strike
15.79
IV
30.8%
B/E move
5.7%
Puts
Pseudo strike
14.90
IV
75.3%
B/E move
9.5%

45Δ

Calls
Pseudo strike
15.62
IV
29.2%
B/E move
5.0%
Puts
Pseudo strike
15.41
IV
85.0%
B/E move
9.2%

50Δ

Calls
Pseudo strike
15.46
IV
27.7%
B/E move
4.2%
Puts
Pseudo strike
16.07
IV
95.8%
B/E move
8.7%

55Δ

Calls
Pseudo strike
15.29
IV
26.1%
B/E move
3.4%
Puts
Pseudo strike
16.73
IV
106.6%
B/E move
8.2%

60Δ

Calls
Pseudo strike
15.12
IV
24.5%
B/E move
2.6%
Puts
Pseudo strike
16.34
IV
61.2%
B/E move
4.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.04
IV
70.1%
B/E move
3.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.74
IV
79.0%
B/E move
3.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.96
IV
93.7%
B/E move
3.1%

80Δ

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

Options history

No recorded observations