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YieldMax TSLA Option Income Strategy ETF TSLY

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Market datapartial · fetched 2026-10-23T15:09:22.719Z

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 · 2026-10-23T15:08:42.54304436Z

FundamentalsAlpha Vantage · unavailable

Share price$21.70
1D+0.4%
$21.37$21.46$21.55$21.63$21.725:30 AM6:30 AM9:00 AM1:00 PMTSLY
Sold putSold call

YieldMax TSLA Option Income Strategy ETF options

Live interpolated TSLY call and put midpoint premiums by absolute delta.YieldMax TSLA Option Income Strategy ETF$0.00$4.45$8.90$13.35$17.80$16.27$18.49$20.71$22.94$25.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSLY spot · $21.70TSLY PRICE$0.31$0.25$0.32$0.39$0.46$0.54$0.58$0.61$0.65$0.69$0.72$0.76$0.79$0.36$0.43$0.57$0.71$0.95$1.24$1.55$2.08$2.76$3.76$6.06$8.89$16.50
PutsExpensive1.90×
CallsCheap0.62×
SkewBearish+49.34 pp
Implied moveBearish±$2.13
TiltBearish73.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.3860.9%23.0%19.4851.2%11.9%
25Δ23.2530.8%8.3%20.2043.8%8.9%
30Δ22.7828.2%6.4%20.5544.9%7.9%
35Δ22.5327.9%5.6%20.8945.9%7.0%
40Δ22.2927.7%4.8%21.2649.2%6.4%
45Δ22.0427.4%4.1%21.6553.4%5.9%
50Δ21.8925.9%3.6%22.0657.9%5.5%
55Δ21.7724.0%3.1%22.6764.8%5.1%
60Δ21.6422.1%2.7%23.4273.0%4.8%
65Δ21.5120.2%2.3%24.4984.0%4.5%
70Δ21.3818.4%1.8%26.76110.0%4.6%
75Δ21.2516.5%1.4%29.69130.9%4.1%
80Δ21.1214.6%1.0%37.38176.9%3.8%

20Δ

Calls
Pseudo strike
26.38
IV
60.9%
B/E move
23.0%
Puts
Pseudo strike
19.48
IV
51.2%
B/E move
11.9%

25Δ

Calls
Pseudo strike
23.25
IV
30.8%
B/E move
8.3%
Puts
Pseudo strike
20.20
IV
43.8%
B/E move
8.9%

30Δ

Calls
Pseudo strike
22.78
IV
28.2%
B/E move
6.4%
Puts
Pseudo strike
20.55
IV
44.9%
B/E move
7.9%

35Δ

Calls
Pseudo strike
22.53
IV
27.9%
B/E move
5.6%
Puts
Pseudo strike
20.89
IV
45.9%
B/E move
7.0%

40Δ

Calls
Pseudo strike
22.29
IV
27.7%
B/E move
4.8%
Puts
Pseudo strike
21.26
IV
49.2%
B/E move
6.4%

45Δ

Calls
Pseudo strike
22.04
IV
27.4%
B/E move
4.1%
Puts
Pseudo strike
21.65
IV
53.4%
B/E move
5.9%

50Δ

Calls
Pseudo strike
21.89
IV
25.9%
B/E move
3.6%
Puts
Pseudo strike
22.06
IV
57.9%
B/E move
5.5%

55Δ

Calls
Pseudo strike
21.77
IV
24.0%
B/E move
3.1%
Puts
Pseudo strike
22.67
IV
64.8%
B/E move
5.1%

60Δ

Calls
Pseudo strike
21.64
IV
22.1%
B/E move
2.7%
Puts
Pseudo strike
23.42
IV
73.0%
B/E move
4.8%

65Δ

Calls
Pseudo strike
21.51
IV
20.2%
B/E move
2.3%
Puts
Pseudo strike
24.49
IV
84.0%
B/E move
4.5%

70Δ

Calls
Pseudo strike
21.38
IV
18.4%
B/E move
1.8%
Puts
Pseudo strike
26.76
IV
110.0%
B/E move
4.6%

75Δ

Calls
Pseudo strike
21.25
IV
16.5%
B/E move
1.4%
Puts
Pseudo strike
29.69
IV
130.9%
B/E move
4.1%

80Δ

Calls
Pseudo strike
21.12
IV
14.6%
B/E move
1.0%
Puts
Pseudo strike
37.38
IV
176.9%
B/E move
3.8%

Options history

No recorded observations