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YieldMax TSLA Option Income Strategy ETF TSLY

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Market dataready · fetched 2026-10-22T18:28:08.699Z

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 · 2026-10-22T18:27:30.805368075Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T18:28:08.264401+00:00

Share price$21.79
1D+1.3%
$21.46$21.64$21.82$21.99$22.175:30 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$3.78$7.56$11.34$15.13$16.49$18.67$20.86$23.05$25.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSLY spot · $21.79TSLY PRICE$0.22$0.29$0.37$0.45$0.53$0.62$0.73$0.84$0.96$1.07$1.34$1.79$0.46$0.62$0.79$1.12$1.50$1.88$2.26$2.64$3.02$4.85$8.03$14.02
PutsExpensive1.85×
CallsCheap0.60×
SkewBearish+47.01 pp
Implied moveBearish±$2.50
TiltBearish63.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ22.9023.1%6.1%20.2345.1%9.3%
30Δ22.7023.8%5.5%20.5847.4%8.4%
35Δ22.5124.5%5.0%20.9249.7%7.6%
40Δ22.3125.1%4.5%21.4052.6%6.9%
45Δ22.1225.8%3.9%21.9155.8%6.3%
50Δ21.9226.1%3.4%22.4358.9%5.7%
55Δ21.7125.9%3.0%22.9562.0%5.0%
60Δ21.5125.7%2.6%23.4765.2%4.4%
65Δ21.3125.4%2.2%23.9968.3%3.8%
70Δ21.1125.2%1.8%25.8089.5%3.8%
75Δ20.7626.4%1.4%28.98118.9%3.9%
80Δ20.2629.0%1.2%35.05156.8%3.5%

20Δ

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

25Δ

Calls
Pseudo strike
22.90
IV
23.1%
B/E move
6.1%
Puts
Pseudo strike
20.23
IV
45.1%
B/E move
9.3%

30Δ

Calls
Pseudo strike
22.70
IV
23.8%
B/E move
5.5%
Puts
Pseudo strike
20.58
IV
47.4%
B/E move
8.4%

35Δ

Calls
Pseudo strike
22.51
IV
24.5%
B/E move
5.0%
Puts
Pseudo strike
20.92
IV
49.7%
B/E move
7.6%

40Δ

Calls
Pseudo strike
22.31
IV
25.1%
B/E move
4.5%
Puts
Pseudo strike
21.40
IV
52.6%
B/E move
6.9%

45Δ

Calls
Pseudo strike
22.12
IV
25.8%
B/E move
3.9%
Puts
Pseudo strike
21.91
IV
55.8%
B/E move
6.3%

50Δ

Calls
Pseudo strike
21.92
IV
26.1%
B/E move
3.4%
Puts
Pseudo strike
22.43
IV
58.9%
B/E move
5.7%

55Δ

Calls
Pseudo strike
21.71
IV
25.9%
B/E move
3.0%
Puts
Pseudo strike
22.95
IV
62.0%
B/E move
5.0%

60Δ

Calls
Pseudo strike
21.51
IV
25.7%
B/E move
2.6%
Puts
Pseudo strike
23.47
IV
65.2%
B/E move
4.4%

65Δ

Calls
Pseudo strike
21.31
IV
25.4%
B/E move
2.2%
Puts
Pseudo strike
23.99
IV
68.3%
B/E move
3.8%

70Δ

Calls
Pseudo strike
21.11
IV
25.2%
B/E move
1.8%
Puts
Pseudo strike
25.80
IV
89.5%
B/E move
3.8%

75Δ

Calls
Pseudo strike
20.76
IV
26.4%
B/E move
1.4%
Puts
Pseudo strike
28.98
IV
118.9%
B/E move
3.9%

80Δ

Calls
Pseudo strike
20.26
IV
29.0%
B/E move
1.2%
Puts
Pseudo strike
35.05
IV
156.8%
B/E move
3.5%

Options history

No recorded observations