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YieldMax TSLA Option Income Strategy ETF TSLY

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Market datapartial · fetched 2026-10-23T00:02:17.153Z

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 · 2026-10-23T00:00:00.058455499Z

FundamentalsAlpha Vantage · unavailable

Share price$21.70
1D+0.6%
AH$21.46$21.64$21.82$21.99$22.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSLY
Sold putSold callAH

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$3.35$6.71$10.06$13.41$16.87$18.93$20.98$23.04$25.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSLY spot · $21.70TSLY PRICE$0.22$0.22$0.28$0.35$0.41$0.47$0.61$0.75$0.88$1.02$1.17$1.38$1.58$0.36$0.43$0.58$0.72$0.96$1.24$1.53$1.86$2.20$2.81$4.57$6.88$12.44
PutsExpensive1.68×
CallsCheap0.63×
SkewBearish+39.43 pp
Implied moveBearish±$2.14
TiltBearish59.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.5539.6%14.2%19.4151.2%12.2%
25Δ22.8623.9%6.3%20.2043.2%8.9%
30Δ22.6423.9%5.6%20.5444.7%8.0%
35Δ22.4323.8%5.0%20.8846.1%7.1%
40Δ22.2223.8%4.3%21.2649.1%6.5%
45Δ22.0023.8%3.6%21.6552.9%6.0%
50Δ21.7924.7%3.2%22.0556.5%5.5%
55Δ21.5825.6%2.9%22.5457.8%4.7%
60Δ21.3726.5%2.6%23.0359.3%4.0%
65Δ21.1627.4%2.2%23.7564.1%3.5%
70Δ20.9428.1%1.9%25.4685.7%3.7%
75Δ20.6627.9%1.6%27.83105.7%3.5%
80Δ20.3927.8%1.3%33.45143.1%3.2%

20Δ

Calls
Pseudo strike
24.55
IV
39.6%
B/E move
14.2%
Puts
Pseudo strike
19.41
IV
51.2%
B/E move
12.2%

25Δ

Calls
Pseudo strike
22.86
IV
23.9%
B/E move
6.3%
Puts
Pseudo strike
20.20
IV
43.2%
B/E move
8.9%

30Δ

Calls
Pseudo strike
22.64
IV
23.9%
B/E move
5.6%
Puts
Pseudo strike
20.54
IV
44.7%
B/E move
8.0%

35Δ

Calls
Pseudo strike
22.43
IV
23.8%
B/E move
5.0%
Puts
Pseudo strike
20.88
IV
46.1%
B/E move
7.1%

40Δ

Calls
Pseudo strike
22.22
IV
23.8%
B/E move
4.3%
Puts
Pseudo strike
21.26
IV
49.1%
B/E move
6.5%

45Δ

Calls
Pseudo strike
22.00
IV
23.8%
B/E move
3.6%
Puts
Pseudo strike
21.65
IV
52.9%
B/E move
6.0%

50Δ

Calls
Pseudo strike
21.79
IV
24.7%
B/E move
3.2%
Puts
Pseudo strike
22.05
IV
56.5%
B/E move
5.5%

55Δ

Calls
Pseudo strike
21.58
IV
25.6%
B/E move
2.9%
Puts
Pseudo strike
22.54
IV
57.8%
B/E move
4.7%

60Δ

Calls
Pseudo strike
21.37
IV
26.5%
B/E move
2.6%
Puts
Pseudo strike
23.03
IV
59.3%
B/E move
4.0%

65Δ

Calls
Pseudo strike
21.16
IV
27.4%
B/E move
2.2%
Puts
Pseudo strike
23.75
IV
64.1%
B/E move
3.5%

70Δ

Calls
Pseudo strike
20.94
IV
28.1%
B/E move
1.9%
Puts
Pseudo strike
25.46
IV
85.7%
B/E move
3.7%

75Δ

Calls
Pseudo strike
20.66
IV
27.9%
B/E move
1.6%
Puts
Pseudo strike
27.83
IV
105.7%
B/E move
3.5%

80Δ

Calls
Pseudo strike
20.39
IV
27.8%
B/E move
1.3%
Puts
Pseudo strike
33.45
IV
143.1%
B/E move
3.2%

Options history

No recorded observations