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YieldMax Short TSLA Option Income Strategy ETF CRSH

i

Market dataready · fetched 2026-11-07T01:12:28.741Z

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 · 2026-11-07T01:00:00.064096824Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T01:12:28.291203+00:00

Share price$18.51
1D-2.7%
AH$18.30$18.46$18.61$18.77$18.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRSH
Sold putSold callAH

YieldMax Short TSLA Option Income Strategy ETF options

Live interpolated CRSH call and put midpoint premiums by absolute delta.YieldMax Short TSLA Option Income Strategy ETF$0.05$1.84$3.64$5.43$7.23$14.97$16.55$18.13$19.71$21.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRSH spot · $18.51CRSH PRICE$0.24$0.27$0.30$0.33$0.38$0.45$0.53$0.60$0.68$0.75$0.84$0.98$1.11$0.25$0.33$0.42$0.51$0.69$0.94$1.20$1.50$1.91$2.41$3.13$4.55$6.71
PutsExpensive1.75×
CallsCheap0.67×
SkewBearish+41.10 pp
Implied moveBearish±$1.72
TiltBearish53.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.2769.6%16.2%16.9658.2%9.7%
25Δ20.0253.9%9.6%17.2857.0%8.5%
30Δ19.6347.7%7.7%17.5756.4%7.3%
35Δ19.2541.6%5.8%17.8755.7%6.2%
40Δ18.9437.4%4.4%18.1759.1%5.6%
45Δ18.7836.8%3.9%18.4865.8%5.3%
50Δ18.6136.2%3.4%18.7972.6%5.0%
55Δ18.4435.6%2.9%19.1579.1%4.6%
60Δ18.2835.0%2.4%19.6585.4%4.2%
65Δ18.1134.4%1.9%20.2492.7%3.7%
70Δ17.9433.5%1.5%21.03102.8%3.3%
75Δ17.7631.9%1.2%22.50123.7%3.0%
80Δ17.5830.3%0.9%24.73149.4%2.6%

20Δ

Calls
Pseudo strike
21.27
IV
69.6%
B/E move
16.2%
Puts
Pseudo strike
16.96
IV
58.2%
B/E move
9.7%

25Δ

Calls
Pseudo strike
20.02
IV
53.9%
B/E move
9.6%
Puts
Pseudo strike
17.28
IV
57.0%
B/E move
8.5%

30Δ

Calls
Pseudo strike
19.63
IV
47.7%
B/E move
7.7%
Puts
Pseudo strike
17.57
IV
56.4%
B/E move
7.3%

35Δ

Calls
Pseudo strike
19.25
IV
41.6%
B/E move
5.8%
Puts
Pseudo strike
17.87
IV
55.7%
B/E move
6.2%

40Δ

Calls
Pseudo strike
18.94
IV
37.4%
B/E move
4.4%
Puts
Pseudo strike
18.17
IV
59.1%
B/E move
5.6%

45Δ

Calls
Pseudo strike
18.78
IV
36.8%
B/E move
3.9%
Puts
Pseudo strike
18.48
IV
65.8%
B/E move
5.3%

50Δ

Calls
Pseudo strike
18.61
IV
36.2%
B/E move
3.4%
Puts
Pseudo strike
18.79
IV
72.6%
B/E move
5.0%

55Δ

Calls
Pseudo strike
18.44
IV
35.6%
B/E move
2.9%
Puts
Pseudo strike
19.15
IV
79.1%
B/E move
4.6%

60Δ

Calls
Pseudo strike
18.28
IV
35.0%
B/E move
2.4%
Puts
Pseudo strike
19.65
IV
85.4%
B/E move
4.2%

65Δ

Calls
Pseudo strike
18.11
IV
34.4%
B/E move
1.9%
Puts
Pseudo strike
20.24
IV
92.7%
B/E move
3.7%

70Δ

Calls
Pseudo strike
17.94
IV
33.5%
B/E move
1.5%
Puts
Pseudo strike
21.03
IV
102.8%
B/E move
3.3%

75Δ

Calls
Pseudo strike
17.76
IV
31.9%
B/E move
1.2%
Puts
Pseudo strike
22.50
IV
123.7%
B/E move
3.0%

80Δ

Calls
Pseudo strike
17.58
IV
30.3%
B/E move
0.9%
Puts
Pseudo strike
24.73
IV
149.4%
B/E move
2.6%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations