IntraAlpha
Create free account Start free

Kurv Yield Premium Strategy Tesla (TSLA) ETF TSLP

i

Market dataready · fetched 2026-11-03T18:46:08.595Z

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 · 2026-11-03T17:29:54.753704426Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T18:46:08.097363+00:00

Share price$16.09
1D-1.7%
$16.07$16.15$16.22$16.30$16.385:30 AM6:30 AM9:00 AM1:00 PMTSLP
Sold putSold call

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$0.13$0.92$1.71$2.50$3.30$13.95$15.16$16.37$17.57$18.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TSLP spot · $16.09TSLP PRICE$0.22$0.24$0.26$0.32$0.39$0.45$0.51$0.57$0.98$1.42$1.85$2.28$2.71$0.26$0.30$0.39$0.49$0.58$0.67$0.88$1.08$1.29$1.62$2.10$3.07
Puts——
CallsCheap0.73×
Skew——
Implied moveBearish±$1.38
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.1559.7%14.1%14.4463.8%11.9%
25Δ17.5049.6%10.2%15.0054.4%8.7%
30Δ16.9741.0%7.1%15.2554.0%7.7%
35Δ16.7740.2%6.3%15.5053.7%6.7%
40Δ16.5839.5%5.5%15.7453.4%5.7%
45Δ16.3938.7%4.7%15.9953.1%4.8%
50Δ16.2038.0%3.9%16.2855.8%4.3%
55Δ16.0137.3%3.1%16.5658.5%3.8%
60Δ15.5441.9%2.7%16.8461.3%3.3%
65Δ15.0646.9%2.4%17.2466.1%2.9%
70Δ14.5851.9%2.1%17.7873.4%2.6%
75Δ14.0956.8%1.8%18.7790.5%2.4%
80Δ13.6161.8%1.4%

20Δ

Calls
Pseudo strike
18.15
IV
59.7%
B/E move
14.1%
Puts
Pseudo strike
14.44
IV
63.8%
B/E move
11.9%

25Δ

Calls
Pseudo strike
17.50
IV
49.6%
B/E move
10.2%
Puts
Pseudo strike
15.00
IV
54.4%
B/E move
8.7%

30Δ

Calls
Pseudo strike
16.97
IV
41.0%
B/E move
7.1%
Puts
Pseudo strike
15.25
IV
54.0%
B/E move
7.7%

35Δ

Calls
Pseudo strike
16.77
IV
40.2%
B/E move
6.3%
Puts
Pseudo strike
15.50
IV
53.7%
B/E move
6.7%

40Δ

Calls
Pseudo strike
16.58
IV
39.5%
B/E move
5.5%
Puts
Pseudo strike
15.74
IV
53.4%
B/E move
5.7%

45Δ

Calls
Pseudo strike
16.39
IV
38.7%
B/E move
4.7%
Puts
Pseudo strike
15.99
IV
53.1%
B/E move
4.8%

50Δ

Calls
Pseudo strike
16.20
IV
38.0%
B/E move
3.9%
Puts
Pseudo strike
16.28
IV
55.8%
B/E move
4.3%

55Δ

Calls
Pseudo strike
16.01
IV
37.3%
B/E move
3.1%
Puts
Pseudo strike
16.56
IV
58.5%
B/E move
3.8%

60Δ

Calls
Pseudo strike
15.54
IV
41.9%
B/E move
2.7%
Puts
Pseudo strike
16.84
IV
61.3%
B/E move
3.3%

65Δ

Calls
Pseudo strike
15.06
IV
46.9%
B/E move
2.4%
Puts
Pseudo strike
17.24
IV
66.1%
B/E move
2.9%

70Δ

Calls
Pseudo strike
14.58
IV
51.9%
B/E move
2.1%
Puts
Pseudo strike
17.78
IV
73.4%
B/E move
2.6%

75Δ

Calls
Pseudo strike
14.09
IV
56.8%
B/E move
1.8%
Puts
Pseudo strike
18.77
IV
90.5%
B/E move
2.4%

80Δ

Calls
Pseudo strike
13.61
IV
61.8%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend114.81%
Daily EOD
TSLP34.5%77.6%120.8%2026-10-19: 44.61%2026-10-20: 44.33%2026-10-21: 42.70%2026-10-22: 48.20%2026-10-23: 41.42%2026-10-26: 43.94%2026-10-27: 40.79%2026-10-28: 41.26%2026-10-29: 40.42%2026-10-30: 114.81%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
44.61%
44.33%
42.70%
48.20%
41.42%
43.94%
40.79%
41.26%
40.42%
114.81%