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YieldMax TSLA Option Income Strategy ETF TSLY

i

Market dataready · fetched 2026-11-04T09:04:38.049Z

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 · 2026-11-04T09:04:33.695114219Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:04:37.474329+00:00

Share price$21.68
1D
Price history unavailable.

YieldMax TSLA Option Income Strategy ETF options

Live interpolated TSLY call and put midpoint premiums by absolute delta.YieldMax TSLA Option Income Strategy ETF$0.05$1.41$2.77$4.13$5.50$19.20$20.78$22.37$23.95$25.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSLY spot · $21.68TSLY PRICE$0.23$0.31$0.40$0.51$0.63$0.75$0.96$1.25$1.54$2.04$2.67$3.68$5.10$0.20$0.23$0.26$0.30$0.35$0.39$0.43$0.47$0.51$0.64$0.81$0.97$1.13
PutsCheap0.63×
CallsExpensive1.72×
SkewBullish-44.72 pp
Implied moveBullish±$1.39
TiltBullish50.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.5642.7%9.7%20.3038.2%7.3%
25Δ23.2945.4%8.9%20.7133.1%5.5%
30Δ23.0148.1%8.0%21.0529.2%4.1%
35Δ22.7249.1%7.2%21.2027.7%3.6%
40Δ22.4350.0%6.4%21.3526.3%3.1%
45Δ22.1450.9%5.5%21.5024.8%2.6%
50Δ21.8254.9%5.0%21.6623.4%2.1%
55Δ21.4761.6%4.8%21.8121.9%1.6%
60Δ21.1368.4%4.6%21.9620.5%1.1%
65Δ20.6080.0%4.4%22.1520.7%0.8%
70Δ19.9594.8%4.4%22.3421.4%0.7%
75Δ18.94118.4%4.4%22.5322.1%0.5%
80Δ17.50149.1%4.2%22.7322.8%0.4%

20Δ

Calls
Pseudo strike
23.56
IV
42.7%
B/E move
9.7%
Puts
Pseudo strike
20.30
IV
38.2%
B/E move
7.3%

25Δ

Calls
Pseudo strike
23.29
IV
45.4%
B/E move
8.9%
Puts
Pseudo strike
20.71
IV
33.1%
B/E move
5.5%

30Δ

Calls
Pseudo strike
23.01
IV
48.1%
B/E move
8.0%
Puts
Pseudo strike
21.05
IV
29.2%
B/E move
4.1%

35Δ

Calls
Pseudo strike
22.72
IV
49.1%
B/E move
7.2%
Puts
Pseudo strike
21.20
IV
27.7%
B/E move
3.6%

40Δ

Calls
Pseudo strike
22.43
IV
50.0%
B/E move
6.4%
Puts
Pseudo strike
21.35
IV
26.3%
B/E move
3.1%

45Δ

Calls
Pseudo strike
22.14
IV
50.9%
B/E move
5.5%
Puts
Pseudo strike
21.50
IV
24.8%
B/E move
2.6%

50Δ

Calls
Pseudo strike
21.82
IV
54.9%
B/E move
5.0%
Puts
Pseudo strike
21.66
IV
23.4%
B/E move
2.1%

55Δ

Calls
Pseudo strike
21.47
IV
61.6%
B/E move
4.8%
Puts
Pseudo strike
21.81
IV
21.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
21.13
IV
68.4%
B/E move
4.6%
Puts
Pseudo strike
21.96
IV
20.5%
B/E move
1.1%

65Δ

Calls
Pseudo strike
20.60
IV
80.0%
B/E move
4.4%
Puts
Pseudo strike
22.15
IV
20.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
19.95
IV
94.8%
B/E move
4.4%
Puts
Pseudo strike
22.34
IV
21.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
18.94
IV
118.4%
B/E move
4.4%
Puts
Pseudo strike
22.53
IV
22.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
17.50
IV
149.1%
B/E move
4.2%
Puts
Pseudo strike
22.73
IV
22.8%
B/E move
0.4%

Options history

IV · four-Friday blend43.72%
Daily EOD
TSLY36.6%42.1%47.6%2026-10-20: 46.80%2026-10-21: 44.75%2026-10-22: 43.88%2026-10-23: 43.25%2026-10-26: 42.07%2026-10-27: 44.13%2026-10-28: 44.06%2026-10-29: 37.35%2026-10-30: 43.72%Oct 20Oct 26Oct 30
9 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
46.80%
44.75%
43.88%
43.25%
42.07%
44.13%
44.06%
37.35%
43.72%