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YieldMax TSLA Option Income Strategy ETF TSLY

i

Market dataready · fetched 2026-11-07T08:06:39.042Z

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 · 2026-11-07T01:00:00.031440035Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T08:06:38.540900+00:00

Share price$20.03
1D+2.0%
AH$19.47$19.71$19.95$20.18$20.425:30 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$0.15$1.18$2.21$3.23$4.26$16.57$18.46$20.34$22.23$24.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TSLY spot · $20.03TSLY PRICE$0.26$0.29$0.38$0.47$0.56$0.65$0.74$0.85$0.96$1.07$1.18$1.34$0.39$0.41$0.43$0.49$0.55$0.60$0.79$1.06$1.33$1.62$1.93$2.24$3.96
PutsCheap0.87×
Calls——
Skew——
Implied moveBearish±$1.44
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.3862.1%13.1%17.6985.1%13.6%
25Δ18.4669.2%9.9%
30Δ20.9641.5%6.1%19.0557.3%7.1%
35Δ20.7642.1%5.5%19.3353.2%5.9%
40Δ20.5542.8%4.9%19.6149.1%4.8%
45Δ20.3443.5%4.3%19.8945.0%3.7%
50Δ20.1344.2%3.7%20.1946.9%3.2%
55Δ19.9244.1%3.2%20.5052.7%3.0%
60Δ19.7243.0%2.7%20.8158.5%2.8%
65Δ19.5241.9%2.3%21.1562.5%2.5%
70Δ19.3240.8%1.8%21.5663.7%2.0%
75Δ19.1239.8%1.4%21.9664.9%1.6%
80Δ18.8938.4%1.0%23.6693.6%1.6%

20Δ

Calls
Pseudo strike
22.38
IV
62.1%
B/E move
13.1%
Puts
Pseudo strike
17.69
IV
85.1%
B/E move
13.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.46
IV
69.2%
B/E move
9.9%

30Δ

Calls
Pseudo strike
20.96
IV
41.5%
B/E move
6.1%
Puts
Pseudo strike
19.05
IV
57.3%
B/E move
7.1%

35Δ

Calls
Pseudo strike
20.76
IV
42.1%
B/E move
5.5%
Puts
Pseudo strike
19.33
IV
53.2%
B/E move
5.9%

40Δ

Calls
Pseudo strike
20.55
IV
42.8%
B/E move
4.9%
Puts
Pseudo strike
19.61
IV
49.1%
B/E move
4.8%

45Δ

Calls
Pseudo strike
20.34
IV
43.5%
B/E move
4.3%
Puts
Pseudo strike
19.89
IV
45.0%
B/E move
3.7%

50Δ

Calls
Pseudo strike
20.13
IV
44.2%
B/E move
3.7%
Puts
Pseudo strike
20.19
IV
46.9%
B/E move
3.2%

55Δ

Calls
Pseudo strike
19.92
IV
44.1%
B/E move
3.2%
Puts
Pseudo strike
20.50
IV
52.7%
B/E move
3.0%

60Δ

Calls
Pseudo strike
19.72
IV
43.0%
B/E move
2.7%
Puts
Pseudo strike
20.81
IV
58.5%
B/E move
2.8%

65Δ

Calls
Pseudo strike
19.52
IV
41.9%
B/E move
2.3%
Puts
Pseudo strike
21.15
IV
62.5%
B/E move
2.5%

70Δ

Calls
Pseudo strike
19.32
IV
40.8%
B/E move
1.8%
Puts
Pseudo strike
21.56
IV
63.7%
B/E move
2.0%

75Δ

Calls
Pseudo strike
19.12
IV
39.8%
B/E move
1.4%
Puts
Pseudo strike
21.96
IV
64.9%
B/E move
1.6%

80Δ

Calls
Pseudo strike
18.89
IV
38.4%
B/E move
1.0%
Puts
Pseudo strike
23.66
IV
93.6%
B/E move
1.6%

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%