Kurv Yield Premium Strategy Tesla ETF (TSLP) Options History
Historical options analytics archive for TSLP with monthly max pain, implied volatility, gamma exposure, and put/call data.
27 months of complete options data available.
TSLP monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TSLP. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 39.4% | 7.0% | $20.00 | $41 | -$857 | 0.13 |
| 2026-05 | 20 | 31.6% | 5.0% | - | -$34 | -$5.2K | 0.09 |
| 2026-04 | 21 | 173.4% | 38.5% | $16.00 | $858 | -$16.8K | 0.07 |
| 2026-03 | 22 | 52.5% | 13.1% | $19.00 | $86 | $7.0K | 0.21 |
| 2026-02 | 19 | 31.3% | 3.6% | $22.00 | -$676 | $42.7K | 5.13 |
| 2026-01 | 20 | 34.3% | 6.0% | $24.00 | $983 | -$8.5K | 1.00 |
This archive aggregates TSLP's daily end-of-day options snapshots into monthly summaries, spanning 2024-04 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how TSLP option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 39.4%, a month-end max-pain strike around $20.00, an average put/call ratio of 0.13.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked TSLP history questions
- How much options history is available for TSLP?
- This archive holds 27 months of TSLP options analytics, spanning 2024-04 through 2026-06. Each entry is a monthly rollup of TSLP's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the TSLP archive.
- What data does each monthly TSLP aggregate contain?
- Every monthly row summarizes that month of TSLP option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 39.4%, an average IV rank of 7.0%, a month-end max-pain strike around $20.00, an average put/call ratio of 0.13.
- How is the TSLP options-history archive built and how often does it update?
- The archive is derived from TSLP's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how TSLP's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.