Tesla options
Tesla trades at 359.45; 30-day implied volatility is 51.7%, and the market prices a ±7.48% expected move into the 2026-11-13 expiry, 6 days out.
Cheap or dear right now
- Options look cheap: IV30 is 51.7%, 6.2 points below 20-day realised volatility. Buyers pay less for time value.
- Over the next 6 days (expiring 2026-11-13) the market prices a one-standard-deviation move of ±7.48%, about 26.89 points.
- Skew 6.8: puts are pricier than calls, so the market is paying up for downside protection.
- Put/call volume ratio 0.36: call volume clearly outnumbers puts.
Pricing across strikes
2026-11-13 expiry (6 days), spot 359.45. The further apart the two lines, the bigger the skew.
Implied volatility by expiry
Near-dated IV above far-dated (inverted) points to short-term event risk; the reverse suggests calm now and more movement later.
Where the open interest sits
Bar height is open interest; max pain is the strike that minimises the total value of expiring options.
2026-11-13 expiry, five strikes either side of the money
IV is the implied volatility at that strike; OI is open interest.
| Call OI | Call IV | Strike | Put IV | Put OI |
|---|---|---|---|---|
| 962 | 61.0% | 348 | 62.1% | 629 |
| 5,063 | 61.2% | 350 | 61.4% | 2,110 |
| 320 | 60.4% | 352 | 60.3% | 374 |
| 1,186 | 59.6% | 355 | 59.9% | 749 |
| 416 | 59.0% | 358 | 59.1% | 788 |
| 1,038 | 58.4% | 360 ATM | 58.4% | 984 |
| 4,335 | 57.5% | 362 | 58.1% | 341 |
| 944 | 56.9% | 365 | 57.1% | 596 |
| 197 | 56.3% | 368 | 56.9% | 533 |
| 1,514 | 65.5% | 370 | 65.0% | 832 |
| 435 | 55.2% | 372 | 54.9% | 346 |
FAQ
Is the expected move a guarantee?
No. It is a one-standard-deviation move implied by at-the-money option prices — the market's current price for movement, not a forecast or a guarantee.
Why is IV rank empty?
IV rank needs a year of IV30 history. Our database records IV30 once a day and shows a value after 20 trading days; until then the page shows collection progress.
What does a positive skew mean?
25-delta puts carry a higher implied volatility than calls at the same expiry, so the market is paying more for downside protection — typical when hedging demand rises.
Can I trade straight off this page?
No. This is volatility and pricing information, not a buy or sell signal.
Data from CBOE delayed quotes (about 15 minutes behind), for information only and not investment advice. Options carry high risk and can lose the entire premium.