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Tesla, Inc. Common Stock TSLA

CONSUMER CYCLICAL · AUTO MANUFACTURERS
i

Market dataready · fetched 2026-11-09T20:53:55.857Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-09T20:53:54.183111873Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-09T07:37:01.836002+00:00

NewsAlpha Vantage · collected 2026-11-08T23:35:58.816111+00:00

Earnings observationsAlpha Vantage · collected 2026-11-09T00:27:49.386755+00:00

Share price$378.67
1D+5.3%
$357$363$370$376$3835:30 AM6:30 AM9:00 AM1:00 PMTSLA
Sold putSold call

Tesla, Inc. Common Stock options

Live interpolated TSLA call and put midpoint premiums by absolute delta.Tesla, Inc. Common Stock$1.58$6.79$12.01$17.23$22.45$329.15$351.39$373.64$395.88$418.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSLA spot · $378.67TSLA PRICE$2.14$2.88$3.68$4.61$5.62$6.76$8.05$9.49$11.12$12.97$15.14$18.10$20.94$2.61$3.40$4.26$5.20$6.19$7.29$8.48$9.77$11.19$12.73$14.59$16.69$18.73
PutsExpensive1.59×
CallsCheap0.68×
SkewBullish-1.06 pp
Implied moveBearish±$16.53
TiltBalanced0.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ396.2649.5%5.2%360.7757.3%5.4%
25Δ392.9650.0%4.5%364.7855.9%4.6%
30Δ389.9150.1%3.9%368.1954.7%3.9%
35Δ387.2050.8%3.5%371.2354.0%3.3%
40Δ384.5551.2%3.0%374.0853.0%2.8%
45Δ381.9751.9%2.7%376.7752.3%2.4%
50Δ379.3852.6%2.3%379.3651.7%2.1%
55Δ376.7453.3%2.0%381.9151.1%1.7%
60Δ374.0154.0%1.7%384.4650.5%1.4%
65Δ371.1254.8%1.4%387.0249.8%1.2%
70Δ368.0155.7%1.2%389.7749.5%0.9%
75Δ364.2658.1%1.0%392.6849.0%0.7%
80Δ360.5158.2%0.7%395.4547.5%0.5%

20Δ

Calls
Pseudo strike
396.26
IV
49.5%
B/E move
5.2%
Puts
Pseudo strike
360.77
IV
57.3%
B/E move
5.4%

25Δ

Calls
Pseudo strike
392.96
IV
50.0%
B/E move
4.5%
Puts
Pseudo strike
364.78
IV
55.9%
B/E move
4.6%

30Δ

Calls
Pseudo strike
389.91
IV
50.1%
B/E move
3.9%
Puts
Pseudo strike
368.19
IV
54.7%
B/E move
3.9%

35Δ

Calls
Pseudo strike
387.20
IV
50.8%
B/E move
3.5%
Puts
Pseudo strike
371.23
IV
54.0%
B/E move
3.3%

40Δ

Calls
Pseudo strike
384.55
IV
51.2%
B/E move
3.0%
Puts
Pseudo strike
374.08
IV
53.0%
B/E move
2.8%

45Δ

Calls
Pseudo strike
381.97
IV
51.9%
B/E move
2.7%
Puts
Pseudo strike
376.77
IV
52.3%
B/E move
2.4%

50Δ

Calls
Pseudo strike
379.38
IV
52.6%
B/E move
2.3%
Puts
Pseudo strike
379.36
IV
51.7%
B/E move
2.1%

55Δ

Calls
Pseudo strike
376.74
IV
53.3%
B/E move
2.0%
Puts
Pseudo strike
381.91
IV
51.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
374.01
IV
54.0%
B/E move
1.7%
Puts
Pseudo strike
384.46
IV
50.5%
B/E move
1.4%

65Δ

Calls
Pseudo strike
371.12
IV
54.8%
B/E move
1.4%
Puts
Pseudo strike
387.02
IV
49.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
368.01
IV
55.7%
B/E move
1.2%
Puts
Pseudo strike
389.77
IV
49.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
364.26
IV
58.1%
B/E move
1.0%
Puts
Pseudo strike
392.68
IV
49.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
360.51
IV
58.2%
B/E move
0.7%
Puts
Pseudo strike
395.45
IV
47.5%
B/E move
0.5%

Options history

IV · four-Friday blend54.50%
Daily close
TSLA34.9%49.5%64.1%2026-08-11: 38.79%2026-08-12: 37.65%2026-08-13: 38.49%2026-08-14: 37.81%2026-08-17: 39.79%2026-08-18: 41.62%2026-08-19: 43.84%2026-08-20: 41.55%2026-08-21: 41.01%2026-08-24: 42.37%2026-08-25: 41.84%2026-08-26: 42.18%2026-08-27: 40.23%2026-08-28: 36.87%2026-08-31: 43.32%2026-09-01: 41.90%2026-09-02: 45.38%2026-09-03: 52.03%2026-09-04: 38.61%2026-09-08: 43.55%2026-09-09: 43.99%2026-09-10: 42.87%2026-09-11: 38.34%2026-09-14: 41.64%2026-09-15: 43.31%2026-09-17: 41.46%2026-09-18: 39.28%2026-09-21: 42.29%2026-09-22: 42.02%2026-09-23: 42.34%2026-09-24: 41.57%2026-09-25: 41.10%2026-09-28: 43.22%2026-09-29: 42.74%2026-09-30: 44.69%2026-10-01: 47.07%2026-10-02: 40.21%2026-10-05: 43.13%2026-10-06: 41.98%2026-10-07: 42.92%2026-10-08: 42.63%2026-10-09: 43.41%2026-10-12: 46.38%2026-10-13: 48.27%2026-10-14: 52.66%2026-10-15: 58.64%2026-10-16: 56.35%2026-10-19: 57.37%2026-10-20: 62.11%2026-10-21: 60.37%2026-10-22: 45.46%2026-10-23: 39.91%2026-10-26: 41.37%2026-10-27: 40.37%2026-10-28: 39.34%2026-10-29: 38.55%2026-10-30: 44.04%2026-11-03: 50.13%2026-11-06: 54.50%Aug 11Sep 23Nov 6
59 observations2026-08-11 — 2026-11-06
Table
DateIV (%)
38.79%
37.65%
38.49%
37.81%
39.79%
41.62%
43.84%
41.55%
41.01%
42.37%
41.84%
42.18%
40.23%
36.87%
43.32%
41.90%
45.38%
52.03%
38.61%
43.55%
43.99%
42.87%
38.34%
41.64%
43.31%
41.46%
39.28%
42.29%
42.02%
42.34%
41.57%
41.10%
43.22%
42.74%
44.69%
47.07%
40.21%
43.13%
41.98%
42.92%
42.63%
43.41%
46.38%
48.27%
52.66%
58.64%
56.35%
57.37%
62.11%
60.37%
45.46%
39.91%
41.37%
40.37%
39.34%
38.55%
44.04%
50.13%
54.50%

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