IntraAlpha
Create free account Start free

Tesla Inc TSLA

CONSUMER CYCLICAL · AUTO MANUFACTURERS
i

Market dataready · fetched 2026-10-20T14:17:34.321Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-20T14:17:30.266869725Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T14:16:44.148910+00:00

Share price$373.47
1D+1.6%
$366$368$370$373$3755:30 AM6:30 AM9:00 AM1:00 PMTSLA
Sold putSold call

Tesla Inc options

Live interpolated TSLA call and put midpoint premiums by absolute delta.Tesla Inc$2.42$10.11$17.79$25.47$33.16$334.00$353.77$373.55$393.32$413.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSLA spot · $373.46TSLA PRICE$3.25$4.33$5.54$6.86$8.32$9.95$11.71$13.68$15.85$18.24$20.99$24.10$27.82$3.60$4.81$6.16$7.64$9.24$11.00$12.94$15.03$17.36$19.98$22.97$26.57$30.94
PutsExpensive3.50×
CallsExpensive2.51×
SkewBullish-0.46 pp
Implied moveBearish±$24.64
TiltBearish4.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ401.2389.3%8.3%349.5591.5%7.4%
25Δ395.8389.3%7.1%354.4891.3%6.4%
30Δ391.1189.6%6.2%358.9091.4%5.6%
35Δ386.7589.8%5.4%363.0691.4%4.8%
40Δ382.6690.2%4.7%367.0691.2%4.2%
45Δ378.7390.8%4.1%370.9791.0%3.6%
50Δ374.8491.2%3.5%374.8390.9%3.1%
55Δ370.9691.6%3.0%378.7090.4%2.6%
60Δ367.0291.9%2.5%382.6390.0%2.2%
65Δ363.0092.0%2.1%386.7189.5%1.8%
70Δ358.7892.2%1.7%391.0289.1%1.4%
75Δ354.3192.2%1.3%395.8189.2%1.1%
80Δ349.3792.3%1.0%401.2689.4%0.8%

20Δ

Calls
Pseudo strike
401.23
IV
89.3%
B/E move
8.3%
Puts
Pseudo strike
349.55
IV
91.5%
B/E move
7.4%

25Δ

Calls
Pseudo strike
395.83
IV
89.3%
B/E move
7.1%
Puts
Pseudo strike
354.48
IV
91.3%
B/E move
6.4%

30Δ

Calls
Pseudo strike
391.11
IV
89.6%
B/E move
6.2%
Puts
Pseudo strike
358.90
IV
91.4%
B/E move
5.6%

35Δ

Calls
Pseudo strike
386.75
IV
89.8%
B/E move
5.4%
Puts
Pseudo strike
363.06
IV
91.4%
B/E move
4.8%

40Δ

Calls
Pseudo strike
382.66
IV
90.2%
B/E move
4.7%
Puts
Pseudo strike
367.06
IV
91.2%
B/E move
4.2%

45Δ

Calls
Pseudo strike
378.73
IV
90.8%
B/E move
4.1%
Puts
Pseudo strike
370.97
IV
91.0%
B/E move
3.6%

50Δ

Calls
Pseudo strike
374.84
IV
91.2%
B/E move
3.5%
Puts
Pseudo strike
374.83
IV
90.9%
B/E move
3.1%

55Δ

Calls
Pseudo strike
370.96
IV
91.6%
B/E move
3.0%
Puts
Pseudo strike
378.70
IV
90.4%
B/E move
2.6%

60Δ

Calls
Pseudo strike
367.02
IV
91.9%
B/E move
2.5%
Puts
Pseudo strike
382.63
IV
90.0%
B/E move
2.2%

65Δ

Calls
Pseudo strike
363.00
IV
92.0%
B/E move
2.1%
Puts
Pseudo strike
386.71
IV
89.5%
B/E move
1.8%

70Δ

Calls
Pseudo strike
358.78
IV
92.2%
B/E move
1.7%
Puts
Pseudo strike
391.02
IV
89.1%
B/E move
1.4%

75Δ

Calls
Pseudo strike
354.31
IV
92.2%
B/E move
1.3%
Puts
Pseudo strike
395.81
IV
89.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
349.37
IV
92.3%
B/E move
1.0%
Puts
Pseudo strike
401.26
IV
89.4%
B/E move
0.8%

Options history

TSLA44.4745.5446.612026-10-19T19:57:48.401000+00:00: 44.62%2026-10-20T13:30:02.747000+00:00: 45.45%2026-10-20T13:31:40.503000+00:00: 46.24%2026-10-20T13:40:00.519000+00:00: 46.46%2026-10-20T13:59:08.521000+00:00: 46.23%Oct 19Oct 20
Table
ObservationIVSkewImplied move
44.62%2.93 pp10.64%
45.45%0.47 pp10.61%
46.24%2.02 pp10.82%
46.46%1.83 pp10.87%
46.23%1.80 pp10.81%