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Tesla Inc TSLA

CONSUMER CYCLICAL · AUTO MANUFACTURERS
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Market dataready · fetched 2026-10-20T06:42:03.919Z

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

Calculation methodology

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

History data

PriceAlpaca · sip · 2026-10-19T23:59:56.964777905Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:42:03.315187+00:00

Share price$368.95
1D+3.4%
AH$354$358$362$366$3715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSLA
Sold putSold callAH

Tesla Inc options

Live interpolated TSLA call and put midpoint premiums by absolute delta.Tesla Inc$2.21$10.09$17.97$25.85$33.73$327.96$347.89$367.83$387.76$407.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSLA spot · $368.95TSLA PRICE$3.06$4.09$5.20$6.44$7.81$9.27$10.87$12.67$14.67$16.84$19.33$22.11$25.19$3.58$4.78$6.10$7.55$9.14$10.90$12.86$15.03$17.42$20.14$23.55$26.34$31.46
PutsExpensive5.82×
CallsExpensive2.66×
SkewBearish+6.17 pp
Implied moveBearish±$23.73
TiltBearish9.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ394.9584.9%7.9%345.2492.0%7.4%
25Δ389.9585.1%6.8%350.1291.9%6.4%
30Δ385.4284.9%5.9%354.5591.7%5.6%
35Δ381.3685.1%5.1%358.6991.4%4.8%
40Δ377.5485.6%4.4%362.6591.3%4.2%
45Δ373.8085.4%3.8%366.5091.2%3.6%
50Δ370.1885.4%3.3%370.3491.4%3.1%
55Δ366.5985.6%2.8%374.2191.4%2.6%
60Δ362.9685.8%2.4%378.1891.3%2.2%
65Δ359.2785.6%1.9%382.3391.3%1.8%
70Δ355.4285.6%1.6%386.9992.3%1.5%
75Δ351.3785.2%1.2%391.0989.5%1.1%
80Δ347.1384.1%0.9%397.2391.8%0.9%

20Δ

Calls
Pseudo strike
394.95
IV
84.9%
B/E move
7.9%
Puts
Pseudo strike
345.24
IV
92.0%
B/E move
7.4%

25Δ

Calls
Pseudo strike
389.95
IV
85.1%
B/E move
6.8%
Puts
Pseudo strike
350.12
IV
91.9%
B/E move
6.4%

30Δ

Calls
Pseudo strike
385.42
IV
84.9%
B/E move
5.9%
Puts
Pseudo strike
354.55
IV
91.7%
B/E move
5.6%

35Δ

Calls
Pseudo strike
381.36
IV
85.1%
B/E move
5.1%
Puts
Pseudo strike
358.69
IV
91.4%
B/E move
4.8%

40Δ

Calls
Pseudo strike
377.54
IV
85.6%
B/E move
4.4%
Puts
Pseudo strike
362.65
IV
91.3%
B/E move
4.2%

45Δ

Calls
Pseudo strike
373.80
IV
85.4%
B/E move
3.8%
Puts
Pseudo strike
366.50
IV
91.2%
B/E move
3.6%

50Δ

Calls
Pseudo strike
370.18
IV
85.4%
B/E move
3.3%
Puts
Pseudo strike
370.34
IV
91.4%
B/E move
3.1%

55Δ

Calls
Pseudo strike
366.59
IV
85.6%
B/E move
2.8%
Puts
Pseudo strike
374.21
IV
91.4%
B/E move
2.6%

60Δ

Calls
Pseudo strike
362.96
IV
85.8%
B/E move
2.4%
Puts
Pseudo strike
378.18
IV
91.3%
B/E move
2.2%

65Δ

Calls
Pseudo strike
359.27
IV
85.6%
B/E move
1.9%
Puts
Pseudo strike
382.33
IV
91.3%
B/E move
1.8%

70Δ

Calls
Pseudo strike
355.42
IV
85.6%
B/E move
1.6%
Puts
Pseudo strike
386.99
IV
92.3%
B/E move
1.5%

75Δ

Calls
Pseudo strike
351.37
IV
85.2%
B/E move
1.2%
Puts
Pseudo strike
391.09
IV
89.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
347.13
IV
84.1%
B/E move
0.9%
Puts
Pseudo strike
397.23
IV
91.8%
B/E move
0.9%

Options history

TSLA44.5744.6244.662026-10-19T19:57:48.401000+00:00: 44.62%Oct 19Oct 19
Table
ObservationIVSkewImplied move
44.62%2.93 pp10.64%

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