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Tesla Inc TSLA

CONSUMER CYCLICAL · AUTO MANUFACTURERS
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Market dataready · fetched 2026-10-20T06:06:56.206Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 2026-10-20T06:06:55.134967+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$3.41$18.04$32.67$47.29$61.92$306.00$336.76$367.51$398.27$429.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSLA spot · $368.95TSLA PRICE$4.99$6.66$8.45$10.45$12.63$14.99$17.60$20.54$23.75$27.38$31.08$35.69$41.08$6.11$8.11$10.32$12.71$15.41$18.37$21.66$25.35$29.51$34.62$40.66$48.08$57.70
PutsExpensive1.36×
CallsExpensive1.11×
SkewBearish+2.65 pp
Implied moveBearish±$39.26
TiltBearish12.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ415.9844.1%14.1%332.5947.5%11.5%
25Δ407.1644.2%12.2%340.6447.1%9.9%
30Δ399.2744.1%10.5%347.8446.8%8.5%
35Δ392.2644.1%9.1%354.5846.5%7.3%
40Δ385.6944.3%8.0%360.9946.4%6.3%
45Δ379.3844.3%6.9%367.2946.3%5.4%
50Δ373.2944.4%5.9%373.5646.3%4.6%
55Δ367.2744.6%5.1%379.9546.3%3.9%
60Δ361.2144.7%4.3%386.5846.3%3.2%
65Δ355.0044.9%3.6%393.8546.8%2.6%
70Δ348.8144.4%3.0%401.8947.5%2.1%
75Δ342.0344.5%2.4%411.1648.3%1.6%
80Δ334.6744.5%1.8%422.4949.6%1.1%

20Δ

Calls
Pseudo strike
415.98
IV
44.1%
B/E move
14.1%
Puts
Pseudo strike
332.59
IV
47.5%
B/E move
11.5%

25Δ

Calls
Pseudo strike
407.16
IV
44.2%
B/E move
12.2%
Puts
Pseudo strike
340.64
IV
47.1%
B/E move
9.9%

30Δ

Calls
Pseudo strike
399.27
IV
44.1%
B/E move
10.5%
Puts
Pseudo strike
347.84
IV
46.8%
B/E move
8.5%

35Δ

Calls
Pseudo strike
392.26
IV
44.1%
B/E move
9.1%
Puts
Pseudo strike
354.58
IV
46.5%
B/E move
7.3%

40Δ

Calls
Pseudo strike
385.69
IV
44.3%
B/E move
8.0%
Puts
Pseudo strike
360.99
IV
46.4%
B/E move
6.3%

45Δ

Calls
Pseudo strike
379.38
IV
44.3%
B/E move
6.9%
Puts
Pseudo strike
367.29
IV
46.3%
B/E move
5.4%

50Δ

Calls
Pseudo strike
373.29
IV
44.4%
B/E move
5.9%
Puts
Pseudo strike
373.56
IV
46.3%
B/E move
4.6%

55Δ

Calls
Pseudo strike
367.27
IV
44.6%
B/E move
5.1%
Puts
Pseudo strike
379.95
IV
46.3%
B/E move
3.9%

60Δ

Calls
Pseudo strike
361.21
IV
44.7%
B/E move
4.3%
Puts
Pseudo strike
386.58
IV
46.3%
B/E move
3.2%

65Δ

Calls
Pseudo strike
355.00
IV
44.9%
B/E move
3.6%
Puts
Pseudo strike
393.85
IV
46.8%
B/E move
2.6%

70Δ

Calls
Pseudo strike
348.81
IV
44.4%
B/E move
3.0%
Puts
Pseudo strike
401.89
IV
47.5%
B/E move
2.1%

75Δ

Calls
Pseudo strike
342.03
IV
44.5%
B/E move
2.4%
Puts
Pseudo strike
411.16
IV
48.3%
B/E move
1.6%

80Δ

Calls
Pseudo strike
334.67
IV
44.5%
B/E move
1.8%
Puts
Pseudo strike
422.49
IV
49.6%
B/E move
1.1%

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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