TSLA IV Now & Im History: Wetin Option Prices Dey Talk

Tesla get one of di option chains wey dem dey trade pass for market. Dis page dey track TSLA implied volatility — di live price wey market set for im future movement — for three ways: every session for di last three months, im month-by-month history against index benchmarks, and how e slope across expirations. Every number dem measure from real option closing prices and refresh with di weekly batch.

TSLA implied volatility, di last 90 days

SELECT toString(date) AS session_date,
       round(100 * quantileExact(0.5)(implied_volatility), 1) AS atm_iv_pct
FROM global_markets.options_greeks
WHERE underlying_symbol = 'TSLA'
  AND date >= (SELECT max(date) - 90 FROM global_markets.options_greeks)
  AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
  AND abs(strike_price / underlying_close - 1) <= 0.05
  AND expiration_date BETWEEN date + 7 AND date + 60
GROUP BY date
HAVING count() >= 10
ORDER BY date

Each point na one session median implied volatility across TSLA near-the-money contracts (strikes wey dey within 5% of di stock, wey dey expire from one week to two months out). Di latest reading na 54.1%. IV of dat size na annualized number: di yearly percentage move wey di option prices treat as typical, and if you divide am by roughly 16 e give you di implied one-day move.

TSLA IV history against di market, month by month

SELECT toString(toStartOfMonth(date)) AS month,
       round(100 * quantileExactIf(0.5)(implied_volatility, underlying_symbol = 'TSLA'), 1) AS tsla_iv_pct,
       round(100 * quantileExactIf(0.5)(implied_volatility, underlying_symbol = 'SPY'), 1) AS spy_iv_pct,
       round(100 * quantileExactIf(0.5)(implied_volatility, underlying_symbol = 'QQQ'), 1) AS qqq_iv_pct
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('TSLA', 'SPY', 'QQQ')
  AND date >= toDate('2022-07-01')
  AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
  AND abs(strike_price / underlying_close - 1) <= 0.05
  AND expiration_date BETWEEN date + 7 AND date + 60
GROUP BY month
HAVING countIf(underlying_symbol = 'TSLA') >= 50
ORDER BY month

Di chart na TSLA fear gauge over time, wey dem draw against di market own. Di SPY and QQQ lines carry di same measurement for di market benchmark chains — di latest month read 47.8% for TSLA against 13.3% for SPY and 23.5% for QQQ. Diversified index nearly always carry less implied volatility dan any single name inside am — di gap between di lines na di single-name premium, and how dat gap dey wide and narrow na di story of TSLA risk cycles. Di peaks mark di episodes when option buyers pay up hardest; di troughs na di stretches wey di market treat di name as quiet.

Di term structure: TSLA IV by expiration

SELECT multiIf(days_to_expiry <= 14, 'Under 2 weeks', days_to_expiry <= 45, '2-6 weeks',
               days_to_expiry <= 120, '6 weeks - 4 months', 'Beyond 4 months') AS expiry_bucket,
       round(100 * quantileExact(0.5)(implied_volatility), 1) AS atm_iv_pct,
       count() AS contracts
FROM global_markets.options_greeks
WHERE underlying_symbol = 'TSLA'
  AND date = (SELECT max(date) FROM global_markets.options_greeks)
  AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
  AND abs(strike_price / underlying_close - 1) <= 0.05
GROUP BY expiry_bucket
HAVING count() >= 5
ORDER BY min(days_to_expiry)

Reading across di buckets show wetin di market dey expect WHEN. Front end wey dey above back end mean say near-term event risk dey priced — report, decision, catalyst wey dey inside di window. Flat or upward-sloping curve na di resting state: more time, more uncertainty, gently higher IV.

FAQ

Wetin be TSLA implied volatility right now?

54.1% at di money as of di latest session wey dey file, measured across near-the-money contracts wey dey expire 7-60 days out. Di 90-day chart above carry di full recent path; di number dey refresh with di weekly batch.

TSLA IV high or low right now?

Judge am three ways: against im own recent path (di 90-day chart), against im own history (di monthly chart, where di latest month read 47.8%), and against di benchmarks wey dem draw on di same axes. For where di market extremes dey sit, di high-IV board dey track di names wey dey price di biggest moves.

How dem dey measure dis?

From TSLA near-the-money contracts (strikes wey dey within 5% of di stock price) at each session close, dem keep only contracts where di volatility solve converge; each value na di median, and thin sessions and months dem drop by di contract floors wey dey visible for each panel SQL.

Wetin dey move TSLA implied volatility?

Scheduled events dey load IV in advance and crush am after; realized turbulence dey raise am; calm dey grind am down. Di monthly history above na di record of exactly dose cycles.

Every panel na stored, versioned query over di full options tape — expand any panel to audit am, or measure any strike of TSLA chain on di Strasmore terminal. For di concept, start at wetin implied volatility be; for how strikes dey differ on di same stock, see volatility skew.