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Near-the-money Tesla May-expiry implied volatility around the print

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-08-24, from How Earnings Move Option Greeks.

as of series 21×3read in context →
Near-the-money Tesla May-expiry implied volatility around the print — 21 rows by 3 columns, computed from US exchange, SIP and OPRA data.
dateatm_iv_pcttsla
2026-04-0848.7341.17
2026-04-0947.6344.94
2026-04-1046.3351.3
2026-04-1346.6353.33
2026-04-1446.4366
2026-04-1549.8393.57
2026-04-1648.3388.18
2026-04-1746.8401.09
2026-04-2046.9392.4
2026-04-2148.2388.99
2026-04-2248.1386.3
2026-04-2342.4373.18
2026-04-2441.4375.26
2026-04-2742.7377.87
2026-04-2842377.88
2026-04-2940.7372.8
2026-04-3040.6381.4
2026-05-0139.9391.34
2026-05-0443.8391.89
2026-05-0542.2387.26
2026-05-0643.8396.85
Rows × columns
21 × 3
Period covered
to
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for Near-the-money Tesla May-expiry implied volatility around the print, derived from the stored result.
ColumnTypeRangeNotes
date date 2026-04-08 to 2026-05-06
atm_iv_pct number 39.9 to 49.8 percent
tsla number 341.17 to 401.09

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.

the exact SQL behind every number 
SELECT date,
       round(avg(implied_volatility) * 100, 1) AS atm_iv_pct,
       round(avg(underlying_close), 2) AS tsla
FROM global_markets.options_greeks
WHERE ticker LIKE 'O:TSLA260515%' AND date BETWEEN '2026-04-08' AND '2026-05-06' AND implied_volatility > 0.02 AND abs(strike_price / underlying_close - 1) < 0.06
GROUP BY date ORDER BY date

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More from this analysisHow Earnings Move Option Greeks
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