{"slug":"how-earnings-move-option-greeks","qid":"atm_iv","label":"Near-the-money Tesla May-expiry implied volatility around the print","post_title":"How Earnings Move Option Greeks","post_url":"/blog/how-earnings-move-option-greeks#q-atm_iv","columns":["date","atm_iv_pct","tsla"],"rows":[{"date":"2026-04-08","atm_iv_pct":48.7,"tsla":341.17},{"date":"2026-04-09","atm_iv_pct":47.6,"tsla":344.94},{"date":"2026-04-10","atm_iv_pct":46.3,"tsla":351.3},{"date":"2026-04-13","atm_iv_pct":46.6,"tsla":353.33},{"date":"2026-04-14","atm_iv_pct":46.4,"tsla":366},{"date":"2026-04-15","atm_iv_pct":49.8,"tsla":393.57},{"date":"2026-04-16","atm_iv_pct":48.3,"tsla":388.18},{"date":"2026-04-17","atm_iv_pct":46.8,"tsla":401.09},{"date":"2026-04-20","atm_iv_pct":46.9,"tsla":392.4},{"date":"2026-04-21","atm_iv_pct":48.2,"tsla":388.99},{"date":"2026-04-22","atm_iv_pct":48.1,"tsla":386.3},{"date":"2026-04-23","atm_iv_pct":42.4,"tsla":373.18},{"date":"2026-04-24","atm_iv_pct":41.4,"tsla":375.26},{"date":"2026-04-27","atm_iv_pct":42.7,"tsla":377.87},{"date":"2026-04-28","atm_iv_pct":42,"tsla":377.88},{"date":"2026-04-29","atm_iv_pct":40.7,"tsla":372.8},{"date":"2026-04-30","atm_iv_pct":40.6,"tsla":381.4},{"date":"2026-05-01","atm_iv_pct":39.9,"tsla":391.34},{"date":"2026-05-04","atm_iv_pct":43.8,"tsla":391.89},{"date":"2026-05-05","atm_iv_pct":42.2,"tsla":387.26},{"date":"2026-05-06","atm_iv_pct":43.8,"tsla":396.85}],"shape":"series","sql":"SELECT date,\n       round(avg(implied_volatility) * 100, 1) AS atm_iv_pct,\n       round(avg(underlying_close), 2) AS tsla\nFROM global_markets.options_greeks\nWHERE 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\nGROUP BY date ORDER BY date","computed_at":"2026-08-24T14:06:24.305155+00:00","elapsed":0.002016485}