The Tesla $400 May call through its Q1 earnings (Apr 8 - May 6 2026)

Name: The Tesla $400 May call through its Q1 earnings (Apr 8 - May 6 2026)
Creator: Strasmore
Published: 2026-08-24
License: https://www.strasmore.com/terms/

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 2026-08-24 series 21×5read in context →

The Tesla $400 May call through its Q1 earnings (Apr 8 - May 6 2026) — 21 rows by 5 columns, computed 2026-08-24 from US exchange, SIP and OPRA data.
date	tsla	call_price	iv_pct	delta
2026-04-08	341.17	4.41	47.5	0.171
2026-04-09	344.94	4.65	46.7	0.181
2026-04-10	351.3	4.81	43.8	0.194
2026-04-13	353.33	4.8	44.5	0.197
2026-04-14	366	7.6	44.6	0.276
2026-04-15	393.57	19.45	48.5	0.49
2026-04-16	388.18	16.51	48.4	0.448
2026-04-17	401.09	21.5	46.1	0.543
2026-04-20	392.4	16.25	46.9	0.47
2026-04-21	388.99	13.7	45.4	0.436
2026-04-22	386.3	13.75	49.6	0.421
2026-04-23	373.18	6.5	43.1	0.28
2026-04-24	375.26	6.5	42.2	0.288
2026-04-27	377.87	6.7	43.7	0.302
2026-04-28	377.88	5.43	40.5	0.278
2026-04-29	372.8	4.08	41.5	0.227
2026-04-30	381.4	6	41.4	0.306
2026-05-01	391.34	8.7	39.9	0.412
2026-05-04	391.89	8.6	44	0.415
2026-05-05	387.26	6.8	46.1	0.355
2026-05-06	396.85	10.2	46.3	0.476

Rows × columns: 21 × 5
Period covered: 2026-04-08 to 2026-05-06
Computed: 2026-08-24
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 The Tesla $400 May call through its Q1 earnings (Apr 8 - May 6 2026), derived from the stored result.
Column	Type	Range	Notes
`date`	date	2026-04-08 to 2026-05-06
`tsla`	number	341.17 to 401.09
`call_price`	number	4.08 to 21.5	US dollars
`iv_pct`	number	39.9 to 49.6	percent
`delta`	number	0.171 to 0.543

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 2026-08-24, and the query below is what returned them.

the exact SQL behind every number

SELECT date,
       round(underlying_close, 2) AS tsla,
       round(option_close, 2) AS call_price,
       round(implied_volatility * 100, 1) AS iv_pct,
       round(delta, 3) AS delta
FROM global_markets.options_greeks
WHERE ticker = 'O:TSLA260515C00400000' AND date BETWEEN '2026-04-08' AND '2026-05-06' AND implied_volatility > 0.02
ORDER BY date

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