{"slug":"how-earnings-move-option-greeks","qid":"trace","label":"The Tesla $400 May call through its Q1 earnings (Apr 8 - May 6 2026)","post_title":"How Earnings Move Option Greeks","post_url":"/blog/how-earnings-move-option-greeks#q-trace","columns":["date","tsla","call_price","iv_pct","delta"],"rows":[{"date":"2026-04-08","tsla":341.17,"call_price":4.41,"iv_pct":47.5,"delta":0.171},{"date":"2026-04-09","tsla":344.94,"call_price":4.65,"iv_pct":46.7,"delta":0.181},{"date":"2026-04-10","tsla":351.3,"call_price":4.81,"iv_pct":43.8,"delta":0.194},{"date":"2026-04-13","tsla":353.33,"call_price":4.8,"iv_pct":44.5,"delta":0.197},{"date":"2026-04-14","tsla":366,"call_price":7.6,"iv_pct":44.6,"delta":0.276},{"date":"2026-04-15","tsla":393.57,"call_price":19.45,"iv_pct":48.5,"delta":0.49},{"date":"2026-04-16","tsla":388.18,"call_price":16.51,"iv_pct":48.4,"delta":0.448},{"date":"2026-04-17","tsla":401.09,"call_price":21.5,"iv_pct":46.1,"delta":0.543},{"date":"2026-04-20","tsla":392.4,"call_price":16.25,"iv_pct":46.9,"delta":0.47},{"date":"2026-04-21","tsla":388.99,"call_price":13.7,"iv_pct":45.4,"delta":0.436},{"date":"2026-04-22","tsla":386.3,"call_price":13.75,"iv_pct":49.6,"delta":0.421},{"date":"2026-04-23","tsla":373.18,"call_price":6.5,"iv_pct":43.1,"delta":0.28},{"date":"2026-04-24","tsla":375.26,"call_price":6.5,"iv_pct":42.2,"delta":0.288},{"date":"2026-04-27","tsla":377.87,"call_price":6.7,"iv_pct":43.7,"delta":0.302},{"date":"2026-04-28","tsla":377.88,"call_price":5.43,"iv_pct":40.5,"delta":0.278},{"date":"2026-04-29","tsla":372.8,"call_price":4.08,"iv_pct":41.5,"delta":0.227},{"date":"2026-04-30","tsla":381.4,"call_price":6,"iv_pct":41.4,"delta":0.306},{"date":"2026-05-01","tsla":391.34,"call_price":8.7,"iv_pct":39.9,"delta":0.412},{"date":"2026-05-04","tsla":391.89,"call_price":8.6,"iv_pct":44,"delta":0.415},{"date":"2026-05-05","tsla":387.26,"call_price":6.8,"iv_pct":46.1,"delta":0.355},{"date":"2026-05-06","tsla":396.85,"call_price":10.2,"iv_pct":46.3,"delta":0.476}],"shape":"series","sql":"SELECT date,\n       round(underlying_close, 2) AS tsla,\n       round(option_close, 2) AS call_price,\n       round(implied_volatility * 100, 1) AS iv_pct,\n       round(delta, 3) AS delta\nFROM global_markets.options_greeks\nWHERE ticker = 'O:TSLA260515C00400000' AND date BETWEEN '2026-04-08' AND '2026-05-06' AND implied_volatility > 0.02\nORDER BY date","computed_at":"2026-08-24T14:06:24.213025+00:00","elapsed":0.001931158}