{"slug":"tsla-implied-volatility","qid":"iv_history","label":"TSLA vs SPY and QQQ: median ATM implied volatility by month, since mid-2022","post_title":"TSLA Implied Volatility: IV Now & Its History","post_url":"/blog/tsla-implied-volatility#q-iv_history","columns":["month","tsla_iv_pct","spy_iv_pct","qqq_iv_pct"],"rows":[{"month":"2022-07-01","tsla_iv_pct":66,"spy_iv_pct":22.9,"qqq_iv_pct":29.8},{"month":"2022-08-01","tsla_iv_pct":54.6,"spy_iv_pct":19.7,"qqq_iv_pct":25.8},{"month":"2022-09-01","tsla_iv_pct":54.9,"spy_iv_pct":25.9,"qqq_iv_pct":32.5},{"month":"2022-10-01","tsla_iv_pct":67.2,"spy_iv_pct":28.2,"qqq_iv_pct":34.8},{"month":"2022-11-01","tsla_iv_pct":62,"spy_iv_pct":22.3,"qqq_iv_pct":28.3},{"month":"2022-12-01","tsla_iv_pct":68.7,"spy_iv_pct":20.9,"qqq_iv_pct":26.6},{"month":"2023-01-01","tsla_iv_pct":75.8,"spy_iv_pct":19.4,"qqq_iv_pct":25.6},{"month":"2023-02-01","tsla_iv_pct":70.5,"spy_iv_pct":18.6,"qqq_iv_pct":25.4},{"month":"2023-03-01","tsla_iv_pct":62.8,"spy_iv_pct":20.2,"qqq_iv_pct":25.2},{"month":"2023-04-01","tsla_iv_pct":59.7,"spy_iv_pct":15.9,"qqq_iv_pct":21.1},{"month":"2023-05-01","tsla_iv_pct":47.7,"spy_iv_pct":15.2,"qqq_iv_pct":18.9},{"month":"2023-06-01","tsla_iv_pct":57.3,"spy_iv_pct":12.3,"qqq_iv_pct":18.5},{"month":"2023-07-01","tsla_iv_pct":52.3,"spy_iv_pct":12.2,"qqq_iv_pct":18.6},{"month":"2023-08-01","tsla_iv_pct":44.9,"spy_iv_pct":14.1,"qqq_iv_pct":19.5},{"month":"2023-09-01","tsla_iv_pct":50.4,"spy_iv_pct":13.9,"qqq_iv_pct":18.5},{"month":"2023-10-01","tsla_iv_pct":52.3,"spy_iv_pct":16.9,"qqq_iv_pct":21.6},{"month":"2023-11-01","tsla_iv_pct":44.9,"spy_iv_pct":12.7,"qqq_iv_pct":16.6},{"month":"2023-12-01","tsla_iv_pct":44.4,"spy_iv_pct":11.9,"qqq_iv_pct":15.5},{"month":"2024-01-01","tsla_iv_pct":47.2,"spy_iv_pct":12,"qqq_iv_pct":16.4},{"month":"2024-02-01","tsla_iv_pct":43.5,"spy_iv_pct":12,"qqq_iv_pct":16.6},{"month":"2024-03-01","tsla_iv_pct":49.9,"spy_iv_pct":12.4,"qqq_iv_pct":17.1},{"month":"2024-04-01","tsla_iv_pct":56.1,"spy_iv_pct":14.7,"qqq_iv_pct":19.1},{"month":"2024-05-01","tsla_iv_pct":43.7,"spy_iv_pct":11.9,"qqq_iv_pct":15.9},{"month":"2024-06-01","tsla_iv_pct":49.6,"spy_iv_pct":11.8,"qqq_iv_pct":15.6},{"month":"2024-07-01","tsla_iv_pct":60.4,"spy_iv_pct":12.9,"qqq_iv_pct":18},{"month":"2024-08-01","tsla_iv_pct":49.4,"spy_iv_pct":15.7,"qqq_iv_pct":21.8},{"month":"2024-09-01","tsla_iv_pct":61.5,"spy_iv_pct":15.1,"qqq_iv_pct":20.4},{"month":"2024-10-01","tsla_iv_pct":62,"spy_iv_pct":15.9,"qqq_iv_pct":20.7},{"month":"2024-11-01","tsla_iv_pct":58.7,"spy_iv_pct":13.3,"qqq_iv_pct":17.7},{"month":"2024-12-01","tsla_iv_pct":63.5,"spy_iv_pct":12.2,"qqq_iv_pct":16.1},{"month":"2025-01-01","tsla_iv_pct":64.3,"spy_iv_pct":14.1,"qqq_iv_pct":19.1},{"month":"2025-02-01","tsla_iv_pct":53.1,"spy_iv_pct":13.8,"qqq_iv_pct":18.7},{"month":"2025-03-01","tsla_iv_pct":72,"spy_iv_pct":19.4,"qqq_iv_pct":25},{"month":"2025-04-01","tsla_iv_pct":77.2,"spy_iv_pct":27.2,"qqq_iv_pct":32.1},{"month":"2025-05-01","tsla_iv_pct":60.4,"spy_iv_pct":18.1,"qqq_iv_pct":22},{"month":"2025-06-01","tsla_iv_pct":62.5,"spy_iv_pct":15.5,"qqq_iv_pct":18.8},{"month":"2025-07-01","tsla_iv_pct":54.6,"spy_iv_pct":14.1,"qqq_iv_pct":17},{"month":"2025-08-01","tsla_iv_pct":45.1,"spy_iv_pct":13.2,"qqq_iv_pct":16.8},{"month":"2025-09-01","tsla_iv_pct":54.9,"spy_iv_pct":13,"qqq_iv_pct":17},{"month":"2025-10-01","tsla_iv_pct":59.3,"spy_iv_pct":14.9,"qqq_iv_pct":19.7},{"month":"2025-11-01","tsla_iv_pct":53.3,"spy_iv_pct":16.1,"qqq_iv_pct":21.6},{"month":"2025-12-01","tsla_iv_pct":45.8,"spy_iv_pct":13.2,"qqq_iv_pct":17.6},{"month":"2026-01-01","tsla_iv_pct":47,"spy_iv_pct":13.4,"qqq_iv_pct":18.2},{"month":"2026-02-01","tsla_iv_pct":41.8,"spy_iv_pct":16.2,"qqq_iv_pct":21.6},{"month":"2026-03-01","tsla_iv_pct":43.5,"spy_iv_pct":21.5,"qqq_iv_pct":24.8},{"month":"2026-04-01","tsla_iv_pct":45.6,"spy_iv_pct":16.6,"qqq_iv_pct":21.3},{"month":"2026-05-01","tsla_iv_pct":43.9,"spy_iv_pct":14.8,"qqq_iv_pct":21.4},{"month":"2026-06-01","tsla_iv_pct":46.9,"spy_iv_pct":15.3,"qqq_iv_pct":24.8},{"month":"2026-07-01","tsla_iv_pct":48.7,"spy_iv_pct":14.2,"qqq_iv_pct":24.6},{"month":"2026-08-01","tsla_iv_pct":40.4,"spy_iv_pct":12.7,"qqq_iv_pct":19.9}],"shape":"series","sql":"SELECT toString(toStartOfMonth(date)) AS month,\n       round(100 * quantileExactIf(0.5)(implied_volatility, underlying_symbol = 'TSLA'), 1) AS tsla_iv_pct,\n       round(100 * quantileExactIf(0.5)(implied_volatility, underlying_symbol = 'SPY'), 1) AS spy_iv_pct,\n       round(100 * quantileExactIf(0.5)(implied_volatility, underlying_symbol = 'QQQ'), 1) AS qqq_iv_pct\nFROM global_markets.options_greeks\nWHERE underlying_symbol IN ('TSLA', 'SPY', 'QQQ')\n  AND date >= toDate('2022-07-01')\n  AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5\n  AND abs(strike_price / underlying_close - 1) <= 0.05\n  AND expiration_date BETWEEN date + 7 AND date + 60\nGROUP BY month\nHAVING countIf(underlying_symbol = 'TSLA') >= 50\nORDER BY month","computed_at":"2026-08-22T04:23:48.725645+00:00","elapsed":7.099600003}