How Earnings Move Option Greeks
The Tesla $400 May call through its Q1 earnings (Apr 8 - May 6 2026)series ·
2026-08-24 · 21×5
Tesla's 8-K filings across Q1 2026 (EDGAR index)table ·
2026-08-24 · 4×3
Near-the-money Tesla May-expiry implied volatility around the printseries ·
2026-08-24 · 21×3
How Delta Hedging Actually Works
Total daily movement versus net movement, June 2026ranking ·
2026-08-16 · 4×4
SPY at-the-money implied volatility against realized volatility, by monthseries ·
2026-08-16 · 12×3
Shares a 1% move forces per 100 at-the-money SPY contracts, by time left (June 2026)ranking ·
2026-08-16 · 5×2
Average call and put delta by strike distance from spot (SPY, 25 to 35 days to expiry, June 2026)ranking ·
2026-08-16 · 11×3
The Option Greeks Explained: Delta to Rho
One SPY $740 call's price over its 7-week life (expired Jun 18 2026)series ·
2026-08-15 · 31×2
Median greeks by time to expiration: every near-the-money US option, July 15, 2026table ·
2026-08-15 · 5×6
What Are Put Options?
One SPY $740 put vs the stock's distance from the strike (expired Jun 18 2026)series ·
2026-08-13 · 31×3
The same put at SPY's June peak vs its June troughseries ·
2026-08-13 · 2×6
The SPY put's delta stayed negative through its whole lifeseries ·
2026-08-13 · 31×2
Probability of Touch vs Probability ITM
SPY through July 2024 against a level 2% above the July 1 closeseries ·
2026-08-07 · 28×6
SPY: touched versus finished above, 21-session forward windows since 2011table ·
2026-08-07 · 4×5
SPY option delta buckets, with the doubling rule applied (Jan to Jun 2026)ranking ·
2026-08-07 · 9×4
Portfolio Delta and Beta Weighting Explained
AAPL call and put delta across the strike ladder, 20 to 45 days to expiryranking ·
2026-08-06 · 12×4
A three-leg book, raw delta against beta weighted deltatable ·
2026-08-06 · 3×6
The same two betas, measured over six different lookback windowsranking ·
2026-08-06 · 6×3
Beta, price ratio, and SPY-share equivalent per share heldranking ·
2026-08-06 · 7×4
What Are LEAPS? Long-Dated Options
SPY, the call's delta, and its implied volatility at four life stagesseries ·
2026-07-16 · 4×4
One SPY $600 LEAPS call's price over two years (expired Jan 16 2026)series ·
2026-07-16 · 470×2
Theta (daily decay) against days to expiry, across the call's lifeseries ·
2026-07-16 · 4×3
How Option Greeks Change Over Time
The stock both options tracked: SPY, May 1 to Jun 15 2026series ·
2026-07-16 · 31×3
The $740 put's greeks, day by day (delta, gamma, theta, vega, IV%)series ·
2026-07-16 · 31×7
Call vs put on the same $740 strike: mirror-image pricesseries ·
2026-07-16 · 31×4
The $740 call's greeks, day by day (delta, gamma, theta, vega, IV%)series ·
2026-07-16 · 31×7
Deep ITM LEAPS: Stock Replacement
One deep-ITM LEAPS vs 100 shares: cost, leverage, and deltaseries ·
2026-07-16 · 3×7
SPY vs the LEAPS call, both indexed to 100 in early June 2025series ·
2026-07-16 · 33×3
The LEAPS call's delta climbing toward 1 as it goes deep in the moneyseries ·
2026-07-16 · 33×2
Time value as a share of premium, and daily theta, month by monthseries ·
2026-07-16 · 8×3
What Is Option Gamma? Delta's Accelerator
The $740 call's gamma climbs as expiry nearsseries ·
2026-07-15 · 31×2
SPY call gamma peaks at the money (~30 days out, 2026-07-13)ranking ·
2026-07-15 · 5×2
At-the-money SPY gamma by time to expiry (2026-07-13)ranking ·
2026-07-15 · 4×2
What Is Option Delta? A Plain-English Guide
The $740 call's delta follows SPY across the strikeseries ·
2026-07-15 · 31×3
Call delta by moneyness: the S-curve (SPY, ~30 days out, 2026-07-13)ranking ·
2026-07-15 · 5×2
The Tesla $400 May call through its Q1 earnings (Apr 8 - May 6 2026)
The Tesla $400 May call through its Q1 earnings (Apr 8 - May 6 2026)
| 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 |
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
More from this analysisHow Earnings Move Option Greeks
Near-the-money Tesla May-expiry implied volatility around the print
series 21×3
→
Tesla's 8-K filings across Q1 2026 (EDGAR index)
table 4×3
→
One SPY $740 call's price over its 7-week life (expired Jun 18 2026)
series 31×2
→
AVGO at-the-money implied volatility, daily, around the June 2026 report
series 15×3
→
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