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How Earnings Move Option Greeks
The Tesla $400 May call through its Q1 earnings (Apr 8 - May 6 2026)series · 2026-08-24 · 21×5Preview: a 16-point series, roughly flat. 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 · 21×3Preview: a 16-point series, ending higher.
Expected Move From Implied Volatility
NVDA after its late-May 2023 report: implied volatility and where the stock wentseries · 2026-08-22 · 12×6Preview: a 12-point series, ending higher. Apple: implied volatility and the expected move at six horizons, one sessiontable · 2026-08-22 · 6×7 Implied vs realized: median 30-day expected move and what six stocks did nexttable · 2026-08-22 · 6×5
What Is IV Crush? Measured on Real Earnings
The biggest one-day ATM implied volatility collapses, June 1 - July 15, 2026series · 2026-08-18 · 12×6Preview: a 12-point series, ending lower. AVGO at-the-money implied volatility, daily, around the June 2026 reportseries · 2026-08-18 · 15×3Preview: a 15-point series, ending lower. The filing receipt: Broadcom's 8-K, first week of June 2026scalar · 2026-08-18 · 1×21
What H1 and H2 Mean in Company Reporting
Where nine familiar issuers close their reported periodstable · 2026-08-06 · 9×5 The most recent 10-K on file for the same nine issuersranking · 2026-08-06 · 9×4Preview: 9 ranked values, smallest first. Annual and interim filing forms counted over calendar H1 2026ranking · 2026-08-06 · 3×3Preview: 3 ranked values, largest first. Companies filing a 10-K annual report in each month of calendar H1 2026series · 2026-08-06 · 6×3Preview: a 6-point series, roughly flat.
IV Term Structure: What the Curve Tells You
NVDA term structure either side of the February 26, 2025 report: median near-the-money IV by expiry bandranking · 2026-08-04 · 5×4Preview: 5 ranked values, largest first. NVDA front band vs 91-180 day band: median near-the-money IV per session, Feb 10 to Mar 14, 2025series · 2026-08-04 · 24×4Preview: a 16-point series, ending higher. IV term structure, six liquid names: median near-the-money implied volatility by expiry band, June 2026ranking · 2026-08-04 · 5×4Preview: 5 ranked values, smallest first. Share of sessions with an inverted curve: front band above the 91-180 day band, twelve months to July 31, 2026ranking · 2026-08-04 · 10×4Preview: 10 ranked values, largest first.
How to Find a Stock's Earnings Date
Spacing between each name's eight biggest overnight moves, July 2024 to June 2026table · 2026-08-03 · 7×5 Where fiscal quarters actually end: statement periods by calendar month, July 2023 to June 2026ranking · 2026-08-03 · 12×3Preview: 12 ranked values, smallest first. NVDA: the ten largest overnight moves, July 2024 to June 2026ranking · 2026-08-03 · 10×3Preview: 10 ranked values, smallest first.
NVDA's May 2023 Earnings: The AI Gap
The trillion-dollar crossing, receipted: first touch and first close above $404.86scalar · 2026-07-26 · 1×9197 NVDA daily closes from the pre-gap session through mid-June 2023series · 2026-07-26 · 17×4Preview: a 16-point series, ending higher. NVDA options: contracts, trades, call share, and premium by sessionseries · 2026-07-26 · 7×5Preview: a 7-point series, ending higher. NVDA: May 24, 2023 official close vs May 25 open, the overnight repricingscalar · 2026-07-26 · 1×5305.41 NVDA's ten largest overnight gaps up, 2003-presentseries · 2026-07-26 · 10×4Preview: a 10-point series, ending lower. NVDA on May 25, 2023: trading the day after the guidancescalar · 2026-07-26 · 1×12305.41 May 25, 2023, close to close: the semiconductor complex around NVDA's gapranking · 2026-07-26 · 9×4Preview: 9 ranked values, largest first.
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)

most recentas of 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 from US exchange, SIP and OPRA data.
datetslacall_priceiv_pctdelta
2026-04-08341.174.4147.50.171
2026-04-09344.944.6546.70.181
2026-04-10351.34.8143.80.194
2026-04-13353.334.844.50.197
2026-04-143667.644.60.276
2026-04-15393.5719.4548.50.49
2026-04-16388.1816.5148.40.448
2026-04-17401.0921.546.10.543
2026-04-20392.416.2546.90.47
2026-04-21388.9913.745.40.436
2026-04-22386.313.7549.60.421
2026-04-23373.186.543.10.28
2026-04-24375.266.542.20.288
2026-04-27377.876.743.70.302
2026-04-28377.885.4340.50.278
2026-04-29372.84.0841.50.227
2026-04-30381.4641.40.306
2026-05-01391.348.739.90.412
2026-05-04391.898.6440.415
2026-05-05387.266.846.10.355
2026-05-06396.8510.246.30.476
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 → See all 2,170 queries →
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