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
What Is IV Crush? Measured on Real Earnings
The biggest one-day ATM implied volatility collapses, June 1 - July 15, 2026series ·
2026-08-18 · 12×6
AVGO at-the-money implied volatility, daily, around the June 2026 reportseries ·
2026-08-18 · 15×3
The filing receipt: Broadcom's 8-K, first week of June 2026scalar ·
2026-08-18 · 1×21
Where to Get Historical Implied Volatility Data
Three ways to build a 30-day IV for SPY, from one set of rowsseries ·
2026-08-15 · 53×6
One name, one month: implied volatility by time to expiry (AAPL, June 2026)table ·
2026-08-15 · 6×5
Median near-the-money IV, 20 to 45 days to expiry (June 2026)ranking ·
2026-08-15 · 8×3
Underlying names with converged daily IV, by quartertable ·
2026-08-15 · 49×2
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 Is Volatility Skew? The Smile, Measured
SPY implied volatility by strike: OTM puts below spot, OTM calls above, July 15, 2026ranking ·
2026-08-14 · 6×2
OTM put IV vs OTM call IV across every active underlying, July 15, 2026scalar ·
2026-08-14 · 1×4348
Steepest INVERTED skew: OTM calls pricier than OTM puts, July 15, 2026ranking ·
2026-08-14 · 8×4
What Is Option Vega? Volatility Sensitivity
SPY call vega peaks at the money (~30 days out, 2026-07-13)ranking ·
2026-08-13 · 5×2
At-the-money SPY vega grows with time to expiry (2026-07-13)ranking ·
2026-08-13 · 4×2
The SPY $740 call's implied volatility spiked when SPY fell, early June 2026series ·
2026-08-13 · 31×2
What Is Implied Volatility? IV, Explained
ATM implied volatility across every actively traded underlying, July 15, 2026scalar ·
2026-08-13 · 1×5753
SPY at-the-money IV by time to expiry: the term structure (2026-07-13)ranking ·
2026-08-13 · 4×2
SPY put IV rises as strikes fall: the volatility skew (2026-07-13)ranking ·
2026-08-13 · 5×2
SPY at-the-money implied volatility, month by month (Jul 2025 – Jul 2026)series ·
2026-08-13 · 13×2
At-the-money implied volatility by stock (2026-07-13)ranking ·
2026-08-13 · 7×2
What Is Option Rho? The Interest Rate Greek
Weekly average rho: SPY January 2027 calls against a rolling front-month seriesseries ·
2026-08-07 · 52×3
Average SPY option rho by time to expiration, indexed to the front monthranking ·
2026-08-07 · 6×4
Average rho on long-dated SPY options, by strike against the share priceranking ·
2026-08-07 · 7×4
Start-to-end change in Treasury yields by calendar year, in basis pointsranking ·
2026-08-07 · 13×3
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
What Is Option Theta? Time Decay Explained
The SPY $740 call's daily time decay deepens into expiry (May–Jun 2026)series ·
2026-07-15 · 31×2
At-the-money SPY time decay accelerates near expiry (2026-07-13)series ·
2026-07-15 · 4×2
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
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Tesla's 8-K filings across Q1 2026 (EDGAR index)
table 4×3
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One SPY $740 call's price over its 7-week life (expired Jun 18 2026)
series 31×2
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AVGO at-the-money implied volatility, daily, around the June 2026 report
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