Options/TSLA

TSLATesla, Inc. Common Stock

Options Analysis Report•MOTOR VEHICLES & PASSENGER CAR BODIES

Market Cap $1.44T|NASDAQ

● 2026-09-11$365.44

NEUTRAL

Analysis: 2026-09-10 EOD data

1Y -10.9%YTD -16.6%7D +3.2%

Options Vol

1,693,043

30D

Implied Move

±11.4%

IV Rank

TSLA Options Overview

IV is elevated. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Favorable conditions for premium sellers

Learn

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TSLA Gamma Walls

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TSLA Hedge Radar

Neutral

Full Hedge Radar

Neither score is at an extreme today. Neither axis is a forecast — this is where TSLA sits on protection cost vs. fragility today.

Protection is priced in the cheap band (0.67) — near-dated vol is priced 15% below far-dated, and downside puts carry 0.6 IV points more than at-the-money, measured against fixed cross-sectional anchors — no per-name history fed this score. Fragility reads neutral (4.84): it is trading 1% above its hedge wall on a wall graded MEDIUM for reliability, and its realized-vol regime is stable.

Protection cost

0.67/ 10cheap

Basis: cross_sectional

Fragility

4.84/ 10neutral

Basis: per_ticker

Historical implied vs. realized move — not a forecast.

Beat rate

38%

Median implied move

7.0%

Median realized move

4.5%

Value

Is IV priced right?

7.1

ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks6/9 checks passed

IV Rank

≤35%

IV Rank 78.2% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 0.82x — IV ≤ HV

Sector Relative≤50%

Sector percentile 84% — above sector median

Term Structure

<1.1x

Front/Back 0.85x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 42.7% — normal range

Spread-Adjusted Value

<80%

Effective IV 46.7% (ATM 42.7% + spread 2.0% + bias) — excellent value

Execution Efficiency

<3.0%

Total drag 3.25% (spread 2.01% + slippage 1.24%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 372.39 (vega 74.851 / spread 2.01%) — efficient

Sentiment

Bullish or bearish?

5.7

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: +2%, Raw: +2%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: +2% (neutral) — Raw: +2%

OI Skew Magnitude

≥15%

|OI skew| 12.3% — balanced

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +9.2%, OI skew +12.3% — weak (same direction)

Conviction Quality

≥2/3 conditions

0-DTE 65%, far-OTM 15%, avg DTE 30

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: -35%, ATM: +3%, OTM: +2% — bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 38% — bullish vs sector

Activity

Unusual activity?

4.5

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed

Volume Surge

≥1.5x

Volume 0.6x avg — normal

Turnover Rate

≥15%

Vol/OI 28.6% — high turnover

Multi-Day Persistence

≥2 days

1 day(s) elevated — may be one-day event

OI Build

≥5%

OI change +1.5% (5d) — stable

Sector Relative≥60%

Sector activity percentile 98% — very active vs sector

Trade Quality

≥30%

Large trade volume 17% — mixed

Execution Urgency

≥60%

Aggressive execution 52% — patient

Flow Conviction

≥30

Conviction +2 (bullish) — mixed

Liquidity

Can I trade efficiently?

8.1

IlliquidLiquid

Evaluates

bid-ask spreads

, volume depth, and open interest for trade execution quality.

Risk Checks6/8 checks passed

Tradeable Spread

≤5.0%

Spread 2.0% — acceptable

Adequate OI

≥10,000

OI 5,916,618 — deep

Active Volume

≥500

Volume 1,693,043/day — active

Reasonable Cost

≤$0.50

$0.10 to cross — cheap

Strike Coverage

≥5 strikes

9 liquid strikes — good coverage

Sector Relative≤40%

Sector spread percentile 84% — much wider than sector

Order Book Depth

≥100 contracts

Depth 111.5 contracts (bid:53.9 ask:57.6) — adequate

Execution Quality

<1.0%

Avg slippage 1.24% — fair

Timing

Is now a good time?

6.8

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -14.5% — contango

IV Percentile Clarity

<30 or >70

IV percentile 78% — seller opportunity

Event Detection

≥10pts kink

IV kink -4.5pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 396.45 — favors income trades

Expiration Distribution

≥3 expirations

5 liquid expirations — flexible

Event Risk

≥60% (safe)

caution advised: FOMC in 5d; CPI in 0d (HIGH)

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow +2% @ 51% consistency — unclear

Smart Money Timing

≥40 composite score

Score 47 (ITM 20% + inst 17%) — moderate institutional

Directional Strategy Fit

Option Buyers

Long Calls6.7

bullishIV cheap, mixed flow

Long Puts6.3

bearishIV cheap, mixed flow

Premium Sellers

Cash-Secured Put5.5

bullishIV too cheap, mixed flow

Covered Call5.0

bearishIV too cheap, mixed flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Sep 14, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

More on TSLA

TSLA gamma walls TSLA option chain TSLA max pain TSLA expected move TSLA IV rank TSLA put/call ratio TSLA options flow