TSLATesla, Inc. Common Stock
Options Analysis Report•MOTOR VEHICLES & PASSENGER CAR BODIES
Market Cap $1.18T|NASDAQ
● 2026-07-30$298.32
NEUTRAL
Analysis: 2026-07-29 EOD data
1Y -6.5%YTD -31.9%7D -6.7%
Options Vol
2,372,165
30D
Implied Move
±53.4%
IV Rank
100%
TSLA Options Overview
IV is elevated with unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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TSLA Gamma Walls
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Value
Is IV priced right?
0.9
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks1/9 checks passed
IV Rank
≤35%IV Rank 97.4% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 2.37x — IV premium over HV
Sector Relative≤50%
Sector percentile 98% — above sector median
Term Structure
<1.1xFront/Back 3.63x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 167.0% — crisis-level IV
Spread-Adjusted Value
<80%Effective IV 171.0% (ATM 167.0% + spread 2.0% + bias) — expensive
Execution Efficiency
<3.0%Total drag 3.57% (spread 1.99% + slippage 1.58%) — high friction
Vega Efficiency
≥5.0Vega efficiency 0.00 (vega 0.000 / spread 1.99%) — spread drag
Sentiment
Bullish or bearish?
5.3
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Weak signal (Conviction: -1%, Raw: -1%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -1% (neutral) — Raw: -1%
OI Skew Magnitude
≥15%|OI skew| 15.7% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +0.5%, OI skew +15.7% — weak (same direction)
Conviction Quality
≥2/3 conditions0-DTE 56%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -1%, ATM: -10%, OTM: -1% — neutral (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 60% — bearish vs sector
Activity
Unusual activity?
5.4
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks3/9 checks passed
Volume Surge
≥1.5xVolume 0.9x avg — normal
Turnover Rate
≥15%Vol/OI 40.5% — high turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +7.2% (5d) — building
Sector Relative≥60%
Sector activity percentile 98% — very active vs sector
Trade Quality
≥30%Large trade volume 16% — mixed
Execution Urgency
≥60%Aggressive execution 50% — patient
Flow Conviction
≥30Conviction -1 (bearish) — mixed
Liquidity
Can I trade efficiently?
7.5
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks5/8 checks passed
Tradeable Spread
≤5.0%Spread 2.0% — tight
Adequate OI
≥10,000OI 5,850,980 — deep
Active Volume
≥500Volume 2,372,165/day — active
Reasonable Cost
≤$0.50$0.10 to cross — cheap
Strike Coverage
≥5 strikes1 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 98% — much wider than sector
Order Book Depth
≥100 contractsDepth 141.3 contracts (bid:68.0 ask:73.3) — adequate
Execution Quality
<1.0%Avg slippage 1.58% — fair
Timing
Is now a good time?
7.6
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +263.2% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 97% — seller opportunity
Event Detection
≥10pts kinkIV kink 101.4pts — event priced
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1.00 — favors mixed
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No events detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -1% @ 50% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 46 (ITM 20% + inst 16%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls4.4
bullishIV expensive, mixed flow
Long Puts4.2
bearishIV expensive, mixed flow
Premium Sellers
Cash-Secured Put7.2
bullishIV rich premium, mixed flow
Covered Call7.0
bearishIV rich premium, mixed flow
For educational purposes only. Not investment advice.