TSLATesla, Inc. Common Stock
TSLA Options Overview
IV is elevated with bullish flow. No clear edge detected.
REWARDS
RISK ANALYSIS
TSLA Gamma Walls
TSLA 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 (2.37) — the move being priced is 2.86x this name's own median one-day move around an earnings print, and near-dated vol is priced 19% below far-dated, measured against this name's own earnings history (8 prints). Fragility reads neutral (4.76): it is trading 1% above its hedge wall on a wall graded MEDIUM for reliability, and its realized-vol regime is stable.
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 74.5% — elevated vs history
IV/HV 0.76x — IV ≤ HV
Sector percentile 73% — above sector median
Front/Back 0.81x — contango
Put/Call IV 1.16x — elevated
ATM IV 38.2% — normal range
Effective IV 41.9% (ATM 38.2% + spread 1.9% + bias) — excellent value
Total drag 4.26% (spread 1.86% + slippage 2.40%) — high friction
Vega efficiency 401.10 (vega 74.605 / spread 1.86%) — efficient
Sentiment
Bullish or bearish?
Analyzes
Conviction-weighted: +1% (neutral) — Raw: +1%
|OI skew| 13.0% — balanced
Vol skew +18.6%, OI skew +13.0% — aligned
0-DTE 37%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: -12%, ATM: +1%, OTM: +2% — neutral (ITM/ATM divergent)
Sector P/C percentile 38% — bullish vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 0.9x avg — normal
Vol/OI 43.7% — high turnover
1 day(s) elevated — may be one-day event
OI change -1.5% (5d) — stable
Sector activity percentile 98% — very active vs sector
Large trade volume 17% — mixed
Aggressive execution 63% — urgent
Conviction +1 (bullish) — mixed
Liquidity
Can I trade efficiently?
Evaluates
Spread 1.9% — tight
OI 6,002,682 — deep
Volume 2,624,832/day — active
$0.09 to cross — cheap
3 liquid strikes — limited options
Sector spread percentile 74% — wider than sector
Depth 122.8 contracts (bid:59.9 ask:62.9) — adequate
Avg slippage 2.40% — poor
Timing
Is now a good time?
Considers earnings proximity,
Slope -19.4% — contango
IV percentile 74% — seller opportunity
IV kink -6.1pts — no clear event
θ/ν ratio 398.75 — favors income trades
5 liquid expirations — flexible
HIGH RISK: FOMC in 2d (HIGH)
Spread ratio 1.00x — stable
Flow +1% @ 51% consistency — unclear
Score 47 (ITM 20% + inst 17%) — moderate institutional
Directional Strategy Fit
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.