TSLA option chain Tesla, Inc.
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±5.9% (335.80–377.90) · ATM IV 39.3% · P/C open interest 0.46
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 73.50 | 80.20 | 0.99 | 0.0008 | -0.041 | 280 | 0.1600 | 0.3900 | 12 | 25 | 62.1% | -0.01 | 0.0008 | -0.051 | |||
| 68.55 | 75.35 | 0.98 | 0.0010 | -0.047 | 285 | 0.0100 | 0.4100 | 1 | 59.2% | -0.02 | 0.0010 | -0.056 | ||||
| 63.55 | 70.45 | 0.98 | 0.0012 | -0.053 | 290 | 0.2200 | 0.2900 | 4 | 5 | 56.3% | -0.02 | 0.0012 | -0.062 | |||
| 58.60 | 65.70 | 6 | 0.98 | 0.0015 | -0.062 | 295 | 0.2500 | 0.3000 | 1 | 53.5% | -0.02 | 0.0015 | -0.070 | |||
| 53.70 | 60.35 | 6 | 0.97 | 0.0018 | -0.072 | 300 | 0.1300 | 0.3600 | 6 | 137 | 51.1% | -0.03 | 0.0019 | -0.079 | ||
| 48.75 | 55.55 | 1 | 0.97 | 0.0023 | -0.085 | 305 | 0.2100 | 0.6200 | 21 | 14 | 48.8% | -0.03 | 0.0023 | -0.092 | ||
| 45.45 | 49.50 | 2 | 2 | 0.96 | 0.0030 | -0.102 | 310 | 0.3200 | 0.5500 | 17 | 35 | 46.6% | -0.04 | 0.0030 | -0.108 | |
| 42.70 | 45.05 | 43.1% | 0.94 | 0.0038 | -0.125 | 315 | 0.4800 | 0.7200 | 26 | 26 | 44.8% | -0.06 | 0.0038 | -0.130 | ||
| 37.95 | 40.30 | 41.9% | 0.93 | 0.0050 | -0.153 | 320 | 0.7300 | 0.9700 | 90 | 40 | 43.3% | -0.07 | 0.0050 | -0.159 | ||
| 33.35 | 34.15 | 7 | 29 | 41.0% | 0.90 | 0.0064 | -0.190 | 325 | 0.9600 | 1.33 | 60 | 34 | 42.0% | -0.10 | 0.0064 | -0.194 |
| 28.85 | 29.75 | 22 | 40.3% | 0.87 | 0.0081 | -0.232 | 330 | 1.80 | 2.04 | 174 | 108 | 41.1% | -0.13 | 0.0081 | -0.236 | |
| 24.65 | 25.40 | 7 | 2 | 39.6% | 0.82 | 0.0099 | -0.280 | 335 | 2.22 | 2.98 | 66 | 80 | 40.3% | -0.18 | 0.0100 | -0.283 |
| 20.70 | 21.45 | 21 | 14 | 39.2% | 0.77 | 0.0118 | -0.328 | 340 | 3.40 | 3.70 | 287 | 129 | 39.9% | -0.23 | 0.0118 | -0.331 |
| 17.10 | 17.95 | 19 | 90 | 38.8% | 0.70 | 0.0134 | -0.372 | 345 | 3.95 | 6.10 | 177 | 178 | 39.6% | -0.30 | 0.0135 | -0.375 |
| 14.05 | 14.60 | 584 | 72 | 39.4% | 0.63 | 0.0147 | -0.406 | 350 | 6.60 | 6.90 | 560 | 184 | 39.6% | -0.37 | 0.0148 | -0.409 |
| 11.25 | 11.50 | 1,117 | 116 | 38.9% | 0.55 | 0.0154 | -0.427 | 355 | 8.70 | 10.65 | 175 | 287 | 39.7% | -0.45 | 0.0155 | -0.430 |
| 8.45 | 9.25 | 432 | 203 | 39.4% | 0.48 | 0.0154 | -0.433 | 360 | 9.90 | 11.95 | 141 | 183 | 40.1% | -0.52 | 0.0156 | -0.436 |
| 6.80 | 7.30 | 790 | 245 | 39.7% | 0.40 | 0.0149 | -0.423 | 365 | 13.10 | 15.10 | 606 | 85 | 40.6% | -0.60 | 0.0151 | -0.426 |
| 5.25 | 5.65 | 660 | 293 | 40.1% | 0.34 | 0.0139 | -0.400 | 370 | 17.75 | 18.55 | 124 | 28 | 41.1% | -0.67 | 0.0141 | -0.403 |
| 2.61 | 4.50 | 241 | 223 | 40.7% | 0.27 | 0.0126 | -0.368 | 375 | 21.50 | 22.30 | 162 | 23 | 41.7% | -0.73 | 0.0127 | -0.370 |
| 2.72 | 4.60 | 225 | 130 | 41.3% | 0.22 | 0.0111 | -0.330 | 380 | 25.50 | 26.35 | 15 | 25 | 42.4% | -0.78 | 0.0112 | -0.332 |
| 2.14 | 2.54 | 171 | 223 | 42.0% | 0.18 | 0.0095 | -0.292 | 385 | 29.50 | 30.60 | 6 | 2 | 42.5% | -0.83 | 0.0097 | -0.292 |
| 1.88 | 2.00 | 236 | 101 | 42.8% | 0.14 | 0.0081 | -0.254 | 390 | 33.95 | 35.05 | 3 | 43.5% | -0.86 | 0.0082 | -0.254 | |
| 1.15 | 1.82 | 150 | 166 | 43.7% | 0.11 | 0.0068 | -0.220 | 395 | 38.70 | 39.65 | 5 | 1 | 45.2% | -0.89 | 0.0070 | -0.220 |
| 0.8200 | 1.20 | 198 | 414 | 44.7% | 0.09 | 0.0056 | -0.191 | 400 | 43.40 | 44.30 | 46.4% | -0.92 | 0.0059 | -0.194 | ||
| 0.7200 | 1.14 | 25 | 207 | 45.8% | 0.07 | 0.0047 | -0.165 | 405 | 48.05 | 49.10 | 47.1% | -0.93 | 0.0050 | -0.172 | ||
| 0.5500 | 0.9600 | 75 | 247 | 47.1% | 0.06 | 0.0039 | -0.144 | 410 | 52.90 | 53.90 | 48.4% | -0.95 | 0.0042 | -0.155 | ||
| 0.4200 | 0.8300 | 19 | 310 | 48.5% | 0.05 | 0.0033 | -0.127 | 415 | 55.45 | 62.40 | 1 | 58.0% | -0.96 | 0.0037 | -0.139 | |
| 0.5000 | 0.7300 | 39 | 281 | 49.9% | 0.04 | 0.0028 | -0.113 | 420 | 61.05 | 67.30 | 64.0% | -0.97 | 0.0031 | -0.123 | ||
| 0.4200 | 0.4700 | 34 | 143 | 51.3% | 0.04 | 0.0024 | -0.102 | 425 | 65.60 | 72.25 | 64.8% | -0.97 | 0.0028 | -0.113 | ||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 14, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.