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 ±6.4% (334.00–379.70) · ATM IV 40.8% · P/C open interest 0.32
| 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 | |
| 63.75 | 71.05 | 0.98 | 0.0014 | -0.060 | 290 | 0.3000 | 0.3600 | 1 | 50 | 54.9% | -0.02 | 0.0014 | -0.069 | |||
| 58.80 | 66.30 | 1 | 0.97 | 0.0017 | -0.069 | 295 | 0.3600 | 0.4200 | 1 | 63 | 52.5% | -0.03 | 0.0017 | -0.077 | ||
| 53.90 | 61.40 | 34.7% | 0.97 | 0.0021 | -0.081 | 300 | 0.4400 | 0.5100 | 7 | 30 | 50.3% | -0.03 | 0.0021 | -0.088 | ||
| 50.55 | 53.55 | 3 | 0.96 | 0.0026 | -0.096 | 305 | 0.3800 | 0.6300 | 2 | 48.4% | -0.04 | 0.0026 | -0.103 | |||
| 47.80 | 48.70 | 3 | 44.6% | 0.95 | 0.0033 | -0.115 | 310 | 0.7200 | 0.7900 | 25 | 5 | 46.6% | -0.05 | 0.0033 | -0.122 | |
| 43.05 | 43.95 | 3 | 43.6% | 0.93 | 0.0042 | -0.140 | 315 | 0.9500 | 1.03 | 18 | 70 | 45.1% | -0.07 | 0.0042 | -0.146 | |
| 38.45 | 39.25 | 1 | 42.7% | 0.91 | 0.0053 | -0.170 | 320 | 1.29 | 1.38 | 26 | 75 | 43.9% | -0.09 | 0.0053 | -0.176 | |
| 33.90 | 34.80 | 42.0% | 0.88 | 0.0066 | -0.206 | 325 | 1.47 | 1.86 | 31 | 25 | 42.9% | -0.12 | 0.0066 | -0.211 | ||
| 29.60 | 30.40 | 2 | 41.3% | 0.84 | 0.0081 | -0.246 | 330 | 2.11 | 2.83 | 47 | 15 | 42.1% | -0.16 | 0.0081 | -0.251 | |
| 25.50 | 26.30 | 7 | 40.9% | 0.80 | 0.0096 | -0.288 | 335 | 3.00 | 4.10 | 66 | 30 | 41.6% | -0.20 | 0.0096 | -0.292 | |
| 21.70 | 22.45 | 54 | 1 | 40.6% | 0.75 | 0.0110 | -0.329 | 340 | 3.65 | 5.45 | 192 | 66 | 41.3% | -0.25 | 0.0111 | -0.332 |
| 18.25 | 18.90 | 44 | 55 | 40.5% | 0.69 | 0.0123 | -0.364 | 345 | 5.95 | 6.15 | 44 | 64 | 41.1% | -0.31 | 0.0123 | -0.368 |
| 15.30 | 15.75 | 129 | 17 | 40.8% | 0.62 | 0.0132 | -0.392 | 350 | 6.50 | 8.05 | 110 | 22 | 41.1% | -0.38 | 0.0133 | -0.395 |
| 12.50 | 12.95 | 440 | 30 | 40.7% | 0.55 | 0.0137 | -0.408 | 355 | 8.55 | 11.70 | 249 | 20 | 41.0% | -0.45 | 0.0138 | -0.411 |
| 10.20 | 10.60 | 357 | 107 | 40.7% | 0.48 | 0.0138 | -0.413 | 360 | 11.05 | 14.50 | 17 | 15 | 41.3% | -0.52 | 0.0139 | -0.416 |
| 6.80 | 9.75 | 285 | 50 | 40.9% | 0.42 | 0.0135 | -0.407 | 365 | 15.45 | 16.20 | 6 | 41.9% | -0.58 | 0.0136 | -0.409 | |
| 6.50 | 6.75 | 487 | 227 | 41.2% | 0.36 | 0.0128 | -0.390 | 370 | 17.30 | 19.60 | 42.3% | -0.65 | 0.0129 | -0.392 | ||
| 5.05 | 6.30 | 95 | 48 | 41.8% | 0.30 | 0.0118 | -0.365 | 375 | 22.40 | 23.25 | 2 | 42.8% | -0.71 | 0.0119 | -0.367 | |
| 3.25 | 4.30 | 114 | 42 | 42.3% | 0.25 | 0.0106 | -0.335 | 380 | 26.30 | 27.15 | 15 | 24 | 43.3% | -0.76 | 0.0108 | -0.337 |
| 2.72 | 3.45 | 82 | 78 | 42.9% | 0.20 | 0.0094 | -0.302 | 385 | 30.35 | 31.35 | 6 | 1 | 43.9% | -0.80 | 0.0096 | -0.304 |
| 2.52 | 2.88 | 238 | 54 | 43.5% | 0.17 | 0.0082 | -0.270 | 390 | 34.65 | 35.65 | 5 | 2 | 44.6% | -0.84 | 0.0084 | -0.270 |
| 1.99 | 2.38 | 34 | 15 | 44.2% | 0.14 | 0.0070 | -0.238 | 395 | 39.05 | 40.15 | 1 | 45.2% | -0.87 | 0.0072 | -0.238 | |
| 1.28 | 1.70 | 92 | 56 | 45.0% | 0.11 | 0.0060 | -0.209 | 400 | 43.65 | 44.75 | 11 | 46.2% | -0.90 | 0.0062 | -0.209 | |
| 0.9900 | 1.65 | 9 | 187 | 46.0% | 0.09 | 0.0051 | -0.184 | 405 | 48.30 | 49.40 | 46.8% | -0.92 | 0.0054 | -0.186 | ||
| 1.03 | 1.34 | 5 | 229 | 46.9% | 0.08 | 0.0043 | -0.162 | 410 | 53.15 | 54.20 | 48.5% | -0.93 | 0.0046 | -0.165 | ||
| 0.8500 | 1.10 | 42 | 273 | 48.1% | 0.06 | 0.0037 | -0.143 | 415 | 58.00 | 59.00 | 49.7% | -0.95 | 0.0040 | -0.151 | ||
| 0.5300 | 0.9600 | 14 | 260 | 49.3% | 0.05 | 0.0031 | -0.127 | 420 | 62.80 | 63.90 | 50.8% | -0.96 | 0.0036 | -0.138 | ||
| 0.6000 | 0.6600 | 4 | 11 | 50.5% | 0.05 | 0.0027 | -0.114 | 425 | 65.00 | 72.35 | 57.8% | -0.97 | 0.0031 | -0.123 | ||
| 0.5100 | 0.5800 | 2 | 3 | 51.8% | 0.04 | 0.0023 | -0.103 | 430 | 69.95 | 77.30 | 60.2% | -0.97 | 0.0027 | -0.113 | ||
| 0.4500 | 0.5100 | 12 | 58 | 53.3% | 0.03 | 0.0020 | -0.094 | 435 | 74.90 | 82.30 | 62.8% | -0.98 | 0.0024 | -0.104 | ||
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.