TSLA option chain Tesla, Inc.
Cboe delayed options data · as of 06:43 UTC
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 ±33.4% (245.75–492.15) · ATM IV 44.2% · P/C open interest 1.12
| 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 | |
| 193.60 | 197.95 | 7 | 52.1% | 0.96 | 0.0005 | 0.000 | 185 | 3.55 | 3.90 | 1 | 332 | 51.6% | -0.04 | 0.0005 | -0.024 | |
| 188.95 | 192.75 | 18 | 49.1% | 0.96 | 0.0005 | 0.000 | 190 | 3.75 | 4.40 | 964 | 51.1% | -0.05 | 0.0005 | -0.026 | ||
| 185.05 | 188.90 | 34 | 51.0% | 0.95 | 0.0006 | -0.002 | 195 | 4.15 | 4.90 | 158 | 50.7% | -0.05 | 0.0006 | -0.027 | ||
| 180.30 | 184.55 | 3 | 394 | 50.0% | 0.95 | 0.0006 | -0.004 | 200 | 4.65 | 5.30 | 7 | 1,146 | 50.3% | -0.06 | 0.0006 | -0.029 |
| 172.55 | 175.60 | 5 | 69 | 49.7% | 0.94 | 0.0007 | -0.009 | 210 | 5.65 | 6.40 | 467 | 49.6% | -0.07 | 0.0007 | -0.033 | |
| 164.50 | 166.30 | 8 | 74 | 48.4% | 0.93 | 0.0008 | -0.014 | 220 | 6.85 | 7.60 | 505 | 48.9% | -0.08 | 0.0008 | -0.037 | |
| 156.05 | 158.30 | 64 | 47.8% | 0.91 | 0.0009 | -0.019 | 230 | 8.40 | 8.85 | 42 | 1,341 | 48.3% | -0.09 | 0.0010 | -0.041 | |
| 147.15 | 150.75 | 55 | 46.9% | 0.90 | 0.0011 | -0.024 | 240 | 9.90 | 10.50 | 69 | 801 | 47.7% | -0.11 | 0.0011 | -0.045 | |
| 140.00 | 142.70 | 7 | 233 | 46.8% | 0.88 | 0.0012 | -0.030 | 250 | 11.75 | 12.35 | 25 | 1,815 | 47.2% | -0.12 | 0.0012 | -0.049 |
| 132.70 | 134.80 | 5 | 120 | 46.3% | 0.87 | 0.0013 | -0.035 | 260 | 13.80 | 14.25 | 26 | 565 | 46.7% | -0.14 | 0.0014 | -0.054 |
| 124.80 | 127.80 | 144 | 45.8% | 0.85 | 0.0014 | -0.040 | 270 | 16.20 | 16.65 | 2 | 1,326 | 46.4% | -0.16 | 0.0015 | -0.058 | |
| 117.70 | 120.80 | 2 | 95 | 45.5% | 0.83 | 0.0016 | -0.045 | 280 | 18.75 | 19.25 | 1,911 | 46.1% | -0.18 | 0.0016 | -0.062 | |
| 111.90 | 113.95 | 14 | 205 | 45.7% | 0.81 | 0.0017 | -0.051 | 290 | 21.60 | 22.15 | 104 | 1,071 | 45.8% | -0.20 | 0.0018 | -0.066 |
| 104.40 | 107.45 | 4 | 731 | 45.0% | 0.79 | 0.0018 | -0.055 | 300 | 24.75 | 25.30 | 48 | 5,094 | 45.5% | -0.22 | 0.0019 | -0.070 |
| 98.15 | 101.20 | 2 | 249 | 44.8% | 0.77 | 0.0019 | -0.060 | 310 | 28.15 | 28.70 | 23 | 2,406 | 45.3% | -0.24 | 0.0020 | -0.074 |
| 92.55 | 95.10 | 2 | 391 | 44.7% | 0.74 | 0.0020 | -0.064 | 320 | 31.80 | 32.45 | 5 | 1,192 | 45.0% | -0.27 | 0.0022 | -0.077 |
| 86.50 | 89.55 | 3 | 338 | 44.5% | 0.72 | 0.0021 | -0.068 | 330 | 35.80 | 36.45 | 29 | 1,306 | 44.8% | -0.29 | 0.0023 | -0.080 |
| 82.10 | 83.55 | 18 | 415 | 44.5% | 0.70 | 0.0022 | -0.071 | 340 | 40.10 | 40.75 | 25 | 973 | 44.7% | -0.32 | 0.0024 | -0.083 |
| 77.00 | 78.30 | 34 | 1,044 | 44.3% | 0.67 | 0.0023 | -0.075 | 350 | 44.75 | 45.35 | 7 | 2,044 | 44.6% | -0.34 | 0.0025 | -0.086 |
| 72.35 | 73.25 | 109 | 1,140 | 44.2% | 0.65 | 0.0024 | -0.077 | 360 | 49.55 | 50.20 | 40 | 879 | 44.4% | -0.37 | 0.0026 | -0.088 |
| 67.70 | 68.60 | 1,665 | 2,620 | 44.1% | 0.62 | 0.0024 | -0.080 | 370 | 54.70 | 55.40 | 91 | 4,784 | 44.3% | -0.40 | 0.0027 | -0.089 |
| 63.40 | 64.25 | 78 | 500 | 44.0% | 0.60 | 0.0025 | -0.082 | 380 | 60.15 | 60.85 | 3 | 651 | 44.2% | -0.42 | 0.0027 | -0.091 |
| 59.25 | 60.15 | 15 | 426 | 43.9% | 0.58 | 0.0025 | -0.083 | 390 | 65.85 | 66.60 | 17 | 611 | 44.1% | -0.45 | 0.0028 | -0.092 |
| 55.40 | 56.30 | 68 | 1,830 | 43.9% | 0.55 | 0.0026 | -0.085 | 400 | 71.70 | 72.60 | 311 | 708 | 44.0% | -0.48 | 0.0028 | -0.093 |
| 51.85 | 52.65 | 35 | 4,043 | 43.9% | 0.53 | 0.0026 | -0.086 | 410 | 78.00 | 78.90 | 75 | 4,021 | 44.0% | -0.50 | 0.0029 | -0.093 |
| 48.40 | 49.25 | 124 | 4,994 | 43.8% | 0.51 | 0.0026 | -0.086 | 420 | 84.45 | 85.45 | 4,782 | 44.0% | -0.53 | 0.0029 | -0.093 | |
| 45.30 | 45.95 | 19 | 468 | 43.8% | 0.48 | 0.0026 | -0.086 | 430 | 91.15 | 92.25 | 361 | 43.9% | -0.55 | 0.0029 | -0.093 | |
| 42.25 | 43.00 | 113 | 437 | 43.8% | 0.46 | 0.0026 | -0.086 | 440 | 97.35 | 100.25 | 3 | 151 | 44.0% | -0.58 | 0.0030 | -0.092 |
| 39.30 | 40.00 | 62 | 2,465 | 43.6% | 0.44 | 0.0026 | -0.086 | 450 | 105.25 | 106.35 | 5 | 439 | 43.8% | -0.60 | 0.0030 | -0.091 |
| 36.90 | 37.55 | 94 | 883 | 43.8% | 0.42 | 0.0025 | -0.086 | 460 | 111.90 | 114.95 | 49 | 44.0% | -0.63 | 0.0030 | -0.090 | |
| 34.40 | 35.05 | 130 | 4,145 | 43.7% | 0.40 | 0.0025 | -0.085 | 470 | 119.45 | 122.60 | 103 | 44.0% | -0.65 | 0.0030 | -0.089 | |
| 32.20 | 32.80 | 6 | 526 | 43.8% | 0.38 | 0.0025 | -0.084 | 480 | 127.20 | 130.45 | 27 | 44.0% | -0.67 | 0.0030 | -0.088 | |
| 30.10 | 30.70 | 133 | 435 | 43.8% | 0.36 | 0.0024 | -0.083 | 490 | 135.20 | 138.45 | 22 | 44.1% | -0.70 | 0.0029 | -0.086 | |
| 28.10 | 28.70 | 48 | 1,686 | 43.8% | 0.34 | 0.0024 | -0.081 | 500 | 142.90 | 147.05 | 199 | 44.1% | -0.72 | 0.0029 | -0.085 | |
| 26.25 | 26.80 | 5 | 290 | 43.8% | 0.33 | 0.0023 | -0.080 | 510 | 151.10 | 155.55 | 52 | 44.2% | -0.74 | 0.0029 | -0.083 | |
| 24.55 | 25.10 | 5 | 825 | 43.9% | 0.31 | 0.0023 | -0.078 | 520 | 159.55 | 164.05 | 126 | 44.3% | -0.76 | 0.0029 | -0.081 | |
| 22.90 | 23.55 | 364 | 43.9% | 0.30 | 0.0022 | -0.077 | 530 | 168.20 | 172.70 | 2 | 44.4% | -0.78 | 0.0028 | -0.079 | ||
| 21.45 | 22.00 | 2 | 204 | 44.0% | 0.28 | 0.0022 | -0.075 | 540 | 177.00 | 181.45 | 112 | 44.5% | -0.80 | 0.0028 | -0.077 | |
| 20.10 | 20.65 | 7 | 773 | 44.0% | 0.27 | 0.0021 | -0.073 | 550 | 185.90 | 190.35 | 235 | 44.6% | -0.82 | 0.0028 | -0.075 | |
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 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs