TSLA volatilidad Tesla, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.—
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.31.4%
HV6038.6%
Diferencial IV − HV20
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Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
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Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
0/60 días registrados
Cboe delayed options data · a fecha de 09:43 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimiento implícito |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | — | +0.9pt | — |
| Oct 23, 2026 | 4 | — | +1.8pt | — |
| Oct 26, 2026 | 7 | — | +2.5pt | — |
| Oct 28, 2026 | 9 | — | +2.5pt | — |
| Oct 30, 2026 | 11 | — | +2.9pt | — |
| Nov 02, 2026 | 14 | — | — | — |
| Nov 06, 2026 | 18 | — | +2.8pt | — |
| Nov 13, 2026 | 25 | — | +2.7pt | — |
| Nov 20, 2026 | 32 | — | +2.5pt | — |
| Nov 27, 2026 | 39 | — | +2.6pt | — |
| Dec 18, 2026 | 60 | — | +1.9pt | — |
| Jan 15, 2027 | 88 | — | +1.8pt | — |
| Feb 19, 2027 | 123 | — | +1.9pt | — |
| Mar 19, 2027 | 151 | — | +0.7pt | — |
| Apr 16, 2027 | 179 | — | +1.4pt | — |
| Jun 17, 2027 | 241 | — | +1.0pt | — |
Sonrisa de volatilidad
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20