TSLA volatilité 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.43.2%
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.45.0%
HV6058.0%
Écart IV − HV20
-1.8pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
71
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 jours enregistrés
Cboe delayed options data · au 21:55 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 73.4% | -2.7pt | ±3.1% |
| Sep 09, 2026 | 6 | 43.4% | -2.0pt | ±4.4% |
| Sep 11, 2026 | 8 | 45.2% | -1.6pt | ±5.3% |
| Sep 14, 2026 | 11 | 41.9% | -2.1pt | ±5.9% |
| Sep 16, 2026 | 13 | 44.0% | -2.0pt | ±6.7% |
| Sep 18, 2026 | 15 | 44.3% | -1.8pt | ±7.2% |
| Sep 25, 2026 | 22 | 43.3% | -1.2pt | ±8.5% |
| Oct 02, 2026 | 29 | 43.3% | -0.9pt | ±9.7% |
| Oct 09, 2026 | 36 | 42.9% | -0.8pt | ±10.8% |
| Oct 16, 2026 | 43 | 42.9% | -1.0pt | ±11.8% |
| Oct 23, 2026 | 50 | 44.2% | — | ±13.1% |
| Nov 20, 2026 | 78 | 45.4% | -1.0pt | ±16.7% |
| Dec 18, 2026 | 106 | 44.6% | -1.0pt | ±19.1% |
| Jan 15, 2027 | 134 | 44.3% | -1.3pt | ±21.4% |
| Feb 19, 2027 | 169 | 45.5% | -1.7pt | ±24.6% |
| Mar 19, 2027 | 197 | 45.7% | -1.8pt | ±26.6% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20