TSLA volatilità 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.45.0%
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.32.5%
HV6038.9%
Spread IV − HV20
+12.6pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
63
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 giorni registrati
Cboe delayed options data · aggiornato al Oct 19, 22:04 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 21.4% | — | ±0.2% |
| Oct 23, 2026 | 4 | 76.6% | +2.6pt | ±6.4% |
| Oct 26, 2026 | 7 | 61.4% | +2.3pt | ±6.8% |
| Oct 28, 2026 | 9 | 60.1% | +1.9pt | ±7.4% |
| Oct 30, 2026 | 11 | 55.7% | +2.1pt | ±7.7% |
| Nov 02, 2026 | 14 | 51.5% | — | ±8.3% |
| Nov 06, 2026 | 18 | 49.6% | +2.2pt | ±8.8% |
| Nov 13, 2026 | 25 | 46.2% | +2.0pt | ±9.7% |
| Nov 20, 2026 | 32 | 44.7% | +2.0pt | ±10.6% |
| Nov 27, 2026 | 39 | 42.9% | +1.9pt | ±11.2% |
| Dec 18, 2026 | 60 | 41.8% | +1.7pt | ±13.6% |
| Jan 15, 2027 | 88 | 41.0% | +1.6pt | ±16.1% |
| Feb 19, 2027 | 123 | 42.3% | +1.5pt | ±19.6% |
| Mar 19, 2027 | 151 | 42.4% | +1.4pt | ±21.8% |
| Apr 16, 2027 | 179 | 42.6% | +1.2pt | ±23.8% |
| Jun 17, 2027 | 241 | 43.7% | +1.2pt | ±28.3% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20