TSLA volatilidade 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
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
63
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dias registrados
Cboe delayed options data · em 00:45 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | 46.0% | — | ±0.5% |
| Oct 23, 2026 | 4 | 76.3% | +2.9pt | ±6.4% |
| Oct 26, 2026 | 7 | 61.0% | +2.7pt | ±6.8% |
| Oct 28, 2026 | 9 | 58.2% | +2.2pt | ±7.3% |
| Oct 30, 2026 | 11 | 55.5% | +2.2pt | ±7.7% |
| Nov 02, 2026 | 14 | 52.8% | — | ±8.3% |
| Nov 06, 2026 | 18 | 49.5% | +2.3pt | ±8.8% |
| Nov 13, 2026 | 25 | 46.2% | +2.1pt | ±9.7% |
| Nov 20, 2026 | 32 | 44.6% | +2.2pt | ±10.6% |
| Nov 27, 2026 | 39 | 42.9% | +2.1pt | ±11.2% |
| Dec 18, 2026 | 60 | 41.8% | +1.9pt | ±13.5% |
| Jan 15, 2027 | 88 | 41.0% | +1.6pt | ±16.0% |
| Feb 19, 2027 | 123 | 42.2% | +1.7pt | ±19.6% |
| Mar 19, 2027 | 151 | 42.4% | +1.5pt | ±21.7% |
| Apr 16, 2027 | 179 | 42.6% | +1.3pt | ±23.7% |
| Jun 17, 2027 | 241 | 43.7% | +1.3pt | ±28.2% |
Sorriso de volatilidade — Nov 20, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20