Tesla, Inc. (TSLA)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 22:04 UTC · Figures derived from the full chain (4,842 contracts, 22 expirations) · IV own-history percentile appears after 60 recorded days (29 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±10.6% (range 328.90–406.70) by Nov 20, 2026. ATM straddle: 38.90 @ strike 367.5 · ATM IV: 44.7%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 331.02 | -10% | 76.7% | 23.3% |
| 349.41 | -5% | 62.6% | 37.4% |
| 367.80 | +0% | 47.4% | 52.6% |
| 386.19 | +5% | 33.2% | 66.8% |
| 404.58 | +10% | 21.6% | 78.4% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | ±0.2% | 21.4% | 204.5K |
| Oct 23, 2026 | 4 | ±6.4% | 76.6% | 311.7K |
| Oct 26, 2026 | 7 | ±6.8% | 61.4% | 20.4K |
| Oct 28, 2026 | 9 | ±7.4% | 60.1% | 9,717 |
| Oct 30, 2026 | 11 | ±7.7% | 55.7% | 125.5K |
| Nov 02, 2026 | 14 | ±8.3% | 51.5% | 0 |
| Nov 06, 2026 | 18 | ±8.8% | 49.6% | 48.1K |
| Nov 13, 2026 | 25 | ±9.7% | 46.2% | 33.9K |
| Nov 20, 2026 | 32 | ±10.6% | 44.7% | 446.3K |
| Nov 27, 2026 | 39 | ±11.2% | 42.9% | 12.2K |
| Dec 18, 2026 | 60 | ±13.6% | 41.8% | 757.0K |
| Jan 15, 2027 | 88 | ±16.1% | 41.0% | 1.04M |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 400 C · 61.4K250 P · 46.9K350 P · 43.1K500 C · 40.4K450 C · 39.2K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 220 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 83.6% of the time.
Past earnings reactions
Avg |reaction| 9.1% · median 10.3% (20 reports). Two-session close-to-close window; definition
About Tesla, Inc.
Tesla, Inc. operates globally, specializing in the creation, production, and distribution of electric vehicles, alongside comprehensive energy generation and storage solutions. Its market reach extends across the United States, China, and various other international regions. The company's operations are primarily divided into two main segments: its Automotive business and its Energy Generation and Storage division. Within its Automotive division, Tesla not only provides a range of electric cars but also generates revenue from selling automotive regulatory credits. This segment further encompasses a variety of post-sale services, including non-warranty vehicle support, sales of pre-owned vehicles, various retail products, and car insurance offerings. Customers can acquire Tesla's sedans and sport utility vehicles through direct sales, purchases of used vehicles, or via in-app upgrades often facilitated by the extensive Tesla Supercharger network. The company supports these acquisitions with financing and leasing options. Furthermore, it ensures vehicle upkeep through its proprietary service centers and a fleet of mobile technicians, complemented by both standard and extended vehicle
Consumer Cyclical · Auto - Manufacturers · NASDAQ · Profile: Financial Modeling Prep
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