TSLA Implied Volatility
TSLA $393.21 · Updated Oct 26, 4:00 PM ET
TSLA at-the-money implied volatility is 43.0% for Oct 28, 2026 (2 days out). For Nov 27, 2026 it is 38.6%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 28, 2026 | 2 | 392.5 | 43.0% |
| Oct 30, 2026 | 4 | 392.5 | 43.5% |
| Nov 2, 2026 | 7 | 392.5 | 37.3% |
| Nov 4, 2026 | 9 | 392.5 | 40.1% |
| Nov 6, 2026 | 11 | 392.5 | 41.2% |
| Nov 9, 2026 | 14 | 395 | 37.8% |
| Nov 13, 2026 | 18 | 395 | 40.3% |
| Nov 20, 2026 | 25 | 395 | 39.9% |
| Nov 27, 2026 | 32 | 395 | 38.6% |
| Dec 4, 2026 | 39 | 395 | 39.2% |
| Dec 18, 2026 | 53 | 395 | 39.5% |
| Jan 15, 2027 | 81 | 390 | 39.6% |
SKEW, OCT 28, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 372.5 | 44.1% | 47.9% |
| 375 | 50.2% | 46.7% |
| 377.5 | 44.7% | 46.0% |
| 380 | 45.3% | 45.2% |
| 382.5 | 44.3% | 44.5% |
| 385 | 43.7% | 43.9% |
| 387.5 | 43.2% | 43.3% |
| 390 | 43.3% | 43.4% |
| 392.5 | 43.0% | 42.9% |
| 395 | 43.2% | 42.8% |
| 397.5 | 43.0% | 42.6% |
| 400 | 43.1% | 42.9% |
| 402.5 | 43.3% | 43.2% |
| 405 | 43.6% | 43.8% |
| 407.5 | 44.0% | 0.0% |
| 410 | 44.7% | 0.0% |
| 412.5 | 45.8% | 48.0% |
How this is calculated: Implied Volatility methodology