Tesla (TSLA) implied volatility39% IV30 · 35% HV30 · TSLA at $392.2 · 2026-10-26 ET
TSLA's at-the-money implied volatility is 39% for the 2026-11-27 expiration (32 days out, the nearest to 30), against 35% realized volatility over the last 30 trading days: a +3.6% volatility premium, options are pricing more movement than the stock has delivered. IV rank is 6 and IV percentile 2 over the past 252 sessions: the 52-week range runs from 37% (2026-08-12) to 61% (2025-11-06). The term structure is inverted (near-term options richer than later ones, the event-or-stress shape). The 25-delta skew on 2026-11-20 is +2.2% (41% put IV vs 39% call IV).
TSLA IV rank, percentile and one-year IV chart
- IV rank
- 6
- IV percentile
- 2
- 52-week high
- 61% · 2025-11-06
- 52-week low
- 37% · 2026-08-12
IV30 at-the-money implied volatility · HV30 30-day realized · dashed lines: 52-week IV high and low
Daily ATM IV30 (the expiration nearest 30 days, call/put average) stored every session since 2025-10-24; 252 sessions in the window. Rank = (today − low) ÷ (high − low); percentile = share of sessions below today.
Term structure
| Expiration | DTE | ATM IV | Daily σ | Expected move |
|---|---|---|---|---|
| 2026-10-28 | 2 | 42.5% | 2.68% | ±$10.05 |
| 2026-10-30 | 4 | 43.4% | 2.73% | ±$14.33 |
| 2026-11-02 | 7 | 37.3% | 2.35% | ±$16.25 |
| 2026-11-09 | 14 | 37.5% | 2.36% | ±$23.2 |
| 2026-11-20 | 25 | 39.9% | 2.52% | ±$32.8 |
| 2026-11-27 | 32 | 38.6% | 2.43% | ±$35.85 |
| 2026-12-04 | 39 | 38.7% | 2.44% | ±$39.58 |
| 2026-12-18 | 53 | 39.7% | 2.50% | ±$47.25 |
ATM IV is the average call and put IV at the strike nearest the stock price. Daily σ = IV ÷ √252. Contracts with implausible IV (expired or unquoted) are excluded.
More TSLA: expected move · put/call ratio · option chain · earnings date · all TSLA options data · definition · pricing calculator
Frequently asked questions
- What is TSLA implied volatility?
- The annualized volatility the options market is pricing into Tesla (TSLA) options, backed out of their prices. 40% IV means the market expects the stock to move about 40% over a year, or roughly 2.5% on a typical day (40% ÷ √252). Each expiration has its own at-the-money IV; the list of them is the term structure.
- What does IV versus realized volatility tell me?
- Realized (historical) volatility is what the stock actually did over the last 30 trading days; implied is what options are charging for the next 30. IV above HV is a volatility premium that favors premium sellers; IV well below HV is rare and favors buyers.
- What is the 25-delta skew?
- The IV of the 25-delta put minus the IV of the 25-delta call on the same expiration. Positive skew (the usual case in stocks) means downside protection is priced richer than upside calls; a widening skew signals demand for hedges.
- What does the TSLA IV chart show?
- One year of daily 30-day implied volatility (blue) against 30-day realized volatility (amber), with the 52-week IV high and low marked. When blue sits above amber, options are pricing more movement than TSLA has delivered; the gap is the premium that option sellers collect.
- What is TSLA's IV rank and how is it different from IV percentile?
- IV rank places today's 30-day implied volatility within its own range over the past year: 0 at the 52-week low, 100 at the high. IV percentile is the share of days in that year with lower IV. A single spike drags rank down for months while percentile keeps counting, so read the two together; both come from the daily ATM IV OptionScout stores for TSLA every session.
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