TSLA Implied Volatility
TSLA $391.62 · Updated Oct 26, 4:00 PM ET
TSLA at-the-money implied volatility is 43.9% for Oct 28, 2026 (2 days out). For Nov 27, 2026 it is 39.2%. 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 | 43.9% |
| Oct 30, 2026 | 4 | 392.5 | 44.4% |
| Nov 2, 2026 | 7 | 392.5 | 38.1% |
| Nov 4, 2026 | 9 | 392.5 | 41.1% |
| Nov 6, 2026 | 11 | 392.5 | 42.3% |
| Nov 13, 2026 | 18 | 390 | 40.9% |
| Nov 20, 2026 | 25 | 390 | 40.4% |
| Nov 27, 2026 | 32 | 390 | 39.2% |
| Dec 4, 2026 | 39 | 390 | 39.9% |
| Dec 18, 2026 | 53 | 390 | 40.1% |
| Jan 15, 2027 | 81 | 390 | 40.1% |
| Feb 19, 2027 | 116 | 390 | 42.4% |
SKEW, OCT 28, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 372.5 | 55.2% | 48.3% |
| 375 | 51.1% | 47.0% |
| 377.5 | 50.4% | 46.2% |
| 380 | 48.2% | 45.4% |
| 382.5 | 47.3% | 44.8% |
| 385 | 46.2% | 44.2% |
| 387.5 | 45.0% | 43.8% |
| 390 | 44.6% | 43.5% |
| 392.5 | 44.3% | 43.6% |
| 395 | 44.0% | 43.8% |
| 397.5 | 43.9% | 44.1% |
| 400 | 43.7% | 44.7% |
| 402.5 | 43.8% | 46.7% |
| 405 | 44.2% | 47.5% |
| 407.5 | 44.5% | n/a |
| 410 | 45.3% | 56.7% |
| 412.5 | 46.3% | 60.9% |
How this is calculated: Implied Volatility methodology