TSLA · Expected Move

Tesla, Inc. Common Stock

The expected move for TSLA is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

TSLA straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current TSLA Expected Move
30-Day Straddle
$37.80
7-Day Straddle
$26.27
30-Day ATM IV
47.8%
IV Rank
84%
Implied one-standard-deviation move through the next 30 days. Compare to TSLA's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
TSLA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $37.80 $26.27 47.8% 84%
20261015 $37.33 $27.05 45.2% 64%
20261014 $37.08 $13.65 43.7% 53%
20261013 $36.92 $14.02 42.7% 45%
20261012 $37.53 $15.00 42.2% 41%
20261009 $36.52 $15.85 42.5% 44%
20261008 $36.67 $12.65 43.3% 50%
20261007 $38.00 $14.25 43.6% 52%
20261006 $37.90 $12.18 43.2% 49%
20261005 $38.83 $14.07 43.7% 53%
20261002 $35.60 $14.25 43.2% 49%
20261001 $36.42 $14.65 45.6% 67%
20260930 $37.03 $15.90 45.8% 69%
20260929 $36.65 $13.75 44.5% 59%
20260928 $37.95 $15.50 45.2% 64%
20260925 $36.08 $17.27 43.6% 52%
20260924 $37.65 $14.35 44.0% 55%
20260923 $38.67 $15.85 44.6% 60%
20260922 $39.55 $13.88 44.3% 58%
20260921 $39.80 $15.43 44.2% 56%
20260918 $31.98 $14.80 41.1% 32%
20260917 $33.70 $13.80 41.5% 36%
20260916 $34.55 $16.15 42.0% 40%
20260915 $34.12 $14.40 41.1% 33%
20260914 $34.15 $15.20 40.2% 25%
20260911 $31.43 $15.12 39.0% 17%
20260910 $33.10 $14.73 40.3% 27%
20260909 $35.35 $17.00 41.8% 38%
20260908 $35.48 $14.90 41.3% 34%
20260904 $31.15 $14.32 39.7% 21%
20260903 $36.62 $16.88 43.1% 48%
20260902 $33.80 $15.35 41.3% 34%
20260901 $33.60 $15.75 40.5% 28%
20260831 $36.20 $18.38 41.2% 34%
20260828 $28.95 $14.12 37.8% 7%
20260827 $31.33 $13.35 39.4% 20%
20260826 $31.77 $15.05 40.2% 26%
20260825 $32.92 $13.47 40.5% 28%
20260824 $33.42 $15.12 40.5% 28%
20260821 $32.58 $16.60 40.4% 27%
20260820 $31.45 $13.38 40.8% 30%
20260819 $33.30 $16.12 41.5% 35%
20260818 $31.43 $12.78 39.9% 23%
20260817 $31.00 $13.50 38.5% 13%
20260814 $28.75 $13.73 38.1% 9%
20260813 $28.73 $12.32 37.8% 7%
20260812 $27.80 $12.72 36.9% 0%
20260811 $29.60 $11.62 37.9% 0%
20260810 $30.98 $13.28 39.9% 9%
20260807 — — 41.0% 19%
20260806 $31.57 $13.18 43.6% 41%
20260805 $31.83 $15.30 43.2% 37%
20260804 $34.92 $14.88 45.5% 57%
20260803 $34.42 $16.05 45.1% 54%
20260731 $31.05 $15.73 45.3% 56%
20260730 $31.70 $14.57 45.6% 58%
20260729 $32.75 $17.02 47.9% 78%
20260728 $33.27 $14.57 46.5% 66%
20260727 $34.48 $16.43 47.4% 73%
20260724 $33.38 $17.83 47.9% 78%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.