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Current TSLA options analysis: Weak Signal for Selling premium on TSLA. This TSLA options page updates daily with IV rank, VRP, expected move, and strategy picks.
No strategies meet current entry criteria.
Tesla, Inc. (TSLA) operates in the Consumer Discretionary sector and has actively traded listed options. IV Rank 12% is 42pp below the Consumer Discretionary sector median of 54%. TSLA put/call walls.
TSLA Edge Score: 52/100 — data coverage is strong, but current trading conditions are unfavorable.
No strategies meet entry criteria. Consider waiting for better conditions.
TSLA See full analysis →TSLA conditions are unfavorable — but other tickers may have edge today
TSLA’s setup is weak today. The Scanner surfaces S&P 500 tickers with positive VRP, high IV Rank, or active earnings crush — check those before forcing a trade on TSLA.
Weak — Unfavorable for premium selling
EM = Price × RV₂₀d × √(t/252). Uses Yang-Zhang 20d realized volatility (not implied). ±1σ (68% confidence).
Conditions are weak — explore alternatives or wait for a better setup.
Strategy
Flow & Events
Planned
IV curve across expirations
Historical expected move hit rates
Quantitative screening, not investment advice. Verify with your broker. Disclaimer
Edge Score = weighted composite of VRP, IV Rank, RV Regime, Earnings Proximity, Term Structure, and Liquidity. Ranges: Defensive (0–39), Selective (40–64), Favorable (65–100).IV Rank, VRP, RV Ratio, days to earnings, backwardation/contango, bid-ask spread quality
ORATS institutional options data, updated daily after market close (~6:00 PM ET)
The score reflects current market conditions and changes daily. A high score indicates favorable conditions for premium selling, not guaranteed profit. Always verify execution quality with your broker.
Tesla, Inc. is trading in a normal volatility regime with an RV ratio of 1.01. The 20-day Yang-Zhang realized vol of 39.4% is roughly in line with the 60-day average of 36.1%, meaning the stock's recent price action matches historical expectations. For a consumer discretionary stock like TSLA, this is a neutral signal — premium sellers can participate but should be selective with sizing and strike selection.
Looking at the past 22 trading days, TSLA's RV ratio has been trending lower. The ratio ranged from 1.09 to 0.96, with the current reading of 1.01 near the lower end. 16 of 22 days showed seller-favorable conditions. A gradual decline is often more sustainable than a sharp drop, suggesting TSLA may remain in this lower-vol regime for a while.
At $406.14, TSLA is expected to move ±$10.09 (2.5%) per day and ±$22.57 (5.6%) over a 5-day trading week. These ranges are calculated using the Yang-Zhang realized volatility model, which captures overnight gaps — particularly relevant for TSLA, which known for outsized moves and earnings volatility. Premium sellers use these ranges to set strike prices outside the expected move zone, targeting high-probability outcomes.
VolRadar's top-ranked strategy for TSLA is no premium selling edge. Negative VRP (-0.4%). Options are priced below realized volatility — no edge for sellers. This assessment is based on current VRP, IV Rank, realized volatility regime, and earnings proximity. Conditions update daily after market close.
Consumer discretionary names are tied to spending cycles and can show seasonal volatility patterns. TSLA is specifically known for outsized moves and earnings volatility. Understanding sector-level volatility dynamics helps premium sellers diversify their positions across different correlation regimes.
VolRadar tracks TSLA daily as part of the S&P 500 universe, providing Yang-Zhang (OHLC-based) realized volatility across 10, 20, and 60-day windows, RV ratio analysis, expected move calculations, and premium selling condition assessments. Note: RV values on this page use the Yang-Zhang estimator (captures overnight gaps); VRP and RV Ratio use ORATS close-to-close RV to match the IV data source. Data is updated daily after market close (~6:00 PM ET). See the disclaimer for the full risk and regulatory notice.
More about TSLA
Tesla, Inc. currently shows a weak premium selling signal because negative VRP, low IV Rank. Consider waiting for conditions to improve. The VRP Analysis page tracks historical premium edge trends that may signal when conditions are turning.
Tesla, Inc.'s IV Rank is 12%, indicating relatively cheap options. While premiums are thinner, low IV can present opportunities for option buyers or for sellers who focus on probability rather than absolute premium. See the IV Analysis page for detailed breakdown.
Tesla, Inc.'s 5-day expected move is ±5.6% (±$22.57 from $406.14). A wide expected range reflects elevated realized volatility. See the Expected Move page for strike placement guidance and probability analysis.
Tesla, Inc. currently shows a weak premium selling signal because negative VRP (-0.4pp), low IV Rank (12%). Consider waiting for conditions to improve.
Tesla, Inc.'s volatility is measured using two key metrics. The RV Ratio compares realized volatility (ORATS HV 20d) to implied volatility (IV 30d). When the RV Ratio drops below 0.85, realized movement is well below what options are pricing — the sweet spot for premium sellers. VRP (Volatility Risk Premium) measures the gap between IV and HV in percentage points — positive VRP means options are overpriced relative to actual movement. Current RV Ratio: 1.01.
Tesla, Inc.'s snapshot: IV Rank 12% (low premiums), VRP -0.4pp (no edge), RV Ratio 1.01 (normal volatility). These three metrics work together — IV Rank shows historical context, VRP shows current overpricing, and RV Ratio shows the volatility trend. See the IV Analysis page for peer comparisons and deeper breakdown.
VolRadar provides 10 analysis pages for Tesla, Inc.: Overview (this page), Premium Selling (signal and strategy verdict), VRP Analysis (volatility risk premium history), Expected Move (range and probabilities), IV Analysis (implied volatility breakdown and peer comparison), Earnings Crush (historical post-earnings IV patterns), Options Strategy Builder (18 presets + custom calculator), Covered Call Analysis (ranked by CC Score), Wheel Strategy (CSP calculator and viability), and Support & Resistance Walls (options-derived price levels).
Key risks for Tesla, Inc. right now: negative VRP (-0.4pp) means options are underpricing actual movement, removing the statistical edge sellers rely on; low IV Rank (12%) means thin premiums that may not compensate for the risk taken. These risks are worse when combined — for example, selling into earnings with negative VRP removes both your statistical edge and your safety margin. Use VolRadar's sub-pages to contextualize: VRP Analysis for edge confirmation, IV Analysis for premium adequacy, and Expected Move for strike distance guidance.
Based on Yang-Zhang realized volatility, Tesla, Inc. has a 1-day expected move of ±$10.09 (±2.5%) and a 5-day expected move of ±$22.57 (±5.6%). This means the stock is expected to trade between $384 and $429 over the next week with approximately 68% probability.
Higher RV Ratio (closer to 1.0) means IV barely exceeds RV, resulting in slimmer VRP edge. Lower RV Ratio = wider gap between IV and actual movement = stronger seller edge.
View all Consumer Discretionary tickers →More analysis sections planned — Dark Pool Flow, Unusual Activity, Sector Comparison, and more.
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Spread -1.0pp — realized movement is exceeding IV. Short-premium edge has flipped; defined-risk only or stand aside.