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Today, TSLA has an IV Rank of 12%, placing it in the low range for options analysis.
Tesla, Inc. — Implied volatility rank, VRP edge, and volatility regime
Tesla, Inc. (TSLA) operates in the Consumer Discretionary sector and has actively traded listed options. Its IV Rank reads 11.9%, near the bottom of the 52-week range — premiums are cheap. IV Rank 12% is 42pp below the Consumer Discretionary sector median of 54%. Cheap premiums tilt toward long-volatility or debit strategies. TSLA expected move analysis.
Base case: TSLA IV Rank 12% sits in the cheap quartile — long-vol or debit structures may be more attractive than selling premium here.
IV Rank measures where TSLA's current implied volatility sits in its 1-year history — 0% means the cheapest premiums of the year, 100% means the richest. It is the canonical filter premium sellers use to decide whether option pricing is attractive enough to short. TSLA's current IV Rank of 12% places premiums in the cheap quartile of the 52-week distribution.
High IV Rank suggests options are pricing more uncertainty than usual, which is a necessary condition for premium-selling edge. The sufficient condition is positive VRP — implied volatility actually overshooting the realized movement of the stock. TSLA's current VRP of -0.4pp shows implied and realized are closely matched, so high IV Rank alone is not enough — wait for a clearer VRP signal.
IV Rank rotates over volatility cycles: rich premiums today often follow a catalyst (earnings, macro event, sector stress) and then mean-revert. For TSLA's expected price range derived from this volatility, see the TSLA expected move. For premium-selling signals that combine IV Rank with VRP and other factors, see the TSLA premium selling signal.
See if the market is paying a premium for TSLA tail-risk protection right now.
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See whether TSLA IV Rank is rising, falling, or flat over the past 20 days — and what that means for entries.
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This helps you judge whether implied volatility is elevated enough to justify selling options. High IV Rank means premiums are rich compared to the past year.
IV Rank above 50 generally favors premium sellers — you're collecting above-average premium.
IV Rank = (Current IV − 52w Low IV) / (52w High IV − 52w Low IV) × 100ORATS 30-day implied volatility, 52-week IV high/low
ORATS institutional options data, updated daily after market close (~6:00 PM ET)
IV Rank uses a fixed 1-year lookback. Regime changes (e.g., post-COVID vol reset) can distort the range. IV Rank alone does not indicate direction.
Higher IV Rank means relatively richer premiums compared to each stock's own history.
Quantitative screening, not investment advice. Verify with your broker. Disclaimer
Tesla, Inc.'s IV Rank at 11.9% is in the bottom quintile of the past year. Premiums are near their cheapest, which generally makes this a poor time for premium selling — you're collecting very little for the risk taken. Some traders view very low IV Rank as a buying signal (expecting IV expansion), particularly ahead of catalysts. If selling, only the most conservative strategies (like far-OTM credit spreads) make sense, and position sizing should be minimal.
Tesla, Inc.'s IV Rank measures where current implied volatility sits relative to its 252-day range. At 11.9%, it indicates how rich or cheap options premiums are compared to the past year. Premium sellers generally prefer IV Rank above 30–50%, as higher IV means more premium per contract and a greater statistical edge — assuming VRP confirms actual overpricing.
Tesla, Inc.'s realized volatility currently exceeds implied volatility (VRP -0.4pp), meaning the stock is actually moving more than options prices suggest. This negative VRP environment is unfavorable for premium sellers — you're collecting less premium than the risk warrants. This can occur during fundamental shifts, sector rotation, or macro events where the stock's behavior has changed faster than the options market has adjusted. Wait for IV to catch up to RV, or for RV to calm down, before initiating new short premium positions.
VolRadar's signal prioritizes relative mispricing (RV Ratio) over absolute premium level (IV Rank). A ticker with low IVR but very low RV Ratio may show a Strong signal because options are significantly overpriced relative to actual movement. For richest absolute premiums, check IV Rank (>50%). Not financial advice — quantitative screening tool.
Tesla, Inc.'s IV Rank is 11.9%, meaning current implied volatility is higher than 12% of readings over the past 252 trading days. This low level means premiums are relatively cheap, which is less favorable for selling options.
Tesla, Inc.'s Volatility Risk Premium (VRP) is -0.4pp. No — realized volatility currently exceeds implied volatility, meaning options are underpriced. Not ideal for selling.
Tesla, Inc.'s IV Rank is 11.9% — meaning current IV is higher than 12% of readings over the past year. This is low, meaning premiums are relatively cheap. Most theta gang traders prefer selling when IV Rank is above 30–50%.
Among Consumer Discretionary peers, Tesla, Inc. has an IV Rank of 11.9%. ROST leads the sector at 61% IV Rank versus Tesla, Inc.'s 12%. Both may offer premium selling opportunities depending on other conditions.
Tesla, Inc.'s volatility is calculated using the Yang-Zhang estimator, which incorporates overnight gaps, opening range, and intraday movement — more accurate than simple close-to-close calculations for stocks with significant pre/post-market activity. The RV Ratio (1.01) compares realized volatility (HV 20d) to implied volatility (IV 30d). Below 0.85 means actual movement is well below what options are pricing in — favorable for premium sellers.
When Tesla, Inc.'s realized volatility exceeds implied (negative VRP of -0.4pp), it means the stock is genuinely moving more than the options market predicted. This can happen during trend acceleration, sector rotation, or after a fundamental change that the market hasn't fully priced in. For premium sellers, this is a warning: you're being underpaid for the actual risk. Wait for the gap to close — either through RV calming down or IV rising to match reality.
Free embeddable tool: IV Rank Gauge — add daily IV Rank to any site. No signup, no API key.
IV 30d (41.1%) − HV 20d (41.5%) = -0.4pp
HV 20d (41.5%) ÷ IV 30d (41.1%). Below 1.0 = options overpriced.
| Metric | Value |
|---|---|
| HV 20d (ORATS) VRP | 41.5% |
| IV 30d (ORATS) | 41.1% |