TSLA Implied Volatility
TSLA $387.21 · Updated Nov 10, 4:00 PM ET
TSLA at-the-money implied volatility is 45.5% for Nov 11, 2026 (1 day out). For Dec 11, 2026 it is 44.5%. 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 |
|---|---|---|---|
| Nov 11, 2026 | 1 | 387.5 | 45.5% |
| Nov 13, 2026 | 3 | 387.5 | 48.3% |
| Nov 16, 2026 | 6 | 387.5 | 41.7% |
| Nov 18, 2026 | 8 | 387.5 | 45.7% |
| Nov 20, 2026 | 10 | 385 | 46.3% |
| Nov 23, 2026 | 13 | 387.5 | 43.6% |
| Nov 25, 2026 | 15 | 387.5 | n/a |
| Nov 27, 2026 | 17 | 385 | 43.2% |
| Dec 4, 2026 | 24 | 385 | 44.1% |
| Dec 11, 2026 | 31 | 385 | 44.5% |
| Dec 18, 2026 | 38 | 385 | 43.9% |
| Dec 24, 2026 | 44 | 385 | 43.5% |
SKEW, NOV 11, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 367.5 | 47.5% | 53.2% |
| 370 | 47.8% | 51.9% |
| 372.5 | 50.3% | 50.7% |
| 375 | 49.5% | 49.6% |
| 377.5 | 48.0% | 48.6% |
| 380 | 47.2% | 47.9% |
| 382.5 | 46.2% | 46.7% |
| 385 | 45.8% | 46.0% |
| 387.5 | 45.5% | 45.5% |
| 390 | 45.8% | 47.9% |
| 392.5 | 46.5% | 55.4% |
| 395 | 47.2% | 38.6% |
| 397.5 | 48.4% | 47.4% |
| 400 | 50.1% | 84.6% |
| 402.5 | 52.0% | 87.1% |
| 405 | 54.7% | 82.7% |
| 407.5 | 56.5% | 88.7% |
How this is calculated: Implied Volatility methodology