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TSLA - Tesla
Implied Volatility Analysis

Implied Volatility:
74.4%
Put/Call-Ratio:
0.55

Tesla has an Implied Volatility (IV) of 74.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TSLA is 48 and the Implied Volatility Percentile (IVP) is 81. The current Implied Volatility Index for TSLA is 0.83 standard deviations away from its 1 year mean.

Market Cap$595.30B
Next Earnings Date4/19/2023 (70d)
Implied Volatility (IV) 30d
74.44
Implied Volatility Rank (IVR) 1y
48.28
Implied Volatility Percentile (IVP) 1y
80.88
Historical Volatility (HV) 30d
66.67
IV / HV
1.12
Open Interest
10.16M
Option Volume
2.21M
Put/Call Ratio (Volume)
0.55

Data was calculated after the 2/6/2023 closing.

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