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TSLA - Tesla
Implied Volatility Analysis

Implied Volatility:
81.4%
Put/Call-Ratio:
1.14

Tesla has an Implied Volatility (IV) of 81.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TSLA is 90 and the Implied Volatility Percentile (IVP) is 98. The current Implied Volatility Index for TSLA is 2.01 standard deviations away from its 1 year mean.

Market Cap$734.97B
Next Earnings Date7/20/2022 (58d)
Implied Volatility (IV) 30d
81.36
Implied Volatility Rank (IVR) 1y
89.64
Implied Volatility Percentile (IVP) 1y
97.64
Historical Volatility (HV) 30d
81.42
IV / HV
1.00
Open Interest
4.41M
Option Volume
2.30M
Put/Call Ratio (Volume)
1.14

Data was calculated after the 5/20/2022 closing.

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