Bull Call Spreads on High-Beta Names
Bull Call Spread168 trades pass on TSLA
- Return on risk
- 100.0% to 323.3%
- Probability of profit
- 27.9% to 49.7%
Tesla, Inc. · Consumer
As of the close on . In the app, data is refreshed intraday.
TSLA closed at $357.45 on Sep 28, 2026 with 30-day implied volatility of 45.3%. That is in the lower half of its one-year range (IV rank 30), so premiums are on the modest side for TSLA. Measured by IV percentile, IV is higher than 42% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $47.70, or 13.3%.
The price is above its 50-day moving average (+2.8%) but still below its 200-day (-9.5%). It is 27.0% below its 52-week high and 19.8% above its 52-week low. The 14-day RSI of 47.1 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $12.92, about 3.6% of the price, a measure of a typical day's range.
Option volume at the close (1.49M contracts) was 0.9x its average, close to normal. A beta of 2.23 means TSLA has tended to move about 2.2 times as much as the broad market. 5 of our preset screens found trades on TSLA at the close, led by Bull Call Spreads on High-Beta Names with 168 trades.
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Sep 30, 20262 days | 41.7% | ±$11.03 (3.1%) | $346.42 to $368.48 | $8.80 |
| Oct 30, 202632 days | 45.1% | ±$47.70 (13.3%) | $309.75 to $405.15 | $37.95 |
| Nov 20, 202653 days | 43.4% | ±$59.11 (16.5%) | $298.34 to $416.56 | $46.95 |
| Dec 18, 202681 days | 42.3% | ±$71.27 (19.9%) | $286.18 to $428.72 | $56.50 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Counts and ranges for TSLA from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.
168 trades pass on TSLA
59 trades pass on TSLA
51 trades pass on TSLA
22 trades pass on TSLA
15 trades pass on TSLA
Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.