TSLA Options Screener
Tesla, Inc.
As of the close, Mon 19 Oct 2026
put/call OI 0.77 → 0.75 since 16-OCT-2026
- Put/call OI?
- 0.75 1501st of 5023 · median 0.44Put open interest divided by call open interest, over the expirations read at the close. Above 1 means more puts are standing open than calls. It is a ratio of two whole-chain totals, not a count of anybody's position, and it says nothing on its own about direction — open interest does not record who is long.
- Put/call volume?
- 0.77 988th of 4116 · median 0.24Put contract volume divided by call contract volume on the day. The same ratio as the one above, over what actually traded rather than what was left standing. A contract that did not trade counts as a zero; a contract the feed sent no bar for is not counted at all.
- Turnover?
- 0.46 92nd of 5058 · median 0.02The day's total contract volume divided by the open interest behind it — how much of the book changed hands. Around 0.1 means roughly a tenth of the standing contracts traded; above 1 means more contracts traded than were open at the start, which is what a busy day in short-dated options looks like.
- ATM IV?
- 61.3% 635th of 3208 · median 35.4%Implied volatility at the money — an average over a band of strikes around the close spanning at least two of them, never one contract's own reading. It is what the chain is charging for a move of average size, and every other volatility figure here is measured against it. Where the page is a comparison, this is the FRONT expiry's — the first listed at least a week out, or the furthest read on a night that could not reach one — and a symbol whose front is eight days out is not being asked quite the same question as one whose front is three weeks out, which is why the days are stated.
- Skew?
- +2.2 pts 1528th of 2883 · median +2.9 ptsThe put wing minus the call wing, in volatility points. Positive means downside protection costs more than upside — the normal state of an equity chain, because people hedge crashes more than they hedge rallies. A number near zero means the two sides are priced alike; a negative one is unusual and usually means a squeeze is being priced.
- Term slope?
- −19.7 pts 531st of 606 · median −1.9 ptsHow fast at-the-money volatility changes with time, in volatility points per thirty days — the back expiry's reading minus the front's, divided by the days between them. The front is the first listed expiry at least a week out — or, on a night it could not be read, the furthest read — and the back the first at least four weeks out, bought where the night did not already reach it, so every symbol is measured over a comparable window where the night allowed. A RATE rather than a gap because those windows are comparable, not identical, and the page says how long each one is.
The whole field — every symbol, every measure
5116 symbols across 6 measures, on the 19-OCT-2026 close. TSLA's own readings and where they place are above and stay free.
Or read it free on SPY.
Rank 1 is the highest reading in a field of 5116, never the best one. Each column is one measure at the close, and the front and back expiries are chosen by days so every symbol is asked the same question.
How this is computed
This is a screener over SYMBOLS, not over contracts. Every figure is an aggregate of one symbol's chain at the close — no contract's own volatility, price, volume or open interest is published on these public pages, because a strike and an expiry turn a contract's volatility back into its price. The two put/call ratios divide put open interest by call open interest, and put volume by call volume, over the expirations read; turnover divides the day's contract volume by the open interest standing behind it, so it reads as how much of the book changed hands. At-the-money volatility and skew are the front expiry's, as averages over bands spanning at least two strikes — the same aggregates the IV skew page publishes — and the term slope is a RATE, volatility points per thirty days, because the window each symbol is read over is not the same length. A blank is a reading the chain could not carry: a ratio with no denominator is not a zero, and a book we only half saw does not have one either. Ranked against 5116 symbols that priced on this same close, of 5789 asked — the rest either produced no chain tonight or last priced on a different session, and comparing across two closes would be a measurement of the calendar. Symbols on the same reading share a rank. TSLA's own figures are read over 22 expirations and 4842 contracts, 19-OCT-2026 through 19-JAN-2029, on a $368.06 close. Across the field the front expiry is 7 to 60 days out, and the slope is measured over windows of 21 to 25 days. Those horizons are not identical — the front is the first listed expiry at least a week out and the back the first at least four weeks out, and listings differ in what they carry between — which is why the slope is stated as a rate rather than as a gap, and why an at-the-money reading taken eight days out is not quite the same question as one taken three weeks out. It describes what the chains were charging at the close, not what any of them will do next, and it is not advice.