Tesla TSLA 385.19 -13.31 -3.34% Regime: Vol Expansion (83%)
Expected move
November 04, 2026 close · $385.45| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±2.1% ±$8.21 | $377.24 – $393.66 | $375.58 – $395.32 | $367.83 – $403.06 |
| 2 sessions | ±3.0% ±$11.45 | $374.00 – $396.90 | $371.61 – $399.29 | $360.78 – $410.12 |
| 3 sessions | ±3.7% ±$14.34 | $371.11 – $399.79 | $368.37 – $402.53 | $354.96 – $415.94 |
| 1 week | ±4.6% ±$17.61 | $367.83 – $403.06 | $363.90 – $407.00 | $347.95 – $422.95 |
| 2 weeks | ±6.2% ±$24.05 | $361.40 – $409.50 | $355.69 – $415.21 | $334.15 – $436.75 |
| 3 weeks | ±7.5% ±$28.99 | $356.46 – $414.44 | $349.37 – $421.53 | $324.16 – $446.74 |
| 1 month | ±9.0% ±$34.65 | $350.80 – $420.10 | $342.20 – $428.70 | $311.98 – $458.92 |
Earnings: priced against what happened
Average implied move
±7.16%
Average actual move
5.86%
Beyond the implied move
2 / 7
Median IV change
-20.86%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 22, 2026 | ±5.57% | -3.08% | 0.55× | — |
| July 23, 2026 | ±5.90% | -14.52% | 2.46× | — |
| April 23, 2026 | ±5.30% | -3.56% | 0.67× | 50.4% → 41.1% |
| January 29, 2026 | ±5.82% | -3.45% | 0.59× | — |
| July 24, 2025 | ±7.19% | -8.20% | 1.14× | 61.7% → 47.4% |
| April 23, 2025 | ±10.94% | +5.37% | 0.49× | 90.1% → 75.2% |
| January 30, 2025 | ±9.42% | +2.87% | 0.31× | 76.6% → 56.9% |