TSLA Fear & Greed Index
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How traders are positioned in TSLA options, from customer volume reported by OCC and option quotes from Cboe.
Puts bought by customers for every call, summed over five sessions. A higher ratio means more hedging and more fear; a lower ratio means more call buying.
Source: OCC volume query, TSLA options, customer accounts, all exchanges.
Daily snapshots of the TSLA option chain after the close. Implied volatility is the market’s price for future swings. Skew compares 25-delta puts with 25-delta calls about 30 days out; below zero, calls cost more than puts.
| Date | IV30 | ATM IV, 30 days | ATM IV, 90 days | Skew (vol pts) | Short-dated OTM call share | Call OI | Put OI |
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Source: Cboe delayed quotes. Snapshots started recently, so charts for these measures will appear as history builds.