What move does the options market price into Tesla's report?

Implied ±16.3%, either direction · provisional.

How often does Tesla move more than the options market prices?

2 of the last 8 reports moved at least as far as the implied move.

TSLANasdaqMotor Vehicles & Passenger Car Bodies

Tesla, Inc. (TSLA) earnings date, market-implied expected move, and options open interest by expiry

399.11

−4.19 · −1.04%

post 400.19 +0.27%

Closed19:55 ET

Open393.14Volume41.7MMkt cap$1.6TP/E404.23EPS0.99

Day392.60 – 402.4477%52-wk297.38 – 498.8351%

TSLA

Tesla, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±16.3%implied · straddle

334.47465.15

spot 399.81exp Feb 19ATM strike 400ATM straddle 76.88IV 44%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Jan 27

after close · in 88 days

est.Q4 FY26

Calendar

Next report

Last report

−3.08%

vs ±4.7% implied · ×0.65

shaded = implied · ▲▼ = realized

Oct 21 '26 · confirmed

Implied vs realized

Linked news

2dSIRI · supplierSirius XM Q3 net income $317 million, EPS $0.94; nine months net $801 million
2dIDCC · supplierInterDigital posts net income of $80,229 thousand in Q3 2026
18dLCID · customerLucid legt Plan für erste Verkaufs- und Service-Standorte in Frankreich fest

News

Largest filed tie

13F top-10 QoQ

−0.82%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

4,330 managers

Top fund weight

22.49%

TSLA weight · BCOR

N-PORTJun 30 '26

12 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Tesla (TSLA) is expected to report on Jan 27 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±6.0%
avg realized: ±5.4%

Jan 29 '25Jan 29 '25confirmed±7.9%▲+2.87%×0.36

Apr 22 '25Apr 22 '25confirmed±9.5%▲+5.37%×0.57

Q2 FY25Jul 23 '25confirmed±6.1%▼−8.20%×1.34

Q3 FY25Oct 22 '25confirmed±5.8%▲+2.28%×0.40

Q4 FY25Jan 28 '26confirmed±4.8%▼−3.45%×0.72

Q1 FY26Apr 22 '26confirmed±4.5%▼−3.56%×0.79

Q2 FY26Jul 22 '26confirmed±5.0%▼−14.52%×2.90

Q3 FY26Oct 21 '26confirmed±4.7%▼−3.08%×0.65

quarterimplied−15%0+15%realized×

Q3 FY26±4.7%▼−3.08%×0.65

Q2 FY26±5.0%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 15 expiries · Oct 30 close

0.60OI · 15 expiries · Oct 30 closeP/C open interest · Feb 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

10 nearer expiries

27,480+27%Nov 22d0.4660,361+22%0.46

12,934+30%Nov 44d0.9313,873+25%0.93

103,494+28%Nov 66d1.2582,736+35%1.25

4,071—Nov 99d1.382,959—1.38

0—Nov 1111d—0——

26,868+6%Nov 1313d0.6938,670+6%0.69

270,077+25%Nov 2020d1.03261,253+24%1.03

14,605+15%Nov 2727d0.6821,527+33%0.68

6,220+23%Dec 434d0.5710,882+23%0.57

208—Dec 1141d0.92227—0.92

348,7860%Dec 1848d0.88396,4940%0.88

362,7140%Jan 1576d0.51716,4940%0.51

report · Jan 27 · after close · est.

ExpiryPutsCallsP/C

10 nearer expiries

Nov 22d27,480+27%60,361+22%0.46

Nov 44d12,934+30%13,873+25%0.93

Nov 66d103,494+28%

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±16.3%

Funds 4

BCOR±3.7%

XLY±3.2%

ARKK±1.6%

QQQ±0.5%

Suppliers 1

SWKS±4.2%×0.26

Dashed = straddle · × = co-movement · max 501dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

2.87%as filednet margin · revenue −0.67% QoQ · −0.17% YoY

Revenue

$28.0B−0.67% QoQ

Gross profit

$5.5B+15.64% QoQ

19.59% margin

Operating income

$718M+80.40% QoQ

2.56% margin

Pre-tax income

$956M−28.07% QoQ

Net income

$804M−28.72% QoQ

2.87% margin

Cost of revenue

$22.6B−3.97% QoQ

Operating expenses

$4.8B+9.72% QoQ

R&D $2.8B

SG&A $2.0B

Tax

$152M−24.38% QoQ

Other income

$238M−74.44% QoQ

Revenue$28.0B−0.67%

Gross profit

$5.5B+15.64%

19.59% margin

Operating income

$718M+80.40%

2.56% margin

Pre-tax income

$956M−28.07%

Net income

$804M−28.72%

2.87% margin

Cost of revenue

$22.6B−3.97%

Operating expenses

$4.8B+9.72%

R&D $2.8B

SG&A $2.0B

Other income$238M−74.44%

Tax$152M−24.38%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Sep 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 19:45 ET

Intraday

Event sensitivity

NFP ×1.50· ±4.0% vs ±2.6% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±4.0%6 of 10×1.50

PPIproducer prices±2.3%5 of 11×0.88

FOMCrate decision±2.0%14 of 25×0.77

PCEpersonal income & outlays±2.0%10 of 20×0.77

CPIconsumer prices±1.6%6 of 11×0.62

GDPgross domestic product±1.5%9 of 20×0.59

CPROFcorporate profits±1.2%6 of 12×0.46

Bar = avg |move| to ±4% · tick = ±2.6% avg day · ×base = |move| ÷ ±2.6% · min 6 releases

Earnings history

EPS 0.22 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 21 '26 · confirmed	0.22	—
Q2 FY26	Jul 22 '26 · confirmed	0.32	—
Q1 FY26	Apr 22 '26 · confirmed	0.13	—
Q4 FY25	Jan 28 '26 · confirmed	0.50	—

Methodology

ties · implied moves · holdersMethod