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TSLA

Tesla, Inc.Close $379.71EOD only
Max Pain
$380.00
Next expiry Jun 29, 2026
Expected Move
±$8.70
2.3% from close
Price Gap
+0.29
Distance to max pain
IV Rank
20
Low premium
P/C OI
0.71
Slightly call-heavy
Consensus
5.5/10
Range bias
Published snapshot: Jun 26, 2026 close
End-of-day snapshot

This page reflects TSLA options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Jun 26, 2026 close
TSLA Earnings Report
Analysis based on market close June 29, 2026
DirectionalTheta GangFlowEarningsConsensus

Historical consensus-supported lens with full content, report chain context, and metric rail.

Earnings Verdict

Bullish regime, pinning gamma, strong call flow. Spot 8% from MP, VIX 18. Earnings 23d out.

Confidence:
8 / 10
base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); -1 spot 8.4% from MP; +1 VIX 18
Most important: 0DTE put hedging vs call wall $450+.
⚠️0DTE put volume 600x OI – hedging.
📈Call OI wall $450-$600 bullish.
📊Beat rate 40% (2/5) – neutral.

Regime Classification

Vol Regime
High
Gamma Regime
Pinning
Flow Regime
Bullish
Spot vs MP
Above
Gamma flip: ~$300.00 — Approx — based on put OI concentration of 20,591 (27.2% below spot)

Earnings Overview

Next earnings: 2026-07-22 (23 days)explicit

Expected moves:

  • 2026-07-01 (2d): ±$12.88 (3.1%)
  • 2026-07-02 (3d): ±$16.65 (4.0%)
  • 2026-07-06 (7d): ±$19.30 (4.7%)

IV Setup

Term structure: 2d IV ~46%, 7d ~38%; earnings IV higher.

Crush estimate: ~50-70% post-earnings.

Skew: Put skew below $400; call skew flat.

Historical Context

Beat rate: 40% (2/5 quarters)

Avg move vs expected: Within 1% of implied.

Directional bias: Slightly bearish, 40% beat.

Key Levels

1$300.00 gamma flip
2EM guardrails: 2d $398.96/$424.71; 1w $392.54/$431.14
3Max pain pins: $380 (2026-06-29); $380 (2026-07-01); $385 (2026-07-02)

Flow Highlights

0DTE puts 600x OI.

Hedging flow, gamma risk near expiry.

Strategies

Long Straddle
Buy 2026-07-24 $415.00 put + buy $415.00 call
Debit: $37.78-$46.17
Max loss: $46.17
Max gain: Unlimited
BE: 368.83 / 461.17
Trigger: Sell before earnings if IV too high; monitor gamma risk.
Direct Vega; best for expected move near implied. Outranks strangle in precision.
Outperforms: Captures large move without directional bias; IV expansion adds value.
Underperforms: Under-realized move and IV crush hurt long-vol thesis.
Long Strangle
Buy 2026-07-24 $390.00 put + buy $445.00 call
Debit: $18.56-$22.69
Max loss: $22.69
Max gain: Unlimited
BE: 367.31 / 467.69
Trigger: Adjust strikes if spot moves; exit pre-crush.
Cheaper entry; lower premium risk. Good alternative if straddle too costly.
Outperforms: Wider wings reduce cost; benefits from IV expansion and larger moves.
Underperforms: Insufficient realized move reduces long-strangle edge.

Risk Assessment

!Spot $412 vs MP $380; pinning may fail.
!VIX 18, SPY +1.65%; risk-on fragile.
!Earnings 23d out; IV expansion possible.

What to Watch

?Max pain $380-$385.
?Gamma flip $300.
?Earnings July 22.
?0DTE gamma hedging.
How to Use These Reports
This earnings reflects the market close on June 29, 2026.
What the reports do

Each report translates the same market-close options snapshot into a specific lens such as directional bias, premium-selling posture, flow quality, or earnings setup.

How traders use them

Reports are most useful for narrowing the playbook, surfacing entry and risk context, and deciding which raw data page to inspect next.

What to remember

These are interpretation layers, not execution guarantees. Validate the setup against chain liquidity, expected move, and exposure before sizing risk.

If the report conviction and the raw data disagree, slow down and resolve the mismatch before sizing risk.