thetaOwl

TSLA

Tesla, Inc.Close $352.42EOD only
Max Pain
$350.00
Next expiry Apr 15, 2026
Expected Move
±$8.72
2.5% from close
Price Gap
-2.42
Distance to max pain
IV Rank
40
Middle-high premium
P/C OI
0.69
Slightly call-heavy
Consensus
6.0/10
Range bias
Published snapshot: Apr 13, 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
Apr 13, 2026 close
TSLA Theta Report
Analysis based on market close April 13, 2026

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

Theta Verdict

Attractiveness7 / 10
Sizing: Moderate
Primary: Sell put spreads near the $350 pin / GEX concentrations (30–45 DTE)
Invalidation: Close below $337.70 (1-week EM lower guardrail) — that breaks the near-term pin support
Confidence:
6.5 / 10
base 5; -1 GEX/flow mixed; +1 GEX positive (pinning +$84.6M); +1 spot ~At MP; +0.5 VIX 19.12 (calm market)

IV Environment

IV Regime
High
IV vs VIX
Avg IV 56.4% vs VIX 19.12 — TSLA IV is materially rich vs market
Favorable?
Yes

Term structure: Curve elevated across 18–95d (18d ATM 48.6%, 32d ATM 45.8%); front-week shows very high intraday skew (2d/4d spiking). Good selling opportunities in the 30–45 DTE band.

💰Avg IV 56.4% — vol-rich compared with VIX 19.12, favors premium sellers
⚠️Front-week IV is very noisy (2d/4d ATM 34.5%/38.6% then back to ~45% at 11–32d) — avoid naked through front-week event risk

Pin Risk Assessment

Spot vs MP: At (spot $352.42 vs max pain $350) — within ~0.7%

GEX regime: Pinning (Total GEX +$84.6M; concentrated GEX +$45.1M at $352.50 and +$15.0M at $350.00)

Gamma flip: ~$300.00Gamma flip around $300 — below that dealers become negative-gamma and moves can accelerate; not relevant to near-term trades unless >10% drop

OI concentrations: Call OI wall in $400–$500; near-term call OI clusters $350/$355/$360 and put clusters $340/$335; near-term GEX magnets at $352.50, $350, $347.50, $355

Verdict: Favorable — strong near-term pin/GEX concentration around $350–$352 supports put-credit structures and wings; increases probability of mean reversion into short strikes

Premium Opportunities

#1
put spread
Sell 350/340 put spread 2026-05-15 (32 DTE)
Max pain and strong GEX magnets at $350–$352.50 (pinning) make selling downside verticals attractive; 32d IV ~45.8% (rich) so collect meaningful premium while keeping defined risk.
Credit: $3.50-$4.50
Max loss: $6.50
BE: $346.50
Mgmt: Take profits at 60–70% of max credit; roll down 1–2 strikes if short put >50% ITM (or if close < $347.50 GEX magnet); cut losses if underlying closes below $337.70 (1w EM lower) or if put spread costs >60% of max loss.
#2
iron condor
Sell 335/325 put spread + sell 355/365 call spread 2026-05-15 (32 DTE)
Wide two-sided defined-risk structure takes advantage of pinning into $350–$352 and elevated IV. Put side sits under strong short-term support; call side is allowed room up to ~365 (1w EM upper 367.15).
Credit: $4.00-$5.50
Max loss: $5.50
BE: Lower: 330.00 / Upper: 360.50
Mgmt: Close at 50% of max credit; if either short strike is touched, consider closing that wing or rolling 1 strike outward; cut loss and close full condor if underlying closes beyond the corresponding 1-week EM guardrail ($337.70 lower or $367.15 upper).
#3
cash-secured put (CSP)
Sell 345 put 2026-05-01 (18 DTE)
Short-dated CSP collects rich front/near-term premium with spot near $352 and MP at $350. Use 18d for higher theta while keeping obligation limited to cash-secured assignment at $345.
Credit: $4.25-$4.75
Max loss: Unlimited down to zero (stock ownership if assigned); effective max loss = 345 - credit
BE: $340.75
Mgmt: Close at 60% of max profit or roll down-and-out if stock looks likely to trade below $337.70; do NOT hold naked through earnings (earnings 2026-04-21/22 ~9 days out). Cut losses if price gaps below $337.70 or if put trades >75% of notional.
#4
covered call
Sell 360 call 2026-05-01 (18 DTE) against shares
If already long TSLA, selling a 360 call at 18 DTE collects rich premium while staying above current spot. Offers a pick-up vs owning shares outright since IV is elevated.
Credit: $4.15-$4.50
Max loss: Downside = stock position (reduced by premium)
BE: $347.92
Mgmt: Take profits on the short call at 50–70% of max credit; if price approaches $355–$360 (short strike area), buy back and consider rolling out 1–2 weeks or up 5–10 strikes; be ready to close before earnings.

Risk Alerts

!Earnings 2026-04-21 and 2026-04-22 (within ~9 days) — avoid naked short exposure through earnings; prefer defined-risk or close prior to announcement.
!Gamma flip ~ $300 — a >10% gap down would move TSLA into a regime where dealer hedging accelerates moves; defined-risk structures recommended if that tail event concerns you.
!Large concentrated flow at $340/$350 strikes (Top premium flows and unusual activity) — heavy call-side flow at $340/$350 can produce asymmetric short-squeeze risk; monitor flow and OI updates.
!Net premium = -$26.2M (net buyers) and P/C OI ratio 0.69 — buy-side interest can produce re-pricing; watch for sudden vol compression or directional buying.
!Pinning GEX +$84.6M near $352.50 — while this favors pins, it also increases gamma pin-risk intraday; if price becomes stickier to a strike, be prepared to manage early assignment (for short calls) or roll puts.

Read the Theta analysis for TSLA for 2026-04-13. Each report is a market-close snapshot with regime read, key levels, and strategy context that translates options positioning into an actionable setup.