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Tesla Just Moved Its Next 420 Days of Expected Range in Two Weeks.

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ticker lesson

Breakdown

0:00TSLA· ticker

Tesla — down 130 points, 50% haircut risk

  • Tesla down 130 points in 2 weeks
  • 300 level as new low
  • Earnings slide 14%
  • Implied volatility priced for 500 days
2:10lesson

Implied vs realized volatility

  • Realized volatility exceeds implied
  • 130-point move in 2 weeks
  • Implied range for 500 days
4:15lesson

Options skew analysis

  • Call skew despite downside move
  • 265 strike at 25% in-money
  • 345 strike higher premium
6:20lesson

Defined risk strategies

  • Iron condor for defined risk
  • 84-day cycle 255 strike
  • 50-point move priced in

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