Daily BriefsUnited States

Daily Brief United States: Tesla and more

In today’s briefing:

  • TSLA Earnings: Volatility Setup and Post-Release Price Behavior


TSLA Earnings: Volatility Setup and Post-Release Price Behavior

By John Ley

  • A detailed analysis of price patterns, implied vol and the earnings implied jump in TSLA options compared to historical outcomes. 
  • Pre- and post-earnings price movements are examined to assess directional tendencies, patterns and magnitude.
  • Price returns in the 1-month following earnings show a distinctly different pattern between beats and misses. 

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