# TSLA put/call volume ratio held at 1.12 within 3 weeks, against 0.31 1 to 3 months out

As of Oct 20, 2026, 09:41 ET: TSLA put/call volume ratio held at 1.12 within 3 weeks, against 0.31 1 to 3 months out.
On the page at https://squawkflow.com/options-flow/2026-10-20/tsla-term-structure: the follow-up at the next settlement, added once recorded; the evidence table and the rule that fired; and up to six other TSLA snapshots from Oct 20, 2026.

Within 3 weeks: 25,919 put and 23,169 call contracts. 1 to 3 months out: 1,316 put and 4,279 call contracts. By 09:41 ET on Oct 20, 2026. Tracked: up to 40 strikes around the money across 22 expirations. Source: delayed broker chain.

- Session: 2026-10-20
- Kind: Near vs far dates
- Status: Session closed
- Rule: near/far put/call tilt >= 2.0 x or <= 1/2.0 x its baseline median
- Baseline: median near/far put/call ratio tilt, last 20 sessions, n = 8, value 1.0421

| Metric | Value |
|---|---:|
| farCallVolume | 4279 |
| farPutCallRatio | 0.308 |
| farPutVolume | 1316 |
| nearCallVolume | 23169 |
| nearPutCallRatio | 1.119 |
| nearPutVolume | 25919 |
| tilt | 3.637 |

## What happened next

- Next settlement: pending the next settlement.
- Expiry: pending expiry.

Caveat: Session volume from delayed options chain snapshots, published at least 15 minutes after capture. Totals cover the strikes captured around the money, not every listed strike. Not individual trades. Premium is an estimate: volume times the quote midpoint.

Session page: https://squawkflow.com/options-flow/2026-10-20

## Citation

Source: SquawkFlow, https://squawkflow.com/options-flow/2026-10-20/tsla-term-structure
Retrieved: 2026-10-21 03:32 ET
Attribution: cite the page URL rather than a copied number. Levels are
recomputed every session, so a number without its date is wrong within a day.

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