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I have been watching and trading TSLA these days. Then I found a some article that talks about trading intraday vol. I am writing some code to test this too, as some folks pointed out it did require a lot of work. :)

This is purely from my observation in the last month when I was trading TSLA ATM call. I noticed that if there is an intraday price spike, especially in the first hour of trading, the IV will spike too which causes the option price to be overpriced, then gradually the option price will come down...