Teslas are expensive cars, and the Roadster, which the company will reveal on October 1st, will likely be the its most expensive, if the $50,000 deposit to get on the list is any indication.
Tesla's options, however, aren't particularly expensive. One-month implied volatility is at or about the 36th percentile; in other words, well below average despite the upcoming catalyst and despite October generally being a month of above-average volatility.