These are near the money strike price at 4,5,6,7. Date to exp is 2 to 9 days. vega all 0 on these. very strange then. thks.
In doing trades like this you should always know the "market maker expected move" for the life of that option. In this case for TSLA, expiration was one day after the May 7 earnings trades, and the expected move was $17.36. This means that they have priced into the pre-earnings option prices a move up or down of $17. You did not have a chance to make any money unless it had that large a move on the day after the earnings announcement. Think of it this way, the MM people are smart and they are putting their money on the line. They are not about to allow you to profit from such a simple idea. Now can it be profitable? On occasion yes. Linked-In is a good example as it had an expected move of $20 and it opened $40 down. However, just like in gambling, the casino always has the edge in whatever game you want to play. Likewise in trying to win money on earnings trades. You are going to be a consistent loser trying to do what you tried here.
Greeks should not be ignored... https://www.gooptionspro.com/2014/10/greeks-are-my-best-friend/ .. an article I wrote on my blog. Simple.... but related.. all the best to U