TSLA Options History — October 2020 In October 2020, TSLA traded between $129.24 and $154.32. ATM implied volatility averaged 74.8%, placing in the 33.8% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded above realized volatility by 6.7% (HV 20d: 68.1%). Max pain ranged from $113.33 to $133.33. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.65.
Notable Days 2020-10-02 : Highest Volume — 3,757,140 contracts2020-10-22 : Largest IV drop — 15.1% change2020-10-01 : Highest IV Rank — 47.1%2020-10-01 : Largest Expected Move — 24.5%Monthly Statistics Metric Avg Min Max Open Close Price $142.53 $129.24 $154.32 $149.22 $129.24 Max Pain $130.23 $113.33 $133.33 $113.33 $133.33 ATM IV 74.8% 58.9% 91.2% 91.2% 64.7% Expected Move 21.1% 17.0% 24.5% 24.5% 19.4% HV 20d 68.1% 41.4% 121.6% 121.6% 41.4% HV 60d 92.2% 89.2% 96.1% 94.9% 90.8% IV Rank 33.8% 20.8% 47.1% 47.1% 25.5% IV Percentile 49.6% 21.0% 70.6% 70.6% 28.6% Term Structure -0.6% -2.6% 2.0% 0.8% 0.3% VWIV 74.2% 60.1% 85.6% 82.1% 67.9% Skew 25d -1.0% -4.7% 9.2% -1.5% 9.2% Skew 10d -2.3% -8.7% 18.6% -4.2% 18.6% Call IV 25d 75.5% 56.7% 91.6% 91.6% 60.7% Put IV 25d 74.5% 60.5% 90.1% 90.1% 69.9% Bid-Ask Spread % 15.60 6.12 43.62 13.49 6.59 Gamma HHI 0.04 0.02 0.07 0.04 0.07 Net GEX 194.3M -143.2M 588.7M 435.7M -143.2M Net DEX -75.31B -93.89B -53.36B -89.18B -53.36B Net VEX -211.0M -228.4M -199.0M -220.4M -203.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.65 0.37 1.25 0.46 1.25 Total Volume 2,269,397.591 1,289,541 3,757,140 2,623,785 3,531,447 Total OI 21,894,487.773 20,528,283 23,085,927 22,623,561 21,351,999
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2020-10-01 $149.22 $113.33 91.2% 24.5% 121.6% 47.1% 82.1% -1.5% 0.8% 435.7M -89.18B -220.4M 0.46 13.49 N/A N/A 1,802,667 821,118 8,723,868 13,899,693 2020-10-02 $139.35 $113.33 90.9% 21.8% 120.7% 46.9% 78.4% -2.2% 0.7% 18.4M -73.26B -228.4M 0.64 10.99 N/A N/A 2,291,136 1,466,004 8,855,325 14,050,917 2020-10-05 $141.79 $126.67 85.5% 24.4% 120.2% 42.5% 85.6% -3.0% -0.0% 218.2M -77.41B -222.7M 0.64 32.02 N/A N/A 1,248,402 801,936 8,341,128 13,576,173 2020-10-06 $137.35 $126.67 85.7% 24.0% 84.4% 42.6% 84.5% -0.6% -0.9% 175.0M -71.71B -218.9M 0.72 27.61 N/A N/A 1,215,417 875,220 8,558,988 13,717,515 2020-10-07 $141.70 $130.00 82.2% 23.2% 81.1% 39.8% 81.5% -1.9% -0.6% 297.6M -77.98B -216.1M 0.59 37.98 N/A N/A 1,360,830 801,777 8,684,604 13,841,247 2020-10-08 $142.37 $130.00 81.9% 23.0% 80.4% 39.5% 80.9% -4.2% -0.9% 349.9M -79.19B -213.7M 0.56 28.85 N/A N/A 1,376,982 768,123 8,770,686 13,928,148 2020-10-09 $144.37 $130.67 77.4% 21.9% 80.2% 35.9% 77.1% -1.1% -0.6% 588.7M -81.89B -210.6M 0.68 40.67 N/A N/A 1,321,317 893,391 8,818,905 14,004,747 2020-10-12 $147.63 $130.67 76.7% 21.6% 70.0% 35.3% 75.9% -2.8% -1.2% 275.7M -83.98B -210.5M 0.44 43.62 N/A N/A 1,438,095 638,526 8,385,438 13,674,555 2020-10-13 $149.01 $131.67 78.9% 22.0% 64.8% 37.1% 77.8% -4.4% -1.8% 375.9M -86.85B -210.3M 0.42 10.17 N/A N/A 1,221,828 519,273 8,624,544 13,772,571 2020-10-14 $154.32 $132.00 82.1% 22.9% 65.8% 39.7% 80.5% -4.7% -2.4% 493.7M -93.89B -213.8M 0.37 9.18 N/A N/A 2,497,326 923,898 8,708,694 13,890,453 2020-10-15 $149.79 $133.33 80.9% 22.7% 65.1% 38.7% 80.3% -4.6% -2.1% 243.6M -86.97B -211.1M 0.47 7.70 N/A N/A 1,613,805 758,196 8,781,912 14,034,330 2020-10-16 $146.69 $133.33 77.7% 22.0% 62.3% 36.1% 77.2% -4.0% -1.5% -4.0M -82.11B -210.6M 0.55 11.26 N/A N/A 1,688,238 920,586 8,939,136 14,146,791 2020-10-19 $144.19 $133.33 76.7% 21.9% 62.5% 35.3% 77.3% -2.9% -2.6% 189.9M -73.90B -210.3M 0.49 7.64 N/A N/A 945,528 466,437 7,869,690 12,658,593 2020-10-20 $140.10 $133.33 76.6% 21.9% 61.4% 35.2% 77.7% -3.5% -2.3% 129.2M -69.09B -209.2M 0.55 7.44 N/A N/A 831,831 457,710 8,008,944 12,785,934 2020-10-21 $140.91 $133.33 74.1% 21.2% 47.1% 33.2% 75.2% -1.8% -2.6% 154.9M -69.64B -210.2M 0.58 8.77 N/A N/A 1,228,056 716,049 8,130,429 12,882,648 2020-10-22 $142.64 $133.33 62.9% 18.1% 47.0% 24.1% 64.7% -1.7% -1.3% 116.8M -71.58B -207.1M 0.84 7.11 N/A N/A 1,812,546 1,515,429 8,379,519 13,069,581 2020-10-23 $139.22 $133.33 59.0% 17.0% 46.5% 20.9% 60.1% 1.2% -1.1% -56.1M -66.25B -201.7M 1.00 6.67 N/A N/A 1,597,194 1,589,394 8,444,097 13,373,463 2020-10-26 $139.95 $133.33 62.1% 18.0% 44.1% 23.4% 64.5% 2.6% 1.5% 150.3M -68.71B -204.9M 0.84 6.58 N/A N/A 862,365 721,788 7,872,117 12,756,276 2020-10-27 $141.66 $133.33 59.1% 17.2% 44.2% 20.9% 60.5% 2.5% 1.8% 203.9M -71.04B -204.6M 0.57 6.54 N/A N/A 874,812 494,616 8,022,294 12,943,071 2020-10-28 $136.45 $133.33 60.9% 17.9% 45.5% 22.4% 62.9% 3.2% 1.5% 31.5M -63.60B -204.1M 1.03 6.12 N/A N/A 734,013 756,510 8,116,668 13,020,006 2020-10-29 $137.71 $133.33 58.9% 17.1% 42.4% 20.8% 60.3% 4.2% 2.0% 28.9M -65.34B -199.0M 0.67 6.20 N/A N/A 912,057 614,874 8,144,274 13,118,760 2020-10-30 $129.24 $133.33 64.7% 19.4% 41.4% 25.5% 67.9% 9.2% 0.3% -143.2M -53.36B -203.2M 1.25 6.59 N/A N/A 1,566,144 1,965,303 8,180,517 13,171,482
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