TSLA Options History — November 2020 In November 2020, TSLA traded between $132.83 and $195.05. ATM implied volatility averaged 66.2%, placing in the 26.7% IV rank vs the trailing year. The 30-day expected move averaged 19.3%. IV traded above realized volatility by 13.6% (HV 20d: 52.6%). Max pain ranged from $120.00 to $138.33. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.62.
Notable Days 2020-11-18 : Highest Volume — 6,495,591 contracts2020-11-17 : Largest IV spike — 17.6% change2020-11-30 : Highest IV Rank — 48.6%2020-11-30 : Largest Expected Move — 28.4%Monthly Statistics Metric Avg Min Max Open Close Price $155.13 $132.83 $195.05 $132.83 $191.51 Max Pain $129.07 $120.00 $138.33 $133.33 $138.33 ATM IV 66.2% 54.2% 93.9% 66.8% 93.9% Expected Move 19.3% 16.0% 28.4% 19.8% 28.4% HV 20d 52.6% 42.3% 66.6% 42.3% 58.2% HV 60d 86.0% 81.2% 90.9% 90.6% 81.2% IV Rank 26.7% 16.9% 48.6% 27.2% 48.6% IV Percentile 34.1% 15.1% 75.0% 33.7% 75.0% Term Structure 0.6% -1.8% 2.2% 0.7% -1.8% VWIV 69.8% 57.6% 102.1% 79.0% 102.1% Skew 25d -2.6% -14.3% 9.6% 9.6% -14.3% Skew 10d -2.5% -24.7% 21.9% 21.9% -24.7% Call IV 25d 69.3% 54.6% 103.6% 63.2% 103.6% Put IV 25d 66.7% 56.1% 89.3% 72.8% 89.3% Bid-Ask Spread % 10.83 5.97 28.95 7.97 10.87 Gamma HHI 0.04 0.02 0.10 0.02 0.05 Net GEX 395.1M 8.0M 966.6M 107.9M 469.5M Net DEX -86.83B -134.88B -60.11B -60.11B -124.03B Net VEX -221.1M -270.3M -200.8M -209.1M -270.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.62 0.44 1.04 0.91 0.53 Total Volume 2,841,803.55 1,099,980 6,495,591 1,685,760 3,446,007 Total OI 21,788,769.3 20,698,308 23,473,590 20,698,308 22,309,818
Daily Data (20 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 2020-11-02 $132.83 $133.33 66.8% 19.8% 42.3% 27.2% 79.0% 9.6% 0.7% 107.9M -60.11B -209.1M 0.91 7.97 N/A N/A 881,274 804,486 7,738,764 12,959,544 2020-11-03 $140.90 $133.33 64.9% 19.1% 46.2% 25.7% 70.0% 8.0% 0.4% 197.4M -69.80B -206.5M 0.61 28.95 N/A N/A 1,143,390 692,037 7,738,764 12,959,544 2020-11-04 $139.88 $133.33 58.9% 17.0% 44.9% 20.8% 61.1% 6.1% 0.8% 253.4M -68.55B -208.4M 0.64 5.97 N/A N/A 961,377 610,764 8,013,213 13,243,884 2020-11-05 $144.97 $120.00 57.7% 17.2% 46.7% 19.8% 61.7% 4.2% 1.2% 450.0M -75.61B -211.6M 0.55 16.55 N/A N/A 1,223,934 667,869 8,099,709 13,306,638 2020-11-06 $143.32 $120.00 54.9% 16.5% 46.7% 17.5% 59.5% 2.7% 1.6% 363.9M -73.23B -210.0M 0.74 23.54 N/A N/A 959,655 713,601 8,166,399 13,394,610 2020-11-09 $141.96 $121.33 54.5% 16.1% 46.0% 17.2% 57.8% 1.2% 1.2% 244.6M -70.88B -205.2M 0.47 7.71 N/A N/A 1,348,251 632,460 7,874,466 13,095,684 2020-11-10 $136.62 $122.67 57.8% 17.0% 47.5% 19.9% 61.4% 0.5% 1.3% 119.3M -63.89B -204.8M 0.82 7.48 N/A N/A 1,047,849 861,738 8,071,440 13,207,167 2020-11-11 $138.52 $123.33 54.2% 16.1% 45.7% 16.9% 57.6% 0.6% 2.1% 162.6M -66.65B -203.5M 0.60 7.93 N/A N/A 688,167 411,813 8,163,972 13,336,158 2020-11-12 $137.16 $123.33 55.9% 16.5% 44.9% 18.3% 58.9% -0.2% 2.2% 112.6M -64.92B -201.6M 0.70 7.63 N/A N/A 913,776 638,247 8,231,418 13,399,815 2020-11-13 $135.82 $126.67 56.8% 16.6% 44.5% 19.1% 59.8% 0.3% 1.7% 8.0M -62.29B -204.5M 1.02 6.43 N/A N/A 946,461 964,170 8,335,992 13,518,459 2020-11-16 $135.73 $126.67 55.2% 16.0% 44.2% 17.8% 58.5% 0.1% -0.4% 103.0M -63.14B -200.8M 1.04 7.26 N/A N/A 673,719 703,740 8,013,774 13,284,798 2020-11-17 $146.98 $126.67 64.9% 18.7% 51.9% 25.7% 68.7% -6.0% 1.4% 400.9M -78.80B -214.1M 0.53 7.66 N/A N/A 2,791,125 1,477,899 8,116,464 13,682,958 2020-11-18 $161.34 $128.00 70.4% 20.2% 61.1% 30.1% 72.0% -6.6% 1.3% 642.3M -98.40B -224.2M 0.44 12.44 N/A N/A 4,526,364 1,969,227 8,550,864 13,870,341 2020-11-19 $166.04 $129.33 76.0% 21.7% 61.6% 34.7% 78.0% -8.1% 1.5% 758.7M -104.38B -230.2M 0.45 11.31 N/A N/A 3,129,510 1,418,316 8,863,089 14,146,725 2020-11-20 $163.43 $133.33 71.3% 20.4% 61.1% 30.9% 73.4% -9.5% 0.3% 401.5M -98.74B -229.1M 0.56 8.99 N/A N/A 2,038,368 1,146,300 9,102,438 14,371,152 2020-11-23 $174.54 $133.33 74.2% 21.2% 64.4% 33.2% 75.5% -6.9% -1.0% 580.8M -107.61B -234.9M 0.50 8.15 N/A N/A 2,320,137 1,157,244 8,390,688 12,909,708 2020-11-24 $184.97 $133.33 76.7% 21.7% 66.6% 35.3% 76.9% -8.4% -0.9% 717.6M -121.44B -244.5M 0.47 8.98 N/A N/A 3,045,531 1,439,055 8,719,722 13,196,541 2020-11-25 $190.97 $136.67 75.3% 21.7% 64.0% 34.1% 77.4% -11.7% -0.5% 842.0M -129.30B -250.1M 0.46 8.64 N/A N/A 2,983,593 1,359,966 8,994,780 13,413,291 2020-11-27 $195.05 $138.33 83.6% 24.1% 64.0% 40.9% 85.9% -13.0% -1.8% 966.6M -134.88B -257.8M 0.47 12.16 N/A N/A 2,794,188 1,304,463 9,333,543 13,649,052 2020-11-30 $191.51 $138.33 93.9% 28.4% 58.2% 48.6% 102.1% -14.3% -1.8% 469.5M -124.03B -270.3M 0.53 10.87 N/A N/A 2,251,392 1,194,615 8,934,165 13,375,653
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