TSLA Options History — December 2020 In December 2020, TSLA traded between $189.48 and $234.93. ATM implied volatility averaged 79.5%, placing in the 32.8% IV rank vs the trailing year. The 30-day expected move averaged 22.2%. IV traded above realized volatility by 20.8% (HV 20d: 58.7%). Max pain ranged from $53.33 to $143.33. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.58.
Notable Days 2020-12-18 : Highest Volume — 6,853,650 contracts2020-12-08 : Largest IV spike — 11.3% change2020-12-09 : Highest IV Rank — 58.4%2020-12-09 : Largest Expected Move — 29.1%Monthly Statistics Metric Avg Min Max Open Close Price $211.86 $189.48 $234.93 $194.07 $234.93 Max Pain $73.18 $53.33 $143.33 $141.67 $100.00 ATM IV 79.5% 59.7% 106.5% 90.0% 67.2% Expected Move 22.2% 15.4% 29.1% 27.3% 16.9% HV 20d 58.7% 51.7% 65.8% 58.1% 51.8% HV 60d 59.2% 52.1% 81.0% 81.0% 52.1% IV Rank 32.8% 8.3% 58.4% 44.8% 13.7% IV Percentile 49.0% 9.9% 85.3% 68.7% 24.6% Term Structure 0.2% -5.4% 6.8% -2.0% 4.7% VWIV 79.9% 57.6% 104.0% 97.6% 61.7% Skew 25d -1.5% -12.3% 6.1% -7.9% 0.1% Skew 10d -0.1% -19.0% 13.9% -12.0% 0.6% Call IV 25d 81.9% 57.8% 115.8% 96.2% 67.8% Put IV 25d 80.5% 61.7% 103.5% 88.3% 68.0% Bid-Ask Spread % 10.65 4.06 43.71 11.01 6.39 Gamma HHI 0.08 0.04 0.24 0.05 0.24 Net GEX 753.4M 215.8M 1.94B 506.8M 1.94B Net DEX -138.24B -155.91B -120.34B -126.71B -144.38B Net VEX -280.4M -300.2M -268.4M -274.2M -296.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.58 0.43 0.82 0.44 0.56 Total Volume 3,644,249.591 1,881,279 6,853,650 2,300,796 6,436,065 Total OI 23,545,669.773 21,488,445 25,652,244 22,951,344 22,371,552
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 2020-12-01 $194.07 $141.67 90.0% 27.3% 58.1% 44.8% 97.6% -7.9% -2.0% 506.8M -126.71B -274.2M 0.44 11.01 N/A N/A 1,593,249 707,547 9,300,795 13,650,549 2020-12-02 $189.48 $143.33 85.0% 25.5% 58.0% 40.6% 91.1% -10.8% -1.5% 407.6M -120.34B -271.7M 0.53 7.44 N/A N/A 2,003,817 1,056,441 9,440,271 13,770,477 2020-12-03 $197.88 $53.33 80.5% 22.9% 58.2% 36.9% 82.1% -6.1% 0.6% 774.7M -134.61B -270.5M 0.43 9.54 N/A N/A 2,561,286 1,110,387 9,679,935 13,832,913 2020-12-04 $198.32 $53.33 80.6% 22.8% 58.1% 36.9% 81.5% -3.0% 0.8% 916.1M -134.19B -271.0M 0.56 9.29 N/A N/A 2,022,156 1,134,354 9,867,069 13,998,399 2020-12-07 $214.56 $53.33 86.8% 24.2% 61.2% 42.1% 86.0% -2.5% -2.1% 707.5M -153.02B -271.9M 0.51 10.15 N/A N/A 2,733,693 1,396,959 9,319,005 13,612,674 2020-12-08 $215.98 $54.00 96.7% 26.7% 60.4% 50.2% 94.8% -6.4% -3.4% 676.1M -154.31B -287.5M 0.43 10.80 N/A N/A 2,853,177 1,230,942 9,608,136 13,994,949 2020-12-09 $202.11 $56.67 106.5% 29.1% 64.7% 58.4% 104.0% -12.3% -5.0% 458.2M -134.29B -295.6M 0.54 10.01 N/A N/A 2,956,473 1,602,576 10,002,306 14,303,001 2020-12-10 $208.11 $56.67 99.9% 27.5% 64.8% 52.9% 98.6% -7.3% -5.0% 625.9M -143.83B -300.2M 0.54 10.40 N/A N/A 3,002,220 1,613,196 10,375,173 14,533,539 2020-12-11 $203.28 $57.00 96.0% 26.5% 65.8% 49.6% 93.9% -6.0% -5.4% 215.8M -135.60B -294.4M 0.79 11.12 N/A N/A 2,373,948 1,877,250 10,473,483 14,704,242 2020-12-14 $213.01 $57.33 88.8% 25.1% 65.5% 43.6% 89.5% -3.7% -1.4% 671.9M -148.86B -288.0M 0.46 11.78 N/A N/A 2,107,506 970,371 9,814,053 14,424,120 2020-12-15 $211.78 $58.00 84.2% 24.0% 65.8% 39.0% 85.5% 0.4% -1.0% 684.8M -146.87B -285.8M 0.53 9.57 N/A N/A 1,585,074 846,534 10,033,215 14,659,638 2020-12-16 $207.50 $58.33 81.1% 23.3% 63.8% 36.1% 83.1% 2.4% -0.5% 611.8M -139.50B -283.0M 0.56 9.67 N/A N/A 1,622,466 909,762 10,095,765 14,830,011 2020-12-17 $217.14 $60.00 82.3% 23.6% 58.2% 36.9% 85.1% 2.0% -1.0% 889.4M -155.91B -283.6M 0.62 15.72 N/A N/A 2,132,298 1,330,893 10,266,840 15,028,299 2020-12-18 $212.87 $57.33 79.6% 23.2% 59.2% 32.9% 84.2% 6.1% -5.2% 848.4M -148.49B -279.2M 0.62 43.71 N/A N/A 4,242,291 2,611,359 10,401,765 15,250,479 2020-12-21 $217.05 $61.33 71.2% 20.3% 58.3% 25.0% 76.7% 5.8% 2.6% 612.6M -135.65B -275.0M 0.82 13.06 N/A N/A 1,874,937 1,539,666 8,898,858 13,392,201 2020-12-22 $212.82 $63.33 67.0% 18.5% 56.1% 21.2% 66.7% 5.5% 2.5% 496.7M -128.22B -272.8M 0.69 8.50 N/A N/A 2,244,801 1,557,987 9,075,084 13,708,065 2020-12-23 $215.31 $67.00 61.0% 16.9% 53.2% 15.9% 60.7% 4.2% 4.9% 702.8M -129.62B -271.3M 0.68 6.11 N/A N/A 1,735,251 1,186,731 9,132,075 13,887,357 2020-12-24 $220.04 $80.00 60.0% 16.6% 52.7% 12.5% 59.4% 4.5% 5.5% 1.27B -134.22B -269.3M 0.61 6.08 N/A N/A 1,749,648 1,063,593 9,100,098 13,996,500 2020-12-28 $222.00 $86.67 62.6% 16.2% 52.4% 13.6% 59.7% 0.4% 6.8% 660.3M -128.48B -268.4M 0.69 5.80 N/A N/A 1,289,022 893,430 8,122,227 13,366,218 2020-12-29 $221.55 $94.00 59.7% 15.4% 51.7% 8.3% 57.6% 0.7% 5.7% 624.9M -125.27B -276.3M 0.65 4.10 N/A N/A 1,138,671 742,608 8,212,212 13,513,290 2020-12-30 $231.08 $97.33 62.2% 15.8% 53.2% 10.5% 57.8% 1.7% 4.5% 1.27B -138.84B -281.8M 0.46 4.06 N/A N/A 3,104,100 1,428,756 8,341,194 13,616,703 2020-12-31 $234.93 $100.00 67.2% 16.9% 51.8% 13.7% 61.7% 0.1% 4.7% 1.94B -144.38B -296.9M 0.56 6.39 N/A N/A 4,120,881 2,315,184 8,534,427 13,837,125
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