TSLA Options History — March 2021 In March 2021, TSLA traded between $188.34 and $238.49. ATM implied volatility averaged 73.1%, placing in the 20.8% IV rank vs the trailing year. The 30-day expected move averaged 20.6%. IV traded below realized volatility by 5.2% (HV 20d: 78.4%). Max pain ranged from $220.00 to $250.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.77.
Notable Days 2021-03-05 : Highest Volume — 7,158,744 contracts2021-03-03 : Largest IV spike — 12.8% change2021-03-08 : Highest IV Rank — 30.9%2021-03-08 : Largest Expected Move — 24.0%Monthly Statistics Metric Avg Min Max Open Close Price $218.82 $188.34 $238.49 $238.49 $222.83 Max Pain $239.49 $220.00 $250.00 $223.33 $233.33 ATM IV 73.1% 63.5% 85.7% 63.5% 67.4% Expected Move 20.6% 17.6% 24.0% 17.8% 17.6% HV 20d 78.4% 50.3% 90.7% 55.1% 86.2% HV 60d 63.9% 56.0% 68.3% 56.0% 68.3% IV Rank 20.8% 9.2% 30.9% 9.2% 17.9% IV Percentile 41.6% 17.1% 65.9% 17.1% 28.2% Term Structure 0.3% -2.2% 2.4% 0.7% -0.6% VWIV 73.0% 61.9% 84.9% 63.7% 61.9% Skew 25d 10.1% 8.0% 13.3% 8.2% 8.0% Skew 10d 20.8% 14.6% 27.8% 21.6% 14.6% Call IV 25d 68.6% 60.6% 81.0% 60.6% 62.9% Put IV 25d 78.7% 68.8% 93.0% 68.8% 70.9% Bid-Ask Spread % 4.25 1.76 11.78 8.27 1.76 Gamma HHI 0.04 0.03 0.15 0.06 0.03 Net GEX 290.4M -181.1M 735.3M 331.9M 735.3M Net DEX -62.86B -83.24B -38.54B -79.24B -68.05B Net VEX -390.8M -419.8M -355.7M -409.7M -389.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.46 0.99 0.56 0.46 Total Volume 3,353,056.304 1,831,380 7,158,744 2,249,163 3,425,397 Total OI 16,561,725.913 14,171,118 18,220,098 16,669,968 15,214,653
Daily Data (23 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 2021-03-01 $238.49 $223.33 63.5% 17.8% 55.1% 9.2% 63.7% 8.2% 0.7% 331.9M -79.24B -409.7M 0.56 8.27 N/A N/A 1,444,821 804,342 7,520,907 9,149,061 2021-03-02 $229.53 $223.33 65.2% 18.2% 52.5% 10.8% 64.6% 9.4% -0.0% 206.1M -68.70B -404.5M 0.84 8.85 N/A N/A 992,820 838,560 7,711,935 9,258,459 2021-03-03 $219.12 $220.00 73.6% 21.8% 50.3% 19.0% 75.8% 13.2% -0.9% 85.6M -58.36B -384.3M 0.88 11.78 N/A N/A 1,350,279 1,189,164 7,783,707 9,337,692 2021-03-04 $205.65 $250.00 77.7% 21.6% 53.2% 23.1% 75.1% 13.3% -2.1% -43.5M -45.75B -377.1M 0.95 4.65 N/A N/A 2,265,645 2,160,924 7,892,004 9,428,802 2021-03-05 $200.49 $250.00 81.1% 22.6% 53.3% 26.5% 80.2% 11.0% -2.2% -181.1M -42.53B -373.6M 0.87 4.18 N/A N/A 3,834,858 3,323,886 8,083,884 9,406,953 2021-03-08 $188.34 $248.33 85.7% 24.0% 55.0% 30.9% 84.9% 12.0% -1.1% 133.6M -38.54B -355.7M 0.94 4.29 N/A N/A 1,510,599 1,427,334 7,708,920 9,158,022 2021-03-09 $222.26 $245.00 74.9% 21.3% 85.7% 20.3% 75.1% 9.7% -0.5% 477.4M -70.40B -406.7M 0.60 4.56 N/A N/A 2,919,087 1,743,882 7,934,760 9,318,273 2021-03-10 $222.73 $245.00 81.2% 22.9% 85.8% 26.5% 81.3% 11.0% -1.2% 475.5M -71.40B -415.1M 0.70 4.92 N/A N/A 2,463,180 1,734,843 8,121,978 9,502,107 2021-03-11 $232.63 $245.00 76.6% 21.9% 86.6% 22.0% 80.1% 9.6% -0.5% 666.0M -83.24B -419.8M 0.63 4.36 N/A N/A 1,803,828 1,141,416 8,343,948 9,674,964 2021-03-12 $230.31 $243.33 73.8% 21.1% 86.5% 19.3% 75.4% 10.0% -0.2% 465.9M -79.02B -416.9M 0.73 2.42 N/A N/A 2,226,471 1,624,029 8,438,808 9,781,290 2021-03-15 $235.58 $243.33 70.3% 20.2% 87.0% 15.8% 71.1% 8.6% 1.7% 523.8M -82.73B -414.8M 0.54 2.94 N/A N/A 1,453,530 782,652 7,858,305 9,307,182 2021-03-16 $226.70 $245.00 71.9% 20.6% 87.6% 17.4% 72.1% 10.4% 1.4% 388.1M -72.88B -396.4M 0.74 3.69 N/A N/A 1,484,760 1,097,655 8,014,044 9,414,195 2021-03-17 $232.73 $245.00 69.4% 19.9% 88.5% 15.0% 70.9% 9.8% 2.2% 520.0M -79.37B -404.0M 0.84 2.82 N/A N/A 1,819,029 1,523,865 8,123,151 9,578,499 2021-03-18 $218.50 $243.33 77.3% 22.1% 90.7% 22.7% 78.0% 11.5% 1.4% 160.5M -63.14B -393.2M 0.83 2.71 N/A N/A 1,637,280 1,365,705 8,221,182 9,741,852 2021-03-19 $216.29 $241.67 72.8% 20.7% 90.7% 19.8% 71.8% 12.4% 2.1% 94.7M -60.24B -388.9M 0.84 4.56 N/A N/A 2,438,631 2,037,063 8,311,284 9,779,532 2021-03-22 $226.03 $241.67 69.7% 19.5% 88.2% 20.0% 68.9% 8.9% 2.4% 405.4M -67.56B -391.1M 0.55 4.03 N/A N/A 1,770,810 978,849 6,965,190 7,205,928 2021-03-23 $220.46 $240.00 67.2% 18.8% 88.6% 17.7% 66.4% 8.3% 2.3% 319.1M -60.76B -381.6M 0.72 3.24 N/A N/A 1,369,185 987,642 7,210,686 7,352,406 2021-03-24 $210.90 $240.00 71.7% 20.1% 88.4% 23.8% 71.3% 9.6% 1.8% 156.1M -51.68B -374.0M 0.97 2.99 N/A N/A 1,434,306 1,389,972 7,386,786 7,469,859 2021-03-25 $213.91 $238.33 69.5% 19.3% 85.2% 20.7% 68.5% 9.0% 1.6% 200.4M -54.27B -377.7M 0.99 3.06 N/A N/A 1,725,207 1,706,355 7,545,555 7,651,824 2021-03-26 $204.23 $235.00 74.3% 20.6% 86.5% 27.2% 74.3% 8.9% 1.5% 21.0M -45.32B -367.2M 0.90 3.25 N/A N/A 2,429,136 2,185,089 7,656,801 7,735,347 2021-03-29 $203.07 $235.00 75.5% 21.0% 84.6% 29.0% 77.8% 10.3% -1.5% 158.0M -46.66B -366.9M 0.98 2.37 N/A N/A 1,074,054 1,057,023 7,284,852 7,356,474 2021-03-30 $212.20 $233.33 71.6% 19.3% 85.8% 23.6% 69.7% 8.7% -1.1% 379.9M -55.92B -379.1M 0.73 2.11 N/A N/A 1,821,105 1,326,027 7,456,626 7,521,009 2021-03-31 $222.83 $233.33 67.4% 17.6% 86.2% 17.9% 61.9% 8.0% -0.6% 735.3M -68.05B -389.9M 0.46 1.76 N/A N/A 2,346,225 1,079,172 7,630,386 7,584,267
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