TSLA Options History — April 2021 In April 2021, TSLA traded between $219.97 and $253.32. ATM implied volatility averaged 61.8%, placing in the 10.8% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded above realized volatility by 2.3% (HV 20d: 59.4%). Max pain ranged from $233.33 to $260.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.63.
Notable Days 2021-04-30 : Highest Volume — 6,130,860 contracts2021-04-27 : Largest IV drop — 13.5% change2021-04-19 : Highest IV Rank — 17.7%2021-04-20 : Largest Expected Move — 19.2%Monthly Statistics Metric Avg Min Max Open Close Price $236.28 $219.97 $253.32 $219.97 $234.57 Max Pain $249.76 $233.33 $260.00 $233.33 $246.67 ATM IV 61.8% 52.0% 67.2% 64.5% 52.1% Expected Move 17.4% 14.6% 19.2% 16.9% 14.7% HV 20d 59.4% 50.4% 83.9% 83.0% 52.0% HV 60d 65.8% 63.1% 68.7% 68.3% 65.0% IV Rank 10.8% 0.0% 17.7% 14.1% 0.2% IV Percentile 16.4% 0.0% 31.7% 19.4% 0.4% Term Structure -0.9% -1.6% -0.2% -0.8% -0.2% VWIV 61.3% 51.1% 68.1% 61.5% 51.9% Skew 25d 5.5% 3.4% 8.2% 8.2% 6.1% Skew 10d 10.1% 4.5% 15.5% 14.6% 13.8% Call IV 25d 59.1% 49.6% 64.8% 60.0% 49.6% Put IV 25d 64.6% 54.5% 69.8% 68.2% 55.7% Bid-Ask Spread % 2.77 1.28 9.51 2.25 3.19 Gamma HHI 0.04 0.02 0.06 0.03 0.05 Net GEX 638.1M -100.2M 1.32B 540.5M 885.0M Net DEX -76.61B -101.83B -58.56B -63.01B -73.12B Net VEX -406.0M -428.4M -382.6M -382.6M -397.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.46 0.84 0.53 0.74 Total Volume 3,391,877.714 1,727,595 6,130,860 5,317,452 6,130,860 Total OI 15,656,115.571 14,745,876 16,524,789 15,366,111 16,499,547
Daily Data (21 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 2021-04-01 $219.97 $233.33 64.5% 16.9% 83.0% 14.1% 61.5% 8.2% -0.8% 540.5M -63.01B -382.6M 0.53 2.25 N/A N/A 3,472,752 1,844,700 7,666,518 7,699,593 2021-04-05 $231.68 $260.00 67.1% 18.6% 83.9% 17.5% 65.4% 6.8% -1.6% 658.8M -74.43B -401.4M 0.59 2.42 N/A N/A 1,089,789 637,806 7,450,245 7,461,342 2021-04-06 $230.02 $258.33 65.4% 18.2% 80.1% 15.2% 63.3% 6.5% -1.0% 656.9M -72.34B -401.6M 0.67 2.28 N/A N/A 1,335,219 894,009 7,793,781 7,642,002 2021-04-07 $223.60 $255.00 65.4% 18.2% 56.1% 15.2% 62.8% 6.7% -1.1% 423.6M -63.76B -391.4M 0.72 2.64 N/A N/A 1,360,293 981,237 7,919,133 7,762,950 2021-04-08 $227.39 $251.67 62.1% 17.4% 56.4% 10.7% 60.1% 5.6% -0.9% 630.2M -68.41B -393.5M 0.56 2.61 N/A N/A 1,505,406 837,498 8,001,417 7,849,473 2021-04-09 $225.22 $250.00 59.7% 16.8% 54.2% 7.5% 58.2% 5.1% -0.9% 258.7M -64.63B -387.2M 0.63 2.63 N/A N/A 1,822,068 1,155,420 8,099,676 7,917,195 2021-04-12 $234.46 $250.00 62.0% 17.4% 56.0% 10.6% 60.9% 5.5% -0.9% 717.4M -76.03B -395.8M 0.46 2.26 N/A N/A 1,787,181 814,308 7,611,051 7,567,134 2021-04-13 $253.32 $250.00 63.5% 17.8% 61.9% 12.7% 63.0% 3.4% -1.1% 1.32B -101.83B -428.4M 0.46 1.28 N/A N/A 3,329,715 1,529,964 7,892,976 7,713,702 2021-04-14 $243.55 $250.00 65.1% 18.3% 62.0% 14.8% 64.3% 3.8% -1.2% 932.2M -86.68B -416.5M 0.58 1.68 N/A N/A 3,202,509 1,843,440 8,021,259 7,895,385 2021-04-15 $245.62 $250.00 64.1% 18.0% 61.5% 13.4% 63.6% 3.4% -1.3% 960.8M -87.44B -422.0M 0.60 1.67 N/A N/A 2,052,129 1,240,251 8,214,936 8,101,704 2021-04-16 $245.80 $250.00 62.7% 17.7% 56.4% 11.6% 63.0% 4.6% -1.5% 1.07B -87.70B -420.3M 0.66 3.06 N/A N/A 2,808,096 1,865,898 8,334,183 8,190,606 2021-04-19 $237.16 $250.00 67.2% 19.1% 58.0% 17.7% 67.8% 5.6% -1.1% 423.8M -75.15B -410.1M 0.76 1.66 N/A N/A 1,856,541 1,409,919 7,232,592 7,513,284 2021-04-20 $240.00 $250.00 67.1% 19.2% 56.2% 17.5% 68.1% 4.9% -1.1% 536.5M -78.98B -418.1M 0.55 1.91 N/A N/A 1,719,888 950,460 7,449,825 7,716,753 2021-04-21 $246.99 $250.00 62.9% 18.0% 55.9% 11.9% 64.7% 4.6% -0.8% 854.1M -88.06B -421.0M 0.59 2.45 N/A N/A 1,685,673 990,042 7,609,752 7,800,189 2021-04-22 $240.42 $250.00 65.5% 18.8% 54.2% 15.4% 65.5% 5.7% -0.9% 584.8M -80.16B -415.2M 0.64 2.72 N/A N/A 2,358,327 1,514,886 7,753,461 7,834,974 2021-04-23 $242.49 $250.00 60.5% 17.4% 54.1% 8.6% 61.8% 7.2% -0.5% 707.0M -82.30B -416.4M 0.64 9.51 N/A N/A 2,406,096 1,548,684 7,923,168 7,947,453 2021-04-26 $245.67 $250.00 61.9% 18.0% 50.4% 10.5% 63.7% 5.6% -1.3% 674.0M -85.69B -419.5M 0.59 2.01 N/A N/A 1,332,444 792,867 7,388,016 7,603,971 2021-04-27 $235.76 $246.67 53.5% 15.2% 53.3% 0.0% 53.8% 5.2% -0.3% 404.2M -72.39B -401.8M 0.70 3.32 N/A N/A 1,847,019 1,296,318 7,750,431 7,849,338 2021-04-28 $232.54 $246.67 52.0% 14.6% 52.0% 0.0% 51.1% 4.8% -0.3% 258.1M -68.09B -396.5M 0.66 3.11 N/A N/A 1,294,773 853,995 7,928,370 8,017,047 2021-04-29 $225.70 $246.67 53.2% 15.1% 50.6% 1.6% 53.5% 6.1% -0.3% -100.2M -58.56B -389.8M 0.84 3.56 N/A N/A 2,083,716 1,747,236 8,042,124 8,111,871 2021-04-30 $234.57 $246.67 52.1% 14.7% 52.0% 0.2% 51.9% 6.1% -0.2% 885.0M -73.12B -397.0M 0.74 3.19 N/A N/A 3,521,868 2,608,992 8,202,774 8,296,773
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