TSLA Options History — May 2021 In May 2021, TSLA traded between $186.58 and $228.45. ATM implied volatility averaged 55.2%, placing in the 5.2% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded above realized volatility by 7.4% (HV 20d: 47.8%). Max pain ranged from $146.67 to $246.67. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.80.
Notable Days 2021-05-14 : Highest Volume — 4,734,861 contracts2021-05-12 : Largest IV spike — 11.7% change2021-05-13 : Highest IV Rank — 17.9%2021-05-13 : Largest Expected Move — 18.7%Monthly Statistics Metric Avg Min Max Open Close Price $205.44 $186.58 $228.45 $228.45 $209.59 Max Pain $172.17 $146.67 $246.67 $246.67 $166.67 ATM IV 55.2% 47.5% 65.6% 53.5% 47.5% Expected Move 15.8% 13.2% 18.7% 15.4% 13.2% HV 20d 47.8% 41.9% 52.1% 49.7% 49.1% HV 60d 65.3% 62.5% 67.1% 65.1% 62.5% IV Rank 5.2% 0.0% 17.9% 2.1% 0.0% IV Percentile 6.6% 0.0% 32.9% 1.6% 0.0% Term Structure 0.8% -0.5% 3.0% 0.8% 3.0% VWIV 56.6% 48.1% 65.5% 53.8% 48.1% Skew 25d 8.0% 3.1% 12.8% 6.1% 3.1% Skew 10d 16.6% 8.8% 25.6% 12.9% 8.8% Call IV 25d 52.1% 46.8% 60.8% 50.9% 46.8% Put IV 25d 60.2% 49.8% 73.6% 57.1% 49.8% Bid-Ask Spread % 5.93 2.69 14.52 2.96 14.52 Gamma HHI 0.03 0.02 0.17 0.02 0.17 Net GEX 288.2M -193.4M 1.51B 317.1M 1.51B Net DEX -45.81B -64.81B -26.61B -64.81B -60.40B Net VEX -369.9M -398.7M -334.8M -387.9M -398.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.80 0.57 1.08 0.75 0.70 Total Volume 3,363,869.25 1,978,443 4,734,861 2,191,395 4,239,849 Total OI 16,368,146.85 15,217,617 17,728,704 15,217,617 17,349,993
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 2021-05-03 $228.45 $246.67 53.5% 15.4% 49.7% 2.1% 53.8% 6.1% 0.8% 317.1M -64.81B -387.9M 0.75 2.96 N/A N/A 1,250,346 941,049 7,485,876 7,731,741 2021-05-04 $222.12 $245.00 57.5% 16.9% 50.6% 7.2% 59.5% 7.8% 0.2% 132.4M -57.38B -384.0M 1.06 2.69 N/A N/A 1,218,654 1,292,934 7,694,409 7,907,811 2021-05-05 $224.13 $243.33 55.2% 16.1% 49.7% 4.3% 56.7% 7.7% 0.6% 199.8M -59.78B -388.8M 0.75 3.84 N/A N/A 1,132,125 846,318 7,814,430 8,043,468 2021-05-06 $220.06 $146.67 56.8% 16.5% 49.7% 6.4% 58.3% 8.9% 0.3% -22.8M -54.25B -383.5M 0.91 6.70 N/A N/A 1,649,994 1,508,163 7,925,835 8,146,158 2021-05-07 $223.42 $146.67 52.4% 15.5% 50.0% 0.6% 56.4% 9.1% 1.0% 451.4M -58.51B -385.5M 0.63 6.50 N/A N/A 2,499,147 1,564,953 8,058,069 8,288,007 2021-05-10 $209.95 $146.67 58.4% 16.8% 52.1% 8.5% 60.0% 10.2% 0.0% 60.5M -45.95B -365.2M 1.00 6.14 N/A N/A 1,359,063 1,360,119 7,556,028 7,837,782 2021-05-11 $207.39 $146.67 58.5% 16.8% 41.9% 8.6% 60.6% 10.0% 0.1% 23.7M -43.13B -363.3M 1.03 5.58 N/A N/A 1,779,333 1,827,540 7,766,472 8,031,300 2021-05-12 $197.97 $150.00 65.3% 18.6% 42.7% 17.6% 65.3% 12.5% -0.5% -67.3M -34.21B -354.8M 1.04 9.80 N/A N/A 1,485,948 1,546,041 7,963,122 8,184,336 2021-05-13 $191.33 $155.00 65.6% 18.7% 42.8% 17.9% 65.5% 12.8% -0.3% -193.4M -27.71B -340.9M 1.03 6.96 N/A N/A 2,249,829 2,308,971 8,015,241 8,326,209 2021-05-14 $196.56 $160.00 58.0% 16.7% 44.9% 8.0% 60.4% 10.6% 0.5% 138.7M -33.43B -349.5M 0.75 6.45 N/A N/A 2,703,408 2,031,453 8,260,425 8,475,627 2021-05-17 $190.64 $160.00 59.6% 17.1% 44.5% 10.0% 61.2% 9.9% -0.5% 21.6M -30.77B -334.8M 0.76 4.28 N/A N/A 1,996,869 1,513,245 7,811,676 8,068,455 2021-05-18 $193.52 $163.33 56.0% 16.1% 44.8% 5.3% 58.6% 8.5% -0.0% 165.0M -34.19B -350.8M 0.69 4.32 N/A N/A 2,029,014 1,402,764 8,259,495 8,269,722 2021-05-19 $186.58 $166.67 57.1% 16.4% 43.1% 6.7% 58.5% 9.6% -0.0% -14.0M -26.61B -341.4M 1.08 4.57 N/A N/A 1,998,027 2,150,265 8,528,604 8,435,637 2021-05-20 $195.57 $166.67 52.5% 15.0% 47.9% 0.7% 53.7% 7.4% 0.2% 433.0M -38.73B -365.3M 0.64 4.10 N/A N/A 2,118,327 1,354,245 8,723,214 8,741,946 2021-05-21 $193.71 $166.67 52.6% 15.1% 47.4% 0.9% 53.3% 7.4% 0.2% 150.0M -36.27B -361.2M 0.61 4.57 N/A N/A 2,485,497 1,528,029 8,866,803 8,861,901 2021-05-24 $203.29 $166.67 49.9% 14.2% 51.3% 0.0% 51.3% 5.3% 2.4% 445.4M -50.06B -379.6M 0.57 4.53 N/A N/A 2,011,110 1,143,615 7,815,360 8,134,377 2021-05-25 $200.70 $166.67 49.3% 14.0% 49.9% 0.0% 50.0% 5.3% 2.5% 449.1M -47.46B -373.2M 0.71 3.86 N/A N/A 1,375,014 980,031 8,061,645 8,316,588 2021-05-26 $207.30 $166.67 48.8% 13.9% 51.8% 0.0% 50.0% 4.3% 2.4% 811.1M -57.37B -393.4M 0.57 4.27 N/A N/A 2,104,110 1,195,764 8,192,358 8,452,932 2021-05-27 $206.47 $166.67 48.5% 13.6% 51.1% 0.0% 51.0% 4.5% 2.7% 750.9M -55.24B -396.2M 0.74 12.02 N/A N/A 1,778,508 1,317,714 8,325,582 8,634,303 2021-05-28 $209.59 $166.67 47.5% 13.2% 49.1% 0.0% 48.1% 3.1% 3.0% 1.51B -60.40B -398.7M 0.70 14.52 N/A N/A 2,494,584 1,745,265 8,479,341 8,870,652
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