TSLA Options History — June 2021 In June 2021, TSLA traded between $190.65 and $229.80. ATM implied volatility averaged 52.5%, placing in the 6.9% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 8.2% (HV 20d: 44.3%). Max pain ranged from $168.33 to $215.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.89.
Notable Days 2021-06-24 : Highest Volume — 7,327,740 contracts2021-06-24 : Largest IV spike — 10.7% change2021-06-30 : Highest IV Rank — 15.2%2021-06-03 : Largest Expected Move — 15.7%Monthly Statistics Metric Avg Min Max Open Close Price $208.84 $190.65 $229.80 $207.51 $226.91 Max Pain $205.53 $168.33 $215.00 $168.33 $215.00 ATM IV 52.5% 46.2% 58.6% 50.4% 58.6% Expected Move 14.3% 12.9% 15.7% 13.6% 14.6% HV 20d 44.3% 35.1% 54.2% 48.5% 38.5% HV 60d 50.4% 46.0% 62.3% 62.3% 46.0% IV Rank 6.9% 0.0% 15.2% 3.6% 15.2% IV Percentile 6.8% 0.0% 21.0% 2.0% 21.0% Term Structure 1.1% -1.2% 4.2% -0.2% -1.2% VWIV 52.8% 47.7% 59.0% 50.4% 59.0% Skew 25d 5.1% 3.3% 7.5% 4.2% 7.5% Skew 10d 15.7% 9.6% 23.3% 11.0% 23.3% Call IV 25d 51.5% 43.8% 58.5% 50.0% 58.4% Put IV 25d 56.6% 49.5% 65.9% 54.2% 65.9% Bid-Ask Spread % 4.82 1.96 22.20 2.48 3.46 Gamma HHI 0.03 0.02 0.10 0.03 0.04 Net GEX 577.5M -131.3M 1.39B 517.0M 685.2M Net DEX -53.35B -76.40B -32.55B -54.20B -65.71B Net VEX -396.0M -436.8M -360.3M -389.3M -436.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.89 0.51 1.84 0.69 0.76 Total Volume 3,466,989.955 1,772,808 7,327,740 1,772,808 2,616,399 Total OI 17,273,432.182 15,101,544 18,778,353 16,683,753 17,750,754
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 2021-06-01 $207.51 $168.33 50.4% 13.6% 48.5% 3.6% 50.4% 4.2% -0.2% 517.0M -54.20B -389.3M 0.69 2.48 N/A N/A 1,046,127 726,681 8,087,955 8,595,798 2021-06-02 $201.30 $171.67 51.3% 14.0% 48.6% 4.7% 50.2% 4.2% -0.5% 217.3M -45.67B -375.0M 0.67 1.96 N/A N/A 1,532,928 1,021,701 8,262,234 8,717,112 2021-06-03 $190.65 $208.33 56.2% 15.7% 51.4% 10.8% 55.9% 6.1% -1.1% -131.3M -32.55B -360.3M 1.00 3.97 N/A N/A 1,893,942 1,886,601 8,448,309 8,834,700 2021-06-04 $198.98 $206.67 52.1% 14.8% 54.2% 5.7% 53.0% 5.4% -0.2% 440.3M -44.33B -377.8M 1.07 4.02 N/A N/A 2,300,694 2,450,385 8,665,842 8,977,761 2021-06-07 $201.81 $208.33 54.0% 15.3% 54.2% 8.0% 55.3% 4.8% -0.5% 378.2M -48.57B -383.7M 0.63 3.04 N/A N/A 1,478,724 931,485 8,193,633 8,717,466 2021-06-08 $200.70 $206.67 54.3% 15.4% 49.8% 8.4% 55.2% 5.5% -0.3% 418.8M -48.08B -387.2M 0.64 3.34 N/A N/A 1,455,156 934,698 8,474,772 8,928,909 2021-06-09 $199.53 $206.67 53.9% 15.3% 49.7% 8.0% 55.6% 5.1% -0.4% 388.7M -46.57B -382.1M 0.58 3.21 N/A N/A 1,192,602 692,007 8,649,684 9,064,191 2021-06-10 $203.17 $206.67 51.7% 14.8% 47.3% 5.2% 53.5% 4.5% -0.1% 768.3M -52.40B -390.6M 1.01 5.38 N/A N/A 1,869,534 1,890,936 8,772,153 9,138,168 2021-06-11 $202.01 $206.67 49.0% 14.1% 45.5% 1.9% 49.9% 5.0% 0.1% 547.6M -49.10B -382.3M 0.68 2.76 N/A N/A 2,022,039 1,368,177 8,932,341 9,410,916 2021-06-14 $205.15 $208.33 49.1% 14.1% 44.8% 2.0% 51.2% 4.0% 3.9% 480.3M -52.31B -383.9M 0.51 3.20 N/A N/A 1,646,481 839,481 8,259,147 8,858,391 2021-06-15 $200.08 $208.33 50.5% 14.5% 44.3% 3.7% 51.5% 4.6% 3.4% 271.1M -44.66B -379.2M 1.11 3.30 N/A N/A 1,123,572 1,247,784 8,460,027 9,017,586 2021-06-16 $202.29 $208.33 47.7% 13.7% 44.2% 0.2% 48.8% 4.9% 3.7% 360.3M -47.45B -378.1M 1.29 5.48 N/A N/A 1,305,768 1,679,532 8,576,901 9,383,364 2021-06-17 $206.24 $208.33 46.2% 13.0% 42.1% 0.0% 47.7% 5.8% 4.2% 756.3M -53.53B -385.7M 1.02 3.92 N/A N/A 1,681,401 1,714,764 8,709,012 9,615,780 2021-06-18 $207.14 $208.33 49.1% 13.7% 39.1% 3.6% 49.9% 5.9% 3.9% 1.05B -55.88B -392.2M 0.71 4.70 N/A N/A 2,318,067 1,637,892 8,833,095 9,945,258 2021-06-21 $207.09 $208.33 50.1% 13.4% 38.8% 4.8% 49.5% 6.5% 2.4% 438.2M -44.84B -387.1M 0.88 4.56 N/A N/A 1,749,837 1,545,633 7,143,657 7,957,887 2021-06-22 $208.20 $208.33 49.6% 12.9% 35.1% 4.2% 47.7% 6.9% 2.5% 561.9M -46.43B -389.5M 1.27 4.28 N/A N/A 1,356,714 1,718,562 7,364,532 8,342,661 2021-06-23 $218.20 $208.33 52.3% 13.5% 38.2% 7.5% 50.1% 4.9% 2.3% 1.14B -62.11B -410.5M 0.71 5.05 N/A N/A 3,117,825 2,212,365 7,533,519 8,737,413 2021-06-24 $227.17 $211.67 57.9% 14.9% 39.0% 14.3% 56.1% 3.3% 2.2% 1.39B -76.40B -435.8M 0.58 22.20 N/A N/A 4,629,357 2,698,383 7,739,214 9,302,952 2021-06-25 $223.26 $211.67 57.2% 14.6% 39.7% 13.4% 55.9% 4.3% 2.2% 435.7M -65.43B -432.9M 0.84 7.16 N/A N/A 3,299,556 2,768,769 8,055,543 9,881,088 2021-06-28 $229.80 $213.33 57.8% 14.4% 40.5% 14.2% 57.4% 4.4% -1.2% 839.6M -70.84B -436.7M 1.14 4.69 N/A N/A 1,615,938 1,838,088 7,495,239 9,052,818 2021-06-29 $227.28 $213.33 56.5% 14.0% 40.6% 12.6% 58.5% 5.7% -1.2% 757.9M -66.71B -434.5M 1.84 3.90 N/A N/A 1,133,976 2,083,218 7,701,042 9,426,684 2021-06-30 $226.91 $215.00 58.6% 14.6% 38.5% 15.2% 59.0% 7.5% -1.2% 685.2M -65.71B -436.8M 0.76 3.46 N/A N/A 1,484,226 1,132,173 7,774,815 9,975,939
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