TSLA Options History — July 2021 In July 2021, TSLA traded between $213.82 and $228.11. ATM implied volatility averaged 52.6%, placing in the 8.4% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded above realized volatility by 19.7% (HV 20d: 32.9%). Max pain ranged from $215.00 to $226.67. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.80.
Notable Days 2021-07-30 : Highest Volume — 6,695,748 contracts2021-07-27 : Largest IV drop — 10.5% change2021-07-07 : Highest IV Rank — 16.4%2021-07-08 : Largest Expected Move — 16.5%Monthly Statistics Metric Avg Min Max Open Close Price $219.48 $213.82 $228.11 $225.25 $227.93 Max Pain $223.17 $215.00 $226.67 $215.00 $226.67 ATM IV 52.6% 42.8% 59.6% 57.6% 46.5% Expected Move 14.6% 11.8% 16.5% 14.4% 13.0% HV 20d 32.9% 29.0% 36.9% 31.8% 33.2% HV 60d 42.3% 40.0% 45.8% 45.7% 40.6% IV Rank 8.4% 0.0% 16.4% 14.0% 4.3% IV Percentile 9.9% 0.0% 25.0% 17.1% 1.2% Term Structure -0.5% -1.9% 1.0% -1.4% 0.9% VWIV 53.8% 41.8% 63.1% 54.8% 45.8% Skew 25d 7.9% 4.6% 16.6% 8.1% 4.6% Skew 10d 21.1% 11.6% 40.7% 24.6% 11.6% Call IV 25d 50.9% 41.2% 57.3% 57.3% 45.0% Put IV 25d 58.8% 47.5% 72.2% 65.4% 49.6% Bid-Ask Spread % 4.81 2.95 9.36 9.36 4.51 Gamma HHI 0.03 0.02 0.06 0.04 0.06 Net GEX 462.4M -8.7M 1.15B 626.1M 1.15B Net DEX -52.79B -67.88B -43.78B -63.14B -67.88B Net VEX -394.6M -433.5M -366.7M -433.5M -393.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.80 0.48 1.46 0.67 0.51 Total Volume 3,529,519 2,169,480 6,695,748 2,443,962 6,695,748 Total OI 16,585,953.143 14,576,304 18,566,607 18,226,425 16,252,638
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 2021-07-01 $225.25 $215.00 57.6% 14.4% 31.8% 14.0% 54.8% 8.1% -1.4% 626.1M -63.14B -433.5M 0.67 9.36 N/A N/A 1,461,222 982,740 7,905,270 10,321,155 2021-07-02 $225.58 $216.67 55.6% 13.2% 29.1% 11.6% 59.1% 10.3% -1.0% 602.1M -62.11B -424.9M 0.93 7.59 N/A N/A 3,087,021 2,879,181 8,022,846 10,543,761 2021-07-06 $219.79 $216.67 58.2% 16.0% 31.1% 14.6% 57.3% 12.8% -1.9% 385.6M -53.19B -411.4M 1.05 2.95 N/A N/A 1,518,801 1,591,746 7,573,422 9,469,743 2021-07-07 $215.22 $216.67 59.6% 16.5% 32.2% 16.4% 60.7% 16.6% -1.4% 179.6M -46.43B -406.8M 1.46 3.18 N/A N/A 1,239,516 1,814,610 7,814,184 9,813,339 2021-07-08 $216.20 $216.67 59.4% 16.5% 32.0% 16.2% 63.1% 14.8% -1.8% 275.7M -48.11B -407.3M 0.76 3.46 N/A N/A 1,904,283 1,439,988 7,930,743 10,108,764 2021-07-09 $218.54 $216.67 56.0% 15.7% 31.7% 12.0% 58.7% 11.8% -1.0% 755.0M -53.77B -405.3M 0.78 3.74 N/A N/A 2,119,899 1,647,501 8,137,230 10,315,788 2021-07-12 $228.11 $216.67 54.6% 15.4% 34.4% 10.3% 55.6% 7.4% -0.6% 844.9M -66.58B -416.0M 0.48 3.21 N/A N/A 2,565,405 1,231,197 7,597,239 8,711,949 2021-07-13 $222.83 $226.67 54.8% 15.4% 35.7% 10.6% 54.0% 8.0% -1.0% 660.9M -59.10B -406.5M 0.86 4.11 N/A N/A 1,697,763 1,452,942 7,756,536 8,905,725 2021-07-14 $218.15 $226.67 53.7% 15.2% 35.3% 9.2% 55.0% 7.4% -0.8% 311.7M -51.20B -398.6M 0.71 4.21 N/A N/A 1,904,475 1,350,957 7,878,705 9,163,977 2021-07-15 $216.05 $226.67 51.9% 14.7% 35.6% 7.0% 52.4% 6.2% -0.9% 135.7M -47.92B -380.5M 0.79 3.97 N/A N/A 1,945,008 1,542,798 8,081,640 9,303,036 2021-07-16 $214.34 $225.00 51.5% 14.6% 35.2% 6.5% 51.6% 6.3% -0.9% -8.7M -44.35B -383.1M 0.72 4.23 N/A N/A 1,834,833 1,325,670 8,141,436 9,460,905 2021-07-19 $213.82 $226.67 54.3% 15.5% 35.3% 9.9% 57.8% 6.7% -0.4% 269.6M -44.87B -381.4M 0.72 4.26 N/A N/A 1,304,424 943,632 7,037,253 7,881,204 2021-07-20 $220.38 $226.67 50.7% 14.5% 36.7% 5.5% 53.0% 5.1% 0.1% 707.7M -53.99B -389.0M 0.56 5.62 N/A N/A 1,388,679 780,801 7,212,699 8,063,388 2021-07-21 $218.57 $226.67 51.3% 14.7% 36.9% 6.2% 54.4% 5.8% -0.4% 610.5M -51.61B -387.6M 1.33 4.48 N/A N/A 1,411,236 1,870,707 7,350,303 8,188,875 2021-07-22 $217.32 $226.67 50.4% 14.5% 33.0% 5.1% 52.0% 5.7% -0.2% 523.7M -48.77B -386.5M 0.76 4.13 N/A N/A 1,603,419 1,224,249 7,482,768 8,577,561 2021-07-23 $214.86 $226.67 50.5% 14.5% 29.5% 5.3% 53.1% 6.6% -0.3% 151.0M -44.05B -377.9M 0.65 5.36 N/A N/A 2,072,313 1,345,374 7,583,196 8,760,540 2021-07-26 $219.53 $226.67 51.6% 15.0% 30.2% 6.6% 55.7% 5.3% -0.3% 293.4M -50.54B -375.6M 0.78 3.92 N/A N/A 1,520,709 1,187,175 6,842,328 7,733,976 2021-07-27 $214.47 $226.67 46.2% 13.0% 29.0% 0.0% 47.5% 5.3% 0.5% 47.0M -43.78B -366.7M 0.85 5.17 N/A N/A 2,065,131 1,748,112 7,013,055 7,945,110 2021-07-28 $216.47 $226.67 42.8% 11.8% 29.2% 0.0% 41.8% 6.3% 1.0% 143.0M -46.08B -366.7M 0.80 4.76 N/A N/A 1,573,485 1,259,172 7,384,314 8,219,685 2021-07-29 $225.65 $226.67 46.7% 13.3% 33.1% 4.6% 47.0% 5.6% 0.3% 1.05B -61.19B -388.7M 0.65 8.79 N/A N/A 3,385,350 2,202,627 7,531,728 8,287,002 2021-07-30 $227.93 $226.67 46.5% 13.0% 33.2% 4.3% 45.8% 4.6% 0.9% 1.15B -67.88B -393.4M 0.51 4.51 N/A N/A 4,436,835 2,258,913 7,770,579 8,482,059
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