TSLA Options History — August 2021 In August 2021, TSLA traded between $220.22 and $243.61. ATM implied volatility averaged 41.5%, placing in the 2.8% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 6.8% (HV 20d: 34.7%). Max pain ranged from $193.33 to $226.67. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 0.61.
Notable Days 2021-08-06 : Highest Volume — 4,902,801 contracts2021-08-16 : Largest IV spike — 10.6% change2021-08-17 : Highest IV Rank — 9.7%2021-08-17 : Largest Expected Move — 13.4%Monthly Statistics Metric Avg Min Max Open Close Price $234.83 $220.22 $243.61 $236.08 $243.61 Max Pain $205.91 $193.33 $226.67 $223.33 $216.67 ATM IV 41.5% 37.3% 46.8% 46.8% 37.7% Expected Move 11.7% 9.8% 13.4% 13.0% 9.9% HV 20d 34.7% 28.0% 40.4% 35.4% 36.4% HV 60d 36.5% 33.3% 41.0% 41.0% 33.3% IV Rank 2.8% 0.0% 9.7% 4.8% 0.4% IV Percentile 1.5% 0.0% 5.6% 2.0% 0.4% Term Structure 1.1% -0.2% 2.5% 0.0% 2.5% VWIV 42.4% 36.8% 47.8% 47.5% 37.8% Skew 25d 4.3% 1.7% 6.9% 3.1% 6.0% Skew 10d 11.3% 4.8% 19.0% 7.7% 18.6% Call IV 25d 40.4% 35.2% 46.6% 46.6% 36.3% Put IV 25d 44.6% 40.1% 50.4% 49.7% 42.3% Bid-Ask Spread % 8.41 3.44 26.57 4.76 3.44 Gamma HHI 0.04 0.03 0.09 0.04 0.04 Net GEX 904.6M 92.9M 1.91B 800.3M 1.30B Net DEX -66.96B -76.32B -44.68B -72.35B -74.92B Net VEX -390.9M -414.2M -367.0M -409.1M -373.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.61 0.43 0.92 0.46 0.64 Total Volume 3,119,230.909 1,936,680 4,902,801 4,442,715 3,184,740 Total OI 15,332,529.682 14,176,419 16,294,173 14,774,424 15,092,295
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 2021-08-02 $236.08 $223.33 46.8% 13.0% 35.4% 4.8% 47.5% 3.1% 0.0% 800.3M -72.35B -409.1M 0.46 4.76 N/A N/A 3,039,870 1,402,845 7,163,235 7,611,189 2021-08-03 $236.59 $225.00 45.8% 12.5% 33.8% 3.6% 45.2% 2.3% 0.0% 1.12B -74.89B -414.2M 0.43 4.63 N/A N/A 1,986,711 862,317 7,457,526 7,711,845 2021-08-04 $237.03 $226.67 45.0% 12.1% 32.5% 2.6% 43.7% 2.0% -0.2% 1.04B -74.59B -413.5M 0.54 4.41 N/A N/A 1,925,571 1,034,241 7,775,997 7,929,705 2021-08-05 $238.18 $193.33 44.2% 13.0% 32.5% 1.6% 46.8% 1.7% -0.1% 1.35B -76.29B -410.9M 0.54 8.32 N/A N/A 1,583,592 862,596 7,895,682 8,038,464 2021-08-06 $233.27 $193.33 41.1% 12.2% 33.7% 0.0% 43.8% 3.1% 0.2% 806.3M -65.61B -395.1M 0.87 26.57 N/A N/A 2,623,680 2,279,121 8,072,238 8,221,935 2021-08-09 $238.12 $193.33 40.3% 12.0% 31.0% 0.0% 43.3% 2.6% 1.4% 716.1M -71.33B -399.3M 0.56 20.32 N/A N/A 1,372,077 766,509 7,382,577 7,397,376 2021-08-10 $237.02 $193.33 38.6% 11.5% 29.7% 0.0% 41.2% 2.9% 1.5% 779.8M -69.96B -396.5M 0.54 15.81 N/A N/A 1,303,446 700,806 7,576,821 7,781,190 2021-08-11 $235.98 $193.33 37.8% 11.3% 28.4% 0.0% 40.4% 3.2% 1.7% 688.0M -68.54B -391.5M 0.53 12.28 N/A N/A 1,263,855 672,825 7,771,677 7,797,150 2021-08-12 $239.81 $193.33 38.4% 11.4% 28.2% 0.6% 40.4% 2.6% 1.5% 1.49B -76.32B -392.8M 0.48 10.98 N/A N/A 2,454,420 1,184,130 7,864,593 7,899,456 2021-08-13 $239.03 $193.33 38.3% 11.3% 28.0% 0.5% 40.3% 2.7% 1.5% 1.91B -75.57B -390.0M 0.54 11.70 N/A N/A 2,974,908 1,598,724 7,965,966 7,957,926 2021-08-16 $227.72 $196.67 42.4% 12.2% 33.9% 5.0% 42.8% 4.5% 1.0% 510.5M -56.50B -375.1M 0.75 7.57 N/A N/A 1,853,718 1,398,693 7,418,562 7,208,220 2021-08-17 $220.22 $196.67 46.6% 13.4% 34.7% 9.7% 47.3% 5.1% 0.6% 92.9M -44.68B -367.0M 0.68 7.36 N/A N/A 2,066,271 1,403,778 7,585,356 7,454,514 2021-08-18 $230.32 $200.00 44.1% 12.7% 38.0% 7.0% 45.8% 5.7% 0.9% 472.7M -59.41B -389.0M 0.73 7.90 N/A N/A 2,098,872 1,530,915 7,829,193 7,756,101 2021-08-19 $224.18 $206.67 46.4% 13.2% 39.3% 9.4% 47.8% 6.5% 1.0% 236.1M -50.22B -386.4M 0.84 4.59 N/A N/A 1,324,176 1,107,348 8,105,241 7,924,149 2021-08-20 $226.76 $208.33 43.0% 12.2% 39.1% 5.7% 43.1% 6.3% 1.3% 590.9M -54.31B -379.7M 0.64 4.72 N/A N/A 2,203,908 1,416,324 8,180,526 8,078,121 2021-08-23 $235.13 $210.00 40.4% 11.2% 40.4% 2.8% 40.7% 5.5% 1.2% 675.9M -64.43B -384.0M 0.68 5.15 N/A N/A 1,648,131 1,124,271 6,986,025 7,190,394 2021-08-24 $236.27 $213.33 40.2% 11.1% 39.2% 2.6% 40.2% 4.9% 1.3% 876.6M -67.29B -389.6M 0.46 4.33 N/A N/A 1,389,234 635,010 7,181,505 7,419,726 2021-08-25 $237.17 $213.33 39.5% 10.8% 39.1% 1.8% 38.9% 5.0% 1.5% 1.21B -69.71B -387.4M 0.50 4.67 N/A N/A 1,537,863 765,459 7,458,819 7,638,750 2021-08-26 $233.33 $213.33 41.2% 11.2% 37.2% 3.7% 41.5% 6.6% 1.3% 830.2M -62.93B -386.8M 0.73 4.88 N/A N/A 1,568,424 1,142,298 7,611,348 7,782,852 2021-08-27 $237.29 $213.33 38.0% 10.1% 37.5% 0.1% 37.0% 6.9% 1.7% 1.29B -69.76B -387.1M 0.92 5.49 N/A N/A 2,074,986 1,918,851 7,779,747 7,943,112 2021-08-30 $243.05 $213.33 37.3% 9.8% 36.4% 0.0% 36.8% 4.8% 2.3% 1.12B -73.50B -382.2M 0.44 5.21 N/A N/A 2,324,667 1,012,899 7,136,880 7,281,669 2021-08-31 $243.61 $216.67 37.7% 9.9% 36.4% 0.4% 37.8% 6.0% 2.5% 1.30B -74.92B -373.0M 0.64 3.44 N/A N/A 1,940,346 1,244,394 7,341,729 7,750,566
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