TSLA Options History — October 2021 In October 2021, TSLA traded between $258.10 and $367.63. ATM implied volatility averaged 45.7%, placing in the 13.2% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 15.6% (HV 20d: 30.0%). Max pain ranged from $233.33 to $273.33. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.90.
Notable Days 2021-10-25 : Highest Volume — 10,318,236 contracts2021-10-25 : Largest IV spike — 36.3% change2021-10-29 : Highest IV Rank — 31.2%2021-10-29 : Largest Expected Move — 17.6%Monthly Statistics Metric Avg Min Max Open Close Price $292.52 $258.10 $367.63 $258.10 $367.63 Max Pain $244.68 $233.33 $273.33 $246.67 $273.33 ATM IV 45.7% 35.9% 57.9% 51.3% 57.9% Expected Move 13.1% 10.2% 17.6% 13.4% 17.6% HV 20d 30.0% 21.4% 46.6% 28.2% 44.9% HV 60d 32.2% 29.4% 38.4% 32.1% 38.4% IV Rank 13.2% 0.0% 31.2% 20.6% 31.2% IV Percentile 18.1% 0.0% 51.2% 25.8% 51.2% Term Structure -0.8% -1.7% -0.2% -1.2% -0.8% VWIV 50.0% 36.4% 68.0% 54.2% 68.0% Skew 25d 11.8% -3.2% 21.0% 21.0% 4.8% Skew 10d 25.4% -6.0% 42.6% 40.2% 14.6% Call IV 25d 43.2% 32.7% 59.0% 44.6% 59.0% Put IV 25d 55.1% 42.5% 65.9% 65.6% 63.8% Bid-Ask Spread % 5.21 2.92 10.09 5.58 2.93 Gamma HHI 0.08 0.04 0.29 0.04 0.29 Net GEX 1.61B 388.0M 3.93B 489.3M 3.25B Net DEX -115.37B -195.39B -72.79B -72.79B -195.39B Net VEX -450.4M -601.9M -409.0M -423.8M -601.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.90 0.45 1.36 1.26 0.74 Total Volume 4,897,086.571 2,103,084 10,318,236 5,225,916 6,190,962 Total OI 17,078,196.286 14,721,051 19,876,287 17,539,458 19,876,287
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 2021-10-01 $258.10 $246.67 51.3% 13.4% 28.2% 20.6% 54.2% 21.0% -1.2% 489.3M -72.79B -423.8M 1.26 5.58 N/A N/A 2,310,852 2,915,064 7,748,712 9,790,746 2021-10-04 $260.80 $233.33 50.8% 14.0% 28.3% 19.9% 51.2% 16.9% -1.0% 540.1M -78.04B -409.0M 0.68 7.04 N/A N/A 2,163,525 1,469,868 7,067,208 8,262,687 2021-10-05 $260.87 $233.33 51.8% 14.3% 26.5% 21.3% 56.3% 20.3% -1.3% 659.7M -78.35B -418.6M 1.36 6.19 N/A N/A 1,670,724 2,267,496 7,296,264 8,973,336 2021-10-06 $260.20 $233.33 52.6% 14.5% 26.5% 22.4% 55.7% 20.2% -1.4% 388.0M -75.72B -418.8M 0.92 5.76 N/A N/A 1,095,525 1,007,559 7,371,684 9,241,086 2021-10-07 $264.36 $233.33 49.2% 13.7% 27.0% 17.6% 52.4% 19.0% -1.7% 1.13B -85.02B -421.9M 0.83 5.99 N/A N/A 2,273,025 1,894,296 7,574,322 9,538,095 2021-10-08 $262.63 $233.33 46.3% 13.2% 25.5% 13.4% 50.1% 18.5% -1.2% 1.04B -82.02B -416.8M 0.81 10.09 N/A N/A 2,889,828 2,351,997 7,640,076 9,667,782 2021-10-11 $265.07 $233.33 46.0% 13.0% 25.6% 13.0% 50.0% 16.8% -0.5% 877.1M -80.56B -412.1M 1.34 5.13 N/A N/A 1,251,945 1,674,711 7,104,102 8,290,059 2021-10-12 $268.05 $233.33 46.3% 13.0% 25.7% 13.4% 48.3% 18.6% -0.8% 1.40B -88.23B -416.3M 1.10 5.40 N/A N/A 1,871,970 2,064,624 7,367,415 8,740,329 2021-10-13 $270.03 $233.33 42.7% 12.1% 25.3% 8.2% 42.8% 17.8% -0.3% 1.69B -91.79B -413.8M 1.23 8.40 N/A N/A 1,321,278 1,621,773 7,541,184 9,343,518 2021-10-14 $272.75 $233.33 40.1% 11.4% 25.4% 4.4% 46.6% 17.1% -0.2% 2.59B -96.69B -413.1M 1.22 3.95 N/A N/A 1,298,190 1,582,698 7,707,816 9,704,880 2021-10-15 $280.56 $240.00 35.9% 10.2% 26.8% 0.0% 36.4% 13.2% -0.4% 2.81B -115.09B -413.3M 0.99 2.92 N/A N/A 3,081,294 3,045,462 7,829,709 10,126,371 2021-10-18 $290.13 $240.00 36.1% 10.3% 21.4% 0.3% 37.8% 8.0% -0.7% 1.19B -110.09B -409.8M 0.56 3.98 N/A N/A 2,498,583 1,395,981 6,827,088 7,893,963 2021-10-19 $288.29 $240.00 37.1% 10.6% 21.7% 1.8% 41.2% 9.7% -0.9% 1.49B -110.21B -416.0M 0.64 3.58 N/A N/A 1,439,130 927,180 7,187,133 8,705,025 2021-10-20 $288.19 $246.67 36.2% 10.4% 21.7% 0.4% 39.4% 8.6% -0.9% 1.50B -107.02B -426.2M 0.92 6.98 N/A N/A 1,318,062 1,206,381 7,610,532 9,173,193 2021-10-21 $297.74 $246.67 36.4% 10.5% 23.4% 0.7% 40.1% 7.9% -1.3% 2.44B -124.73B -431.7M 0.85 4.50 N/A N/A 3,902,814 3,330,351 7,741,731 9,331,953 2021-10-22 $302.67 $250.00 36.1% 10.4% 23.1% 0.3% 40.7% 6.6% -0.9% 3.93B -134.69B -446.4M 0.70 4.59 N/A N/A 3,588,930 2,516,202 8,080,968 10,387,962 2021-10-25 $342.41 $250.00 49.2% 14.6% 46.6% 18.8% 58.1% -3.2% -0.2% 1.54B -175.34B -467.6M 0.45 5.89 N/A N/A 7,098,024 3,220,212 7,387,392 8,908,383 2021-10-26 $340.00 $266.67 50.1% 15.0% 45.8% 20.1% 58.4% 1.2% -0.2% 1.51B -167.90B -546.8M 0.58 3.90 N/A N/A 5,799,174 3,376,467 8,157,243 9,633,300 2021-10-27 $346.39 $266.67 51.9% 15.6% 45.5% 22.6% 60.0% 2.5% -0.5% 1.60B -171.55B -561.4M 1.04 3.34 N/A N/A 3,132,522 3,249,588 8,536,740 10,065,696 2021-10-28 $356.05 $271.67 54.8% 16.5% 45.3% 26.8% 62.7% 3.0% -0.4% 1.83B -181.51B -572.4M 0.61 3.32 N/A N/A 3,428,826 2,095,725 8,618,100 10,592,052 2021-10-29 $367.63 $273.33 57.9% 17.6% 44.9% 31.2% 68.0% 4.8% -0.8% 3.25B -195.39B -601.9M 0.74 2.93 N/A N/A 3,548,520 2,642,442 8,797,986 11,078,301
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