TSLA Options History — November 2021 In November 2021, TSLA traded between $335.80 and $410.70. ATM implied volatility averaged 65.4%, placing in the 41.8% IV rank vs the trailing year. The 30-day expected move averaged 19.1%. IV traded below realized volatility by 3.7% (HV 20d: 69.1%). Max pain ranged from $273.33 to $333.33. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.84.
Notable Days 2021-11-09 : Highest Volume — 7,322,592 contracts2021-11-09 : Largest IV spike — 23.5% change2021-11-09 : Highest IV Rank — 55.4%2021-11-26 : Largest Expected Move — 21.3%Monthly Statistics Metric Avg Min Max Open Close Price $372.99 $335.80 $410.70 $397.76 $379.88 Max Pain $305.40 $273.33 $333.33 $273.33 $333.33 ATM IV 65.4% 60.4% 75.0% 62.1% 66.7% Expected Move 19.1% 17.3% 21.3% 19.3% 20.0% HV 20d 69.1% 49.7% 81.1% 49.7% 68.1% HV 60d 48.0% 40.7% 53.0% 40.7% 52.9% IV Rank 41.8% 34.7% 55.4% 37.1% 43.6% IV Percentile 67.9% 55.2% 84.9% 61.9% 72.2% Term Structure -0.6% -2.0% 1.6% -0.8% 1.6% VWIV 69.9% 62.7% 80.0% 73.9% 71.2% Skew 25d 4.4% 1.4% 9.1% 1.4% 8.3% Skew 10d 6.6% -0.5% 14.3% 4.4% 13.4% Call IV 25d 65.2% 61.0% 71.5% 63.9% 63.1% Put IV 25d 69.6% 63.4% 80.5% 65.3% 71.5% Bid-Ask Spread % 4.12 2.42 6.79 3.81 6.79 Gamma HHI 0.03 0.02 0.06 0.03 0.03 Net GEX 774.2M -695.7M 2.06B 1.35B 910.7M Net DEX -164.28B -223.23B -106.79B -212.82B -160.08B Net VEX -711.1M -749.4M -603.9M -603.9M -702.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.84 0.55 1.22 0.58 1.00 Total Volume 4,999,592 2,977,173 7,322,592 6,990,702 3,617,469 Total OI 18,969,709.286 17,441,790 21,119,289 17,789,670 17,971,779
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 2021-11-01 $397.76 $273.33 62.1% 19.3% 49.7% 37.1% 73.9% 1.4% -0.8% 1.35B -212.82B -603.9M 0.58 3.81 N/A N/A 4,433,298 2,557,404 7,914,252 9,875,418 2021-11-02 $393.47 $275.00 66.8% 20.9% 50.5% 43.8% 80.0% 3.3% -1.2% 1.20B -203.23B -655.5M 0.75 3.13 N/A N/A 3,276,870 2,472,780 8,296,035 10,553,646 2021-11-03 $400.14 $278.33 66.4% 20.6% 49.8% 43.2% 79.3% 4.5% -0.6% 1.46B -210.47B -647.1M 0.83 4.20 N/A N/A 3,254,289 2,714,085 8,443,404 10,940,943 2021-11-04 $410.70 $286.67 70.1% 19.8% 49.8% 48.4% 74.4% 5.8% -0.0% 1.94B -223.23B -749.4M 0.84 2.94 N/A N/A 3,025,008 2,534,493 8,672,910 11,691,858 2021-11-05 $406.54 $293.33 63.3% 18.0% 50.1% 38.8% 67.7% 4.7% -0.2% 1.20B -213.67B -746.7M 0.87 2.42 N/A N/A 2,845,662 2,480,364 8,902,872 12,216,417 2021-11-08 $389.67 $296.67 60.8% 17.5% 54.9% 35.2% 64.9% 3.8% 0.4% 564.3M -178.53B -735.8M 0.86 2.44 N/A N/A 2,162,016 1,864,902 7,997,460 10,155,105 2021-11-09 $340.69 $300.00 75.0% 21.0% 77.4% 55.4% 75.8% 9.0% -1.6% -471.5M -106.79B -736.5M 1.22 2.92 N/A N/A 3,293,856 4,028,736 8,320,527 10,546,272 2021-11-10 $352.67 $300.00 65.8% 18.7% 77.8% 42.3% 69.0% 4.1% -0.6% -115.9M -128.16B -743.2M 0.94 4.08 N/A N/A 2,808,789 2,649,318 8,733,627 10,854,243 2021-11-11 $353.52 $300.00 62.2% 17.8% 77.9% 37.2% 65.9% 4.2% -0.1% 14.8M -132.22B -737.0M 1.04 2.82 N/A N/A 1,859,082 1,930,566 8,911,869 10,906,107 2021-11-12 $342.82 $303.33 62.3% 17.8% 79.2% 37.4% 64.9% 3.0% -0.3% -695.7M -112.55B -718.6M 0.86 3.98 N/A N/A 3,024,306 2,599,578 9,048,768 11,016,060 2021-11-15 $335.80 $306.67 62.0% 17.8% 79.4% 37.0% 63.9% 2.3% -0.5% 206.1M -116.77B -710.6M 0.74 4.41 N/A N/A 2,859,486 2,110,035 8,307,099 9,915,447 2021-11-16 $349.61 $306.67 60.4% 17.3% 80.0% 34.7% 62.7% 2.5% -0.6% 874.5M -143.30B -716.2M 0.78 4.13 N/A N/A 2,245,080 1,744,149 8,744,376 10,120,029 2021-11-17 $365.72 $310.00 61.4% 17.6% 80.9% 36.1% 63.2% 1.6% -0.7% 1.48B -171.15B -708.1M 0.72 4.31 N/A N/A 3,583,110 2,589,939 8,906,076 10,219,125 2021-11-18 $364.61 $316.67 61.9% 17.8% 80.7% 36.9% 63.4% 3.3% -0.7% 1.27B -165.27B -714.4M 0.78 4.58 N/A N/A 2,203,872 1,711,233 9,133,950 10,569,921 2021-11-19 $377.45 $316.67 63.5% 18.3% 81.1% 39.2% 66.2% 1.5% -0.9% 2.06B -192.02B -722.5M 0.55 4.61 N/A N/A 3,583,620 1,966,212 9,312,654 10,753,521 2021-11-22 $390.19 $316.67 66.4% 19.3% 70.1% 43.2% 69.1% 1.8% -1.7% 1.18B -182.91B -728.9M 0.60 5.38 N/A N/A 2,906,454 1,750,143 8,089,281 9,352,509 2021-11-23 $370.09 $320.00 72.3% 21.1% 73.1% 51.5% 74.5% 4.2% -2.0% 381.7M -150.30B -722.9M 0.88 4.89 N/A N/A 2,844,030 2,506,536 8,339,553 9,704,700 2021-11-24 $372.44 $326.67 67.6% 19.7% 72.9% 45.0% 70.7% 7.2% -1.5% 526.4M -154.10B -719.6M 1.07 4.76 N/A N/A 2,390,217 2,549,319 8,586,033 9,918,300 2021-11-26 $361.77 $326.67 71.5% 21.3% 73.2% 50.4% 76.0% 9.1% -1.6% 140.3M -134.62B -711.4M 0.96 4.35 N/A N/A 1,519,611 1,457,562 8,679,732 10,281,249 2021-11-29 $377.21 $326.67 65.1% 19.7% 73.9% 41.5% 71.0% 7.0% 1.2% 786.4M -157.68B -702.6M 0.77 5.64 N/A N/A 1,714,752 1,323,201 7,969,335 9,491,433 2021-11-30 $379.88 $333.33 66.7% 20.0% 68.1% 43.6% 71.2% 8.3% 1.6% 910.7M -160.08B -702.0M 1.00 6.79 N/A N/A 1,812,648 1,804,821 8,198,349 9,773,430
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