TSLA Options History — December 2021 In December 2021, TSLA traded between $300.09 and $369.37. ATM implied volatility averaged 64.3%, placing in the 47.4% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded above realized volatility by 2.5% (HV 20d: 61.8%). Max pain ranged from $216.67 to $333.33. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.85.
Notable Days 2021-12-23 : Highest Volume — 7,637,700 contracts2021-12-10 : Largest IV drop — 10.7% change2021-12-03 : Highest IV Rank — 58.2%2021-12-03 : Largest Expected Move — 23.2%Monthly Statistics Metric Avg Min Max Open Close Price $339.56 $300.09 $369.37 $369.37 $353.64 Max Pain $241.21 $216.67 $333.33 $333.33 $233.33 ATM IV 64.3% 58.3% 76.9% 69.0% 61.2% Expected Move 18.3% 16.5% 23.2% 21.0% 16.5% HV 20d 61.8% 54.8% 72.7% 68.6% 61.6% HV 60d 58.7% 53.2% 62.3% 53.2% 62.3% IV Rank 47.4% 36.6% 58.2% 46.8% 46.8% IV Percentile 66.1% 50.0% 88.5% 77.4% 58.3% Term Structure 0.9% -1.3% 3.5% 1.3% 1.2% VWIV 65.1% 59.3% 82.5% 74.5% 59.4% Skew 25d 4.5% -1.3% 12.3% 8.9% 0.6% Skew 10d 6.6% -2.6% 21.5% 14.0% 0.3% Call IV 25d 63.0% 57.0% 70.5% 65.1% 61.8% Put IV 25d 67.5% 60.8% 82.8% 74.0% 62.4% Bid-Ask Spread % 9.09 3.78 15.95 7.27 3.78 Gamma HHI 0.04 0.02 0.07 0.02 0.06 Net GEX 435.6M -1.17B 1.58B 352.1M 224.6M Net DEX -109.53B -146.26B -64.65B -142.54B -126.74B Net VEX -630.5M -706.7M -568.9M -706.7M -615.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.85 0.53 1.54 0.93 0.66 Total Volume 3,955,982.864 2,270,211 7,637,700 3,599,157 3,584,169 Total OI 17,341,283.864 15,650,253 19,116,387 18,512,256 17,350,851
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 2021-12-01 $369.37 $333.33 69.0% 21.0% 68.6% 46.8% 74.5% 8.9% 1.3% 352.1M -142.54B -706.7M 0.93 7.27 N/A N/A 1,862,589 1,736,568 8,362,293 10,149,963 2021-12-02 $361.11 $333.33 72.5% 22.3% 68.5% 51.8% 79.6% 10.6% 0.3% -62.6M -128.38B -704.9M 1.54 7.81 N/A N/A 1,989,210 3,067,920 8,470,602 10,290,606 2021-12-03 $335.72 $333.33 76.9% 23.2% 71.5% 58.2% 82.5% 12.3% 1.4% -1.17B -87.89B -682.8M 1.30 7.41 N/A N/A 2,859,603 3,722,124 8,529,690 10,586,697 2021-12-06 $335.19 $216.67 72.2% 20.6% 71.6% 51.5% 72.4% 7.8% -0.6% -6.6M -99.00B -649.7M 0.92 15.95 N/A N/A 1,900,761 1,744,545 7,916,622 9,289,626 2021-12-07 $349.49 $216.67 66.8% 19.1% 72.7% 43.7% 67.3% 6.5% 0.7% 541.1M -121.72B -656.1M 0.85 13.27 N/A N/A 1,593,618 1,350,699 8,160,627 9,333,399 2021-12-08 $356.52 $216.67 65.2% 18.7% 54.8% 41.6% 66.8% 5.1% 1.0% 798.5M -132.94B -660.8M 0.76 11.77 N/A N/A 1,585,836 1,205,109 8,277,333 9,417,549 2021-12-09 $335.77 $216.67 66.5% 18.9% 57.6% 43.3% 66.6% 5.3% 0.1% 20.8M -99.33B -634.9M 0.87 12.66 N/A N/A 1,906,761 1,654,515 8,403,192 9,542,475 2021-12-10 $339.27 $216.67 59.3% 17.0% 57.8% 36.6% 60.2% 3.9% 1.1% 417.8M -104.75B -628.1M 0.95 11.80 N/A N/A 2,484,003 2,369,391 8,549,715 9,638,316 2021-12-13 $322.14 $220.00 61.3% 17.4% 59.6% 42.3% 61.6% 4.8% -0.6% 72.0M -86.17B -599.0M 1.12 11.17 N/A N/A 1,514,751 1,701,351 7,962,768 8,927,877 2021-12-14 $319.01 $220.00 62.4% 17.6% 59.3% 49.1% 61.7% 5.3% -1.0% 43.4M -81.88B -599.0M 1.04 13.36 N/A N/A 1,501,062 1,560,450 8,187,162 9,146,592 2021-12-15 $322.63 $226.67 62.7% 17.7% 57.4% 49.7% 62.7% 5.4% -1.1% 192.1M -88.17B -609.0M 0.85 9.97 N/A N/A 1,734,264 1,473,954 8,325,426 9,230,424 2021-12-16 $309.21 $226.67 66.5% 18.8% 55.9% 56.7% 65.9% 5.7% -1.3% -96.3M -71.18B -595.6M 0.83 9.73 N/A N/A 2,190,597 1,811,766 8,507,325 9,301,473 2021-12-17 $311.67 $230.00 62.0% 17.6% 56.2% 48.2% 61.9% 5.7% -0.8% -160.2M -73.14B -591.1M 0.79 10.17 N/A N/A 2,617,062 2,060,172 8,678,424 9,426,945 2021-12-20 $300.09 $233.33 63.7% 18.2% 54.8% 51.5% 63.8% 5.9% 2.9% 123.6M -64.65B -568.9M 0.96 9.93 N/A N/A 1,158,531 1,111,680 7,407,657 8,242,596 2021-12-21 $310.67 $233.33 58.3% 16.7% 54.9% 41.5% 59.3% 3.8% 3.4% 397.0M -77.19B -578.6M 0.71 8.81 N/A N/A 1,939,701 1,377,123 7,577,895 8,418,558 2021-12-22 $334.39 $233.33 59.1% 16.9% 60.3% 42.9% 60.3% 1.7% 3.5% 1.31B -112.26B -613.8M 0.59 7.22 N/A N/A 3,538,098 2,087,250 7,780,917 8,513,409 2021-12-23 $355.19 $233.33 60.3% 17.1% 64.6% 45.1% 61.1% -0.2% 3.1% 1.58B -144.83B -637.3M 0.53 6.72 N/A N/A 5,001,180 2,636,520 8,065,848 8,735,649 2021-12-27 $364.27 $233.33 63.2% 17.4% 64.5% 50.4% 62.5% -1.3% 1.6% 1.35B -146.26B -639.1M 0.57 5.97 N/A N/A 2,364,135 1,338,117 7,696,827 8,342,109 2021-12-28 $364.59 $233.33 62.7% 17.2% 62.6% 49.6% 62.0% -0.8% 1.7% 1.30B -145.02B -638.9M 0.62 5.77 N/A N/A 1,764,819 1,094,328 7,982,955 8,633,229 2021-12-29 $363.29 $233.33 62.4% 17.1% 62.5% 49.1% 61.2% 0.4% 1.2% 1.41B -143.09B -636.5M 0.72 4.96 N/A N/A 1,936,362 1,403,877 8,184,402 8,753,283 2021-12-30 $357.09 $233.33 61.1% 16.5% 62.0% 46.7% 59.5% 1.4% 1.5% 938.5M -132.59B -623.9M 0.68 4.41 N/A N/A 2,085,135 1,411,917 8,305,968 8,902,971 2021-12-31 $353.64 $233.33 61.2% 16.5% 61.6% 46.8% 59.4% 0.6% 1.2% 224.6M -126.74B -615.7M 0.66 3.78 N/A N/A 2,165,058 1,419,111 8,369,586 8,981,265
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