TSLA Options History — January 2022

In January 2022, TSLA traded between $277.74 and $397.83. ATM implied volatility averaged 69.9%, placing in the 66.9% IV rank vs the trailing year. The 30-day expected move averaged 20.1%. IV traded below realized volatility by 1.9% (HV 20d: 71.8%). Max pain ranged from $233.33 to $341.67. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.83.

Notable Days

2022-01-07: Highest Volume — 6,285,336 contracts
2022-01-24: Largest IV spike — 12.6% change
2022-01-24: Highest IV Rank — 96.9%
2022-01-26: Largest Expected Move — 25.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$336.63	$277.74	$397.83	$397.83	$310.69
Max Pain	$321.83	$233.33	$341.67	$233.33	$333.33
ATM IV	69.9%	62.1%	84.1%	66.8%	62.1%
Expected Move	20.1%	17.7%	25.1%	17.9%	18.6%
HV 20d	71.8%	66.6%	87.2%	68.9%	87.2%
HV 60d	68.6%	66.1%	72.1%	66.5%	72.1%
IV Rank	66.9%	52.5%	96.9%	57.1%	52.5%
IV Percentile	83.1%	62.3%	99.6%	77.8%	62.3%
Term Structure	-1.5%	-3.4%	-0.2%	-1.5%	-0.2%
VWIV	71.0%	63.1%	88.7%	64.0%	66.6%
Skew 25d	3.1%	-1.0%	7.0%	-1.0%	5.5%
Skew 10d	6.0%	-2.1%	15.0%	-2.1%	10.5%
Call IV 25d	69.2%	60.2%	81.5%	68.6%	60.2%
Put IV 25d	72.3%	65.7%	87.1%	67.6%	65.7%
Bid-Ask Spread %	5.55	3.50	8.13	5.38	4.39
Gamma HHI	0.03	0.02	0.07	0.04	0.03
Net GEX	361.5M	-416.3M	1.56B	1.56B	428.6M
Net DEX	-93.44B	-182.49B	-17.42B	-182.49B	-54.04B
Net VEX	-592.2M	-636.9M	-505.6M	-636.7M	-554.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.83	0.56	1.15	0.56	0.66
Total Volume	4,341,819.3	2,523,828	6,285,336	5,060,805	3,319,914
Total OI	15,884,113.05	12,228,546	17,959,620	16,004,760	12,439,917

Daily Data (20 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
2022-01-03	$397.83	$233.33	66.8%	17.9%	68.9%	57.1%	64.0%	-1.0%	-1.5%	1.56B	-182.49B	-636.7M	0.56	5.38	N/A	N/A	3,235,560	1,825,245	7,610,205	8,394,555
2022-01-04	$383.67	$236.67	66.8%	17.7%	70.6%	57.2%	63.1%	-0.4%	-0.8%	1.25B	-160.74B	-636.9M	0.69	3.94	N/A	N/A	2,744,007	1,907,133	8,012,589	8,747,292
2022-01-05	$364.32	$240.00	67.0%	17.9%	72.3%	57.6%	63.7%	0.6%	-1.3%	378.8M	-129.51B	-630.9M	0.84	4.76	N/A	N/A	2,381,508	2,006,064	8,222,994	9,019,890
2022-01-06	$356.49	$336.67	66.1%	18.6%	72.4%	55.8%	65.9%	1.8%	-1.4%	-69.0M	-115.63B	-626.4M	0.87	3.50	N/A	N/A	2,929,761	2,562,339	8,352,999	9,200,826
2022-01-07	$341.22	$336.67	67.1%	18.8%	70.8%	57.7%	66.3%	2.1%	-1.4%	-187.1M	-93.92B	-614.7M	0.88	3.74	N/A	N/A	3,342,909	2,942,427	8,584,578	9,375,042
2022-01-10	$349.82	$336.67	70.4%	19.9%	71.3%	65.2%	70.0%	3.2%	-1.1%	458.1M	-113.91B	-622.7M	0.82	4.38	N/A	N/A	2,235,423	1,828,275	7,945,383	8,793,618
2022-01-11	$352.87	$333.33	67.9%	19.2%	68.5%	62.7%	68.5%	2.4%	-0.8%	745.1M	-120.85B	-620.8M	0.64	5.30	N/A	N/A	1,892,358	1,208,811	8,192,361	8,900,676
2022-01-12	$370.13	$335.00	66.2%	18.8%	69.9%	60.9%	66.5%	2.3%	-0.6%	1.39B	-146.98B	-627.0M	0.63	5.00	N/A	N/A	2,507,442	1,583,262	8,299,326	8,979,360
2022-01-13	$345.75	$335.00	68.6%	19.4%	74.8%	65.7%	68.1%	2.7%	-1.1%	227.3M	-106.69B	-613.7M	0.76	5.40	N/A	N/A	2,961,660	2,263,107	8,423,592	9,132,168
2022-01-14	$349.63	$340.00	65.1%	18.5%	72.9%	58.6%	65.1%	1.8%	-0.9%	461.7M	-111.76B	-608.7M	0.98	6.62	N/A	N/A	2,663,622	2,617,566	8,650,644	9,270,735
2022-01-18	$342.60	$341.67	67.4%	19.3%	73.5%	63.3%	67.7%	2.3%	-2.3%	360.2M	-103.23B	-588.7M	0.90	6.97	N/A	N/A	1,413,606	1,277,034	7,997,055	8,780,796
2022-01-19	$334.28	$341.67	69.1%	19.8%	72.6%	66.6%	70.1%	2.8%	-2.6%	92.1M	-90.19B	-585.6M	0.94	7.71	N/A	N/A	1,750,950	1,651,797	8,106,216	8,948,637
2022-01-20	$333.00	$341.67	67.1%	19.3%	71.8%	62.6%	67.7%	4.7%	-2.1%	103.1M	-88.12B	-578.2M	0.85	8.13	N/A	N/A	1,884,372	1,599,900	8,246,493	9,014,775
2022-01-21	$317.67	$341.67	74.7%	21.7%	68.9%	78.0%	76.1%	4.6%	-3.4%	-416.3M	-67.00B	-563.9M	1.06	6.68	N/A	N/A	2,650,017	2,802,114	8,288,436	9,061,368
2022-01-24	$302.33	$340.00	84.1%	25.1%	66.6%	96.9%	88.7%	7.0%	-2.2%	58.9M	-40.71B	-559.9M	1.15	5.61	N/A	N/A	1,660,218	1,902,897	6,197,775	6,030,771
2022-01-25	$310.38	$333.33	81.4%	24.5%	66.7%	91.4%	86.7%	5.0%	-1.5%	252.9M	-51.32B	-574.2M	0.82	5.92	N/A	N/A	1,389,207	1,134,621	6,451,056	6,135,141
2022-01-26	$311.72	$333.33	81.7%	25.1%	66.7%	91.9%	88.4%	2.9%	-2.5%	318.6M	-53.42B	-579.0M	0.74	6.73	N/A	N/A	1,753,062	1,297,266	6,628,215	6,259,875
2022-01-27	$280.50	$333.33	73.3%	21.9%	75.2%	75.2%	77.8%	6.4%	-1.5%	-136.0M	-20.82B	-515.3M	0.85	5.05	N/A	N/A	2,960,679	2,516,118	6,831,744	6,423,726
2022-01-28	$277.74	$333.33	66.0%	19.3%	75.1%	60.5%	69.4%	6.1%	-0.8%	-49.5M	-17.42B	-505.6M	0.98	5.87	N/A	N/A	3,145,890	3,088,245	7,162,635	6,568,797
2022-01-31	$310.69	$333.33	62.1%	18.6%	87.2%	52.5%	66.6%	5.5%	-0.2%	428.6M	-54.04B	-554.6M	0.66	4.39	N/A	N/A	2,000,493	1,319,421	6,411,744	6,028,173