TSLA Options History — February 2022

In February 2022, TSLA traded between $255.12 and $310.92. ATM implied volatility averaged 59.7%, placing in the 47.7% IV rank vs the trailing year. The 30-day expected move averaged 17.3%. IV traded below realized volatility by 12.5% (HV 20d: 72.1%). Max pain ranged from $290.00 to $333.33. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.88.

Notable Days

2022-02-24: Highest Volume — 4,905,219 contracts
2022-02-17: Largest IV spike — 10.6% change
2022-02-23: Highest IV Rank — 64.9%
2022-02-23: Largest Expected Move — 20.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$292.42	$255.12	$310.92	$310.54	$287.17
Max Pain	$301.93	$290.00	$333.33	$333.33	$300.00
ATM IV	59.7%	53.4%	68.2%	60.7%	63.4%
Expected Move	17.3%	15.3%	20.1%	18.1%	18.8%
HV 20d	72.1%	67.2%	76.2%	74.0%	71.7%
HV 60d	67.8%	66.2%	72.0%	71.8%	69.3%
IV Rank	47.7%	35.2%	64.9%	49.8%	55.2%
IV Percentile	55.9%	38.5%	85.3%	57.1%	68.7%
Term Structure	0.1%	-0.9%	0.9%	-0.2%	0.6%
VWIV	61.3%	54.7%	69.5%	64.8%	66.9%
Skew 25d	7.7%	4.1%	12.7%	4.1%	10.3%
Skew 10d	14.0%	7.6%	23.9%	8.2%	19.3%
Call IV 25d	56.3%	49.7%	62.2%	59.5%	58.4%
Put IV 25d	64.0%	56.3%	74.8%	63.6%	68.7%
Bid-Ask Spread %	10.59	4.91	14.16	4.91	10.07
Gamma HHI	0.03	0.02	0.08	0.03	0.03
Net GEX	179.4M	-448.9M	523.0M	422.4M	416.3M
Net DEX	-37.38B	-53.60B	-10.28B	-53.60B	-40.47B
Net VEX	-500.5M	-553.4M	-422.8M	-553.4M	-490.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.88	0.64	1.15	0.83	0.74
Total Volume	3,352,338.947	2,270,025	4,905,219	2,713,281	3,661,014
Total OI	12,735,520.105	11,407,767	13,475,454	12,792,777	11,769,681

Daily Data (19 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
2022-02-01	$310.54	$333.33	60.7%	18.1%	74.0%	49.8%	64.8%	4.1%	-0.2%	422.4M	-53.60B	-553.4M	0.83	4.91	N/A	N/A	1,484,385	1,228,896	6,593,382	6,199,395
2022-02-02	$301.63	$333.33	58.7%	17.4%	73.7%	45.8%	62.1%	4.3%	-0.0%	227.5M	-43.81B	-536.1M	0.99	5.93	N/A	N/A	1,449,555	1,434,174	6,717,786	6,329,667
2022-02-03	$298.16	$290.00	63.7%	18.3%	72.2%	55.8%	64.2%	6.2%	-0.4%	134.3M	-41.56B	-536.6M	0.93	13.24	N/A	N/A	2,019,087	1,881,384	6,831,306	6,440,349
2022-02-04	$308.72	$290.00	57.7%	16.8%	73.8%	43.7%	59.3%	4.9%	0.3%	477.4M	-52.43B	-545.4M	0.76	14.16	N/A	N/A	2,505,405	1,892,562	6,902,514	6,572,940
2022-02-07	$302.87	$293.33	59.8%	17.3%	72.7%	48.1%	60.7%	4.8%	0.3%	273.6M	-46.23B	-526.7M	0.64	11.43	N/A	N/A	1,511,940	969,819	6,334,116	6,133,269
2022-02-08	$307.11	$296.67	56.1%	16.3%	72.2%	40.7%	58.0%	5.2%	0.7%	350.6M	-49.02B	-528.7M	0.82	12.20	N/A	N/A	1,249,275	1,020,750	6,511,434	6,285,750
2022-02-09	$310.92	$300.00	53.4%	15.6%	72.3%	35.2%	55.1%	4.5%	0.9%	487.6M	-52.40B	-529.1M	0.64	13.57	N/A	N/A	1,523,238	971,727	6,581,178	6,342,747
2022-02-10	$300.57	$300.00	55.4%	16.1%	69.9%	39.2%	56.8%	5.5%	0.8%	82.1M	-41.25B	-508.5M	0.82	12.37	N/A	N/A	1,851,729	1,518,207	6,685,911	6,396,654
2022-02-11	$284.32	$300.00	60.0%	17.3%	68.7%	48.3%	61.4%	8.0%	0.8%	-448.9M	-24.23B	-488.7M	1.04	12.62	N/A	N/A	2,321,733	2,408,811	6,806,691	6,483,573
2022-02-14	$290.44	$300.00	59.5%	17.1%	69.2%	47.4%	59.4%	7.8%	0.0%	67.5M	-32.91B	-494.8M	0.81	13.57	N/A	N/A	1,558,845	1,261,737	6,350,805	6,197,397
2022-02-15	$305.48	$300.00	54.5%	15.7%	72.2%	37.4%	54.7%	8.5%	0.4%	463.0M	-47.45B	-510.9M	0.78	11.47	N/A	N/A	1,349,901	1,047,633	6,631,461	6,318,495
2022-02-16	$307.55	$300.00	53.4%	15.3%	72.0%	35.2%	54.9%	8.0%	-0.1%	523.0M	-48.79B	-512.0M	0.84	9.10	N/A	N/A	1,262,496	1,062,690	6,710,106	6,397,896
2022-02-17	$293.16	$300.00	59.1%	17.0%	73.6%	46.6%	59.9%	8.9%	-0.6%	-7.8M	-33.46B	-492.4M	1.09	10.52	N/A	N/A	1,329,036	1,444,392	6,735,003	6,441,213
2022-02-18	$285.76	$300.00	60.1%	17.3%	72.4%	48.6%	61.7%	9.6%	-0.2%	-206.1M	-26.84B	-479.4M	1.15	11.12	N/A	N/A	1,943,517	2,236,371	6,839,565	6,544,467
2022-02-22	$274.11	$300.00	64.0%	18.6%	71.8%	56.4%	65.3%	9.9%	-0.5%	-21.7M	-24.49B	-459.3M	0.99	9.91	N/A	N/A	1,586,172	1,570,614	5,580,870	5,826,897
2022-02-23	$255.12	$300.00	68.2%	20.1%	74.6%	64.9%	69.5%	12.7%	-0.9%	-179.7M	-10.28B	-422.8M	1.04	7.12	N/A	N/A	1,907,823	1,992,951	5,825,073	5,997,303
2022-02-24	$264.36	$300.00	65.0%	18.9%	76.2%	58.4%	68.4%	12.6%	0.3%	19.5M	-17.63B	-443.4M	1.07	10.60	N/A	N/A	2,370,153	2,535,066	6,022,623	6,151,401
2022-02-25	$268.06	$300.00	61.0%	17.4%	67.2%	50.4%	60.9%	10.6%	0.5%	327.5M	-23.44B	-451.6M	0.83	7.38	N/A	N/A	2,365,287	1,966,065	6,203,409	6,282,555
2022-02-28	$287.17	$300.00	63.4%	18.8%	71.7%	55.2%	66.9%	10.3%	0.6%	416.3M	-40.47B	-490.6M	0.74	10.07	N/A	N/A	2,100,825	1,560,189	5,814,111	5,955,570