TSLA Options History — March 2022 In March 2022, TSLA traded between $254.60 and $366.77. ATM implied volatility averaged 61.8%, placing in the 53.3% IV rank vs the trailing year. The 30-day expected move averaged 18.0%. IV traded below realized volatility by 0.6% (HV 20d: 62.4%). Max pain ranged from $283.33 to $300.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.77.
Notable Days 2022-03-23 : Highest Volume — 5,630,064 contracts2022-03-28 : Largest IV spike — 11.6% change2022-03-14 : Highest IV Rank — 73.1%2022-03-07 : Largest Expected Move — 20.7%Monthly Statistics Metric Avg Min Max Open Close Price $304.48 $254.60 $366.77 $285.86 $362.54 Max Pain $290.51 $283.33 $300.00 $296.67 $300.00 ATM IV 61.8% 55.1% 71.2% 65.9% 59.5% Expected Move 18.0% 16.5% 20.7% 19.5% 16.7% HV 20d 62.4% 57.3% 67.6% 58.6% 57.3% HV 60d 68.4% 65.8% 70.5% 69.2% 65.8% IV Rank 53.3% 39.8% 73.1% 60.3% 48.9% IV Percentile 64.6% 43.7% 92.9% 76.6% 57.1% Term Structure 0.6% -3.2% 4.1% 0.2% 0.1% VWIV 64.0% 59.0% 72.6% 69.7% 60.8% Skew 25d 7.4% -2.2% 13.3% 9.6% 0.2% Skew 10d 13.0% -6.1% 23.7% 17.7% -0.5% Call IV 25d 58.6% 51.9% 65.6% 61.6% 60.4% Put IV 25d 66.0% 57.3% 77.6% 71.2% 60.6% Bid-Ask Spread % 6.52 1.96 16.82 10.50 3.84 Gamma HHI 0.04 0.02 0.22 0.02 0.03 Net GEX 643.8M -330.6M 1.76B 412.4M 784.9M Net DEX -56.41B -106.82B -15.36B -40.18B -100.61B Net VEX -509.1M -578.7M -436.2M -500.5M -574.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.54 1.11 0.73 0.78 Total Volume 3,486,001.565 2,447,331 5,630,064 2,947,542 2,614,839 Total OI 12,336,523.826 11,073,180 13,102,602 12,227,394 12,600,753
Daily Data (23 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 2022-03-01 $285.86 $296.67 65.9% 19.5% 58.6% 60.3% 69.7% 9.6% 0.2% 412.4M -40.18B -500.5M 0.73 10.50 N/A N/A 1,701,765 1,245,777 6,050,802 6,176,592 2022-03-02 $293.90 $296.67 60.2% 17.3% 59.7% 48.8% 61.9% 8.8% 1.0% 676.5M -47.40B -511.6M 0.72 9.09 N/A N/A 1,878,678 1,343,364 6,201,705 6,257,691 2022-03-03 $278.28 $298.33 63.5% 18.4% 61.8% 55.4% 65.1% 10.4% 0.7% 130.4M -31.79B -487.0M 0.84 9.21 N/A N/A 1,807,944 1,516,410 6,291,450 6,329,430 2022-03-04 $277.73 $296.67 64.9% 18.6% 61.8% 58.2% 66.0% 11.8% 0.9% 26.2M -30.74B -488.2M 0.99 8.83 N/A N/A 1,994,280 1,972,008 6,402,816 6,397,749 2022-03-07 $269.24 $295.00 69.8% 20.7% 60.8% 68.2% 72.6% 12.9% -0.6% 95.4M -25.34B -469.9M 0.85 6.99 N/A N/A 1,337,349 1,133,226 5,919,348 6,021,888 2022-03-08 $275.54 $293.33 67.7% 19.6% 61.5% 65.9% 68.9% 12.7% -0.7% 203.9M -30.16B -477.2M 0.78 2.80 N/A N/A 1,848,705 1,439,859 6,103,326 6,144,816 2022-03-09 $286.14 $290.00 62.4% 17.8% 63.0% 54.9% 64.0% 11.8% -0.3% 526.4M -39.91B -492.0M 0.80 1.96 N/A N/A 1,361,835 1,085,496 6,232,011 6,268,611 2022-03-10 $277.97 $288.33 62.3% 17.3% 63.3% 54.7% 61.8% 12.1% -0.2% 238.0M -31.80B -475.1M 0.95 2.47 N/A N/A 1,635,480 1,548,993 6,333,156 6,358,002 2022-03-11 $265.27 $286.67 66.8% 19.6% 64.2% 64.0% 68.3% 12.6% -1.1% -330.6M -20.04B -457.2M 0.87 2.31 N/A N/A 2,201,166 1,914,114 6,436,284 6,436,836 2022-03-14 $254.60 $283.33 71.2% 20.2% 63.0% 73.1% 69.7% 13.3% -3.2% -32.5M -15.36B -436.2M 1.11 6.73 N/A N/A 1,265,943 1,406,844 6,028,398 6,099,960 2022-03-15 $267.70 $283.33 64.1% 18.7% 65.4% 58.5% 66.8% 12.2% -1.2% 188.4M -24.91B -453.8M 0.92 10.72 N/A N/A 1,453,938 1,336,407 6,189,948 6,218,115 2022-03-16 $279.06 $283.33 59.4% 17.5% 64.5% 48.6% 63.5% 10.9% 2.1% 563.1M -36.55B -464.4M 0.83 16.82 N/A N/A 1,891,266 1,568,493 6,338,124 6,287,970 2022-03-17 $290.70 $283.33 56.1% 16.8% 66.4% 41.9% 59.5% 9.8% 0.1% 1.02B -49.76B -483.8M 0.80 11.44 N/A N/A 2,067,150 1,663,821 6,489,837 6,408,141 2022-03-18 $300.61 $283.33 55.1% 16.5% 65.3% 39.8% 59.0% 7.9% 0.0% 1.76B -61.58B -497.0M 0.73 9.62 N/A N/A 2,735,619 1,996,326 6,548,781 6,553,821 2022-03-21 $306.76 $283.33 56.5% 16.9% 64.8% 42.8% 60.0% 7.5% 4.0% 758.7M -58.60B -511.6M 0.68 7.58 N/A N/A 1,768,296 1,207,629 5,533,311 5,539,869 2022-03-22 $331.53 $283.33 59.7% 17.7% 67.6% 49.3% 63.0% 1.6% 3.4% 1.10B -83.41B -550.2M 0.54 4.74 N/A N/A 3,032,310 1,643,550 5,703,693 5,724,024 2022-03-23 $333.53 $286.67 60.3% 17.8% 60.4% 50.7% 63.6% 1.9% 4.1% 1.13B -84.89B -555.7M 0.54 4.70 N/A N/A 3,658,839 1,971,225 5,941,587 6,004,659 2022-03-24 $337.43 $290.00 57.1% 17.0% 59.9% 44.0% 60.6% 2.6% 3.7% 1.20B -87.13B -555.3M 0.64 3.75 N/A N/A 2,381,952 1,520,634 6,266,487 6,232,917 2022-03-25 $334.80 $290.00 56.4% 16.6% 60.3% 42.5% 59.0% 3.3% 3.3% 1.19B -83.49B -543.9M 0.68 4.22 N/A N/A 2,526,300 1,709,871 6,377,073 6,330,954 2022-03-28 $363.50 $291.67 62.9% 18.0% 62.1% 56.0% 64.7% -2.2% -0.3% 1.05B -104.67B -571.7M 0.55 3.49 N/A N/A 2,649,423 1,460,709 5,719,488 5,790,339 2022-03-29 $366.77 $298.33 60.4% 17.2% 61.8% 50.8% 63.2% -1.0% -1.4% 1.12B -106.82B -578.7M 0.67 3.57 N/A N/A 1,678,425 1,120,332 6,025,779 6,071,721 2022-03-30 $363.58 $300.00 59.8% 16.8% 62.0% 49.5% 60.3% -0.1% -1.0% 990.7M -102.20B -573.0M 0.72 4.51 N/A N/A 1,674,657 1,206,789 6,159,636 6,192,150 2022-03-31 $362.54 $300.00 59.5% 16.7% 57.3% 48.9% 60.8% 0.2% 0.1% 784.9M -100.61B -574.7M 0.78 3.84 N/A N/A 1,469,016 1,145,823 6,290,982 6,309,771
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