TSLA Options History — April 2022

In April 2022, TSLA traded between $292.79 and $379.30. ATM implied volatility averaged 60.6%, placing in the 51.1% IV rank vs the trailing year. The 30-day expected move averaged 17.3%. IV traded above realized volatility by 2.3% (HV 20d: 58.3%). Max pain ranged from $300.00 to $328.33. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.80.

Notable Days

  • 2022-04-21: Highest Volume — 5,606,982 contracts
  • 2022-04-26: Largest IV spike — 15.8% change
  • 2022-04-26: Highest IV Rank — 68.6%
  • 2022-04-26: Largest Expected Move — 20.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$332.90$292.79$379.30$360.13$292.79
Max Pain$317.33$300.00$328.33$300.00$323.33
ATM IV60.6%54.8%69.0%59.8%68.7%
Expected Move17.3%15.7%20.1%16.8%20.0%
HV 20d58.3%54.6%62.3%57.5%58.4%
HV 60d64.3%60.4%65.9%64.9%60.4%
IV Rank51.1%39.2%68.6%49.6%68.0%
IV Percentile63.7%43.3%93.7%59.9%92.9%
Term Structure-0.9%-2.0%0.3%-0.3%-2.0%
VWIV61.6%56.0%71.5%60.7%71.5%
Skew 25d6.0%1.2%12.9%1.2%11.7%
Skew 10d11.0%1.5%24.8%1.5%22.3%
Call IV 25d58.4%53.2%64.3%60.3%64.3%
Put IV 25d64.4%57.5%75.9%61.5%75.9%
Bid-Ask Spread %6.204.188.705.238.18
Gamma HHI0.030.020.050.050.03
Net GEX386.0M-110.9M1.04B402.1M23.7M
Net DEX-63.99B-112.57B-25.50B-97.07B-28.65B
Net VEX-528.8M-572.1M-476.8M-565.8M-483.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.571.070.730.87
Total Volume3,612,449.71,692,3215,606,9823,877,7285,247,537
Total OI12,274,381.211,294,41213,179,57312,775,15512,740,010

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$360.13$300.0059.8%16.8%57.5%49.6%60.7%1.2%-0.3%402.1M-97.07B-565.8M0.735.23N/AN/A2,239,9741,637,7546,383,5656,391,590
2022-04-04$379.30$300.0061.4%17.2%56.6%52.8%61.3%1.7%-1.7%1.04B-112.57B-572.1M0.575.17N/AN/A2,312,0941,319,6585,796,5375,928,678
2022-04-05$363.42$300.0057.9%16.2%60.4%45.7%58.4%2.6%-0.0%693.6M-94.84B-567.3M0.705.15N/AN/A2,024,7181,410,0756,083,4756,172,230
2022-04-06$349.95$305.0060.3%17.0%62.3%50.6%60.3%3.6%-0.3%271.0M-79.12B-561.2M0.745.50N/AN/A2,291,1061,702,3866,244,5006,351,468
2022-04-07$354.35$306.6761.6%17.2%60.6%53.2%61.4%4.2%-0.7%723.7M-86.77B-564.5M0.706.00N/AN/A2,481,5011,725,0426,445,5546,441,792
2022-04-08$343.81$316.6758.8%16.6%58.7%47.4%58.7%3.2%0.1%238.4M-72.22B-551.9M0.655.68N/AN/A2,531,3431,637,3916,604,9596,574,614
2022-04-11$325.70$316.6761.1%17.3%60.5%52.2%62.2%4.1%-0.5%224.6M-56.67B-524.2M0.757.80N/AN/A1,472,3971,098,4535,834,5056,060,942
2022-04-12$328.08$316.6759.6%16.6%58.8%49.2%59.1%5.7%-2.0%271.1M-58.42B-524.3M0.737.28N/AN/A1,812,3301,315,8636,035,4696,219,942
2022-04-13$341.76$316.6756.4%15.9%58.8%42.6%57.9%4.3%-0.9%873.1M-74.27B-537.3M0.776.94N/AN/A1,768,9561,361,1126,201,7086,298,155
2022-04-14$329.76$316.6755.7%15.8%59.7%41.1%56.0%4.7%-1.0%132.7M-59.36B-521.8M0.796.24N/AN/A1,898,0761,501,2036,307,1676,391,458
2022-04-18$333.98$321.6756.8%16.2%58.9%43.4%57.9%5.2%-0.5%529.5M-63.55B-521.2M0.696.00N/AN/A1,130,985783,7055,532,9575,761,455
2022-04-19$341.55$323.3354.8%15.7%59.0%39.2%56.1%4.3%0.0%733.0M-71.40B-528.5M0.665.51N/AN/A1,018,641673,6805,710,1525,891,772
2022-04-20$327.85$326.6762.9%18.0%54.6%56.0%65.0%7.3%-1.0%441.4M-58.13B-524.9M0.937.91N/AN/A1,548,2101,447,4045,801,8595,962,785
2022-04-21$335.66$326.6755.5%15.9%55.2%40.7%57.0%6.1%0.2%689.3M-65.92B-528.2M0.798.70N/AN/A3,131,9822,475,0006,119,6586,355,212
2022-04-22$336.36$328.3357.3%16.4%55.1%44.5%58.5%7.0%0.3%435.5M-63.89B-535.0M1.056.66N/AN/A2,264,6102,374,4346,192,9456,508,236
2022-04-25$329.82$328.3359.5%17.2%55.5%49.0%61.5%7.6%-1.4%319.9M-57.04B-522.4M0.906.78N/AN/A1,327,1311,199,7425,554,4705,939,787
2022-04-26$296.15$326.6769.0%20.1%58.6%68.6%71.1%11.4%-1.9%-106.5M-27.60B-483.1M1.074.18N/AN/A2,083,9652,233,2605,757,3516,127,524
2022-04-27$293.58$323.3366.6%19.4%58.2%63.6%68.5%12.9%-1.7%-110.9M-25.50B-476.8M1.004.26N/AN/A1,462,6021,462,9236,037,7376,272,448
2022-04-28$293.94$323.3367.5%19.7%58.4%65.5%69.9%12.0%-1.6%-103.4M-26.77B-482.8M0.964.86N/AN/A2,472,1412,369,6106,113,8356,339,123
2022-04-29$292.79$323.3368.7%20.0%58.4%68.0%71.5%11.7%-2.0%23.7M-28.65B-483.5M0.878.18N/AN/A2,802,4712,445,0666,279,6876,460,323