TSLA Options History — May 2022

In May 2022, TSLA traded between $211.07 and $315.83. ATM implied volatility averaged 72.4%, placing in the 75.4% IV rank vs the trailing year. The 30-day expected move averaged 21.0%. IV traded below realized volatility by 1.9% (HV 20d: 74.3%). Max pain ranged from $210.00 to $326.67. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.94.

Notable Days

  • 2022-05-20: Highest Volume — 6,728,448 contracts
  • 2022-05-18: Largest IV spike — 18.3% change
  • 2022-05-12: Highest IV Rank — 100.0%
  • 2022-05-12: Largest Expected Move — 24.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$254.28$211.07$315.83$297.57$252.41
Max Pain$231.11$210.00$326.67$326.67$216.67
ATM IV72.4%60.9%84.3%67.8%68.5%
Expected Move21.0%17.8%24.0%20.3%20.5%
HV 20d74.3%55.1%91.3%59.1%91.0%
HV 60d66.7%60.0%71.6%60.4%71.6%
IV Rank75.4%51.8%100.0%66.1%67.5%
IV Percentile91.2%65.9%100.0%91.3%86.9%
Term Structure-0.5%-2.2%0.6%-0.4%0.3%
VWIV74.8%65.5%86.0%73.2%72.4%
Skew 25d15.1%9.2%20.5%12.6%10.8%
Skew 10d29.2%18.2%38.6%23.8%22.5%
Call IV 25d65.3%57.0%74.6%62.0%63.6%
Put IV 25d80.4%66.2%95.1%74.6%74.5%
Bid-Ask Spread %7.313.9314.234.245.54
Gamma HHI0.030.020.110.030.02
Net GEX39.9M-365.2M736.2M151.4M335.3M
Net DEX-12.46B-52.73B11.19B-34.57B-22.36B
Net VEX-411.3M-510.0M-335.2M-487.6M-412.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.940.711.201.020.75
Total Volume3,813,6662,338,7616,728,4482,531,0973,284,313
Total OI12,435,912.57111,647,49413,235,29211,647,49412,162,240

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$297.57$326.6767.8%20.3%59.1%66.1%73.2%12.6%-0.4%151.4M-34.57B-487.6M1.024.24N/AN/A1,253,8081,277,2895,621,2386,026,256
2022-05-03$300.66$323.3367.2%20.1%55.1%64.8%69.8%11.7%-0.6%259.7M-38.15B-493.2M0.713.93N/AN/A1,370,493968,2685,800,7676,163,584
2022-05-04$315.83$323.3360.9%17.8%57.8%51.8%65.5%9.2%0.6%627.3M-52.73B-510.0M0.795.17N/AN/A1,678,5781,324,7075,928,7326,246,237
2022-05-05$289.30$210.0069.5%19.8%63.8%69.7%71.0%12.8%-0.1%-39.1M-27.00B-476.2M0.9514.23N/AN/A2,199,3632,094,1776,039,3156,325,194
2022-05-06$287.64$213.3367.1%19.4%63.3%64.6%71.3%12.4%0.3%-182.3M-25.45B-469.1M0.9811.84N/AN/A2,255,3222,215,0866,245,6496,442,854
2022-05-09$262.85$213.3376.5%21.8%69.0%84.3%76.3%15.6%-0.4%-80.5M-11.05B-427.4M1.049.74N/AN/A1,510,6831,568,2025,729,0526,069,294
2022-05-10$264.97$216.6773.7%21.1%67.7%78.4%74.5%15.5%-0.2%-41.6M-12.43B-431.6M0.959.44N/AN/A1,498,5631,429,6956,005,3076,240,273
2022-05-11$243.58$216.6780.5%23.0%72.2%92.5%79.0%17.3%-0.4%-233.2M766.1M-395.0M0.959.03N/AN/A1,908,6781,808,8086,142,2426,316,926
2022-05-12$241.54$216.6784.3%24.0%69.2%100.0%86.0%20.5%-0.7%-187.9M665.5M-399.7M0.9710.36N/AN/A2,707,2992,620,5156,389,2176,393,435
2022-05-13$256.08$213.3373.3%21.1%73.8%77.3%75.0%16.8%0.3%117.3M-10.48B-419.8M0.817.77N/AN/A2,799,9452,265,5406,542,9916,477,555
2022-05-16$240.30$213.3377.1%22.1%75.3%85.2%76.4%17.2%-2.2%-86.4M-942.4M-381.3M0.916.65N/AN/A1,683,5221,529,6345,989,7766,138,750
2022-05-17$252.54$216.6765.5%18.8%77.7%61.1%68.5%14.3%-1.2%13.8M-7.76B-397.9M0.906.82N/AN/A1,590,9361,426,1646,227,9766,322,098
2022-05-18$235.29$216.6777.5%22.2%79.7%85.9%81.4%18.1%-2.0%-198.3M1.71B-377.5M1.208.20N/AN/A1,627,2061,950,4566,359,2746,394,953
2022-05-19$238.30$216.6771.5%20.6%79.1%73.5%74.9%17.1%-1.5%-148.6M240.2M-378.0M1.097.81N/AN/A1,820,8381,980,0426,503,9946,535,803
2022-05-20$217.99$216.6782.3%23.8%82.7%96.0%84.2%19.4%-2.0%-365.2M11.19B-348.5M1.157.43N/AN/A3,126,9153,601,5336,614,9016,620,391
2022-05-23$223.54$216.6775.1%22.0%84.4%81.0%78.6%18.0%-0.3%-41.0M-264.5M-354.5M0.915.06N/AN/A1,654,6831,505,8115,760,8225,943,297
2022-05-24$211.07$216.6778.1%22.9%79.1%87.3%80.8%17.9%-0.9%-129.7M5.99B-335.2M1.195.15N/AN/A1,440,1021,708,0746,066,3156,147,906
2022-05-25$220.00$216.6771.3%21.0%81.8%73.2%74.4%16.1%-0.0%1.7M493.6M-350.1M0.885.29N/AN/A1,873,1161,639,3896,220,9176,258,561
2022-05-26$236.06$216.6767.7%19.9%87.0%65.7%71.5%13.8%-0.1%328.9M-12.16B-380.1M0.825.08N/AN/A2,614,1492,137,8366,345,3096,400,170
2022-05-27$252.41$216.6764.1%18.7%91.3%58.4%67.1%10.4%0.4%736.2M-27.32B-413.1M0.764.81N/AN/A2,922,1562,215,0926,482,1426,512,451
2022-05-31$252.41$216.6768.5%20.5%91.0%67.5%72.4%10.8%0.3%335.3M-22.36B-412.2M0.755.54N/AN/A1,875,6661,408,6476,068,5686,093,672