TSLA Options History — June 2022 In June 2022, TSLA traded between $211.46 and $258.07. ATM implied volatility averaged 73.1%, placing in the 77.0% IV rank vs the trailing year. The 30-day expected move averaged 20.6%. IV traded below realized volatility by 11.4% (HV 20d: 84.5%). Max pain ranged from $216.67 to $266.67. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.98.
Notable Days 2022-06-03 : Highest Volume — 5,482,332 contracts2022-06-16 : Largest IV spike — 14.7% change2022-06-16 : Highest IV Rank — 98.6%2022-06-16 : Largest Expected Move — 23.9%Monthly Statistics Metric Avg Min Max Open Close Price $234.08 $211.46 $258.07 $248.02 $224.32 Max Pain $254.52 $216.67 $266.67 $216.67 $243.33 ATM IV 73.1% 66.1% 83.6% 66.4% 76.9% Expected Move 20.6% 18.9% 23.9% 19.8% 21.0% HV 20d 84.5% 78.5% 91.6% 90.7% 78.7% HV 60d 74.1% 71.4% 77.3% 71.4% 75.1% IV Rank 77.0% 62.5% 98.6% 63.1% 84.8% IV Percentile 90.1% 74.6% 99.2% 77.8% 94.8% Term Structure 0.6% -1.0% 2.6% 0.3% -1.0% VWIV 73.6% 65.8% 84.3% 70.5% 74.4% Skew 25d 13.2% 9.3% 18.4% 10.8% 14.8% Skew 10d 26.0% 18.2% 35.7% 21.2% 29.8% Call IV 25d 67.0% 61.7% 74.6% 61.7% 70.5% Put IV 25d 80.2% 71.2% 92.9% 72.5% 85.3% Bid-Ask Spread % 4.15 3.06 5.53 5.53 4.88 Gamma HHI 0.04 0.02 0.15 0.02 0.02 Net GEX 47.0M -424.8M 697.7M 252.7M -110.8M Net DEX -6.49B -27.08B 8.14B -18.03B 2.57B Net VEX -371.5M -416.4M -335.1M -401.5M -350.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.98 0.76 1.31 0.87 1.00 Total Volume 3,659,863.714 2,480,286 5,482,332 2,936,649 3,896,958 Total OI 12,125,124.429 9,927,402 13,985,778 12,556,077 11,065,692
Daily Data (21 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 2022-06-01 $248.02 $216.67 66.4% 19.8% 90.7% 63.1% 70.5% 10.8% 0.3% 252.7M -18.03B -401.5M 0.87 5.53 N/A N/A 1,568,367 1,368,282 6,298,125 6,257,952 2022-06-02 $258.07 $266.67 67.2% 19.3% 90.0% 64.8% 70.2% 9.9% 0.4% 529.1M -27.08B -416.4M 0.83 4.90 N/A N/A 2,419,320 2,011,344 6,401,688 6,375,450 2022-06-03 $234.17 $266.67 73.0% 20.9% 91.1% 76.6% 73.8% 12.0% 0.3% -424.8M -5.04B -381.1M 1.04 4.85 N/A N/A 2,688,831 2,793,501 6,594,603 6,541,560 2022-06-06 $237.68 $266.67 71.2% 20.4% 91.6% 73.0% 72.8% 11.9% -0.1% 38.3M -9.87B -380.2M 0.86 5.46 N/A N/A 1,360,077 1,171,383 6,184,488 6,195,357 2022-06-07 $239.63 $266.67 66.8% 19.2% 86.6% 64.0% 69.5% 11.4% -0.2% 77.5M -10.69B -379.1M 0.99 4.22 N/A N/A 1,254,330 1,247,217 6,343,695 6,356,661 2022-06-08 $242.06 $266.67 66.1% 18.9% 86.6% 62.5% 65.8% 9.3% -0.1% 126.3M -12.25B -382.0M 0.76 4.62 N/A N/A 1,819,449 1,389,966 6,398,781 6,470,820 2022-06-09 $239.81 $266.67 69.2% 19.8% 81.4% 68.8% 69.4% 9.9% -0.3% 74.7M -10.65B -382.9M 0.84 4.26 N/A N/A 2,237,652 1,879,437 6,523,725 6,569,850 2022-06-10 $232.33 $266.67 71.5% 20.4% 82.1% 73.7% 72.4% 12.1% -0.4% -401.1M -3.74B -366.3M 1.31 3.73 N/A N/A 2,223,018 2,913,945 6,690,366 6,668,772 2022-06-13 $215.60 $266.67 81.5% 23.3% 82.8% 94.2% 80.2% 15.5% 0.7% -147.7M 4.42B -340.1M 1.29 3.96 N/A N/A 1,406,328 1,817,160 6,298,533 6,345,831 2022-06-14 $220.75 $261.67 79.1% 22.7% 80.8% 89.4% 80.6% 15.9% 1.2% -81.6M 650.4M -349.8M 1.18 3.06 N/A N/A 1,466,421 1,737,186 6,530,604 6,523,209 2022-06-15 $233.23 $260.00 72.9% 20.9% 81.3% 76.5% 74.7% 15.1% 2.6% 123.2M -8.58B -371.1M 0.92 4.57 N/A N/A 1,921,461 1,773,531 6,657,972 6,677,865 2022-06-16 $211.46 $256.67 83.6% 23.9% 84.8% 98.6% 84.3% 18.4% 1.5% -314.4M 8.14B -335.1M 1.13 3.75 N/A N/A 1,889,112 2,130,153 6,760,323 6,826,086 2022-06-17 $216.49 $251.67 76.7% 21.8% 85.2% 84.4% 79.8% 16.7% 2.1% -208.8M 3.89B -341.2M 0.99 4.05 N/A N/A 2,173,470 2,152,062 7,019,919 6,965,859 2022-06-21 $239.97 $250.00 75.7% 21.4% 87.2% 82.4% 77.2% 14.3% 1.0% 258.1M -9.83B -381.3M 0.89 3.56 N/A N/A 1,961,211 1,740,306 5,393,904 4,533,498 2022-06-22 $235.95 $248.33 73.9% 20.7% 87.2% 78.6% 74.0% 14.1% 1.2% 186.9M -6.26B -375.1M 0.91 3.18 N/A N/A 1,752,471 1,596,093 5,672,016 4,882,782 2022-06-23 $235.81 $248.33 72.6% 20.2% 84.3% 75.8% 71.8% 13.9% 1.6% 145.2M -5.50B -371.8M 1.01 3.16 N/A N/A 2,067,465 2,097,186 5,805,114 5,023,719 2022-06-24 $244.35 $245.00 69.4% 19.0% 84.0% 69.2% 70.4% 12.4% 2.3% 697.7M -14.01B -386.1M 0.84 4.08 N/A N/A 2,421,678 2,033,811 5,922,633 5,117,409 2022-06-27 $245.05 $243.33 72.0% 19.5% 80.4% 74.6% 69.1% 12.2% -0.7% 249.9M -12.25B -386.7M 0.87 3.42 N/A N/A 1,323,903 1,156,383 5,524,914 4,692,615 2022-06-28 $233.16 $243.33 74.3% 20.2% 78.5% 79.5% 71.9% 12.8% -0.3% 10.9M -3.09B -368.0M 0.89 3.64 N/A N/A 1,548,726 1,373,163 5,717,640 4,933,488 2022-06-29 $227.70 $243.33 75.6% 20.4% 78.8% 82.1% 72.6% 13.9% -0.4% -93.3M 832.1M -354.9M 1.09 4.29 N/A N/A 1,473,432 1,601,349 5,830,965 5,033,130 2022-06-30 $224.32 $243.33 76.9% 21.0% 78.7% 84.8% 74.4% 14.8% -1.0% -110.8M 2.57B -350.2M 1.00 4.88 N/A N/A 1,946,919 1,950,039 5,935,440 5,130,252
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