TSLA Options History — July 2022

In July 2022, TSLA traded between $226.15 and $297.77. ATM implied volatility averaged 64.4%, placing in the 59.0% IV rank vs the trailing year. The 30-day expected move averaged 18.2%. IV traded above realized volatility by 1.0% (HV 20d: 63.5%). Max pain ranged from $243.33 to $250.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.89.

Notable Days

2022-07-22: Highest Volume — 6,587,859 contracts
2022-07-27: Largest IV drop — 9.7% change
2022-07-01: Highest IV Rank — 82.5%
2022-07-05: Largest Expected Move — 20.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$251.17	$226.15	$297.77	$226.15	$297.77
Max Pain	$249.25	$243.33	$250.00	$243.33	$250.00
ATM IV	64.4%	52.6%	75.8%	75.8%	53.3%
Expected Move	18.2%	14.6%	20.9%	20.4%	14.9%
HV 20d	63.5%	44.2%	77.1%	77.1%	57.2%
HV 60d	75.6%	74.5%	77.7%	74.9%	77.3%
IV Rank	59.0%	34.5%	82.5%	82.5%	35.9%
IV Percentile	60.9%	25.8%	93.7%	93.7%	25.8%
Term Structure	0.1%	-0.8%	2.5%	-0.6%	0.6%
VWIV	65.0%	52.6%	73.7%	72.7%	54.4%
Skew 25d	10.2%	5.6%	15.8%	15.2%	5.6%
Skew 10d	20.9%	12.2%	32.7%	31.4%	12.6%
Call IV 25d	59.8%	49.6%	69.2%	69.2%	51.3%
Put IV 25d	70.1%	56.6%	84.3%	84.3%	56.9%
Bid-Ask Spread %	3.57	2.35	5.51	4.49	4.88
Gamma HHI	0.04	0.02	0.19	0.03	0.10
Net GEX	471.7M	26.1M	1.63B	65.7M	1.63B
Net DEX	-17.67B	-59.53B	1.30B	1.30B	-59.53B
Net VEX	-377.3M	-437.7M	-351.2M	-353.4M	-437.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.89	0.67	1.14	0.88	0.67
Total Volume	3,720,360.9	1,986,333	6,587,859	4,088,478	6,300,435
Total OI	10,983,054.75	9,705,606	11,695,170	11,333,370	11,695,170

Daily Data (20 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
2022-07-01	$226.15	$243.33	75.8%	20.4%	77.1%	82.5%	72.7%	15.2%	-0.6%	65.7M	1.30B	-353.4M	0.88	4.49	N/A	N/A	2,178,072	1,910,406	6,056,961	5,276,409
2022-07-05	$232.25	$250.00	73.5%	20.9%	70.1%	77.8%	73.1%	15.8%	-0.3%	79.9M	-3.55B	-355.7M	1.03	4.59	N/A	N/A	1,495,407	1,542,705	5,607,393	4,923,564
2022-07-06	$232.08	$250.00	71.7%	20.3%	69.8%	74.0%	71.4%	13.9%	-0.8%	160.6M	-4.25B	-354.0M	0.90	5.51	N/A	N/A	1,355,721	1,219,893	5,787,447	5,130,750
2022-07-07	$243.95	$250.00	68.8%	19.6%	72.1%	68.0%	70.4%	13.3%	-0.3%	555.9M	-15.51B	-374.3M	0.84	2.79	N/A	N/A	1,912,254	1,607,697	5,903,130	5,238,963
2022-07-08	$250.89	$250.00	66.8%	19.2%	72.7%	64.0%	69.6%	11.7%	-0.3%	1.06B	-22.67B	-386.9M	0.86	4.10	N/A	N/A	3,040,011	2,623,506	6,060,117	5,407,758
2022-07-11	$234.86	$250.00	72.1%	20.4%	76.5%	74.8%	71.4%	11.5%	-0.5%	61.3M	-4.84B	-356.3M	0.90	4.44	N/A	N/A	1,638,339	1,470,213	5,714,466	4,937,166
2022-07-12	$231.42	$250.00	71.4%	20.3%	75.8%	73.4%	73.7%	12.9%	-0.5%	26.1M	-2.06B	-351.2M	0.92	4.02	N/A	N/A	1,490,781	1,371,276	5,928,741	5,115,180
2022-07-13	$237.71	$250.00	69.4%	19.8%	71.0%	69.3%	69.3%	11.9%	-0.2%	188.0M	-7.31B	-360.5M	0.96	3.29	N/A	N/A	1,884,189	1,803,126	6,031,854	5,216,262
2022-07-14	$237.78	$250.00	68.3%	19.4%	70.7%	67.0%	66.7%	11.2%	-0.5%	186.9M	-7.57B	-357.5M	0.88	3.40	N/A	N/A	1,746,474	1,534,374	6,145,710	5,381,262
2022-07-15	$239.30	$250.00	64.6%	18.6%	68.1%	59.3%	66.5%	10.5%	0.3%	515.3M	-9.11B	-355.8M	0.76	2.41	N/A	N/A	2,133,555	1,619,736	6,224,718	5,439,648
2022-07-18	$240.08	$246.67	66.6%	19.0%	57.1%	63.5%	67.4%	10.0%	0.0%	188.0M	-9.37B	-355.0M	0.91	3.09	N/A	N/A	1,176,642	1,065,816	5,138,493	4,567,113
2022-07-19	$245.17	$248.33	64.2%	18.4%	57.0%	58.5%	64.5%	9.3%	0.3%	215.8M	-11.66B	-364.1M	0.96	2.41	N/A	N/A	1,011,447	974,886	5,298,552	4,794,288
2022-07-20	$247.83	$248.33	63.9%	18.3%	44.2%	58.0%	65.9%	9.2%	-0.4%	275.8M	-13.60B	-369.2M	0.99	2.70	N/A	N/A	1,308,612	1,299,135	5,428,143	4,945,575
2022-07-21	$271.94	$248.33	59.4%	17.0%	54.1%	48.6%	61.9%	7.5%	0.9%	905.8M	-34.82B	-404.8M	0.85	3.44	N/A	N/A	3,365,304	2,869,284	5,619,549	5,336,844
2022-07-22	$272.29	$250.00	57.2%	16.3%	54.1%	44.1%	58.4%	6.7%	1.5%	720.1M	-35.33B	-407.1M	0.80	3.47	N/A	N/A	3,653,544	2,934,315	5,850,948	5,761,191
2022-07-25	$268.07	$250.00	57.2%	16.2%	53.6%	44.0%	58.4%	8.1%	2.5%	451.1M	-25.47B	-401.0M	1.14	2.78	N/A	N/A	1,165,125	1,325,577	5,467,599	5,034,174
2022-07-26	$257.64	$250.00	58.2%	16.3%	55.9%	46.1%	57.7%	7.3%	0.1%	207.3M	-16.43B	-385.2M	1.02	2.35	N/A	N/A	1,249,038	1,268,142	5,646,231	5,166,162
2022-07-27	$275.48	$250.00	52.6%	14.6%	56.7%	34.5%	52.6%	7.1%	0.6%	824.3M	-32.63B	-403.5M	0.80	3.78	N/A	N/A	1,956,945	1,571,118	5,749,956	5,281,575
2022-07-28	$280.82	$250.00	53.4%	14.8%	55.6%	36.3%	53.3%	6.3%	0.4%	1.13B	-38.97B	-412.0M	0.71	3.49	N/A	N/A	2,540,007	1,794,111	5,895,930	5,456,103
2022-07-29	$297.77	$250.00	53.3%	14.9%	57.2%	35.9%	54.4%	5.6%	0.6%	1.63B	-59.53B	-437.7M	0.67	4.88	N/A	N/A	3,776,211	2,524,224	6,099,864	5,595,306