TSLA Options History — August 2022 In August 2022, TSLA traded between $277.85 and $310.30. ATM implied volatility averaged 56.4%, placing in the 42.4% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 2.7% (HV 20d: 53.7%). Max pain ranged from $250.00 to $800.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 0.77.
Notable Days 2022-08-05 : Highest Volume — 7,457,403 contracts2022-08-30 : Largest IV drop — 32.8% change2022-08-29 : Highest IV Rank — 90.7%2022-08-02 : Largest Expected Move — 16.8%Monthly Statistics Metric Avg Min Max Open Close Price $294.89 $277.85 $310.30 $297.50 $278.01 Max Pain $287.32 $250.00 $800.00 $250.00 $266.67 ATM IV 56.4% 49.8% 79.8% 57.3% 53.2% Expected Move 14.7% 0.2% 16.8% 16.4% 14.6% HV 20d 53.7% 42.2% 61.9% 57.4% 42.2% HV 60d 67.3% 58.0% 76.6% 76.6% 58.0% IV Rank 42.4% 28.7% 90.7% 44.3% 35.8% IV Percentile 30.8% 15.9% 96.8% 33.3% 18.7% Term Structure 0.5% -48.5% 53.4% -0.8% 1.7% VWIV 54.5% 48.2% 59.9% 58.3% 51.3% Skew 25d 9.9% 0.8% 73.5% 6.3% 8.7% Skew 10d 12.7% 1.5% 59.8% 12.9% 16.7% Call IV 25d 50.4% 24.2% 56.7% 54.9% 49.3% Put IV 25d 60.3% 51.2% 97.6% 61.2% 58.0% Bid-Ask Spread % 7.09 2.18 11.46 4.78 2.18 Gamma HHI 0.05 0.02 0.30 0.03 0.02 Net GEX 588.8M -208.9M 2.08B 884.5M 80.0M Net DEX -34.01B -58.20B 35.58B -48.16B -17.55B Net VEX -413.9M -466.7M -58.6M -449.1M -384.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.53 1.21 0.57 1.21 Total Volume 3,501,825.217 1,235,661 7,457,403 4,913,811 1,519,598 Total OI 11,497,420.565 3,736,010 13,899,946 10,802,712 10,620,505
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 2022-08-01 $297.50 $250.00 57.3% 16.4% 57.4% 44.3% 58.3% 6.3% -0.8% 884.5M -48.16B -449.1M 0.57 4.78 N/A N/A 3,135,216 1,778,595 5,714,379 5,088,333 2022-08-02 $302.32 $253.33 58.7% 16.8% 57.2% 47.1% 59.9% 6.2% -0.9% 955.0M -52.17B -460.0M 0.67 4.31 N/A N/A 2,297,262 1,528,695 6,165,921 5,334,633 2022-08-03 $308.00 $258.33 57.3% 16.4% 57.0% 44.2% 59.0% 4.8% -0.9% 1.14B -58.20B -466.2M 0.53 5.01 N/A N/A 2,374,893 1,256,628 6,273,705 5,464,404 2022-08-04 $307.53 $250.00 56.6% 16.1% 55.6% 42.9% 58.0% 3.4% -1.1% 1.19B -57.67B -466.7M 0.57 9.26 N/A N/A 2,223,315 1,256,826 6,455,739 5,603,727 2022-08-05 $287.40 $250.00 53.7% 15.4% 61.9% 36.8% 54.8% 5.4% -0.7% 36.6M -30.83B -430.8M 0.79 9.85 N/A N/A 4,164,183 3,293,220 6,591,147 5,678,280 2022-08-08 $289.70 $250.00 56.2% 16.0% 55.6% 41.9% 57.7% 4.2% -0.0% 516.5M -35.08B -433.1M 0.73 9.52 N/A N/A 2,246,310 1,629,678 6,040,650 5,250,279 2022-08-09 $283.25 $263.33 57.2% 16.4% 56.2% 44.0% 57.7% 5.7% 0.2% 339.1M -27.99B -424.6M 1.04 8.65 N/A N/A 1,716,198 1,786,896 6,277,791 5,438,025 2022-08-10 $294.09 $261.67 55.3% 15.8% 56.7% 40.1% 56.1% 4.5% -0.1% 798.9M -39.94B -438.2M 0.69 7.76 N/A N/A 2,473,149 1,704,762 6,390,567 5,528,199 2022-08-11 $285.97 $263.33 54.4% 15.6% 58.3% 38.3% 54.8% 5.0% 0.1% 345.5M -30.10B -422.7M 0.81 7.78 N/A N/A 2,225,169 1,810,785 6,539,400 5,651,436 2022-08-12 $299.14 $265.00 53.8% 15.5% 59.6% 37.1% 55.7% 1.8% 0.1% 2.08B -46.02B -435.3M 0.75 7.93 N/A N/A 3,556,842 2,661,288 6,680,613 5,767,113 2022-08-15 $310.30 $260.00 54.8% 15.7% 60.2% 39.1% 56.5% 1.3% 0.2% 1.06B -55.73B -448.2M 0.59 8.89 N/A N/A 2,412,003 1,426,725 6,158,316 5,346,771 2022-08-16 $307.17 $266.67 54.3% 15.6% 60.6% 38.1% 55.9% 0.8% 0.5% 949.7M -51.84B -446.7M 0.59 7.86 N/A N/A 2,340,726 1,374,648 6,403,605 5,619,090 2022-08-17 $303.87 $266.67 53.5% 15.3% 61.1% 36.4% 54.4% 0.8% 0.7% 827.8M -47.76B -443.1M 0.80 11.46 N/A N/A 1,880,265 1,498,923 6,535,536 5,727,711 2022-08-18 $302.93 $266.67 51.0% 14.6% 52.9% 31.2% 52.1% 1.2% 0.8% 755.6M -46.10B -435.6M 0.69 4.30 N/A N/A 1,659,177 1,144,044 6,604,383 5,817,300 2022-08-19 $296.61 $266.67 49.8% 14.2% 53.7% 28.7% 50.7% 1.7% 1.1% 200.6M -36.86B -425.4M 0.84 6.11 N/A N/A 2,761,524 2,315,916 6,694,305 5,899,197 2022-08-22 $289.34 $266.67 52.2% 14.8% 54.2% 33.8% 52.0% 4.7% 0.4% 284.3M -28.45B -410.1M 1.03 5.82 N/A N/A 1,115,259 1,144,728 5,429,244 4,964,586 2022-08-23 $295.85 $266.67 52.6% 14.8% 52.1% 34.6% 52.6% 5.1% 0.7% 466.6M -34.16B -423.1M 0.68 4.89 N/A N/A 1,586,835 1,077,459 5,547,435 5,163,993 2022-08-24 $297.18 $266.67 52.2% 14.6% 47.0% 33.8% 52.2% 5.0% 0.8% 607.1M -35.72B -425.0M 0.69 5.43 N/A N/A 1,647,315 1,129,956 5,734,497 5,332,398 2022-08-25 $294.65 $800.00 56.5% 13.6% 46.8% 42.6% 48.2% 5.9% -48.5% -89.7M 35.58B -58.6M 0.73 7.79 N/A N/A 1,065,600 782,750 1,927,410 1,808,600 2022-08-26 $288.15 $283.33 72.9% 0.2% 42.5% 76.5% 51.6% 73.5% 2.0% -208.9M -12.11B -399.5M 0.89 7.77 N/A N/A 1,363,676 1,217,635 7,481,422 6,418,524 2022-08-29 $285.66 $283.33 79.8% 14.6% 42.6% 90.7% 51.5% 62.4% 53.4% 224.4M -15.18B -407.5M 0.91 7.73 N/A N/A 645,307 590,354 6,736,376 5,811,143 2022-08-30 $277.85 $283.33 53.6% 14.8% 43.0% 36.6% 52.1% 9.1% 2.1% 99.3M -10.10B -386.3M 0.91 8.08 N/A N/A 900,073 821,574 6,836,101 5,887,884 2022-08-31 $278.01 $266.67 53.2% 14.6% 42.2% 35.8% 51.3% 8.7% 1.7% 80.0M -17.55B -384.5M 1.21 2.18 N/A N/A 686,846 832,752 5,436,616 5,183,889
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