TSLA Options History — September 2022 In September 2022, TSLA traded between $266.66 and $309.40. ATM implied volatility averaged 57.3%, placing in the 44.2% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 18.3% (HV 20d: 39.0%). Max pain ranged from $266.67 to $300.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.95.
Notable Days 2022-09-23 : Highest Volume — 3,149,124 contracts2022-09-29 : Largest IV spike — 11.9% change2022-09-30 : Highest IV Rank — 73.5%2022-09-30 : Largest Expected Move — 20.6%Monthly Statistics Metric Avg Min Max Open Close Price $288.76 $266.66 $309.40 $274.40 $266.66 Max Pain $288.49 $266.67 $300.00 $266.67 $293.33 ATM IV 57.3% 48.4% 71.4% 54.2% 71.4% Expected Move 16.7% 14.9% 20.6% 15.0% 20.6% HV 20d 39.0% 33.2% 49.9% 42.2% 49.7% HV 60d 51.8% 47.5% 58.3% 58.1% 50.1% IV Rank 44.2% 25.9% 73.5% 37.9% 73.5% IV Percentile 33.1% 9.5% 83.3% 21.8% 83.3% Term Structure 1.1% -2.0% 3.3% 2.2% -2.0% VWIV 59.3% 53.3% 72.1% 53.6% 72.0% Skew 25d 10.2% 7.2% 14.5% 10.0% 14.5% Skew 10d 19.2% 13.8% 27.2% 19.0% 26.5% Call IV 25d 52.5% 44.9% 64.4% 49.3% 64.1% Put IV 25d 62.7% 52.2% 78.7% 59.2% 78.6% Bid-Ask Spread % 2.31 1.58 4.24 2.37 2.13 Gamma HHI 0.04 0.02 0.24 0.02 0.04 Net GEX 252.5M -408.8M 1.15B -26.6M -150.7M Net DEX -24.41B -42.29B -5.04B -14.79B -5.04B Net VEX -391.4M -413.9M -368.3M -380.0M -370.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.95 0.75 1.09 0.97 0.93 Total Volume 1,988,574.238 1,295,692 3,149,124 1,874,714 2,752,867 Total OI 9,852,532.143 8,498,560 10,937,066 10,716,333 9,439,895
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 2022-09-01 $274.40 $266.67 54.2% 15.0% 42.2% 37.9% 53.6% 10.0% 2.2% -26.6M -14.79B -380.0M 0.97 2.37 N/A N/A 950,100 924,614 5,489,591 5,226,742 2022-09-02 $269.51 $266.67 55.4% 15.0% 35.8% 40.4% 53.3% 9.3% 2.1% -176.1M -11.52B -374.1M 0.95 2.26 N/A N/A 1,231,014 1,175,139 5,574,720 5,285,565 2022-09-06 $275.15 $283.33 57.2% 17.1% 36.6% 44.0% 60.5% 10.6% 1.0% 79.6M -16.92B -375.3M 1.04 1.96 N/A N/A 699,293 724,079 5,181,969 5,040,748 2022-09-07 $283.09 $283.33 53.6% 16.2% 37.3% 36.6% 58.5% 9.5% 0.5% 353.0M -24.67B -383.1M 1.01 1.82 N/A N/A 813,187 821,604 5,309,387 5,135,942 2022-09-08 $287.85 $283.33 50.9% 15.7% 35.2% 31.1% 55.8% 8.6% 0.6% 627.3M -29.67B -389.0M 0.99 2.10 N/A N/A 902,104 897,452 5,408,983 5,189,540 2022-09-09 $299.21 $283.33 48.4% 14.9% 36.4% 25.9% 54.2% 7.3% 0.5% 1.15B -41.77B -402.0M 0.81 1.87 N/A N/A 1,442,420 1,169,323 5,462,042 5,257,225 2022-09-12 $304.25 $283.33 49.0% 14.9% 33.2% 27.2% 54.0% 7.2% 2.8% 565.2M -41.30B -401.4M 0.75 2.10 N/A N/A 738,484 557,208 5,256,103 5,017,768 2022-09-13 $291.55 $283.33 52.7% 16.0% 33.8% 34.8% 55.8% 8.7% 2.9% 199.5M -29.52B -390.0M 0.92 2.08 N/A N/A 990,296 911,161 5,336,275 5,113,379 2022-09-14 $303.79 $286.67 52.4% 16.0% 37.2% 34.2% 56.6% 8.7% 3.1% 648.2M -41.88B -410.0M 0.96 3.16 N/A N/A 1,133,681 1,087,200 5,420,580 5,206,888 2022-09-15 $304.10 $290.00 52.7% 15.9% 37.0% 34.7% 57.3% 8.3% 3.3% 712.6M -42.29B -408.8M 0.92 4.24 N/A N/A 1,148,095 1,058,155 5,483,001 5,309,760 2022-09-16 $301.45 $290.00 53.5% 15.9% 37.1% 36.3% 56.7% 8.3% 3.0% 449.7M -38.74B -406.8M 1.00 2.41 N/A N/A 1,179,576 1,180,305 5,531,225 5,405,841 2022-09-19 $307.77 $291.67 53.4% 15.5% 36.9% 36.3% 54.8% 8.7% 2.3% 444.0M -33.42B -408.5M 0.94 2.26 N/A N/A 725,831 685,128 4,335,547 4,163,013 2022-09-20 $309.40 $295.00 55.8% 16.1% 35.6% 41.1% 57.6% 9.0% 1.7% 462.0M -34.45B -413.9M 0.91 2.98 N/A N/A 832,326 753,676 4,466,586 4,322,201 2022-09-21 $301.83 $296.67 56.7% 16.2% 36.2% 43.0% 56.8% 9.3% 2.0% 272.0M -28.45B -408.2M 0.92 3.06 N/A N/A 828,941 766,405 4,574,688 4,401,004 2022-09-22 $291.26 $300.00 57.6% 16.4% 38.4% 44.9% 57.7% 10.7% 1.6% -186.0M -17.72B -396.2M 0.95 2.26 N/A N/A 1,284,278 1,226,487 4,639,840 4,505,645 2022-09-23 $275.70 $300.00 62.4% 17.9% 42.9% 54.7% 63.2% 12.4% -0.8% -408.8M -5.84B -374.4M 1.09 2.42 N/A N/A 1,506,409 1,642,715 4,740,526 4,566,974 2022-09-26 $278.10 $296.67 64.3% 18.4% 42.5% 58.7% 64.7% 12.7% 0.5% 63.3M -12.60B -377.3M 1.03 1.76 N/A N/A 775,926 796,513 4,458,786 4,294,060 2022-09-27 $281.81 $296.67 66.2% 18.8% 42.7% 62.7% 66.2% 13.0% -2.0% 147.8M -15.95B -386.1M 0.93 1.86 N/A N/A 862,718 805,749 4,581,075 4,404,616 2022-09-28 $288.59 $295.00 63.5% 18.0% 42.3% 57.1% 64.6% 12.2% -0.5% 277.1M -20.65B -394.5M 0.87 1.58 N/A N/A 760,627 662,774 4,643,516 4,476,564 2022-09-29 $268.39 $293.33 71.1% 20.5% 49.9% 72.7% 72.1% 14.3% -1.6% -199.4M -5.32B -368.3M 0.96 1.84 N/A N/A 1,201,011 1,155,188 4,708,744 4,536,621 2022-09-30 $266.66 $293.33 71.4% 20.6% 49.7% 73.5% 72.0% 14.5% -2.0% -150.7M -5.04B -370.4M 0.93 2.13 N/A N/A 1,425,589 1,327,278 4,844,261 4,595,634
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