TSLA Options History — October 2022

In October 2022, TSLA traded between $204.81 and $247.65. ATM implied volatility averaged 66.1%, placing in the 57.6% IV rank vs the trailing year. The 30-day expected move averaged 19.2%. IV traded above realized volatility by 4.0% (HV 20d: 62.0%). Max pain ranged from $236.67 to $293.33. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.92.

Notable Days

2022-10-20: Highest Volume — 3,455,516 contracts
2022-10-20: Largest IV drop — 14.1% change
2022-10-14: Highest IV Rank — 81.5%
2022-10-14: Largest Expected Move — 21.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$223.84	$204.81	$247.65	$243.90	$228.60
Max Pain	$257.66	$236.67	$293.33	$293.33	$236.67
ATM IV	66.1%	54.2%	75.3%	69.2%	55.0%
Expected Move	19.2%	16.2%	21.3%	21.1%	16.7%
HV 20d	62.0%	52.9%	71.3%	58.5%	60.2%
HV 60d	53.1%	51.3%	54.5%	53.1%	51.8%
IV Rank	57.6%	16.1%	81.5%	68.8%	18.4%
IV Percentile	60.6%	9.5%	92.1%	78.6%	12.3%
Term Structure	-1.2%	-3.5%	0.5%	-1.1%	-0.0%
VWIV	66.6%	57.8%	74.0%	72.6%	58.2%
Skew 25d	11.7%	7.3%	14.5%	14.3%	7.3%
Skew 10d	22.3%	14.9%	27.1%	27.1%	14.9%
Call IV 25d	60.4%	51.1%	69.4%	61.9%	52.2%
Put IV 25d	72.1%	58.6%	82.2%	76.2%	59.5%
Bid-Ask Spread %	1.96	1.66	2.40	2.22	1.91
Gamma HHI	0.03	0.02	0.11	0.03	0.02
Net GEX	-62.8M	-380.5M	233.9M	-152.1M	109.3M
Net DEX	6.48B	-5.27B	17.76B	5.95B	-3.51B
Net VEX	-294.0M	-336.7M	-260.8M	-324.7M	-295.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.92	0.74	1.22	0.81	0.74
Total Volume	2,145,494.238	1,206,890	3,455,516	2,450,440	1,206,890
Total OI	9,452,575.619	8,845,014	10,366,961	8,897,505	8,866,679

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
2022-10-03	$243.90	$293.33	69.2%	21.1%	58.5%	68.8%	72.6%	14.3%	-1.1%	-152.1M	5.95B	-324.7M	0.81	2.22	N/A	N/A	1,353,954	1,096,486	4,562,734	4,334,771
2022-10-04	$247.65	$285.00	66.7%	20.4%	58.2%	63.7%	71.0%	14.1%	-0.7%	-19.3M	1.57B	-336.7M	1.00	2.40	N/A	N/A	1,223,125	1,225,964	4,787,136	4,419,381
2022-10-05	$241.63	$283.33	67.5%	20.5%	57.2%	65.2%	71.5%	13.4%	-1.6%	-161.6M	6.17B	-325.5M	1.10	2.24	N/A	N/A	1,221,091	1,344,222	4,871,477	4,552,728
2022-10-06	$239.25	$280.00	67.9%	18.9%	56.5%	66.2%	65.6%	13.5%	-1.1%	-94.3M	4.86B	-322.2M	0.91	1.97	N/A	N/A	1,049,869	950,925	5,015,511	4,546,877
2022-10-07	$222.79	$273.33	70.0%	19.5%	57.6%	70.6%	66.0%	13.9%	-1.4%	-301.2M	15.65B	-291.7M	1.03	2.06	N/A	N/A	1,493,732	1,544,696	5,096,200	4,614,339
2022-10-10	$223.89	$270.00	70.0%	19.6%	56.8%	70.6%	67.4%	13.7%	-1.3%	-135.9M	11.18B	-293.9M	0.79	1.97	N/A	N/A	836,518	663,704	4,770,405	4,413,716
2022-10-11	$216.15	$266.67	72.8%	20.3%	56.4%	76.4%	68.6%	14.5%	-1.7%	-174.2M	14.02B	-279.7M	0.90	2.14	N/A	N/A	867,462	780,410	4,900,085	4,451,946
2022-10-12	$216.79	$265.00	72.3%	20.1%	52.9%	75.2%	69.6%	13.9%	-2.2%	-138.3M	12.70B	-282.3M	1.22	2.12	N/A	N/A	768,159	934,881	4,993,062	4,486,148
2022-10-13	$221.24	$260.00	69.8%	19.7%	54.2%	70.2%	68.5%	12.4%	-1.4%	-105.7M	9.41B	-289.9M	0.88	1.89	N/A	N/A	1,528,772	1,346,359	5,053,839	4,544,964
2022-10-14	$204.81	$256.67	75.3%	21.3%	58.3%	81.5%	72.2%	12.8%	-1.5%	-380.5M	17.76B	-263.7M	0.94	2.04	N/A	N/A	1,616,567	1,512,115	5,169,761	4,603,035
2022-10-17	$219.90	$250.00	71.5%	20.3%	65.2%	73.5%	71.9%	13.7%	-2.7%	-67.3M	7.83B	-289.1M	0.87	1.76	N/A	N/A	796,225	695,505	4,939,992	4,395,085
2022-10-18	$220.11	$250.00	70.5%	20.1%	65.0%	71.3%	69.8%	12.3%	-2.5%	-57.6M	7.29B	-291.5M	0.91	1.88	N/A	N/A	736,901	670,065	5,070,908	4,493,622
2022-10-19	$221.05	$250.00	74.1%	21.2%	65.4%	78.9%	74.0%	11.3%	-3.5%	-50.0M	6.15B	-296.3M	0.92	2.13	N/A	N/A	806,939	742,897	5,175,977	4,588,408
2022-10-20	$206.64	$250.00	63.6%	18.3%	67.6%	57.2%	63.0%	10.6%	-1.4%	-333.6M	16.53B	-260.8M	0.88	1.78	N/A	N/A	1,834,316	1,621,200	5,365,306	4,718,813
2022-10-21	$213.70	$243.33	60.2%	17.5%	68.4%	50.1%	61.7%	9.4%	-2.3%	35.8M	9.84B	-273.3M	0.96	1.77	N/A	N/A	1,284,185	1,226,728	5,583,215	4,783,746
2022-10-24	$211.23	$240.00	62.5%	18.5%	67.9%	54.9%	65.1%	10.3%	0.1%	-19.6M	6.03B	-270.8M	0.94	1.88	N/A	N/A	986,083	922,516	4,746,632	4,098,382
2022-10-25	$222.59	$240.00	58.8%	17.6%	71.3%	29.1%	62.7%	8.8%	-0.0%	159.7M	-1.86B	-291.4M	0.86	1.70	N/A	N/A	999,656	861,265	4,906,386	4,226,377
2022-10-26	$225.11	$240.00	57.6%	17.2%	70.6%	25.6%	61.0%	8.5%	0.2%	172.1M	-3.12B	-297.7M	0.88	1.87	N/A	N/A	1,047,166	916,998	4,982,522	4,327,124
2022-10-27	$225.43	$240.00	58.1%	17.5%	67.0%	26.9%	61.2%	8.5%	-0.0%	161.8M	-3.18B	-298.4M	0.90	1.68	N/A	N/A	956,533	857,812	5,066,760	4,403,556
2022-10-28	$228.19	$237.50	54.2%	16.2%	67.5%	16.1%	57.8%	7.5%	0.5%	233.9M	-5.27B	-299.2M	0.84	1.66	N/A	N/A	1,374,401	1,152,087	5,140,750	4,435,733
2022-10-31	$228.60	$236.67	55.0%	16.7%	60.2%	18.4%	58.2%	7.3%	-0.0%	109.3M	-3.51B	-295.0M	0.74	1.91	N/A	N/A	692,136	514,754	4,759,564	4,107,115