TSLA Options History — November 2022 In November 2022, TSLA traded between $168.08 and $227.69. ATM implied volatility averaged 61.1%, placing in the 35.5% IV rank vs the trailing year. The 30-day expected move averaged 17.9%. IV traded above realized volatility by 1.6% (HV 20d: 59.5%). Max pain ranged from $200.00 to $250.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.96.
Notable Days 2022-11-11 : Highest Volume — 3,339,993 contracts2022-11-21 : Largest IV spike — 9.5% change2022-11-21 : Highest IV Rank — 54.4%2022-11-21 : Largest Expected Move — 19.9%Monthly Statistics Metric Avg Min Max Open Close Price $191.10 $168.08 $227.69 $227.69 $190.52 Max Pain $220.16 $200.00 $250.00 $236.67 $200.00 ATM IV 61.1% 53.6% 67.9% 53.6% 57.5% Expected Move 17.9% 16.1% 19.9% 16.3% 17.6% HV 20d 59.5% 52.2% 67.0% 59.8% 64.2% HV 60d 55.0% 51.1% 59.9% 51.8% 59.9% IV Rank 35.5% 14.6% 54.4% 14.6% 25.5% IV Percentile 39.6% 8.7% 70.6% 8.7% 24.2% Term Structure 0.1% -1.8% 2.0% -0.1% 1.5% VWIV 62.1% 56.5% 68.4% 56.5% 62.0% Skew 25d 8.9% 6.6% 11.3% 7.8% 6.6% Skew 10d 16.8% 13.0% 20.4% 15.0% 13.0% Call IV 25d 57.2% 50.8% 62.7% 50.8% 54.6% Put IV 25d 66.1% 58.6% 73.7% 58.6% 61.2% Bid-Ask Spread % 2.20 1.28 4.32 1.80 1.57 Gamma HHI 0.04 0.02 0.28 0.02 0.02 Net GEX -44.9M -407.3M 224.4M 121.6M 209.5M Net DEX 6.25B -7.39B 16.66B -3.30B -7.39B Net VEX -234.7M -295.0M -187.1M -295.0M -258.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.96 0.56 1.50 0.75 0.98 Total Volume 2,220,465.333 1,433,476 3,339,993 1,444,928 1,873,304 Total OI 9,471,034.619 8,905,693 9,874,521 9,028,670 9,874,521
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 2022-11-01 $227.69 $236.67 53.6% 16.3% 59.8% 14.6% 56.5% 7.8% -0.1% 121.6M -3.30B -295.0M 0.75 1.80 N/A N/A 824,228 620,700 4,857,753 4,170,917 2022-11-02 $216.59 $235.00 55.7% 16.7% 61.6% 20.3% 57.8% 7.8% 0.6% -76.6M 4.36B -273.7M 1.01 1.76 N/A N/A 818,844 824,324 4,912,279 4,219,059 2022-11-03 $216.17 $250.00 55.1% 16.1% 61.6% 18.8% 56.5% 8.6% 0.4% -105.2M 3.65B -272.2M 1.19 2.19 N/A N/A 853,235 1,014,346 4,976,274 4,237,417 2022-11-04 $207.10 $243.33 56.3% 16.5% 58.3% 22.0% 57.0% 8.5% 0.6% -217.0M 10.00B -254.3M 1.21 2.27 N/A N/A 1,469,123 1,770,677 5,039,131 4,336,035 2022-11-07 $198.38 $240.00 60.5% 17.6% 59.8% 33.6% 61.1% 10.1% 1.1% -138.5M 10.82B -236.9M 1.01 2.52 N/A N/A 992,598 999,010 4,857,415 4,133,404 2022-11-08 $191.76 $233.33 61.7% 17.7% 59.8% 36.9% 60.4% 9.8% 0.5% -165.6M 12.58B -225.4M 1.24 2.80 N/A N/A 1,243,860 1,540,444 5,060,267 4,185,301 2022-11-09 $178.89 $230.00 66.8% 19.3% 63.7% 51.2% 66.6% 11.3% 0.7% -212.5M 16.66B -205.1M 1.10 2.60 N/A N/A 1,322,437 1,450,668 5,207,130 4,220,157 2022-11-10 $189.03 $220.00 64.7% 18.7% 67.0% 45.6% 65.4% 9.6% 0.8% -70.8M 10.39B -225.3M 0.96 2.65 N/A N/A 1,476,888 1,418,807 5,373,318 4,263,341 2022-11-11 $195.80 $220.00 61.0% 17.8% 63.4% 35.1% 62.0% 7.8% 1.6% 78.8M 6.25B -236.9M 0.78 3.80 N/A N/A 1,875,700 1,464,293 5,475,174 4,370,853 2022-11-14 $191.47 $220.00 63.5% 18.3% 57.4% 42.0% 63.7% 9.1% -0.9% -35.1M 8.12B -227.2M 0.89 2.08 N/A N/A 947,520 839,949 5,193,371 4,144,725 2022-11-15 $193.57 $220.00 63.1% 18.1% 57.7% 41.1% 62.0% 10.0% -1.3% 21.3M 6.50B -231.0M 0.73 2.00 N/A N/A 1,169,400 854,786 5,334,289 4,214,091 2022-11-16 $186.44 $220.00 63.9% 18.3% 58.6% 43.3% 62.7% 9.2% 0.1% -108.1M 10.67B -218.6M 1.19 2.20 N/A N/A 820,896 980,544 5,398,381 4,244,838 2022-11-17 $182.24 $220.00 64.2% 18.4% 54.6% 44.0% 63.5% 9.3% -0.3% -170.2M 11.84B -210.1M 0.92 2.04 N/A N/A 1,030,035 943,313 5,487,033 4,211,321 2022-11-18 $180.02 $215.00 62.0% 17.8% 52.6% 38.0% 61.9% 9.3% 0.0% -407.3M 12.66B -206.8M 0.86 4.32 N/A N/A 1,439,503 1,243,268 5,609,539 4,259,845 2022-11-21 $168.08 $210.00 67.9% 19.9% 56.7% 54.4% 68.4% 11.0% -1.8% -132.9M 13.50B -187.1M 0.83 1.48 N/A N/A 1,287,239 1,073,742 5,003,389 3,902,304 2022-11-22 $169.67 $210.00 63.8% 18.5% 52.2% 43.1% 62.9% 10.0% -1.5% -71.1M 9.15B -204.7M 1.50 1.38 N/A N/A 1,093,047 1,642,169 5,440,011 3,972,294 2022-11-23 $182.79 $200.00 60.4% 17.7% 60.4% 33.4% 62.1% 7.7% -1.5% 224.4M -735.0M -235.3M 0.85 2.50 N/A N/A 1,623,303 1,372,881 5,587,800 4,047,101 2022-11-25 $182.90 $200.00 60.4% 17.9% 60.4% 33.5% 62.5% 7.3% -1.5% 173.1M -716.5M -235.7M 0.56 1.56 N/A N/A 922,642 514,477 5,667,565 4,156,736 2022-11-28 $183.49 $200.00 60.9% 18.7% 60.0% 34.8% 65.3% 8.0% 1.6% 96.7M -3.06B -247.9M 0.76 1.43 N/A N/A 875,196 668,900 5,612,489 3,924,424 2022-11-29 $180.51 $200.00 60.8% 18.5% 59.8% 34.5% 64.8% 8.1% 2.0% 42.3M -801.7M -240.9M 0.78 1.28 N/A N/A 805,073 628,403 5,696,416 4,014,019 2022-11-30 $190.52 $200.00 57.5% 17.6% 64.2% 25.5% 62.0% 6.6% 1.5% 209.5M -7.39B -258.1M 0.98 1.57 N/A N/A 946,053 927,251 5,778,079 4,096,442
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