TSLA Options History — December 2022

In December 2022, TSLA traded between $110.34 and $194.48. ATM implied volatility averaged 71.4%, placing in the 58.5% IV rank vs the trailing year. The 30-day expected move averaged 20.4%. IV traded above realized volatility by 7.9% (HV 20d: 63.5%). Max pain ranged from $162.50 to $200.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.97.

Notable Days

2022-12-22: Highest Volume — 4,743,722 contracts
2022-12-22: Largest IV spike — 16.9% change
2022-12-22: Highest IV Rank — 100.0%
2022-12-27: Largest Expected Move — 26.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$152.90	$110.34	$194.48	$194.48	$122.94
Max Pain	$188.02	$162.50	$200.00	$200.00	$162.50
ATM IV	71.4%	54.6%	95.3%	56.3%	87.3%
Expected Move	20.4%	16.5%	26.6%	17.2%	24.6%
HV 20d	63.5%	57.9%	74.1%	63.1%	73.6%
HV 60d	61.5%	58.9%	66.5%	59.7%	66.5%
IV Rank	58.5%	17.3%	100.0%	22.1%	82.8%
IV Percentile	67.7%	11.9%	100.0%	18.3%	98.8%
Term Structure	0.2%	-3.2%	2.8%	1.8%	-1.7%
VWIV	71.0%	58.5%	92.5%	60.6%	87.0%
Skew 25d	8.2%	5.7%	13.8%	6.3%	10.2%
Skew 10d	15.0%	9.7%	25.7%	12.0%	19.4%
Call IV 25d	67.9%	51.5%	90.0%	53.3%	84.0%
Put IV 25d	76.1%	57.3%	102.0%	59.6%	94.2%
Bid-Ask Spread %	1.68	1.19	2.36	1.47	1.19
Gamma HHI	0.05	0.02	0.39	0.03	0.03
Net GEX	-41.9M	-483.0M	310.4M	310.4M	56.8M
Net DEX	6.31B	-10.34B	15.83B	-10.34B	6.40B
Net VEX	-196.4M	-264.0M	-130.4M	-264.0M	-161.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.97	0.62	1.73	0.62	0.92
Total Volume	2,737,588.048	1,449,715	4,743,722	1,797,231	2,761,055
Total OI	10,430,734.143	9,553,143	11,649,942	9,999,240	11,649,942

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
2022-12-01	$194.48	$200.00	56.3%	17.2%	63.1%	22.1%	60.6%	6.3%	1.8%	310.4M	-10.34B	-264.0M	0.62	1.47	N/A	N/A	1,110,039	687,192	5,841,620	4,157,620
2022-12-02	$194.32	$200.00	54.6%	16.5%	63.1%	17.3%	58.5%	5.7%	2.3%	223.9M	-9.50B	-259.7M	0.69	1.53	N/A	N/A	1,252,476	866,717	5,924,402	4,191,781
2022-12-05	$181.21	$200.00	61.2%	17.9%	65.9%	35.6%	63.2%	6.6%	-0.3%	-10.5M	28.8M	-237.2M	0.78	2.36	N/A	N/A	856,010	664,364	5,670,362	3,989,461
2022-12-06	$180.06	$200.00	61.4%	17.8%	64.5%	36.1%	62.9%	6.6%	0.3%	-8.5M	194.0M	-237.6M	0.80	2.18	N/A	N/A	873,760	700,339	5,812,895	4,096,580
2022-12-07	$173.45	$200.00	62.5%	18.1%	64.7%	39.4%	60.8%	6.9%	1.2%	-85.0M	3.83B	-227.9M	1.26	1.85	N/A	N/A	812,673	1,025,845	5,948,917	4,164,269
2022-12-08	$173.42	$200.00	62.5%	18.1%	60.1%	39.4%	62.2%	7.2%	0.2%	-80.0M	3.27B	-227.1M	0.95	1.99	N/A	N/A	1,062,461	1,013,993	6,034,604	4,207,889
2022-12-09	$179.49	$200.00	60.8%	17.5%	57.9%	34.6%	60.6%	7.0%	0.3%	189.7M	-1.01B	-236.5M	0.93	1.69	N/A	N/A	1,407,556	1,307,213	6,096,671	4,279,540
2022-12-12	$167.97	$200.00	66.8%	19.1%	60.3%	51.2%	65.7%	7.7%	-0.1%	-75.1M	5.79B	-215.6M	0.80	1.68	N/A	N/A	807,399	642,316	5,783,191	4,093,392
2022-12-13	$161.76	$200.00	66.9%	19.0%	61.0%	51.5%	66.2%	7.1%	-0.4%	-107.5M	8.65B	-204.5M	0.74	1.85	N/A	N/A	1,590,410	1,169,087	5,965,407	4,176,346
2022-12-14	$156.42	$200.00	66.6%	18.7%	61.2%	50.8%	62.4%	6.4%	-1.5%	-134.5M	10.34B	-196.0M	1.41	1.71	N/A	N/A	1,317,240	1,853,070	6,246,178	4,230,287
2022-12-15	$157.48	$193.33	66.0%	18.6%	60.6%	48.9%	65.8%	6.4%	-1.4%	-119.9M	7.49B	-201.9M	0.87	1.60	N/A	N/A	1,216,992	1,052,901	6,439,086	4,256,134
2022-12-16	$150.63	$190.00	67.0%	19.0%	61.8%	51.8%	65.7%	6.5%	-1.1%	-483.0M	11.53B	-191.2M	1.09	1.61	N/A	N/A	1,523,313	1,658,507	6,507,093	4,364,618
2022-12-19	$149.44	$186.67	67.7%	19.3%	61.8%	53.8%	69.5%	7.0%	2.2%	-52.9M	7.30B	-188.7M	0.74	1.54	N/A	N/A	1,348,711	991,964	5,661,056	3,892,087
2022-12-20	$139.00	$185.00	72.2%	20.6%	62.3%	66.4%	72.5%	8.1%	2.8%	-107.9M	11.36B	-172.0M	0.85	1.57	N/A	N/A	1,458,726	1,232,751	5,901,648	4,051,948
2022-12-21	$137.78	$183.33	72.9%	20.9%	61.9%	68.3%	71.1%	8.0%	2.1%	-95.8M	11.07B	-174.5M	1.28	1.47	N/A	N/A	1,306,671	1,675,677	6,240,178	4,203,563
2022-12-22	$125.06	$177.50	85.2%	24.3%	60.6%	100.0%	86.4%	12.7%	2.1%	-152.4M	15.18B	-153.0M	1.03	2.01	N/A	N/A	2,338,758	2,404,964	6,442,044	4,260,753
2022-12-23	$123.06	$170.00	82.3%	23.4%	60.1%	92.1%	82.8%	9.8%	1.9%	-66.8M	14.89B	-154.1M	0.88	1.81	N/A	N/A	2,240,730	1,967,693	6,850,816	4,415,254
2022-12-27	$110.34	$170.00	94.9%	26.6%	67.2%	100.0%	92.5%	13.8%	-3.2%	-90.2M	15.83B	-130.4M	1.10	1.72	N/A	N/A	1,575,521	1,733,091	6,326,569	4,246,236
2022-12-28	$111.23	$166.67	95.3%	26.5%	68.2%	100.0%	88.1%	12.0%	-1.6%	-66.3M	13.19B	-134.4M	1.73	1.23	N/A	N/A	1,721,799	2,976,504	6,680,297	4,334,771
2022-12-29	$121.42	$163.33	88.9%	24.6%	74.1%	86.3%	87.4%	10.0%	-2.7%	75.6M	6.92B	-157.5M	0.93	1.31	N/A	N/A	1,703,613	1,579,248	6,919,698	4,490,214
2022-12-30	$122.94	$162.50	87.3%	24.6%	73.6%	82.8%	87.0%	10.2%	-1.7%	56.8M	6.40B	-161.0M	0.92	1.19	N/A	N/A	1,435,108	1,325,947	7,016,247	4,633,695