TSLA Options History — January 2023 In January 2023, TSLA traded between $107.94 and $178.87. ATM implied volatility averaged 74.2%, placing in the 55.0% IV rank vs the trailing year. The 30-day expected move averaged 21.2%. IV traded below realized volatility by 13.8% (HV 20d: 88.0%). Max pain ranged from $130.00 to $160.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.98.
Notable Days 2023-01-27 : Highest Volume — 6,967,021 contracts2023-01-27 : Largest IV spike — 28.7% change2023-01-03 : Highest IV Rank — 80.2%2023-01-03 : Largest Expected Move — 23.5%Monthly Statistics Metric Avg Min Max Open Close Price $133.94 $107.94 $178.87 $107.94 $172.11 Max Pain $139.25 $130.00 $160.00 $160.00 $145.00 ATM IV 74.2% 57.4% 86.1% 86.1% 69.1% Expected Move 21.2% 17.0% 23.5% 23.5% 20.1% HV 20d 88.0% 79.9% 94.2% 82.2% 88.8% HV 60d 72.1% 69.2% 79.3% 70.8% 79.0% IV Rank 55.0% 19.1% 80.2% 80.2% 44.0% IV Percentile 80.4% 25.0% 98.4% 98.4% 70.2% Term Structure -1.3% -3.9% 3.3% -1.7% -1.6% VWIV 75.1% 61.0% 82.3% 82.3% 72.3% Skew 25d 6.2% -1.8% 10.8% 10.8% 1.3% Skew 10d 10.5% -4.3% 19.8% 19.8% 1.8% Call IV 25d 72.0% 56.1% 81.7% 81.7% 70.7% Put IV 25d 78.1% 59.9% 92.5% 92.5% 72.0% Bid-Ask Spread % 1.40 1.05 2.38 1.28 1.81 Gamma HHI 0.04 0.02 0.17 0.04 0.03 Net GEX 100.7M -86.7M 459.2M -86.7M 270.1M Net DEX -3.52B -35.05B 13.13B 13.13B -23.26B Net VEX -175.1M -254.7M -127.1M -127.1M -254.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.98 0.65 1.57 0.99 0.65 Total Volume 3,017,279.4 1,278,060 6,967,021 3,393,558 2,132,957 Total OI 10,816,258.6 8,813,482 11,953,556 10,740,207 10,249,281
Daily Data (20 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 2023-01-03 $107.94 $160.00 86.1% 23.5% 82.2% 80.2% 82.3% 10.8% -1.7% -86.7M 13.13B -127.1M 0.99 1.28 N/A N/A 1,705,920 1,687,638 6,472,734 4,267,473 2023-01-04 $112.47 $155.00 84.4% 22.3% 84.4% 76.7% 77.2% 10.3% -2.3% -22.5M 9.53B -136.7M 1.52 1.18 N/A N/A 1,261,463 1,919,566 6,801,844 4,348,421 2023-01-05 $110.72 $150.00 81.2% 22.5% 84.2% 69.8% 77.8% 9.9% -2.6% -61.0M 10.06B -132.2M 1.26 1.38 N/A N/A 1,101,767 1,390,140 6,918,671 4,451,793 2023-01-06 $113.03 $145.00 82.4% 22.4% 85.5% 72.5% 78.9% 8.9% -1.6% 60.3M 7.53B -138.1M 1.02 1.26 N/A N/A 2,499,750 2,546,570 7,065,071 4,451,996 2023-01-09 $120.13 $145.00 80.0% 22.2% 90.1% 67.3% 78.0% 8.6% -1.7% 35.5M 3.74B -152.1M 0.93 1.28 N/A N/A 1,320,938 1,234,891 6,764,737 4,226,780 2023-01-10 $118.24 $140.00 79.8% 22.2% 88.0% 67.0% 78.6% 8.4% -1.8% 360.2K 5.31B -148.6M 0.89 1.16 N/A N/A 978,396 869,989 6,927,717 4,420,014 2023-01-11 $122.81 $140.00 77.3% 21.5% 88.6% 61.6% 76.3% 6.9% -2.5% 79.5M 2.26B -157.1M 1.37 1.30 N/A N/A 1,268,662 1,742,351 7,047,791 4,482,309 2023-01-12 $123.00 $135.00 74.6% 20.9% 88.4% 55.8% 74.6% 6.6% -2.1% 87.0M 2.56B -155.2M 1.10 2.24 N/A N/A 1,313,013 1,439,150 7,146,549 4,594,153 2023-01-13 $121.93 $135.00 73.6% 20.9% 88.1% 53.7% 73.9% 6.4% -1.0% 38.9M 3.30B -152.4M 1.00 1.22 N/A N/A 1,913,690 1,921,193 7,247,284 4,670,790 2023-01-17 $131.16 $130.00 73.5% 21.0% 93.0% 53.6% 74.2% 6.0% -2.9% 115.7M -1.94B -168.0M 0.85 1.05 N/A N/A 1,429,037 1,215,392 6,880,983 4,331,722 2023-01-18 $128.38 $130.00 72.8% 20.9% 92.2% 52.1% 75.5% 6.7% -2.7% 64.6M -127.3M -165.4M 1.57 1.18 N/A N/A 1,371,418 2,158,199 7,070,608 4,543,863 2023-01-19 $127.45 $130.00 73.2% 21.2% 92.2% 52.9% 73.8% 6.8% -3.9% 50.2M 451.5M -164.8M 1.04 1.18 N/A N/A 1,186,220 1,237,820 7,193,873 4,631,341 2023-01-20 $133.03 $130.00 68.0% 19.7% 90.6% 41.7% 70.4% 5.9% -2.4% -26.5M -4.11B -171.0M 0.75 1.12 N/A N/A 1,603,625 1,201,575 7,262,209 4,691,347 2023-01-23 $142.91 $130.00 68.6% 20.5% 94.2% 43.0% 73.1% 5.1% 0.6% 142.3M -8.26B -188.0M 0.80 1.23 N/A N/A 1,090,887 870,340 5,444,222 3,369,260 2023-01-24 $142.90 $130.00 69.9% 21.2% 86.8% 45.7% 74.6% 5.9% 0.6% 127.8M -7.98B -191.6M 0.69 1.25 N/A N/A 757,920 520,140 5,593,054 3,610,833 2023-01-25 $144.56 $135.00 68.2% 20.9% 86.4% 42.1% 74.8% 5.1% 0.6% 138.7M -8.55B -192.3M 0.98 1.34 N/A N/A 1,086,274 1,061,812 5,695,508 3,710,592 2023-01-26 $159.09 $135.00 57.4% 17.0% 79.9% 19.1% 61.0% 3.8% 3.3% 332.5M -18.70B -209.9M 0.94 1.07 N/A N/A 1,808,059 1,693,425 5,864,683 3,938,434 2023-01-27 $178.87 $140.00 73.8% 22.5% 87.1% 54.1% 80.6% -1.8% 1.0% 459.2M -35.05B -254.2M 0.66 2.38 N/A N/A 4,190,386 2,776,635 6,016,140 4,196,722 2023-01-30 $168.02 $145.00 70.1% 20.6% 88.8% 46.2% 73.8% 2.5% -1.8% 207.7M -20.28B -242.5M 0.67 2.07 N/A N/A 1,704,783 1,133,597 5,799,660 3,924,710 2023-01-31 $172.11 $145.00 69.1% 20.1% 88.8% 44.0% 72.3% 1.3% -1.6% 270.1M -23.26B -254.7M 0.65 1.81 N/A N/A 1,289,402 843,555 6,101,692 4,147,589
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