TSLA Options History — February 2023 In February 2023, TSLA traded between $182.59 and $212.84. ATM implied volatility averaged 70.2%, placing in the 46.4% IV rank vs the trailing year. The 30-day expected move averaged 20.1%. IV traded above realized volatility by 1.3% (HV 20d: 68.8%). Max pain ranged from $145.00 to $183.33. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.72.
Notable Days 2023-02-10 : Highest Volume — 4,756,123 contracts2023-02-23 : Largest IV drop — 5.6% change2023-02-21 : Highest IV Rank — 53.6%2023-02-21 : Largest Expected Move — 21.7%Monthly Statistics Metric Avg Min Max Open Close Price $199.56 $182.59 $212.84 $182.59 $205.96 Max Pain $171.75 $145.00 $183.33 $145.00 $183.33 ATM IV 70.2% 64.9% 73.6% 68.3% 64.9% Expected Move 20.1% 18.8% 21.7% 19.9% 19.7% HV 20d 68.8% 52.3% 73.0% 70.9% 52.3% HV 60d 78.1% 76.8% 80.1% 80.1% 77.0% IV Rank 46.4% 35.2% 53.6% 42.5% 35.2% IV Percentile 71.3% 48.4% 84.9% 67.9% 48.4% Term Structure -1.3% -2.3% 1.9% -1.6% 1.9% VWIV 72.0% 67.8% 77.2% 72.2% 69.4% Skew 25d 2.2% -1.2% 4.4% 0.5% 3.5% Skew 10d 4.8% -1.6% 9.3% 0.3% 7.3% Call IV 25d 70.5% 63.7% 74.8% 69.8% 63.7% Put IV 25d 72.7% 67.3% 77.0% 70.4% 67.3% Bid-Ask Spread % 1.59 1.25 2.04 2.04 2.02 Gamma HHI 0.04 0.02 0.13 0.03 0.03 Net GEX 390.0M 69.5M 645.1M 426.5M 365.6M Net DEX -36.09B -49.36B -26.07B -31.77B -32.72B Net VEX -293.8M -311.7M -269.9M -269.9M -292.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.72 0.54 0.91 0.66 0.60 Total Volume 2,951,826.947 1,557,558 4,756,123 2,484,050 1,557,558 Total OI 10,539,256.316 9,743,078 11,577,933 10,463,606 10,059,881
Daily Data (19 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 2023-02-01 $182.59 $145.00 68.3% 19.9% 70.9% 42.5% 72.2% 0.5% -1.6% 426.5M -31.77B -269.9M 0.66 2.04 N/A N/A 1,494,745 989,305 6,222,398 4,241,208 2023-02-02 $187.31 $160.00 69.4% 18.8% 70.6% 44.6% 67.8% -0.6% -2.2% 482.6M -35.29B -277.0M 0.54 1.87 N/A N/A 2,611,633 1,408,036 6,287,258 4,358,442 2023-02-03 $189.86 $163.33 71.5% 19.7% 69.1% 49.3% 70.3% -1.2% -2.3% 547.2M -36.25B -286.0M 0.64 1.69 N/A N/A 2,840,271 1,817,356 6,377,410 4,484,903 2023-02-06 $194.53 $166.67 72.5% 20.2% 69.1% 51.3% 72.1% -0.4% -1.5% 376.4M -36.98B -294.6M 0.56 1.80 N/A N/A 1,370,545 762,414 6,048,810 4,112,876 2023-02-07 $196.27 $166.67 69.2% 19.4% 68.2% 44.3% 69.5% 0.1% -1.4% 402.0M -36.80B -289.2M 0.68 1.63 N/A N/A 1,303,033 880,487 6,110,396 4,254,900 2023-02-08 $201.26 $166.67 70.8% 20.0% 66.5% 47.7% 71.8% -1.0% -1.2% 503.0M -40.71B -294.9M 0.54 1.63 N/A N/A 1,708,030 927,275 6,163,406 4,334,213 2023-02-09 $207.30 $170.00 72.4% 20.4% 66.4% 51.0% 73.5% 0.2% -1.3% 594.9M -45.61B -304.6M 0.73 1.87 N/A N/A 2,280,907 1,656,562 6,278,545 4,451,530 2023-02-10 $196.31 $170.00 70.5% 20.0% 71.9% 47.0% 72.2% 3.5% -1.3% 69.5M -32.46B -290.5M 0.91 1.62 N/A N/A 2,486,204 2,269,919 6,344,485 4,694,284 2023-02-13 $195.19 $170.00 71.5% 20.4% 71.7% 49.2% 72.6% 4.4% -1.5% 298.0M -32.03B -287.4M 0.83 1.66 N/A N/A 1,067,714 886,120 6,033,168 4,323,712 2023-02-14 $208.67 $173.33 71.6% 20.5% 71.2% 49.4% 73.5% 2.5% -1.3% 522.7M -44.53B -304.3M 0.72 1.37 N/A N/A 1,788,113 1,282,090 6,211,941 4,456,616 2023-02-15 $212.84 $173.33 71.7% 20.6% 69.2% 49.6% 73.6% 2.1% -1.3% 645.1M -49.36B -311.7M 0.62 1.25 N/A N/A 1,592,094 984,553 6,416,433 4,639,621 2023-02-16 $203.13 $175.00 73.4% 21.1% 73.0% 53.2% 74.7% 3.9% -1.6% 395.5M -38.87B -305.0M 0.86 1.49 N/A N/A 2,106,899 1,812,760 6,506,623 4,760,449 2023-02-17 $206.59 $180.00 70.3% 20.3% 72.7% 46.7% 72.7% 3.6% -1.7% 371.1M -41.41B -307.9M 0.87 1.32 N/A N/A 2,495,530 2,163,532 6,629,600 4,948,333 2023-02-21 $199.32 $180.00 73.6% 21.7% 72.9% 53.6% 77.2% 4.4% -2.1% 248.6M -29.39B -295.9M 0.74 1.46 N/A N/A 1,238,571 914,667 5,827,914 3,993,279 2023-02-22 $199.19 $180.00 71.8% 21.2% 72.9% 49.8% 75.1% 4.3% -2.0% 300.8M -29.40B -294.0M 0.79 1.39 N/A N/A 1,453,321 1,141,031 6,011,826 4,109,507 2023-02-23 $202.12 $180.00 67.7% 19.9% 72.9% 41.2% 70.6% 3.9% -1.6% 395.7M -31.81B -294.8M 0.69 1.38 N/A N/A 1,361,226 936,470 6,127,066 4,211,847 2023-02-24 $196.17 $180.00 66.6% 19.5% 68.4% 38.8% 68.9% 4.2% -1.5% 93.9M -26.07B -286.4M 0.85 1.30 N/A N/A 1,492,524 1,273,150 6,196,709 4,273,203 2023-02-27 $207.00 $180.00 65.6% 19.6% 58.2% 36.7% 69.9% 3.8% 1.6% 370.2M -34.18B -294.8M 0.77 1.45 N/A N/A 975,434 754,633 5,790,751 3,952,327 2023-02-28 $205.96 $183.33 64.9% 19.7% 52.3% 35.2% 69.4% 3.5% 1.9% 365.6M -32.72B -292.9M 0.60 2.02 N/A N/A 973,982 583,576 5,941,692 4,118,189
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