TSLA Options History — March 2023 In March 2023, TSLA traded between $172.91 and $206.18. ATM implied volatility averaged 63.3%, placing in the 31.7% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded above realized volatility by 10.6% (HV 20d: 52.8%). Max pain ranged from $175.00 to $185.00. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.80.
Notable Days 2023-03-31 : Highest Volume — 3,670,434 contracts2023-03-02 : Largest IV drop — 6.1% change2023-03-23 : Highest IV Rank — 41.9%2023-03-01 : Largest Expected Move — 19.9%Monthly Statistics Metric Avg Min Max Open Close Price $188.58 $172.91 $206.18 $202.93 $206.18 Max Pain $177.54 $175.00 $185.00 $185.00 $180.00 ATM IV 63.3% 58.9% 68.1% 65.0% 61.8% Expected Move 18.6% 16.8% 19.9% 19.9% 18.1% HV 20d 52.8% 46.6% 58.1% 52.8% 48.5% HV 60d 73.0% 60.1% 78.0% 77.0% 60.4% IV Rank 31.7% 22.3% 41.9% 35.4% 28.4% IV Percentile 42.9% 27.0% 61.9% 48.4% 36.1% Term Structure 0.1% -2.1% 3.4% 1.8% -0.9% VWIV 65.5% 59.4% 70.5% 70.5% 64.6% Skew 25d 6.0% 3.2% 8.1% 3.2% 5.0% Skew 10d 11.4% 6.3% 14.9% 6.6% 9.3% Call IV 25d 60.6% 56.4% 65.4% 64.4% 60.0% Put IV 25d 66.7% 59.9% 72.4% 67.6% 65.0% Bid-Ask Spread % 1.68 1.25 2.30 1.37 1.81 Gamma HHI 0.03 0.02 0.09 0.03 0.09 Net GEX 180.4M -123.5M 618.0M 331.2M 618.0M Net DEX -18.94B -33.48B -6.51B -29.95B -33.48B Net VEX -262.2M -288.4M -242.3M -288.4M -278.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.80 0.65 1.16 0.70 0.71 Total Volume 2,081,159.696 1,243,672 3,670,434 1,428,774 3,670,434 Total OI 9,609,906.304 8,288,114 10,632,899 10,244,781 9,105,480
Daily Data (23 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 2023-03-01 $202.93 $185.00 65.0% 19.9% 52.8% 35.4% 70.5% 3.2% 1.8% 331.2M -29.95B -288.4M 0.70 1.37 N/A N/A 840,889 587,885 6,048,359 4,196,422 2023-03-02 $191.11 $185.00 61.1% 17.8% 54.4% 26.9% 62.5% 3.8% 2.5% 38.3M -19.39B -269.9M 0.72 1.25 N/A N/A 1,644,356 1,181,337 6,119,034 4,278,635 2023-03-03 $197.89 $183.33 58.9% 16.8% 55.1% 22.3% 59.4% 3.5% 2.8% 348.0M -26.49B -276.9M 0.81 2.30 N/A N/A 1,720,668 1,391,098 6,256,363 4,376,536 2023-03-06 $195.05 $175.00 61.2% 18.2% 55.2% 27.2% 64.0% 4.2% -1.6% 163.4M -23.53B -271.1M 0.76 1.71 N/A N/A 779,763 594,837 5,748,393 4,060,644 2023-03-07 $189.17 $175.00 61.3% 18.1% 55.6% 27.6% 64.0% 4.1% -1.4% 88.3M -18.95B -263.6M 0.82 1.80 N/A N/A 999,824 818,850 5,874,294 4,140,919 2023-03-08 $182.25 $175.00 60.3% 17.9% 56.9% 25.3% 63.2% 4.7% -1.2% -57.0M -12.89B -252.9M 0.88 1.83 N/A N/A 1,190,426 1,047,942 5,945,487 4,238,557 2023-03-09 $173.41 $175.00 62.7% 18.4% 58.1% 30.4% 64.8% 5.7% -1.3% -123.5M -6.81B -242.3M 0.86 2.01 N/A N/A 1,315,495 1,131,130 6,084,589 4,284,877 2023-03-10 $172.91 $175.00 63.9% 18.8% 56.5% 33.1% 66.3% 6.3% -2.1% -82.8M -6.51B -242.9M 1.16 2.01 N/A N/A 1,697,523 1,964,307 6,176,275 4,341,331 2023-03-13 $175.26 $175.00 64.8% 19.2% 54.3% 35.0% 68.0% 7.6% 2.8% 16.5M -9.94B -243.7M 1.00 2.10 N/A N/A 985,960 988,094 5,828,734 4,138,550 2023-03-14 $181.02 $175.00 61.9% 18.6% 56.0% 28.8% 64.8% 6.8% 3.1% 135.6M -14.89B -252.7M 0.89 2.00 N/A N/A 949,169 840,686 5,929,402 4,234,640 2023-03-15 $180.12 $175.00 64.6% 19.2% 49.4% 34.4% 67.0% 8.1% 2.4% 93.1M -13.65B -251.9M 1.06 2.07 N/A N/A 853,196 907,249 6,007,313 4,294,180 2023-03-16 $184.22 $175.00 60.8% 18.2% 49.6% 26.5% 64.1% 7.2% 3.1% 257.5M -17.61B -255.8M 0.85 1.81 N/A N/A 1,014,740 865,272 6,083,878 4,326,928 2023-03-17 $179.86 $175.00 62.6% 18.6% 47.8% 30.3% 65.9% 7.6% 3.4% 191.6M -13.27B -250.4M 0.66 1.97 N/A N/A 1,386,593 919,714 6,119,098 4,376,039 2023-03-20 $183.28 $175.00 63.5% 18.4% 47.9% 32.2% 64.6% 7.6% -0.9% 158.9M -15.36B -252.9M 0.87 1.38 N/A N/A 704,626 613,034 4,815,299 3,472,815 2023-03-21 $197.28 $175.00 63.9% 18.4% 54.2% 33.1% 65.8% 6.9% -1.0% 343.6M -25.59B -270.9M 0.75 1.32 N/A N/A 1,255,756 939,524 4,906,167 3,563,146 2023-03-22 $192.90 $175.00 65.4% 18.7% 54.8% 36.1% 65.8% 7.3% -1.0% 238.0M -21.69B -268.1M 0.66 1.54 N/A N/A 1,225,650 813,806 4,998,713 3,706,906 2023-03-23 $191.86 $175.00 68.1% 19.6% 54.5% 41.9% 68.2% 7.1% -1.2% 233.9M -20.92B -269.1M 0.74 1.56 N/A N/A 1,269,760 936,087 5,087,556 3,756,190 2023-03-24 $189.86 $180.00 66.7% 19.2% 53.6% 38.9% 67.3% 7.1% -1.4% 55.5M -19.17B -266.2M 0.80 1.38 N/A N/A 1,210,296 966,037 5,201,492 3,818,466 2023-03-27 $192.87 $180.00 66.1% 19.4% 50.0% 37.6% 67.7% 6.6% -1.8% 236.9M -21.37B -266.3M 0.65 1.46 N/A N/A 754,319 489,353 4,964,549 3,558,243 2023-03-28 $188.83 $180.00 65.7% 19.2% 50.4% 36.8% 68.1% 6.6% -1.5% 184.6M -18.32B -261.9M 0.65 1.26 N/A N/A 756,866 491,080 5,078,163 3,644,332 2023-03-29 $193.38 $180.00 63.5% 18.6% 51.2% 32.1% 65.2% 6.1% -1.0% 310.1M -21.90B -265.4M 0.76 1.29 N/A N/A 899,067 686,925 5,145,788 3,711,264 2023-03-30 $195.79 $180.00 62.4% 18.3% 46.6% 29.7% 64.5% 5.7% -1.2% 370.1M -23.83B -268.0M 0.69 1.50 N/A N/A 927,336 639,714 5,220,884 3,762,915 2023-03-31 $206.18 $180.00 61.8% 18.1% 48.5% 28.4% 64.6% 5.0% -0.9% 618.0M -33.48B -278.8M 0.71 1.81 N/A N/A 2,149,984 1,520,450 5,276,487 3,828,993
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