TSLA Options History — May 2023 In May 2023, TSLA traded between $159.20 and $201.23. ATM implied volatility averaged 47.3%, placing in the 6.0% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded below realized volatility by 0.8% (HV 20d: 48.2%). Max pain ranged from $170.00 to $175.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.78.
Notable Days 2023-05-12 : Highest Volume — 4,280,697 contracts2023-05-05 : Largest IV drop — 11.8% change2023-05-30 : Highest IV Rank — 16.4%2023-05-30 : Largest Expected Move — 16.0%Monthly Statistics Metric Avg Min Max Open Close Price $175.70 $159.20 $201.23 $161.50 $199.99 Max Pain $171.78 $170.00 $175.00 $175.00 $173.33 ATM IV 47.3% 44.0% 52.4% 47.8% 52.0% Expected Move 13.8% 12.7% 16.0% 13.6% 15.6% HV 20d 48.2% 35.5% 57.7% 54.8% 37.5% HV 60d 51.0% 49.1% 53.7% 53.1% 49.2% IV Rank 6.0% 0.0% 16.4% 4.3% 15.6% IV Percentile 3.4% 0.0% 12.7% 0.4% 11.9% Term Structure 0.4% -0.7% 2.0% 0.2% 2.0% VWIV 49.2% 45.0% 57.9% 48.3% 56.4% Skew 25d 4.5% -0.1% 6.7% 5.5% -0.1% Skew 10d 8.3% -0.7% 11.7% 10.2% -0.7% Call IV 25d 45.9% 41.7% 53.7% 45.3% 53.6% Put IV 25d 50.4% 46.8% 54.1% 50.8% 53.5% Bid-Ask Spread % 1.96 1.53 4.42 1.68 1.72 Gamma HHI 0.09 0.03 0.58 0.03 0.03 Net GEX 296.7M -44.1M 1.28B -611.3K 391.3M Net DEX -11.68B -28.19B -782.1M -2.03B -27.15B Net VEX -221.6M -256.0M -203.0M -203.8M -256.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.45 1.28 0.95 1.03 Total Volume 1,724,261.136 749,843 4,280,697 1,193,129 1,144,611 Total OI 8,952,107.636 8,475,744 9,457,653 8,475,744 9,135,731
Daily Data (22 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 2023-05-01 $161.50 $175.00 47.8% 13.6% 54.8% 4.3% 48.3% 5.5% 0.2% -611.3K -2.03B -203.8M 0.95 1.68 N/A N/A 613,415 579,714 4,838,621 3,637,123 2023-05-02 $159.20 $170.00 49.4% 14.4% 52.2% 7.4% 50.8% 6.2% 0.3% -44.1M -782.1M -203.0M 0.87 1.63 N/A N/A 756,058 654,095 4,930,681 3,721,029 2023-05-03 $160.74 $172.50 49.9% 14.6% 52.6% 8.5% 50.5% 6.4% 0.0% 2.3M -1.72B -205.7M 1.28 1.96 N/A N/A 755,304 965,740 5,003,504 3,791,742 2023-05-04 $161.30 $175.00 49.9% 14.5% 52.3% 8.6% 50.1% 6.7% 0.1% -41.0M -1.87B -206.2M 0.91 1.98 N/A N/A 734,933 671,081 5,062,456 3,847,928 2023-05-05 $169.96 $175.00 44.0% 13.1% 56.4% 0.0% 47.3% 5.5% 0.5% 1.23B -9.26B -215.8M 0.76 1.88 N/A N/A 1,472,269 1,118,356 5,105,253 3,893,835 2023-05-08 $171.75 $175.00 46.3% 13.4% 56.6% 4.4% 47.4% 6.1% 0.4% 147.0M -8.86B -217.6M 0.70 1.72 N/A N/A 722,450 502,704 4,922,636 3,725,488 2023-05-09 $168.90 $175.00 45.8% 13.4% 56.3% 3.5% 47.4% 5.7% 0.8% 89.0M -6.61B -213.0M 0.84 1.77 N/A N/A 544,676 456,065 5,006,054 3,790,585 2023-05-10 $169.26 $175.00 44.9% 13.2% 55.5% 1.7% 46.6% 5.7% 1.1% 137.7M -7.04B -213.3M 0.94 1.94 N/A N/A 938,406 883,175 5,056,103 3,814,939 2023-05-11 $172.20 $173.33 44.5% 12.9% 55.1% 1.0% 46.7% 5.1% 1.1% 291.1M -9.46B -215.0M 0.74 4.42 N/A N/A 837,590 616,235 5,131,197 3,851,896 2023-05-12 $168.56 $170.00 47.1% 13.7% 55.4% 6.0% 48.6% 4.8% 0.8% 43.2M -6.55B -212.9M 0.57 2.03 N/A N/A 2,731,415 1,549,282 5,214,960 3,907,630 2023-05-15 $165.73 $170.00 48.9% 14.1% 55.3% 9.4% 49.3% 6.1% -0.7% 53.4M -4.43B -207.7M 0.85 1.56 N/A N/A 781,851 660,981 5,039,480 3,861,767 2023-05-16 $167.25 $170.00 48.0% 13.8% 55.6% 7.7% 48.9% 5.3% -0.3% 103.5M -5.61B -210.4M 0.84 1.60 N/A N/A 680,935 572,336 5,134,594 3,969,716 2023-05-17 $174.28 $170.00 44.9% 12.9% 57.7% 1.7% 46.3% 5.0% -0.4% 362.8M -11.33B -216.9M 0.97 1.53 N/A N/A 1,141,575 1,105,734 5,200,864 4,033,776 2023-05-18 $176.64 $170.00 44.2% 12.7% 38.3% 0.4% 45.0% 4.2% -0.6% 393.7M -13.03B -219.0M 0.73 2.69 N/A N/A 1,066,811 783,579 5,232,768 4,104,708 2023-05-19 $180.05 $170.00 44.0% 12.7% 38.2% 0.0% 45.2% 3.3% -0.5% 1.28B -16.57B -222.9M 0.59 1.96 N/A N/A 2,023,666 1,199,085 5,300,682 4,156,971 2023-05-22 $189.13 $170.00 45.7% 13.3% 40.8% 3.4% 48.1% 3.4% 0.3% 343.7M -20.22B -233.0M 0.53 1.78 N/A N/A 1,064,178 559,938 4,854,977 3,686,242 2023-05-23 $186.18 $170.00 46.8% 13.7% 41.2% 5.4% 49.1% 3.4% 0.4% 270.8M -18.01B -235.7M 0.45 1.58 N/A N/A 994,998 450,293 4,985,784 3,867,382 2023-05-24 $183.72 $170.00 48.1% 14.1% 37.1% 8.0% 49.8% 4.1% 0.1% 234.6M -15.86B -233.3M 0.82 1.79 N/A N/A 485,562 398,004 5,092,154 3,891,726 2023-05-25 $184.72 $170.00 47.4% 13.9% 35.5% 6.7% 49.2% 3.2% 0.2% 320.7M -16.97B -234.1M 0.48 1.72 N/A N/A 508,237 241,606 5,157,055 3,937,034 2023-05-26 $193.14 $170.00 49.6% 14.6% 37.4% 11.0% 53.1% 2.0% 0.2% 534.8M -25.40B -244.9M 0.51 2.25 N/A N/A 1,766,165 908,268 5,194,909 4,002,261 2023-05-30 $201.23 $170.00 52.4% 16.0% 38.1% 16.4% 57.9% 0.4% 1.8% 392.6M -28.19B -255.1M 0.79 1.85 N/A N/A 723,728 568,641 4,992,886 3,859,241 2023-05-31 $199.99 $173.33 52.0% 15.6% 37.5% 15.6% 56.4% -0.1% 2.0% 391.3M -27.15B -256.0M 1.03 1.72 N/A N/A 562,916 581,695 5,158,470 3,977,261
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