TSLA Options History — June 2023

In June 2023, TSLA traded between $208.01 and $273.61. ATM implied volatility averaged 57.2%, placing in the 25.8% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded above realized volatility by 18.3% (HV 20d: 38.9%). Max pain ranged from $173.33 to $225.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.74.

Notable Days

  • 2023-06-16: Highest Volume — 3,455,856 contracts
  • 2023-06-20: Largest IV spike — 8.8% change
  • 2023-06-21: Highest IV Rank — 42.4%
  • 2023-06-21: Largest Expected Move — 18.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$245.90$208.01$273.61$208.01$262.28
Max Pain$203.73$173.33$225.00$173.33$225.00
ATM IV57.2%50.1%65.8%51.3%58.6%
Expected Move17.0%14.4%18.8%15.2%17.6%
HV 20d38.9%32.0%48.5%38.7%45.6%
HV 60d48.5%46.6%50.4%49.4%47.9%
IV Rank25.8%11.9%42.4%14.3%28.5%
IV Percentile33.2%10.7%63.5%11.9%37.3%
Term Structure0.2%-2.3%3.7%1.9%-2.1%
VWIV61.2%51.9%68.0%54.5%62.9%
Skew 25d-1.7%-4.2%0.6%-0.3%-0.8%
Skew 10d-3.3%-6.8%1.2%-1.1%-2.1%
Call IV 25d59.9%51.2%70.1%52.7%61.2%
Put IV 25d58.1%50.3%66.2%52.4%60.4%
Bid-Ask Spread %1.791.552.052.011.64
Gamma HHI0.060.020.230.040.18
Net GEX630.7M179.5M1.03B652.6M961.3M
Net DEX-50.08B-65.28B-34.41B-34.41B-53.93B
Net VEX-289.2M-309.7M-262.4M-262.4M-294.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.740.571.030.880.72
Total Volume2,144,332.5711,253,0993,455,8561,463,9692,515,181
Total OI9,256,155.0488,291,35910,279,7489,283,2429,215,251

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$208.01$173.3351.3%15.2%38.7%14.3%54.5%-0.3%1.9%652.6M-34.41B-262.4M0.882.01N/AN/A779,628684,3415,243,3434,039,899
2023-06-02$214.77$175.0050.1%14.4%39.1%11.9%51.9%-0.9%2.4%945.9M-39.88B-265.5M0.791.90N/AN/A1,248,298991,5345,296,4474,122,092
2023-06-05$217.98$185.0051.5%15.7%36.5%14.6%56.3%-0.3%-0.3%482.4M-38.32B-268.2M1.022.02N/AN/A679,877695,6035,072,5933,955,966
2023-06-06$219.87$185.0050.5%15.6%36.5%12.8%55.4%-0.5%-0.1%521.0M-39.61B-268.6M0.931.69N/AN/A650,293602,8065,184,5194,075,336
2023-06-07$223.77$190.0050.7%15.5%34.9%13.2%55.4%-0.4%-0.3%650.0M-43.07B-270.7M0.892.05N/AN/A701,245625,4415,282,2394,157,686
2023-06-08$234.33$190.0052.6%15.9%36.3%16.8%57.1%-1.8%-0.5%823.9M-51.84B-277.6M1.031.95N/AN/A653,781672,3165,347,0054,241,220
2023-06-09$244.32$190.0054.6%16.4%37.4%20.6%59.3%-2.8%-0.8%921.6M-60.06B-284.6M0.781.67N/AN/A1,583,8911,231,6335,420,3084,425,119
2023-06-12$249.43$195.0055.3%16.8%34.5%22.0%60.7%-2.7%3.6%606.8M-57.23B-286.3M0.621.63N/AN/A1,046,634651,9865,205,3464,154,540
2023-06-13$257.94$200.0055.9%16.9%32.0%23.3%61.0%-2.7%3.4%726.2M-63.69B-293.0M0.611.61N/AN/A1,455,086894,1145,341,4154,257,392
2023-06-14$255.81$200.0057.3%17.4%33.5%26.0%63.1%-2.9%3.2%642.4M-60.75B-296.4M0.681.75N/AN/A1,420,743964,7205,401,5244,400,889
2023-06-15$255.99$200.0059.6%17.9%33.4%30.4%64.6%-3.4%3.6%705.3M-60.76B-300.6M0.631.73N/AN/A1,385,068878,9105,545,2124,515,790
2023-06-16$260.94$205.0059.3%17.7%33.3%29.9%64.3%-3.9%3.7%1.03B-65.28B-304.5M0.621.66N/AN/A2,134,0621,321,7945,652,8724,626,876
2023-06-20$273.61$215.0064.5%18.6%34.8%40.0%67.4%-4.2%-1.3%660.1M-61.42B-309.7M0.611.62N/AN/A1,381,940839,1354,578,2573,713,102
2023-06-21$261.11$215.0065.8%18.8%40.6%42.4%68.0%-3.8%-1.3%435.1M-50.85B-307.9M0.571.55N/AN/A1,806,4881,024,2264,726,1313,880,533
2023-06-22$264.25$220.0063.5%18.3%38.9%38.0%66.2%-3.3%-1.3%611.5M-53.42B-307.4M0.631.95N/AN/A1,535,003973,3554,920,2313,982,550
2023-06-23$255.41$220.0061.2%17.7%41.6%33.6%64.2%-2.1%-1.2%179.5M-45.38B-303.9M0.721.88N/AN/A1,969,5881,409,0535,052,0354,089,401
2023-06-26$241.96$220.0062.5%18.4%48.5%36.0%65.8%0.6%-2.3%228.7M-35.49B-290.8M0.771.90N/AN/A1,178,739903,8054,667,6723,819,130
2023-06-27$249.86$225.0059.0%17.4%47.7%29.2%62.2%0.5%-2.0%372.0M-41.46B-292.3M0.701.81N/AN/A1,039,084730,4544,836,2223,951,609
2023-06-28$256.13$225.0058.8%17.4%46.7%28.8%62.3%-0.4%-1.8%535.9M-47.47B-295.5M0.681.82N/AN/A1,206,203823,6854,905,5904,029,690
2023-06-29$256.16$225.0059.4%17.6%46.5%30.0%63.1%-0.4%-2.0%550.4M-47.46B-293.1M0.631.73N/AN/A1,069,584671,6574,975,2974,070,927
2023-06-30$262.28$225.0058.6%17.6%45.6%28.5%62.9%-0.8%-2.1%961.3M-53.93B-294.9M0.721.64N/AN/A1,462,4141,052,7675,066,0484,149,203