TSLA Options History — July 2023 In July 2023, TSLA traded between $256.03 and $294.45. ATM implied volatility averaged 51.4%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 1.7% (HV 20d: 49.7%). Max pain ranged from $225.00 to $260.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.66.
Notable Days 2023-07-20 : Highest Volume — 4,055,349 contracts2023-07-20 : Largest IV drop — 16.9% change2023-07-18 : Highest IV Rank — 28.1%2023-07-05 : Largest Expected Move — 17.7%Monthly Statistics Metric Avg Min Max Open Close Price $273.58 $256.03 $294.45 $278.21 $266.40 Max Pain $250.00 $225.00 $260.00 $230.00 $260.00 ATM IV 51.4% 42.0% 58.4% 56.5% 42.6% Expected Move 14.7% 11.9% 17.7% 17.4% 12.1% HV 20d 49.7% 45.0% 55.5% 48.1% 51.8% HV 60d 46.7% 40.8% 48.9% 48.6% 45.8% IV Rank 15.0% 0.0% 28.1% 24.5% 1.2% IV Percentile 18.8% 0.0% 41.3% 30.6% 0.4% Term Structure -0.9% -1.8% 0.4% -1.3% -0.2% VWIV 52.7% 42.2% 63.2% 62.3% 43.1% Skew 25d -0.5% -3.0% 1.3% -1.5% 1.1% Skew 10d -1.7% -6.5% 1.8% -3.5% 1.3% Call IV 25d 52.8% 42.1% 61.2% 58.1% 43.1% Put IV 25d 52.4% 43.3% 58.7% 56.6% 44.2% Bid-Ask Spread % 2.09 1.32 2.99 1.59 2.99 Gamma HHI 0.05 0.02 0.30 0.03 0.02 Net GEX 537.1M -19.9M 1.39B 719.6M 368.5M Net DEX -53.50B -72.38B -32.25B -62.67B -43.26B Net VEX -292.0M -303.5M -281.1M -299.0M -284.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.50 0.86 0.63 0.76 Total Volume 2,034,639.15 1,021,876 4,055,349 1,913,538 1,141,040 Total OI 9,025,462.45 8,453,995 10,062,434 8,684,228 8,578,818
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 2023-07-03 $278.21 $230.00 56.5% 17.4% 48.1% 24.5% 62.3% -1.5% -1.3% 719.6M -62.67B -299.0M 0.63 1.59 N/A N/A 1,173,694 739,844 4,728,398 3,955,830 2023-07-05 $282.78 $230.00 56.6% 17.7% 48.1% 24.7% 63.2% -1.7% -1.5% 849.2M -66.09B -299.3M 0.68 1.32 N/A N/A 951,349 648,075 4,880,785 4,063,336 2023-07-06 $277.23 $225.00 56.9% 15.6% 49.5% 25.2% 56.1% -0.9% -1.6% 728.2M -60.80B -298.9M 0.72 1.97 N/A N/A 1,044,163 747,500 4,970,020 4,169,919 2023-07-07 $274.77 $230.00 55.0% 15.2% 50.0% 21.5% 56.8% -0.2% -1.4% 612.8M -58.05B -296.3M 0.63 2.22 N/A N/A 1,556,468 973,534 5,022,062 4,220,873 2023-07-10 $268.73 $225.00 56.2% 15.5% 49.4% 23.8% 55.3% 0.4% -1.5% 445.1M -51.63B -288.0M 0.73 2.53 N/A N/A 894,182 652,439 4,709,738 3,866,503 2023-07-11 $269.60 $245.00 54.9% 15.2% 47.6% 21.3% 55.1% 0.1% -1.5% 506.5M -52.72B -288.7M 0.61 2.28 N/A N/A 632,870 389,006 4,849,404 3,992,893 2023-07-12 $272.13 $250.00 53.0% 14.8% 47.3% 17.7% 52.7% -0.0% -1.4% 661.4M -55.48B -286.0M 0.63 2.47 N/A N/A 811,217 513,088 4,935,912 4,033,675 2023-07-13 $278.83 $250.00 53.5% 15.0% 46.6% 18.6% 53.6% -1.2% -1.6% 914.1M -61.73B -290.5M 0.56 2.30 N/A N/A 1,296,357 721,288 4,997,935 4,072,338 2023-07-14 $280.62 $255.00 54.1% 15.2% 46.4% 19.8% 54.3% -1.8% -1.7% 1.39B -63.96B -293.0M 0.58 2.22 N/A N/A 2,119,365 1,230,294 5,096,965 4,128,049 2023-07-17 $289.94 $260.00 58.2% 16.5% 47.4% 27.7% 59.1% -2.3% -1.5% 694.9M -68.82B -298.0M 0.57 1.88 N/A N/A 1,066,057 610,340 4,867,364 3,950,480 2023-07-18 $294.45 $260.00 58.4% 16.7% 47.3% 28.1% 59.6% -3.0% -1.8% 723.1M -72.38B -298.7M 0.50 1.98 N/A N/A 743,788 368,241 5,015,277 4,156,547 2023-07-19 $291.82 $260.00 58.3% 16.7% 45.0% 28.0% 59.9% -2.5% -1.8% 721.3M -70.15B -303.5M 0.66 2.41 N/A N/A 1,151,121 763,181 5,114,420 4,235,483 2023-07-20 $264.11 $260.00 48.5% 13.9% 55.5% 8.8% 51.1% -0.4% -0.2% -5.5M -41.40B -288.9M 0.56 2.30 N/A N/A 2,605,442 1,449,907 5,269,124 4,396,919 2023-07-21 $261.12 $260.00 46.2% 13.2% 55.5% 4.3% 47.5% 0.0% -0.1% -19.9M -39.54B -288.9M 0.83 2.60 N/A N/A 2,038,855 1,688,206 5,577,668 4,484,766 2023-07-24 $268.77 $260.00 45.0% 12.9% 54.9% 2.0% 46.3% 0.1% 0.1% 312.2M -44.09B -291.0M 0.64 1.47 N/A N/A 1,153,088 742,761 4,742,853 3,711,142 2023-07-25 $266.09 $260.00 44.5% 12.7% 51.0% 1.1% 46.0% 1.0% 0.4% 317.3M -42.28B -291.0M 0.68 1.83 N/A N/A 839,276 572,178 4,905,173 3,829,326 2023-07-26 $264.60 $260.00 43.5% 12.4% 50.0% 0.0% 44.1% 0.8% 0.3% 243.1M -40.43B -288.6M 0.65 1.76 N/A N/A 867,436 566,782 4,973,728 3,881,040 2023-07-27 $256.03 $260.00 44.1% 12.5% 50.9% 1.2% 44.8% 1.3% 0.3% 50.4M -32.25B -281.1M 0.80 1.83 N/A N/A 1,329,468 1,060,255 5,041,076 3,922,115 2023-07-28 $265.44 $260.00 42.0% 11.9% 52.5% 0.0% 42.2% 1.1% 0.4% 509.0M -42.24B -285.0M 0.86 1.80 N/A N/A 1,527,223 1,313,405 5,129,136 4,032,159 2023-07-31 $266.40 $260.00 42.6% 12.1% 51.8% 1.2% 43.1% 1.1% -0.2% 368.5M -43.26B -284.7M 0.76 2.99 N/A N/A 648,797 492,243 4,757,610 3,821,208
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