TSLA Options History — August 2023 In August 2023, TSLA traded between $215.69 and $260.72. ATM implied volatility averaged 44.8%, placing in the 5.3% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 0.6% (HV 20d: 44.2%). Max pain ranged from $225.00 to $260.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 19 of 23 days. Put/call ratio averaged 0.87.
Notable Days 2023-08-18 : Highest Volume — 3,592,148 contracts2023-08-15 : Largest IV spike — 3.8% change2023-08-22 : Highest IV Rank — 10.2%2023-08-22 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $242.31 $215.69 $260.72 $260.72 $260.71 Max Pain $235.72 $225.00 $260.00 $260.00 $226.67 ATM IV 44.8% 42.6% 47.5% 43.4% 45.1% Expected Move 12.8% 12.3% 13.6% 12.3% 12.4% HV 20d 44.2% 31.8% 48.7% 47.6% 47.1% HV 60d 46.7% 45.7% 48.6% 46.2% 48.6% IV Rank 5.3% 1.0% 10.2% 2.7% 5.8% IV Percentile 6.8% 0.4% 13.9% 0.8% 10.3% Term Structure 0.8% -0.5% 3.5% -0.3% 3.5% VWIV 45.4% 43.7% 48.8% 43.7% 44.5% Skew 25d 2.8% 0.9% 4.3% 0.9% 1.3% Skew 10d 4.0% 0.9% 7.0% 0.9% 1.5% Call IV 25d 44.1% 41.0% 46.6% 43.8% 44.8% Put IV 25d 46.9% 44.4% 50.3% 44.7% 46.0% Bid-Ask Spread % 2.00 1.50 2.77 1.78 2.16 Gamma HHI 0.04 0.02 0.14 0.02 0.04 Net GEX 172.0M -347.1M 784.3M 233.9M 784.3M Net DEX -27.80B -48.85B -7.02B -38.30B -48.85B Net VEX -270.2M -283.0M -249.9M -281.2M -280.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.87 0.68 1.17 0.68 0.69 Total Volume 1,963,408.913 1,182,180 3,592,148 1,182,180 1,599,846 Total OI 9,075,158.174 8,559,272 9,587,583 8,780,104 9,273,602
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 2023-08-01 $260.72 $260.00 43.4% 12.3% 47.6% 2.7% 43.7% 0.9% -0.3% 233.9M -38.30B -281.2M 0.68 1.78 N/A N/A 704,390 477,790 4,859,864 3,920,240 2023-08-02 $253.88 $260.00 45.0% 12.8% 47.7% 5.7% 45.4% 2.0% -0.3% 92.3M -32.07B -280.9M 0.84 1.82 N/A N/A 1,049,244 882,101 4,950,672 3,971,068 2023-08-03 $259.27 $240.00 44.3% 12.7% 48.2% 4.2% 45.4% 2.2% -0.4% 356.3M -37.82B -283.0M 0.80 2.55 N/A N/A 971,544 775,807 5,039,191 4,052,228 2023-08-04 $253.73 $240.00 44.6% 12.9% 48.6% 4.9% 45.3% 2.3% -0.5% -41.3M -31.84B -281.5M 0.72 2.77 N/A N/A 1,484,862 1,074,746 5,099,256 4,129,480 2023-08-07 $249.82 $240.00 43.9% 12.7% 48.3% 3.6% 45.0% 2.9% 0.7% 72.6M -29.31B -273.4M 0.80 2.37 N/A N/A 1,015,583 810,284 4,822,888 3,973,222 2023-08-08 $250.01 $240.00 44.0% 12.8% 48.3% 3.7% 45.1% 2.6% 0.7% 153.7M -30.08B -276.8M 0.95 2.36 N/A N/A 613,904 582,021 4,954,824 4,071,196 2023-08-09 $243.55 $240.00 43.9% 12.7% 48.7% 3.5% 45.0% 2.7% 0.4% -3.3M -24.25B -272.5M 0.90 2.25 N/A N/A 781,080 704,974 5,015,970 4,127,740 2023-08-10 $244.63 $240.00 43.0% 12.5% 47.5% 1.9% 44.2% 2.8% 0.9% 61.0M -25.87B -273.4M 0.84 2.59 N/A N/A 1,065,070 896,291 5,082,362 4,171,127 2023-08-11 $242.21 $240.00 42.6% 12.4% 47.3% 1.0% 43.8% 3.4% 0.8% -76.0M -23.38B -268.9M 1.17 2.07 N/A N/A 1,177,837 1,382,127 5,146,193 4,194,936 2023-08-14 $239.24 $240.00 42.9% 12.3% 44.9% 1.6% 44.0% 3.1% 0.5% 2.3M -22.28B -262.2M 0.95 1.92 N/A N/A 771,789 730,951 4,881,247 4,053,669 2023-08-15 $233.09 $240.00 44.5% 12.8% 44.2% 4.7% 45.1% 3.0% 0.1% -99.6M -17.88B -261.7M 0.88 2.09 N/A N/A 748,332 660,745 4,980,736 4,150,333 2023-08-16 $226.33 $240.00 44.8% 12.8% 44.7% 5.3% 45.0% 3.0% 0.4% -181.8M -12.92B -256.5M 1.03 2.06 N/A N/A 1,067,163 1,100,242 5,105,188 4,207,912 2023-08-17 $219.12 $240.00 46.1% 13.2% 31.8% 7.6% 46.6% 4.3% 0.4% -250.1M -8.56B -252.5M 0.92 1.92 N/A N/A 1,210,899 1,117,661 5,215,115 4,229,053 2023-08-18 $215.69 $235.00 46.3% 13.2% 31.9% 8.1% 45.3% 4.3% 0.4% -347.1M -7.02B -249.9M 1.10 1.89 N/A N/A 1,709,487 1,882,661 5,340,348 4,247,235 2023-08-21 $230.32 $225.00 46.0% 13.1% 39.5% 7.4% 46.7% 3.7% 0.1% 229.7M -22.87B -262.7M 0.84 1.71 N/A N/A 1,103,587 929,265 4,732,589 3,826,683 2023-08-22 $232.52 $225.00 47.5% 13.6% 40.0% 10.2% 48.8% 3.7% 0.0% 269.8M -24.65B -268.2M 0.81 2.17 N/A N/A 1,150,509 935,801 4,853,356 3,989,926 2023-08-23 $237.81 $225.00 45.9% 13.1% 41.3% 7.2% 46.7% 3.3% 0.1% 381.5M -29.33B -270.7M 0.94 1.50 N/A N/A 770,837 722,166 4,926,011 4,075,120 2023-08-24 $230.38 $225.00 46.4% 13.1% 41.2% 8.2% 46.8% 3.7% 0.2% 89.5M -21.98B -264.7M 0.90 1.57 N/A N/A 960,119 862,049 4,957,676 4,158,829 2023-08-25 $238.62 $225.00 45.1% 12.6% 41.1% 5.7% 44.9% 3.0% 0.5% 585.7M -30.52B -268.9M 0.96 1.57 N/A N/A 1,400,365 1,344,168 5,026,893 4,180,531 2023-08-28 $239.00 $225.00 45.9% 12.8% 41.0% 7.3% 46.0% 3.2% 3.1% 308.8M -29.51B -266.7M 0.73 1.52 N/A N/A 831,520 606,173 4,789,642 3,888,995 2023-08-29 $256.19 $225.00 44.8% 12.7% 48.3% 5.3% 45.2% 1.6% 3.3% 698.3M -45.56B -277.5M 0.80 1.63 N/A N/A 1,380,087 1,101,448 4,944,533 3,969,538 2023-08-30 $256.36 $225.00 45.2% 12.6% 47.4% 6.0% 44.9% 1.6% 3.4% 635.7M -44.66B -279.6M 0.78 1.65 N/A N/A 1,131,741 879,139 5,020,069 4,121,352 2023-08-31 $260.71 $226.67 45.1% 12.4% 47.1% 5.8% 44.5% 1.3% 3.5% 784.3M -48.85B -280.5M 0.69 2.16 N/A N/A 945,225 654,621 5,089,286 4,184,316
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