TSLA Options History — September 2023 In September 2023, TSLA traded between $239.80 and $275.95. ATM implied volatility averaged 51.4%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 15.2%. IV traded below realized volatility by 6.8% (HV 20d: 58.1%). Max pain ranged from $226.67 to $240.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.79.
Notable Days 2023-09-01 : Highest Volume — 3,319,070 contracts2023-09-05 : Largest IV spike — 7.6% change2023-09-27 : Highest IV Rank — 28.4%2023-09-27 : Largest Expected Move — 16.7%Monthly Statistics Metric Avg Min Max Open Close Price $256.89 $239.80 $275.95 $244.53 $249.91 Max Pain $236.58 $226.67 $240.00 $226.67 $240.00 ATM IV 51.4% 45.3% 57.1% 45.3% 54.0% Expected Move 15.2% 12.0% 16.7% 12.0% 15.8% HV 20d 58.1% 51.9% 64.6% 51.9% 54.4% HV 60d 50.9% 49.1% 53.4% 50.3% 49.2% IV Rank 17.5% 6.1% 28.4% 6.1% 22.4% IV Percentile 26.9% 11.1% 40.9% 11.1% 32.1% Term Structure 0.5% -1.5% 3.9% 3.8% -1.5% VWIV 53.5% 43.0% 58.8% 43.0% 55.6% Skew 25d 2.6% 1.3% 4.5% 1.8% 4.5% Skew 10d 3.9% 1.5% 7.6% 2.4% 7.6% Call IV 25d 50.5% 43.9% 55.4% 43.9% 52.4% Put IV 25d 53.1% 45.7% 59.7% 45.7% 56.9% Bid-Ask Spread % 1.90 1.39 2.35 1.67 2.22 Gamma HHI 0.05 0.02 0.24 0.06 0.24 Net GEX 396.4M -133.3M 900.3M 71.6M 823.7M Net DEX -38.18B -58.91B -21.62B -31.08B -30.72B Net VEX -265.1M -274.2M -253.8M -270.1M -256.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.79 0.66 1.02 0.68 0.89 Total Volume 2,186,489 1,260,565 3,319,070 3,319,070 2,805,948 Total OI 8,671,029.8 7,625,491 9,730,073 9,403,132 8,334,323
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 2023-09-01 $244.53 $226.67 45.3% 12.0% 51.9% 6.1% 43.0% 1.8% 3.8% 71.6M -31.08B -270.1M 0.68 1.67 N/A N/A 1,972,881 1,346,189 5,155,323 4,247,809 2023-09-05 $256.70 $230.00 48.7% 14.9% 54.6% 12.5% 52.5% 2.2% -0.6% 580.5M -43.01B -274.2M 0.76 2.11 N/A N/A 1,060,492 802,148 4,938,824 4,003,789 2023-09-06 $252.13 $230.00 48.8% 14.8% 55.0% 12.8% 52.6% 1.9% -0.5% 379.9M -38.20B -272.1M 0.86 2.22 N/A N/A 1,012,411 872,781 5,034,788 4,135,474 2023-09-07 $252.17 $235.00 49.0% 14.9% 54.1% 13.1% 52.5% 2.2% -0.7% 496.9M -38.74B -270.8M 0.75 2.34 N/A N/A 1,337,604 998,001 5,112,425 4,182,090 2023-09-08 $247.95 $235.00 47.5% 14.5% 54.5% 10.3% 51.2% 2.3% -0.6% 180.8M -34.27B -265.7M 0.76 1.78 N/A N/A 1,812,947 1,384,811 5,149,195 4,254,776 2023-09-11 $273.24 $235.00 49.6% 15.1% 64.2% 14.2% 53.8% 1.5% 3.2% 697.0M -56.86B -271.5M 0.72 2.35 N/A N/A 1,710,151 1,236,321 4,902,025 4,024,449 2023-09-12 $267.50 $235.00 50.0% 15.3% 64.6% 15.0% 54.0% 1.4% 3.4% 546.7M -50.23B -273.1M 0.73 1.92 N/A N/A 1,323,301 970,406 5,070,023 4,270,422 2023-09-13 $270.60 $230.00 49.4% 15.1% 63.5% 13.9% 53.4% 1.5% 3.3% 682.2M -53.43B -273.7M 0.71 1.73 N/A N/A 1,009,260 714,997 5,151,646 4,319,967 2023-09-14 $275.95 $235.00 48.6% 14.8% 62.1% 12.4% 52.9% 1.3% 3.9% 900.3M -58.91B -271.7M 0.66 2.04 N/A N/A 1,188,543 779,788 5,201,131 4,370,984 2023-09-15 $273.27 $240.00 48.7% 14.7% 60.5% 12.5% 52.2% 1.4% 3.8% 529.4M -55.54B -270.2M 0.76 1.86 N/A N/A 1,629,789 1,236,641 5,272,928 4,457,145 2023-09-18 $265.06 $240.00 51.0% 14.9% 61.6% 16.9% 52.5% 2.2% -0.1% 395.7M -39.46B -264.4M 0.69 1.43 N/A N/A 858,917 595,779 4,149,539 3,475,952 2023-09-19 $266.61 $240.00 50.8% 14.7% 58.1% 16.4% 51.9% 2.1% -0.1% 485.7M -41.11B -264.9M 0.79 1.81 N/A N/A 705,737 554,828 4,311,891 3,586,325 2023-09-20 $263.40 $240.00 52.4% 15.0% 58.5% 19.5% 52.7% 2.2% -0.5% 388.7M -38.46B -263.6M 0.66 1.89 N/A N/A 1,228,129 810,154 4,355,643 3,632,862 2023-09-21 $257.38 $240.00 54.2% 15.5% 59.0% 22.9% 54.7% 3.2% -0.2% 80.7M -31.93B -263.3M 0.79 1.52 N/A N/A 1,224,606 972,715 4,435,904 3,713,487 2023-09-22 $246.21 $240.00 55.3% 15.9% 60.2% 25.0% 55.6% 3.7% -0.6% -133.3M -22.43B -257.1M 0.82 1.58 N/A N/A 1,601,744 1,315,783 4,498,041 3,763,139 2023-09-25 $245.97 $240.00 56.0% 16.3% 59.0% 26.3% 57.1% 4.5% -1.4% 193.0M -25.93B -255.7M 0.84 1.39 N/A N/A 762,992 639,097 4,252,146 3,511,761 2023-09-26 $244.17 $240.00 56.5% 16.5% 59.1% 27.2% 58.4% 4.0% -1.3% 189.7M -24.84B -255.5M 0.92 1.93 N/A N/A 704,413 647,395 4,331,233 3,592,551 2023-09-27 $239.80 $240.00 57.1% 16.7% 53.6% 28.4% 58.8% 4.3% -1.4% 114.5M -21.62B -253.8M 1.00 2.15 N/A N/A 1,077,983 1,077,595 4,404,838 3,633,214 2023-09-28 $245.34 $240.00 54.3% 15.9% 54.3% 23.1% 55.7% 3.9% -1.4% 324.4M -26.74B -254.9M 1.02 2.09 N/A N/A 865,336 881,167 4,499,843 3,682,691 2023-09-29 $249.91 $240.00 54.0% 15.8% 54.4% 22.4% 55.6% 4.5% -1.5% 823.7M -30.72B -256.6M 0.89 2.22 N/A N/A 1,485,507 1,320,441 4,546,209 3,788,114
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