TSLA Options History — October 2023 In October 2023, TSLA traded between $197.04 and $264.07. ATM implied volatility averaged 51.4%, placing in the 17.6% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded above realized volatility by 5.3% (HV 20d: 46.1%). Max pain ranged from $225.00 to $240.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.94.
Notable Days 2023-10-19 : Highest Volume — 3,428,897 contracts2023-10-26 : Largest IV spike — 7.1% change2023-10-03 : Highest IV Rank — 26.7%2023-10-03 : Largest Expected Move — 17.3%Monthly Statistics Metric Avg Min Max Open Close Price $236.84 $197.04 $264.07 $250.89 $200.77 Max Pain $237.27 $225.00 $240.00 $240.00 $225.00 ATM IV 51.4% 47.5% 56.3% 53.9% 51.2% Expected Move 15.0% 13.9% 17.3% 16.5% 15.1% HV 20d 46.1% 35.1% 54.4% 49.3% 54.4% HV 60d 49.8% 45.8% 51.6% 49.2% 51.6% IV Rank 17.6% 10.2% 26.7% 22.3% 17.2% IV Percentile 29.2% 17.1% 39.7% 32.1% 32.5% Term Structure -0.6% -2.0% 0.9% -1.1% -0.3% VWIV 52.7% 49.0% 60.9% 58.3% 53.3% Skew 25d 5.0% 3.5% 7.0% 4.0% 6.8% Skew 10d 8.8% 6.0% 12.4% 6.6% 11.8% Call IV 25d 49.2% 44.8% 54.1% 51.6% 47.9% Put IV 25d 54.2% 50.3% 58.5% 55.6% 54.7% Bid-Ask Spread % 2.02 1.49 2.95 1.49 2.19 Gamma HHI 0.04 0.02 0.08 0.03 0.03 Net GEX 207.2M -225.6M 686.1M 297.8M -2.8M Net DEX -22.16B -41.02B 327.9M -30.54B -3.26B Net VEX -237.9M -260.4M -207.6M -254.9M -214.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.94 0.70 1.42 1.19 1.00 Total Volume 1,922,289.682 905,200 3,428,897 1,691,912 1,548,277 Total OI 8,187,819.682 7,782,879 8,759,749 7,872,469 8,297,492
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 2023-10-02 $250.89 $240.00 53.9% 16.5% 49.3% 22.3% 58.3% 4.0% -1.1% 297.8M -30.54B -254.9M 1.19 1.49 N/A N/A 771,081 920,831 4,234,192 3,638,277 2023-10-03 $246.20 $240.00 56.3% 17.3% 46.4% 26.7% 60.9% 4.4% -1.2% 192.6M -26.87B -255.6M 1.09 1.93 N/A N/A 646,767 701,922 4,343,601 3,737,788 2023-10-04 $261.34 $240.00 53.5% 16.4% 50.9% 21.6% 58.1% 3.9% -1.0% 666.3M -40.92B -257.4M 1.13 2.37 N/A N/A 948,858 1,072,718 4,405,115 3,747,108 2023-10-05 $260.96 $240.00 53.7% 15.0% 50.9% 22.0% 52.6% 4.0% -0.9% 589.0M -39.52B -260.4M 0.86 2.04 N/A N/A 991,389 850,826 4,463,091 3,929,636 2023-10-06 $260.98 $240.00 51.4% 14.5% 50.4% 17.6% 50.9% 3.7% -0.7% 686.1M -39.78B -257.7M 0.88 1.96 N/A N/A 1,364,033 1,199,112 4,516,769 3,956,722 2023-10-09 $260.31 $240.00 51.8% 14.6% 35.9% 18.3% 51.6% 4.0% -0.7% 455.3M -37.32B -255.2M 0.75 1.87 N/A N/A 660,055 492,699 4,248,639 3,619,075 2023-10-10 $264.07 $240.00 49.9% 14.2% 35.7% 14.8% 50.1% 3.5% -0.4% 601.8M -41.02B -252.2M 0.78 2.05 N/A N/A 976,909 764,723 4,338,184 3,700,631 2023-10-11 $263.73 $240.00 50.3% 14.3% 35.4% 15.5% 50.3% 3.6% -0.6% 525.0M -39.78B -253.3M 0.79 2.38 N/A N/A 851,752 671,961 4,422,098 3,800,941 2023-10-12 $258.68 $240.00 49.8% 14.2% 35.1% 14.6% 49.6% 3.7% -0.5% 386.7M -34.85B -250.5M 0.70 1.72 N/A N/A 1,079,943 758,870 4,468,386 3,840,633 2023-10-13 $250.63 $240.00 52.3% 14.9% 36.4% 19.3% 52.4% 4.4% -0.8% 5.6M -27.35B -247.7M 0.83 2.00 N/A N/A 1,303,262 1,080,672 4,511,159 3,857,828 2023-10-16 $254.66 $240.00 50.3% 14.4% 35.7% 15.5% 50.7% 4.5% -1.5% 326.1M -32.29B -241.5M 0.79 1.95 N/A N/A 536,102 424,980 4,244,896 3,622,733 2023-10-17 $254.05 $240.00 49.8% 14.2% 35.6% 14.6% 50.2% 4.5% -1.4% 335.2M -31.90B -241.6M 0.82 1.84 N/A N/A 496,056 409,144 4,329,402 3,732,347 2023-10-18 $242.81 $240.00 52.9% 15.2% 38.6% 20.5% 54.4% 5.0% -2.0% 134.6M -22.82B -238.8M 0.90 2.95 N/A N/A 875,369 789,675 4,385,244 3,799,815 2023-10-19 $217.70 $240.00 49.5% 14.3% 53.5% 14.1% 50.6% 5.8% -1.3% -205.1M -3.75B -220.6M 0.97 1.87 N/A N/A 1,743,628 1,685,269 4,547,426 3,910,253 2023-10-20 $212.12 $240.00 50.6% 14.6% 52.2% 16.1% 51.1% 6.1% -1.4% -225.6M -2.14B -218.8M 1.01 2.09 N/A N/A 1,683,704 1,697,408 4,812,858 3,946,891 2023-10-23 $212.50 $235.00 49.9% 14.5% 52.3% 14.8% 52.3% 6.3% 0.7% 7.8M -7.34B -220.5M 0.89 1.54 N/A N/A 1,128,403 1,004,093 4,238,828 3,544,051 2023-10-24 $216.62 $235.00 47.5% 13.9% 53.1% 10.2% 49.0% 5.5% 0.7% 123.3M -11.10B -225.0M 0.91 2.02 N/A N/A 834,977 761,209 4,387,060 3,665,712 2023-10-25 $212.53 $235.00 48.6% 14.5% 53.1% 12.3% 51.4% 6.2% 0.8% -3.7M -7.83B -223.1M 1.42 1.93 N/A N/A 745,204 1,058,039 4,432,548 3,742,267 2023-10-26 $205.58 $230.00 52.0% 15.5% 52.8% 18.8% 54.1% 6.4% 0.4% -169.2M -3.21B -217.4M 1.02 2.05 N/A N/A 1,102,530 1,121,138 4,496,788 3,788,387 2023-10-27 $206.32 $230.00 51.1% 15.0% 52.1% 17.0% 52.2% 6.6% 0.9% -56.1M -4.21B -219.3M 1.12 2.11 N/A N/A 1,044,517 1,167,096 4,595,552 3,854,185 2023-10-30 $197.04 $230.00 53.9% 16.0% 53.3% 22.3% 56.2% 7.0% -0.3% -112.5M 327.9M -207.6M 0.93 2.01 N/A N/A 1,206,227 1,118,945 4,285,811 3,691,614 2023-10-31 $200.77 $225.00 51.2% 15.1% 54.4% 17.2% 53.3% 6.8% -0.3% -2.8M -3.26B -214.2M 1.00 2.19 N/A N/A 772,525 775,752 4,483,362 3,814,130
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