TSLA Options History — November 2023 In November 2023, TSLA traded between $205.43 and $246.39. ATM implied volatility averaged 44.8%, placing in the 5.2% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded below realized volatility by 9.2% (HV 20d: 54.0%). Max pain ranged from $220.00 to $222.50. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.80.
Notable Days 2023-11-17 : Highest Volume — 3,462,640 contracts2023-11-02 : Largest IV drop — 6.9% change2023-11-01 : Highest IV Rank — 13.2%2023-11-01 : Largest Expected Move — 14.2%Monthly Statistics Metric Avg Min Max Open Close Price $229.45 $205.43 $246.39 $205.43 $239.70 Max Pain $220.12 $220.00 $222.50 $222.50 $220.00 ATM IV 44.8% 41.8% 49.0% 49.0% 43.9% Expected Move 13.0% 12.4% 14.2% 14.2% 13.4% HV 20d 54.0% 47.1% 65.2% 49.5% 48.2% HV 60d 53.1% 50.5% 54.8% 51.9% 50.5% IV Rank 5.2% 0.0% 13.2% 13.2% 3.9% IV Percentile 9.3% 0.0% 23.0% 23.0% 5.2% Term Structure 0.2% -1.1% 2.7% 0.1% 2.2% VWIV 46.4% 44.1% 48.4% 46.1% 47.3% Skew 25d 3.1% 0.9% 6.0% 6.0% 0.9% Skew 10d 5.3% 1.4% 10.3% 10.3% 1.4% Call IV 25d 43.9% 41.4% 46.3% 46.3% 43.8% Put IV 25d 47.0% 43.2% 52.3% 52.3% 44.7% Bid-Ask Spread % 1.84 1.44 2.70 1.63 2.04 Gamma HHI 0.06 0.03 0.33 0.03 0.04 Net GEX 430.6M -84.4M 764.5M 78.9M 455.1M Net DEX -24.05B -38.90B -6.79B -6.79B -28.90B Net VEX -229.1M -240.8M -216.4M -218.1M -228.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.80 0.62 1.31 1.31 0.81 Total Volume 2,249,767.81 1,322,765 3,462,640 2,011,996 2,087,908 Total OI 8,587,438.571 8,056,239 9,200,417 8,445,826 8,601,968
Daily Data (21 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 2023-11-01 $205.43 $222.50 49.0% 14.2% 49.5% 13.2% 46.1% 6.0% 0.1% 78.9M -6.79B -218.1M 1.31 1.63 N/A N/A 871,005 1,140,991 4,543,465 3,902,361 2023-11-02 $217.32 $220.00 45.7% 13.3% 55.0% 6.9% 48.0% 4.7% 0.2% 432.7M -17.44B -227.4M 0.89 2.70 N/A N/A 1,247,712 1,110,989 4,613,094 3,941,320 2023-11-03 $219.17 $220.00 45.2% 13.0% 55.3% 6.0% 46.3% 4.7% 0.3% 764.5M -18.00B -227.7M 0.80 2.56 N/A N/A 1,718,501 1,374,780 4,667,874 4,073,461 2023-11-06 $218.92 $220.00 45.6% 13.1% 55.3% 6.8% 47.1% 4.5% 0.1% 194.4M -15.91B -226.4M 0.76 2.24 N/A N/A 919,215 701,061 4,462,657 3,834,912 2023-11-07 $222.64 $220.00 45.0% 13.0% 55.5% 5.7% 46.3% 3.7% 0.3% 360.4M -19.32B -229.2M 0.81 1.56 N/A N/A 854,806 691,351 4,599,851 3,939,282 2023-11-08 $222.49 $220.00 44.7% 12.9% 55.5% 5.0% 45.0% 3.9% 0.5% 392.9M -19.20B -226.7M 0.83 1.79 N/A N/A 843,329 698,166 4,663,156 3,976,133 2023-11-09 $209.71 $220.00 46.8% 13.4% 58.2% 8.9% 47.8% 4.4% 0.1% -84.4M -7.75B -216.4M 0.73 1.85 N/A N/A 1,636,003 1,186,712 4,728,744 4,017,283 2023-11-10 $214.26 $220.00 45.4% 13.1% 58.7% 6.3% 46.9% 4.2% 0.4% 335.3M -12.69B -223.3M 0.89 1.44 N/A N/A 1,733,000 1,549,224 4,930,425 4,079,272 2023-11-13 $224.03 $220.00 46.3% 13.3% 61.1% 8.1% 48.4% 3.9% -0.4% 334.1M -20.96B -229.1M 0.77 1.65 N/A N/A 1,180,781 910,592 4,578,361 3,877,983 2023-11-14 $237.34 $220.00 44.9% 12.9% 65.2% 5.4% 46.3% 2.7% -0.7% 575.5M -33.05B -235.3M 0.64 1.53 N/A N/A 1,464,098 943,443 4,684,600 3,990,103 2023-11-15 $244.04 $220.00 45.2% 12.9% 64.1% 5.9% 46.6% 2.2% -0.5% 677.5M -38.90B -240.8M 0.67 1.68 N/A N/A 1,719,359 1,146,957 4,763,458 4,093,771 2023-11-16 $234.01 $220.00 45.5% 13.1% 52.3% 6.5% 46.8% 2.8% -0.6% 327.7M -27.05B -234.5M 0.80 1.53 N/A N/A 1,472,299 1,170,680 4,827,627 4,199,450 2023-11-17 $234.82 $220.00 45.1% 13.0% 51.1% 5.9% 46.7% 2.6% -0.5% 670.4M -28.64B -235.6M 0.90 2.04 N/A N/A 1,824,043 1,638,597 4,978,611 4,221,806 2023-11-20 $236.57 $220.00 44.9% 13.0% 51.1% 5.4% 46.4% 2.5% -1.0% 437.9M -28.02B -233.1M 0.72 1.77 N/A N/A 942,535 680,055 4,471,182 3,714,770 2023-11-21 $241.21 $220.00 44.4% 12.8% 51.1% 4.4% 46.1% 2.0% -1.1% 650.3M -32.66B -235.0M 0.76 1.72 N/A N/A 1,205,922 914,376 4,587,401 3,797,106 2023-11-22 $233.86 $220.00 43.9% 12.7% 52.0% 3.5% 45.2% 1.9% -1.1% 192.9M -24.72B -229.8M 0.62 1.88 N/A N/A 1,511,144 933,808 4,620,480 3,869,487 2023-11-24 $236.02 $220.00 42.5% 12.4% 50.0% 0.9% 44.1% 2.0% -0.8% 526.4M -27.65B -229.3M 0.83 1.70 N/A N/A 810,656 674,327 4,791,285 3,935,424 2023-11-27 $237.04 $220.00 42.2% 12.6% 50.0% 0.3% 45.3% 2.2% 2.7% 399.2M -27.50B -225.0M 0.82 1.73 N/A N/A 727,516 595,249 4,427,896 3,628,343 2023-11-28 $246.39 $220.00 41.8% 12.6% 47.1% 0.0% 44.9% 1.7% 2.6% 698.1M -36.53B -228.2M 0.69 1.73 N/A N/A 1,258,548 872,439 4,542,873 3,710,308 2023-11-29 $243.58 $220.00 42.3% 13.0% 47.7% 0.8% 46.3% 1.4% 2.5% 622.9M -33.45B -230.6M 0.68 1.82 N/A N/A 1,358,221 924,726 4,618,624 3,830,003 2023-11-30 $239.70 $220.00 43.9% 13.4% 48.2% 3.9% 47.3% 0.9% 2.2% 455.1M -28.90B -228.6M 0.81 2.04 N/A N/A 1,155,251 932,657 4,706,417 3,895,551
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