TSLA Options History — December 2023 In December 2023, TSLA traded between $236.36 and $260.93. ATM implied volatility averaged 45.0%, placing in the 5.9% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 10.2% (HV 20d: 34.8%). Max pain ranged from $205.00 to $220.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.76.
Notable Days 2023-12-14 : Highest Volume — 3,436,167 contracts2023-12-26 : Largest IV spike — 7.5% change2023-12-28 : Highest IV Rank — 15.3%2023-12-28 : Largest Expected Move — 13.0%Monthly Statistics Metric Avg Min Max Open Close Price $247.05 $236.36 $260.93 $238.19 $249.27 Max Pain $210.75 $205.00 $220.00 $220.00 $220.00 ATM IV 45.0% 42.3% 50.0% 42.3% 49.0% Expected Move 12.6% 12.2% 13.0% 12.5% 12.6% HV 20d 34.8% 27.7% 45.1% 44.9% 29.5% HV 60d 46.3% 44.6% 50.5% 50.5% 44.6% IV Rank 5.9% 0.9% 15.3% 0.9% 13.4% IV Percentile 15.0% 1.6% 44.0% 1.6% 38.1% Term Structure 1.2% -0.9% 5.0% 2.6% -0.0% VWIV 44.7% 43.4% 46.1% 44.4% 44.9% Skew 25d 0.8% 0.3% 1.3% 1.0% 0.8% Skew 10d 1.1% 0.2% 2.0% 1.5% 1.3% Call IV 25d 45.2% 41.7% 50.6% 41.7% 49.4% Put IV 25d 46.1% 42.8% 50.9% 42.8% 50.2% Bid-Ask Spread % 1.88 1.65 2.30 1.85 1.83 Gamma HHI 0.05 0.03 0.11 0.04 0.04 Net GEX 538.1M 97.7M 954.0M 234.2M 97.7M Net DEX -32.43B -42.89B -25.31B -26.52B -27.52B Net VEX -223.0M -227.4M -217.3M -227.4M -220.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.60 0.89 0.86 0.76 Total Volume 2,126,549.55 1,224,878 3,436,167 3,021,673 2,513,039 Total OI 8,464,889.4 7,879,756 9,095,798 8,897,540 8,452,950
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 2023-12-01 $238.19 $220.00 42.3% 12.5% 44.9% 0.9% 44.4% 1.0% 2.6% 234.2M -26.52B -227.4M 0.86 1.85 N/A N/A 1,622,259 1,399,414 4,806,354 4,091,186 2023-12-04 $236.36 $205.00 44.3% 12.8% 45.1% 4.7% 45.8% 1.2% -0.0% 342.7M -25.68B -225.3M 0.88 2.01 N/A N/A 708,786 620,874 4,530,323 3,829,243 2023-12-05 $238.38 $205.00 44.3% 12.7% 45.0% 4.6% 45.5% 1.3% 0.2% 453.0M -27.93B -225.0M 0.77 1.89 N/A N/A 1,164,812 901,307 4,625,578 3,900,578 2023-12-06 $240.44 $205.00 44.8% 12.7% 44.8% 5.5% 45.1% 1.3% 0.0% 495.8M -29.38B -226.3M 0.89 2.16 N/A N/A 1,115,056 988,757 4,675,613 3,971,134 2023-12-07 $241.86 $206.67 44.6% 12.7% 44.8% 5.2% 44.8% 1.1% 0.1% 559.5M -30.65B -225.1M 0.82 1.87 N/A N/A 1,036,535 852,540 4,732,105 4,012,016 2023-12-08 $243.45 $210.00 42.7% 12.3% 38.1% 1.7% 43.7% 0.7% 0.4% 706.9M -32.22B -222.5M 0.77 1.82 N/A N/A 1,342,725 1,031,843 4,788,510 4,067,887 2023-12-11 $239.40 $210.00 44.7% 12.6% 38.6% 5.3% 45.9% 0.5% -0.6% 378.3M -27.92B -220.4M 0.85 1.72 N/A N/A 732,186 621,700 4,545,308 3,846,331 2023-12-12 $236.71 $210.00 43.2% 12.3% 36.1% 2.5% 43.4% 1.2% -0.3% 332.2M -25.31B -217.3M 0.65 2.04 N/A N/A 887,535 576,998 4,666,607 3,924,643 2023-12-13 $238.14 $210.00 43.1% 12.2% 29.8% 2.4% 43.6% 1.0% -0.6% 435.5M -27.13B -218.2M 0.87 2.30 N/A N/A 1,445,169 1,254,497 4,739,315 3,976,918 2023-12-14 $250.33 $210.00 44.4% 12.5% 33.3% 4.8% 44.7% 0.6% -0.7% 954.0M -40.78B -226.3M 0.70 1.85 N/A N/A 2,024,710 1,411,457 4,800,306 4,037,467 2023-12-15 $252.44 $210.00 43.8% 12.4% 29.2% 3.7% 43.9% 0.5% -0.9% 937.1M -42.89B -224.3M 0.68 1.65 N/A N/A 1,750,642 1,186,332 4,892,023 4,203,775 2023-12-18 $252.14 $210.00 44.0% 12.6% 29.3% 4.1% 44.4% 0.5% 4.6% 592.3M -34.72B -222.6M 0.60 1.73 N/A N/A 1,082,429 650,836 4,326,780 3,552,976 2023-12-19 $256.46 $210.00 43.2% 12.4% 29.6% 2.5% 43.9% 0.5% 5.0% 787.8M -38.68B -225.3M 0.70 1.70 N/A N/A 876,706 616,620 4,460,703 3,669,594 2023-12-20 $248.94 $210.00 44.1% 12.6% 31.3% 4.2% 45.1% 0.7% 4.9% 388.3M -30.73B -223.4M 0.82 2.16 N/A N/A 1,191,330 976,657 4,498,558 3,731,528 2023-12-21 $254.30 $210.00 44.5% 12.5% 29.6% 5.1% 44.8% 0.7% 4.7% 830.2M -36.33B -227.2M 0.77 1.86 N/A N/A 1,112,071 853,203 4,595,462 3,745,966 2023-12-22 $252.52 $210.00 45.4% 12.6% 29.8% 6.7% 44.5% 1.0% 4.6% 359.9M -34.21B -223.1M 0.69 1.83 N/A N/A 1,437,133 988,126 4,611,846 3,816,533 2023-12-26 $256.84 $213.33 48.8% 12.7% 30.2% 13.1% 45.0% 1.0% -0.1% 661.6M -36.90B -219.0M 0.71 1.72 N/A N/A 716,014 508,864 4,342,538 3,541,555 2023-12-27 $260.93 $213.33 48.8% 12.5% 27.7% 13.1% 44.6% 0.3% -0.1% 873.9M -41.10B -219.9M 0.85 1.82 N/A N/A 1,027,745 869,091 4,435,480 3,624,490 2023-12-28 $253.85 $216.67 50.0% 13.0% 29.3% 15.3% 46.1% 0.3% -0.3% 342.1M -32.07B -220.7M 0.64 1.70 N/A N/A 1,489,285 945,708 4,496,288 3,731,321 2023-12-29 $249.27 $220.00 49.0% 12.6% 29.5% 13.4% 44.9% 0.8% -0.0% 97.7M -27.52B -220.2M 0.76 1.83 N/A N/A 1,429,933 1,083,106 4,678,909 3,774,041
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