TSLA Options History — January 2024 In January 2024, TSLA traded between $182.68 and $246.71. ATM implied volatility averaged 47.2%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 12.2% (HV 20d: 35.0%). Max pain ranged from $205.00 to $240.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.88.
Notable Days 2024-01-25 : Highest Volume — 4,514,602 contracts2024-01-25 : Largest IV drop — 15.6% change2024-01-24 : Highest IV Rank — 32.9%2024-01-24 : Largest Expected Move — 16.1%Monthly Statistics Metric Avg Min Max Open Close Price $215.92 $182.68 $246.71 $246.71 $187.95 Max Pain $225.00 $205.00 $240.00 $220.00 $205.00 ATM IV 47.2% 41.0% 52.4% 50.0% 41.4% Expected Move 13.5% 12.2% 16.1% 12.5% 12.2% HV 20d 35.0% 24.7% 51.7% 29.7% 51.7% HV 60d 43.3% 37.7% 46.2% 44.7% 44.2% IV Rank 15.3% 0.0% 32.9% 17.3% 1.2% IV Percentile 31.0% 0.0% 57.9% 44.4% 0.4% Term Structure -0.9% -1.9% 0.1% -0.8% 0.1% VWIV 47.7% 42.9% 56.7% 44.5% 42.9% Skew 25d 2.3% 1.3% 3.3% 1.6% 1.5% Skew 10d 4.1% 2.2% 6.4% 2.4% 2.6% Call IV 25d 46.8% 40.6% 51.7% 49.7% 41.5% Put IV 25d 49.1% 43.0% 54.7% 51.3% 43.0% Bid-Ask Spread % 1.87 1.34 2.73 1.59 1.39 Gamma HHI 0.05 0.03 0.13 0.03 0.05 Net GEX -13.7M -467.5M 377.5M 279.5M -914.5K Net DEX -7.85B -26.16B 13.72B -26.16B 3.05B Net VEX -195.5M -215.6M -167.9M -215.6M -190.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.88 0.64 1.38 0.74 1.36 Total Volume 2,074,834.095 1,070,566 4,514,602 1,598,465 1,925,838 Total OI 7,818,254 6,031,204 8,858,272 7,925,034 7,366,345
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 2024-01-02 $246.71 $220.00 50.0% 12.5% 29.7% 17.3% 44.5% 1.6% -0.8% 279.5M -26.16B -215.6M 0.74 1.59 N/A N/A 919,202 679,263 4,341,363 3,583,671 2024-01-03 $238.69 $220.00 49.9% 12.2% 32.0% 17.8% 43.4% 1.8% -0.9% 65.1M -19.27B -211.9M 0.94 1.88 N/A N/A 1,119,814 1,058,201 4,473,870 3,691,283 2024-01-04 $239.15 $240.00 49.1% 13.7% 31.9% 16.4% 48.3% 2.0% -0.9% 144.5M -20.62B -210.4M 0.77 1.96 N/A N/A 936,951 724,355 4,601,904 3,764,408 2024-01-05 $237.44 $235.00 47.6% 13.4% 31.8% 13.6% 46.7% 1.6% -0.7% -74.6M -19.06B -207.6M 0.87 2.07 N/A N/A 1,080,430 936,796 4,682,582 3,803,998 2024-01-08 $240.36 $235.00 46.9% 13.2% 32.1% 12.4% 46.6% 1.6% -0.4% 377.5M -23.29B -205.5M 0.73 2.19 N/A N/A 738,690 538,559 4,399,588 3,601,513 2024-01-09 $234.43 $235.00 47.2% 13.2% 33.1% 13.1% 46.7% 1.5% -0.8% 212.4M -18.28B -202.1M 0.75 2.24 N/A N/A 867,438 650,982 4,527,114 3,708,179 2024-01-10 $233.20 $235.00 46.8% 13.2% 32.7% 13.0% 46.5% 1.3% -0.8% 236.0M -17.81B -203.2M 0.99 2.12 N/A N/A 805,474 799,093 4,617,037 3,786,464 2024-01-11 $226.83 $235.00 46.7% 13.2% 33.8% 12.7% 46.7% 1.5% -0.8% -113.2M -11.54B -198.4M 0.68 2.19 N/A N/A 1,299,488 879,088 4,683,895 3,822,973 2024-01-12 $219.03 $235.00 48.5% 13.7% 35.6% 18.7% 48.6% 2.0% -1.1% -336.3M -4.93B -194.2M 0.96 1.70 N/A N/A 1,587,231 1,527,948 4,831,525 3,914,946 2024-01-16 $219.56 $230.00 49.6% 14.2% 29.5% 23.6% 50.1% 2.9% -1.7% -10.7M -8.60B -194.6M 0.87 2.73 N/A N/A 967,357 839,198 4,566,025 3,775,051 2024-01-17 $215.04 $230.00 49.5% 14.2% 29.4% 23.9% 50.5% 3.0% -1.7% -122.0M -6.05B -189.6M 1.38 2.09 N/A N/A 958,741 1,327,435 4,696,014 3,829,806 2024-01-18 $211.38 $230.00 48.7% 14.1% 29.4% 21.6% 49.1% 3.3% -1.8% -229.2M -4.13B -189.5M 0.76 1.91 N/A N/A 1,471,512 1,122,838 4,801,613 3,860,497 2024-01-19 $211.42 $230.00 47.8% 13.9% 28.0% 18.6% 49.2% 2.5% -1.9% -89.7M -5.46B -191.7M 0.69 1.72 N/A N/A 1,394,628 956,627 4,954,143 3,904,129 2024-01-22 $209.11 $225.00 50.6% 15.1% 27.0% 27.4% 53.3% 3.0% -1.3% -27.9M -2.78B -191.3M 0.64 1.62 N/A N/A 879,010 563,356 3,090,736 2,940,468 2024-01-23 $208.53 $220.00 50.5% 15.3% 24.7% 27.3% 54.4% 2.7% -1.5% -1.9M -2.91B -193.6M 0.81 1.52 N/A N/A 592,045 478,521 3,256,435 3,087,069 2024-01-24 $208.15 $220.00 52.4% 16.1% 24.9% 32.9% 56.7% 3.0% -1.9% -18.9M -2.76B -193.9M 0.85 2.42 N/A N/A 916,671 780,541 3,344,309 3,199,497 2024-01-25 $182.73 $220.00 44.2% 13.2% 48.1% 7.3% 47.5% 3.0% -0.4% -467.5M 13.72B -167.9M 0.88 1.67 N/A N/A 2,396,738 2,117,864 3,576,012 3,449,980 2024-01-26 $182.68 $210.00 41.9% 12.4% 46.9% 0.2% 44.1% 3.3% 0.1% -171.1M 9.87B -177.0M 1.10 1.44 N/A N/A 1,255,801 1,384,464 4,042,585 3,551,478 2024-01-29 $189.98 $210.00 41.0% 12.2% 50.9% 0.0% 43.1% 2.4% 0.1% -22.8M 2.05B -185.6M 0.87 1.47 N/A N/A 1,122,710 981,518 3,571,636 3,307,799 2024-01-30 $191.85 $205.00 41.6% 12.3% 51.6% 1.8% 43.7% 1.9% 0.1% 83.7M 62.7M -192.2M 0.78 1.34 N/A N/A 1,118,251 870,849 3,752,878 3,422,516 2024-01-31 $187.95 $205.00 41.4% 12.2% 51.7% 1.2% 42.9% 1.5% 0.1% -914.5K 3.05B -190.1M 1.36 1.39 N/A N/A 815,769 1,110,069 3,864,858 3,501,487
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