TSLA Options History — February 2024 In February 2024, TSLA traded between $180.59 and $202.09. ATM implied volatility averaged 43.0%, placing in the 10.6% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded below realized volatility by 9.4% (HV 20d: 52.4%). Max pain ranged from $195.00 to $205.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.71.
Notable Days 2024-02-16 : Highest Volume — 3,473,853 contracts2024-02-05 : Largest IV spike — 9.1% change2024-02-20 : Highest IV Rank — 19.6%2024-02-20 : Largest Expected Move — 13.3%Monthly Statistics Metric Avg Min Max Open Close Price $192.56 $180.59 $202.09 $188.88 $200.94 Max Pain $199.38 $195.00 $205.00 $205.00 $195.00 ATM IV 43.0% 39.5% 46.2% 39.5% 42.0% Expected Move 12.4% 11.6% 13.3% 11.6% 11.9% HV 20d 52.4% 40.4% 61.9% 51.5% 40.4% HV 60d 42.7% 40.5% 44.9% 44.2% 42.6% IV Rank 10.6% 0.0% 19.6% 0.0% 8.5% IV Percentile 10.4% 0.0% 34.9% 0.0% 4.0% Term Structure 0.2% -0.5% 1.4% 0.7% 1.4% VWIV 44.0% 40.8% 47.6% 40.8% 41.9% Skew 25d 0.2% -1.0% 2.4% 2.2% -0.4% Skew 10d -0.0% -2.9% 4.2% 3.6% -1.0% Call IV 25d 43.8% 39.2% 47.2% 39.2% 42.3% Put IV 25d 43.9% 41.4% 47.3% 41.4% 41.8% Bid-Ask Spread % 1.33 0.97 1.71 1.71 0.97 Gamma HHI 0.12 0.04 0.60 0.05 0.07 Net GEX 312.8M -186.8M 1.80B 33.6M 334.6M Net DEX -4.14B -12.97B 6.38B 2.18B -10.31B Net VEX -201.0M -211.4M -182.8M -189.8M -206.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.44 1.30 0.90 0.55 Total Volume 2,052,090.05 1,565,034 3,473,853 1,808,870 1,596,110 Total OI 7,441,504.9 6,988,127 7,930,974 7,418,551 7,452,680
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 2024-02-01 $188.88 $205.00 39.5% 11.6% 51.5% 0.0% 40.8% 2.2% 0.7% 33.6M 2.18B -189.8M 0.90 1.71 N/A N/A 952,141 856,729 3,908,557 3,509,994 2024-02-02 $188.06 $205.00 40.2% 11.7% 51.4% 1.8% 41.2% 1.0% 0.4% 469.9M 2.19B -188.5M 0.79 1.68 N/A N/A 1,576,568 1,247,156 3,992,049 3,549,883 2024-02-05 $180.59 $205.00 43.8% 12.5% 52.3% 12.6% 44.6% 2.4% -0.3% -186.8M 6.38B -182.8M 1.30 1.45 N/A N/A 781,614 1,016,873 3,669,508 3,318,619 2024-02-06 $184.19 $200.00 42.8% 12.3% 52.9% 9.5% 43.4% 1.1% -0.1% -42.5M 2.77B -189.5M 0.81 1.41 N/A N/A 1,048,440 848,858 3,883,019 3,454,901 2024-02-07 $188.38 $200.00 41.8% 12.0% 54.1% 6.7% 42.2% 0.3% 0.1% 125.2M -709.7M -195.6M 0.76 1.57 N/A N/A 1,369,727 1,036,872 3,972,496 3,547,420 2024-02-08 $189.39 $200.00 41.7% 12.0% 54.4% 6.3% 43.4% -0.4% 0.2% 249.1M -2.27B -200.6M 0.72 1.52 N/A N/A 1,127,630 815,419 4,083,573 3,617,557 2024-02-09 $192.64 $200.00 40.8% 11.8% 54.8% 3.7% 42.7% -0.2% 0.3% 1.25B -5.83B -204.9M 0.56 1.58 N/A N/A 1,654,584 927,331 4,172,735 3,658,871 2024-02-12 $188.72 $200.00 43.2% 12.4% 54.1% 10.8% 44.5% -0.0% 0.3% 22.5M -883.7M -199.9M 0.65 1.30 N/A N/A 984,873 643,238 3,900,675 3,425,087 2024-02-13 $183.06 $200.00 44.0% 12.6% 54.6% 13.1% 45.1% 1.1% -0.1% -150.3M 3.72B -195.3M 0.87 1.28 N/A N/A 837,067 727,967 4,023,836 3,513,665 2024-02-14 $188.60 $200.00 42.0% 12.0% 56.1% 7.3% 41.7% 0.3% 0.3% 67.2M -1.32B -198.8M 0.99 1.31 N/A N/A 861,161 856,401 4,120,004 3,576,704 2024-02-15 $199.84 $200.00 44.2% 12.7% 60.4% 13.8% 45.5% -0.7% -0.0% 573.5M -12.97B -211.4M 0.58 1.39 N/A N/A 1,910,559 1,109,413 4,171,477 3,592,624 2024-02-16 $199.86 $200.00 44.3% 12.7% 60.4% 14.1% 45.7% -1.0% -0.0% 1.80B -12.60B -211.3M 0.44 1.54 N/A N/A 2,412,702 1,061,151 4,244,299 3,686,675 2024-02-20 $193.27 $200.00 46.2% 13.3% 61.3% 19.6% 47.6% 0.1% -0.4% 127.0M -4.97B -205.9M 0.58 1.22 N/A N/A 1,109,184 647,986 3,763,541 3,287,743 2024-02-21 $194.12 $200.00 45.6% 13.2% 61.4% 17.9% 46.9% 0.2% -0.5% 225.0M -5.94B -205.9M 0.64 1.23 N/A N/A 1,066,455 687,458 3,896,480 3,359,533 2024-02-22 $197.71 $197.50 44.0% 12.5% 61.9% 13.1% 44.6% -0.4% -0.4% 405.0M -8.66B -207.4M 0.56 1.11 N/A N/A 1,190,680 669,383 3,947,065 3,412,643 2024-02-23 $192.04 $195.00 43.1% 12.3% 41.1% 10.9% 43.7% -0.2% -0.2% 82.4M -3.02B -200.9M 0.51 1.13 N/A N/A 1,421,782 720,724 4,005,001 3,482,987 2024-02-26 $199.55 $195.00 43.8% 12.7% 43.0% 15.1% 45.4% -0.7% 0.6% 265.0M -9.65B -206.9M 0.61 1.07 N/A N/A 1,106,603 673,317 3,712,167 3,318,130 2024-02-27 $199.31 $195.00 43.6% 12.7% 41.0% 14.3% 44.9% -0.5% 0.7% 218.8M -9.05B -208.1M 0.63 1.08 N/A N/A 1,079,567 675,200 3,818,085 3,429,489 2024-02-28 $202.09 $195.00 43.0% 12.4% 41.1% 12.1% 43.5% -0.4% 1.1% 391.1M -11.78B -210.3M 0.72 1.12 N/A N/A 1,008,815 724,063 3,910,635 3,439,691 2024-02-29 $200.94 $195.00 42.0% 11.9% 40.4% 8.5% 41.9% -0.4% 1.4% 334.6M -10.31B -206.3M 0.55 0.97 N/A N/A 1,031,249 564,861 3,946,631 3,506,049
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