TSLA Options History — March 2024 In March 2024, TSLA traded between $161.25 and $202.92. ATM implied volatility averaged 50.7%, placing in the 39.7% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 0.8% (HV 20d: 49.9%). Max pain ranged from $180.00 to $205.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.87.
Notable Days 2024-03-14 : Highest Volume — 3,341,268 contracts2024-03-04 : Largest IV spike — 11.5% change2024-03-28 : Highest IV Rank — 64.0%2024-03-28 : Largest Expected Move — 16.1%Monthly Statistics Metric Avg Min Max Open Close Price $176.22 $161.25 $202.92 $202.92 $175.59 Max Pain $191.00 $180.00 $205.00 $195.00 $180.00 ATM IV 50.7% 41.0% 56.3% 41.0% 56.3% Expected Move 14.8% 11.4% 16.1% 11.4% 16.1% HV 20d 49.9% 40.4% 53.3% 40.4% 51.8% HV 60d 46.9% 42.7% 48.7% 42.7% 48.7% IV Rank 39.7% 5.0% 64.0% 5.0% 64.0% IV Percentile 61.4% 1.2% 85.7% 1.2% 85.7% Term Structure 0.5% -1.6% 3.3% 1.7% -1.6% VWIV 52.4% 40.1% 56.6% 40.1% 56.6% Skew 25d 1.1% -0.4% 2.7% -0.4% 1.3% Skew 10d 1.9% -0.8% 5.2% -0.8% 2.2% Call IV 25d 50.9% 41.0% 56.7% 41.0% 56.7% Put IV 25d 52.1% 40.6% 58.0% 40.6% 58.0% Bid-Ask Spread % 1.83 1.03 3.16 1.03 1.36 Gamma HHI 0.06 0.04 0.19 0.13 0.05 Net GEX -58.2M -445.8M 414.8M 414.8M -208.6M Net DEX 1.96B -12.67B 12.13B -12.67B 225.8M Net VEX -196.5M -210.8M -178.4M -208.4M -206.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.87 0.54 1.59 0.54 0.69 Total Volume 2,062,459.95 1,244,640 3,341,268 2,105,680 2,056,317 Total OI 7,661,728.15 7,046,996 8,413,435 7,550,725 7,982,771
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 2024-03-01 $202.92 $195.00 41.0% 11.4% 40.4% 5.0% 40.1% -0.4% 1.7% 414.8M -12.67B -208.4M 0.54 1.03 N/A N/A 1,367,675 738,005 4,032,832 3,517,893 2024-03-04 $188.88 $205.00 45.6% 13.8% 48.5% 21.4% 49.3% 0.5% -0.4% -67.5M -582.1M -196.8M 0.59 1.84 N/A N/A 1,390,667 823,053 3,755,191 3,329,962 2024-03-05 $180.44 $200.00 48.6% 14.4% 49.1% 31.7% 51.6% 1.4% -0.4% -171.0M 4.81B -193.1M 0.87 1.78 N/A N/A 1,161,580 1,009,159 4,041,759 3,470,437 2024-03-06 $176.56 $200.00 48.9% 14.4% 49.1% 32.9% 50.8% 1.3% -0.7% -207.7M 6.58B -190.0M 1.18 1.77 N/A N/A 1,111,666 1,310,823 4,203,527 3,526,825 2024-03-07 $179.57 $200.00 48.5% 14.2% 48.7% 31.5% 51.1% 1.2% -0.7% -110.8M 3.28B -195.1M 0.85 2.06 N/A N/A 1,090,422 931,141 4,322,178 3,579,343 2024-03-08 $175.31 $200.00 49.8% 14.6% 49.2% 36.1% 51.6% 1.3% -0.9% -445.8M 6.84B -189.4M 0.65 1.90 N/A N/A 1,418,330 921,876 4,369,857 3,645,246 2024-03-11 $177.07 $200.00 48.9% 14.7% 48.9% 32.8% 52.6% 1.0% 2.6% -69.4M 3.69B -192.8M 0.73 3.16 N/A N/A 881,759 646,202 4,075,047 3,468,625 2024-03-12 $178.16 $200.00 47.0% 14.4% 48.6% 26.2% 51.2% 0.9% 3.2% -60.5M 2.84B -194.0M 1.18 2.28 N/A N/A 847,390 1,000,013 4,184,467 3,551,952 2024-03-13 $169.74 $195.00 49.8% 15.2% 50.4% 35.8% 53.2% 0.7% 3.1% -262.6M 8.07B -185.4M 1.59 2.86 N/A N/A 1,058,469 1,681,810 4,263,593 3,603,585 2024-03-14 $161.25 $190.00 52.7% 15.8% 51.4% 46.1% 54.9% 2.7% 3.1% -353.3M 12.13B -178.4M 1.01 2.19 N/A N/A 1,659,884 1,681,384 4,433,903 3,684,020 2024-03-15 $162.93 $190.00 51.6% 15.4% 45.8% 42.2% 54.8% 1.5% 3.3% -157.4M 9.20B -184.9M 0.87 2.08 N/A N/A 1,257,656 1,091,275 4,636,297 3,777,138 2024-03-18 $173.94 $190.00 53.4% 15.5% 53.0% 48.6% 55.5% 1.3% 0.4% 93.9M -963.1M -200.5M 0.74 2.01 N/A N/A 1,097,439 808,671 3,703,476 3,343,520 2024-03-19 $171.57 $185.00 51.1% 14.7% 52.2% 40.4% 52.4% 0.9% 1.0% 40.4M 1.41B -197.6M 0.85 1.39 N/A N/A 671,001 573,639 3,855,554 3,484,380 2024-03-20 $176.12 $185.00 50.3% 14.4% 53.3% 37.7% 50.8% 0.8% 0.7% 223.3M -2.46B -201.6M 0.76 1.84 N/A N/A 818,658 623,204 3,937,088 3,536,233 2024-03-21 $173.04 $185.00 52.6% 15.1% 52.8% 45.8% 52.7% 1.2% -0.4% 86.8M 513.1M -199.7M 0.74 1.70 N/A N/A 1,016,643 754,194 3,966,806 3,615,296 2024-03-22 $170.92 $180.00 54.3% 15.6% 52.2% 51.8% 54.7% 1.5% -0.7% 3.3M 2.12B -198.2M 1.00 1.32 N/A N/A 1,033,752 1,038,606 4,044,721 3,689,739 2024-03-25 $172.69 $180.00 53.1% 15.1% 49.9% 47.4% 53.1% 2.1% -1.0% -40.3M 1.34B -198.5M 0.96 1.18 N/A N/A 724,795 695,063 3,762,402 3,505,482 2024-03-26 $178.08 $180.00 54.8% 15.6% 51.7% 56.3% 55.0% 1.0% -1.1% 100.2M -3.35B -208.0M 0.80 1.41 N/A N/A 1,370,240 1,102,219 3,850,961 3,650,233 2024-03-27 $179.69 $180.00 55.4% 15.7% 51.5% 59.6% 56.0% 0.8% -1.0% 28.4M -3.75B -210.8M 0.84 1.36 N/A N/A 968,139 816,380 3,988,210 3,844,014 2024-03-28 $175.59 $180.00 56.3% 16.1% 51.8% 64.0% 56.6% 1.3% -1.6% -208.6M 225.8M -206.2M 0.69 1.36 N/A N/A 1,217,676 838,641 4,025,797 3,956,974
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