TSLA Options History — May 2024 In May 2024, TSLA traded between $168.82 and $185.57. ATM implied volatility averaged 43.1%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded below realized volatility by 27.2% (HV 20d: 70.3%). Max pain ranged from $170.00 to $180.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.77.
Notable Days 2024-05-21 : Highest Volume — 2,318,226 contracts2024-05-13 : Largest IV spike — 4.9% change2024-05-31 : Highest IV Rank — 24.9%2024-05-01 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $177.18 $168.82 $185.57 $182.00 $176.56 Max Pain $178.64 $170.00 $180.00 $170.00 $180.00 ATM IV 43.1% 40.1% 46.1% 45.7% 46.1% Expected Move 12.4% 11.7% 13.6% 13.6% 13.0% HV 20d 70.3% 40.1% 82.0% 82.0% 40.2% HV 60d 59.7% 58.1% 60.7% 60.4% 58.1% IV Rank 13.7% 2.2% 24.9% 23.5% 24.9% IV Percentile 15.4% 0.4% 43.3% 35.7% 43.3% Term Structure 0.4% -0.7% 1.3% 0.4% 1.1% VWIV 44.2% 41.6% 48.5% 48.5% 46.3% Skew 25d 0.2% -0.9% 1.3% -0.8% 0.5% Skew 10d 0.2% -2.0% 2.7% -1.7% 1.0% Call IV 25d 43.7% 40.0% 47.1% 47.1% 46.2% Put IV 25d 43.9% 40.6% 46.7% 46.3% 46.7% Bid-Ask Spread % 1.92 1.26 3.25 2.37 1.35 Gamma HHI 0.06 0.03 0.21 0.03 0.04 Net GEX 60.7M -239.9M 399.9M 130.2M -127.9M Net DEX -7.26B -14.31B 294.1M -11.42B -5.69B Net VEX -213.8M -225.3M -202.7M -225.3M -207.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.56 1.19 0.79 0.60 Total Volume 1,621,719.682 960,000 2,318,226 1,729,004 1,929,239 Total OI 8,407,833.045 7,714,335 9,031,063 8,730,021 8,278,133
Daily Data (22 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 2024-05-01 $182.00 $170.00 45.7% 13.6% 82.0% 23.5% 48.5% -0.8% 0.4% 130.2M -11.42B -225.3M 0.79 2.37 N/A N/A 968,201 760,803 4,493,978 4,236,043 2024-05-02 $180.60 $170.00 44.8% 13.3% 81.9% 19.9% 47.4% 0.5% 0.4% 113.0M -10.08B -224.2M 0.74 2.03 N/A N/A 1,011,440 748,777 4,591,921 4,308,261 2024-05-03 $181.00 $170.00 43.5% 12.9% 80.7% 15.2% 45.8% 0.6% 0.3% 191.5M -10.86B -224.0M 0.74 1.78 N/A N/A 1,153,542 850,994 4,669,836 4,361,227 2024-05-06 $184.74 $180.00 44.3% 12.8% 79.6% 18.0% 45.0% 0.0% 0.6% 172.6M -13.31B -223.6M 0.67 3.25 N/A N/A 828,437 552,998 4,294,036 3,952,254 2024-05-07 $177.78 $180.00 42.4% 12.4% 80.7% 11.0% 43.7% 1.0% 0.9% 10.4M -7.46B -217.3M 0.74 2.73 N/A N/A 758,632 558,128 4,389,507 4,018,426 2024-05-08 $174.34 $180.00 42.0% 12.2% 80.5% 9.2% 42.1% 1.3% 0.8% -95.0M -4.31B -213.1M 1.19 2.22 N/A N/A 766,490 909,586 4,460,337 4,071,925 2024-05-09 $171.57 $180.00 40.9% 11.9% 80.2% 5.4% 42.9% 1.2% 1.2% -221.8M -2.07B -209.5M 0.95 1.98 N/A N/A 693,822 658,915 4,517,292 4,131,822 2024-05-10 $168.82 $180.00 40.1% 11.7% 79.9% 2.2% 41.6% 0.6% 1.2% -239.9M 294.1M -202.7M 0.87 1.83 N/A N/A 1,032,830 900,233 4,612,901 4,189,446 2024-05-13 $171.81 $180.00 42.1% 12.0% 77.5% 9.7% 42.5% 0.8% -0.7% 14.6M -3.99B -206.8M 0.76 1.98 N/A N/A 669,869 510,117 4,334,913 3,984,884 2024-05-14 $177.68 $180.00 42.4% 12.0% 77.1% 10.9% 43.1% 0.1% -0.6% 137.1M -9.07B -215.7M 0.78 2.22 N/A N/A 883,329 693,061 4,422,599 4,072,210 2024-05-15 $174.07 $180.00 42.1% 11.9% 77.6% 9.8% 42.1% 0.0% -0.5% 18.7M -5.52B -211.4M 0.68 2.20 N/A N/A 944,692 640,601 4,495,014 4,136,457 2024-05-16 $174.70 $180.00 41.9% 11.9% 75.9% 8.9% 42.4% -0.0% -0.4% 118.5M -6.81B -210.3M 0.92 2.11 N/A N/A 640,061 590,990 4,597,085 4,141,401 2024-05-17 $177.25 $180.00 41.4% 11.8% 74.9% 6.9% 42.5% -0.5% -0.1% 399.9M -9.50B -213.1M 0.90 2.00 N/A N/A 1,187,731 1,070,821 4,627,691 4,181,311 2024-05-20 $174.81 $180.00 42.5% 12.1% 73.8% 11.2% 43.5% 0.0% 0.1% 14.1M -5.36B -208.6M 0.74 1.66 N/A N/A 552,932 407,068 4,031,599 3,682,736 2024-05-21 $185.57 $180.00 43.7% 12.5% 75.8% 15.8% 44.9% -0.9% 0.3% 299.1M -14.31B -219.9M 0.65 1.89 N/A N/A 1,407,330 910,896 4,124,061 3,759,099 2024-05-22 $179.36 $180.00 43.5% 12.5% 68.2% 15.0% 44.2% -0.4% 0.2% -1.1M -7.96B -217.4M 0.85 1.81 N/A N/A 803,933 681,491 4,242,707 3,952,302 2024-05-23 $173.95 $180.00 44.1% 12.7% 67.5% 17.6% 45.7% -0.1% -0.0% -145.7M -3.60B -211.9M 0.68 1.43 N/A N/A 931,257 633,723 4,299,115 3,941,501 2024-05-24 $179.50 $180.00 42.3% 12.1% 68.3% 10.6% 43.1% -0.1% 0.3% 388.4M -8.80B -214.1M 0.69 1.39 N/A N/A 1,104,280 763,826 4,367,913 3,959,597 2024-05-28 $176.28 $180.00 43.8% 12.6% 43.9% 16.3% 45.0% -0.2% 1.0% -10.2M -5.73B -208.1M 0.77 1.26 N/A N/A 622,936 477,229 4,107,034 3,787,927 2024-05-29 $177.37 $180.00 44.1% 12.7% 40.3% 17.4% 44.9% -0.1% 1.2% 59.0M -6.71B -208.5M 0.60 1.36 N/A N/A 785,920 469,423 4,179,600 3,827,658 2024-05-30 $178.17 $180.00 45.4% 13.0% 40.1% 22.4% 46.3% -0.1% 1.3% 109.3M -7.47B -210.6M 0.56 1.30 N/A N/A 1,418,008 793,242 4,239,479 3,899,089 2024-05-31 $176.56 $180.00 46.1% 13.0% 40.2% 24.9% 46.3% 0.5% 1.1% -127.9M -5.69B -207.9M 0.60 1.35 N/A N/A 1,208,898 720,341 4,314,509 3,963,624
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