TSLA Options History — June 2024 In June 2024, TSLA traded between $169.73 and $197.75. ATM implied volatility averaged 49.5%, placing in the 38.4% IV rank vs the trailing year. The 30-day expected move averaged 14.1%. IV traded above realized volatility by 10.6% (HV 20d: 38.9%). Max pain ranged from $175.00 to $180.00. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.64.
Notable Days 2024-06-28 : Highest Volume — 3,135,573 contracts2024-06-14 : Largest IV drop — 12.3% change2024-06-27 : Highest IV Rank — 55.1%2024-06-11 : Largest Expected Move — 15.5%Monthly Statistics Metric Avg Min Max Open Close Price $182.19 $169.73 $197.75 $176.07 $196.50 Max Pain $176.05 $175.00 $180.00 $180.00 $180.00 ATM IV 49.5% 44.7% 53.5% 47.1% 53.1% Expected Move 14.1% 13.3% 15.5% 13.5% 14.2% HV 20d 38.9% 35.5% 45.1% 40.2% 38.6% HV 60d 56.7% 55.5% 58.0% 58.0% 56.4% IV Rank 38.4% 19.6% 55.1% 29.0% 53.5% IV Percentile 60.8% 30.6% 80.6% 48.0% 80.2% Term Structure 0.9% -1.4% 4.0% -0.2% -1.4% VWIV 50.2% 47.8% 55.3% 48.4% 50.2% Skew 25d -0.8% -3.2% 1.1% 0.4% -3.2% Skew 10d -1.1% -5.9% 2.9% 1.1% -5.9% Call IV 25d 51.0% 45.1% 56.2% 48.1% 56.2% Put IV 25d 50.1% 44.3% 53.9% 48.5% 53.1% Bid-Ask Spread % 1.60 1.00 3.02 1.20 1.41 Gamma HHI 0.05 0.04 0.07 0.05 0.07 Net GEX 177.7M -101.2M 563.3M -17.4M 450.1M Net DEX -10.47B -21.25B -1.25B -5.54B -20.53B Net VEX -204.4M -211.1M -197.8M -206.2M -210.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.44 0.88 0.66 0.48 Total Volume 1,731,721.684 884,050 3,135,573 1,478,012 3,135,573 Total OI 8,012,788.789 6,672,506 8,842,631 7,887,649 7,357,234
Daily Data (19 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 2024-06-03 $176.07 $180.00 47.1% 13.5% 40.2% 29.0% 48.4% 0.4% -0.2% -17.4M -5.54B -206.2M 0.66 1.20 N/A N/A 890,935 587,077 4,076,426 3,811,223 2024-06-04 $175.53 $180.00 47.2% 13.4% 39.3% 29.4% 47.9% 1.1% -0.1% -26.9M -5.05B -204.5M 0.83 1.22 N/A N/A 624,076 518,398 4,174,320 3,860,986 2024-06-05 $174.56 $175.00 47.3% 13.4% 37.0% 29.5% 48.0% 0.7% -0.3% -92.4M -4.23B -205.2M 0.78 1.00 N/A N/A 651,496 510,538 4,229,119 3,942,687 2024-06-06 $178.45 $175.00 48.1% 14.3% 37.2% 32.6% 50.9% 0.1% -0.4% 106.0M -7.86B -206.9M 0.78 1.60 N/A N/A 995,975 775,816 4,278,435 4,000,650 2024-06-07 $177.05 $175.00 47.9% 14.2% 36.8% 31.8% 50.3% 0.2% -0.5% 20.2M -6.26B -203.2M 0.86 1.69 N/A N/A 866,568 745,020 4,333,862 4,083,340 2024-06-10 $173.77 $175.00 50.6% 15.0% 37.0% 42.3% 53.3% 0.1% 1.9% -56.3M -3.95B -201.3M 0.69 1.76 N/A N/A 523,990 360,060 4,129,502 3,869,577 2024-06-11 $169.73 $175.00 52.6% 15.5% 37.5% 49.8% 55.3% 0.1% 1.7% -101.2M -1.25B -198.3M 0.62 2.47 N/A N/A 762,122 475,299 4,252,029 3,924,153 2024-06-12 $177.23 $175.00 51.5% 15.3% 38.8% 45.8% 54.6% 0.5% 1.6% 114.3M -7.45B -206.1M 0.57 1.83 N/A N/A 1,057,639 606,037 4,406,051 4,000,126 2024-06-13 $182.64 $175.00 51.0% 15.2% 39.4% 43.6% 54.4% -1.3% 2.4% 279.3M -12.26B -207.8M 0.54 3.02 N/A N/A 1,707,565 927,247 4,471,031 4,108,383 2024-06-14 $178.01 $175.00 44.7% 13.3% 40.6% 19.6% 47.8% -0.8% 2.8% 18.6M -6.86B -200.4M 0.44 1.90 N/A N/A 1,766,068 781,382 4,672,230 4,170,401 2024-06-17 $188.17 $175.00 48.4% 14.1% 44.8% 33.9% 50.2% -1.1% 3.3% 377.3M -16.53B -209.5M 0.62 1.62 N/A N/A 1,420,368 875,339 4,473,857 3,947,311 2024-06-18 $184.79 $175.00 47.5% 13.7% 45.1% 30.4% 48.7% -1.6% 3.7% 251.1M -13.04B -205.6M 0.67 1.46 N/A N/A 751,925 504,145 4,552,442 4,087,459 2024-06-20 $181.63 $175.00 48.2% 13.6% 40.2% 33.2% 49.5% -1.8% 3.9% 144.3M -10.20B -202.3M 0.88 1.41 N/A N/A 822,297 722,069 4,605,140 4,081,088 2024-06-21 $182.27 $175.00 48.2% 13.4% 38.2% 33.2% 48.0% -1.3% 4.0% 267.8M -11.53B -198.8M 0.60 1.36 N/A N/A 935,012 561,002 4,651,359 4,047,237 2024-06-24 $183.38 $175.00 51.0% 13.7% 36.4% 45.1% 49.4% -1.8% -1.3% 212.9M -10.50B -197.8M 0.46 1.31 N/A N/A 913,063 415,578 3,468,970 3,203,536 2024-06-25 $187.31 $175.00 50.5% 13.4% 35.5% 43.1% 47.9% -1.4% -1.1% 366.3M -13.39B -200.9M 0.62 1.31 N/A N/A 772,650 480,224 3,569,895 3,253,154 2024-06-26 $196.74 $175.00 52.0% 13.9% 38.3% 49.3% 49.2% -1.8% -1.0% 563.3M -21.18B -206.6M 0.50 1.43 N/A N/A 1,787,708 888,107 3,628,815 3,295,928 2024-06-27 $197.75 $180.00 53.5% 14.2% 38.3% 55.1% 50.4% -2.6% -1.4% 499.7M -21.25B -211.1M 0.60 1.33 N/A N/A 1,116,844 667,500 3,729,599 3,495,432 2024-06-28 $196.50 $180.00 53.1% 14.2% 38.6% 53.5% 50.2% -3.2% -1.4% 450.1M -20.53B -210.6M 0.48 1.41 N/A N/A 2,125,578 1,009,995 3,820,799 3,536,435
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