TSLA Options History — July 2024 In July 2024, TSLA traded between $210.73 and $265.12. ATM implied volatility averaged 59.5%, placing in the 65.9% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded below realized volatility by 4.2% (HV 20d: 63.8%). Max pain ranged from $180.00 to $195.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.75.
Notable Days 2024-07-11 : Highest Volume — 4,848,967 contracts2024-07-24 : Largest IV drop — 19.4% change2024-07-08 : Highest IV Rank — 100.0%2024-07-10 : Largest Expected Move — 19.6%Monthly Statistics Metric Avg Min Max Open Close Price $240.84 $210.73 $265.12 $210.73 $232.93 Max Pain $188.18 $180.00 $195.00 $180.00 $195.00 ATM IV 59.5% 47.0% 71.8% 56.2% 47.0% Expected Move 16.6% 13.5% 19.6% 15.5% 13.6% HV 20d 63.8% 44.5% 81.5% 44.5% 76.3% HV 60d 59.6% 55.6% 63.6% 58.0% 58.1% IV Rank 65.9% 23.2% 100.0% 65.6% 23.2% IV Percentile 85.9% 46.0% 100.0% 90.5% 46.0% Term Structure -1.5% -3.6% 1.7% 1.7% -0.8% VWIV 59.3% 48.3% 69.7% 54.8% 48.3% Skew 25d -2.2% -7.2% 2.0% -3.3% 1.5% Skew 10d -3.2% -12.4% 4.8% -6.4% 3.7% Call IV 25d 61.7% 46.7% 76.6% 58.3% 46.7% Put IV 25d 59.5% 48.3% 70.7% 55.1% 48.3% Bid-Ask Spread % 1.77 1.20 2.51 2.34 1.24 Gamma HHI 0.09 0.03 0.49 0.05 0.05 Net GEX 390.5M -727.3M 1.14B 487.4M 451.9M Net DEX -39.28B -58.96B -17.05B -29.23B -29.81B Net VEX -235.0M -251.9M -216.6M -216.6M -223.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.51 1.00 0.70 0.88 Total Volume 2,555,439.818 1,011,679 4,848,967 2,614,706 1,280,193 Total OI 7,740,785.636 6,921,052 8,572,164 6,921,052 7,350,548
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 2024-07-01 $210.73 $180.00 56.2% 15.5% 44.5% 65.6% 54.8% -3.3% 1.7% 487.4M -29.23B -216.6M 0.70 2.34 N/A N/A 1,539,473 1,075,233 3,630,468 3,290,584 2024-07-02 $229.62 $180.00 57.7% 13.5% 51.9% 71.6% 48.7% -4.3% 1.5% 562.8M -42.05B -222.5M 0.73 2.31 N/A N/A 2,336,526 1,707,224 3,743,949 3,535,474 2024-07-03 $243.04 $185.00 63.5% 15.4% 53.8% 94.4% 55.6% -6.2% 0.4% 672.4M -51.04B -232.0M 0.60 2.51 N/A N/A 2,452,654 1,477,711 3,942,868 3,838,738 2024-07-05 $250.00 $180.00 64.8% 17.9% 53.3% 99.8% 63.6% -7.2% -0.2% 1.14B -55.85B -233.4M 0.71 1.80 N/A N/A 2,219,002 1,574,347 4,113,829 4,026,054 2024-07-08 $251.36 $180.00 68.1% 18.6% 53.4% 100.0% 66.4% -6.7% -2.9% 544.2M -49.75B -238.0M 0.51 1.57 N/A N/A 1,861,574 954,948 3,872,893 3,645,476 2024-07-09 $262.49 $185.00 70.3% 19.1% 53.3% 100.0% 67.7% -6.2% -3.4% 683.4M -58.63B -246.1M 0.56 1.46 N/A N/A 2,064,070 1,160,239 4,111,650 3,780,432 2024-07-10 $265.12 $185.00 71.8% 19.6% 51.5% 100.0% 69.7% -5.9% -3.4% 663.2M -58.96B -251.9M 0.59 1.28 N/A N/A 1,458,002 865,404 4,210,729 3,956,446 2024-07-11 $242.63 $185.00 65.3% 18.0% 63.0% 79.9% 63.9% -1.6% -3.1% 276.7M -39.77B -245.4M 0.84 2.33 N/A N/A 2,636,058 2,212,909 4,325,820 4,027,422 2024-07-12 $249.52 $185.00 64.6% 17.8% 62.4% 77.5% 63.3% -2.4% -3.6% 713.2M -45.66B -249.2M 0.87 1.86 N/A N/A 2,031,970 1,773,864 4,453,728 4,118,436 2024-07-15 $253.59 $190.00 64.3% 18.2% 62.2% 76.8% 64.9% -2.2% -2.2% 474.9M -47.35B -247.0M 0.56 1.85 N/A N/A 1,289,868 727,007 4,036,687 3,738,366 2024-07-16 $256.75 $190.00 62.1% 17.7% 60.2% 70.0% 62.9% -2.4% -2.0% 524.8M -48.99B -247.7M 0.69 1.68 N/A N/A 1,003,969 693,626 4,151,319 3,846,895 2024-07-17 $247.26 $190.00 62.0% 17.8% 61.6% 69.5% 63.3% -1.7% -2.3% 335.5M -41.77B -243.1M 0.69 1.97 N/A N/A 1,133,306 777,195 4,218,013 3,912,361 2024-07-18 $249.77 $190.00 61.7% 17.8% 60.5% 68.8% 63.1% -1.3% -2.3% 443.8M -43.85B -241.2M 0.81 1.98 N/A N/A 1,154,709 935,837 4,311,269 3,938,333 2024-07-19 $239.75 $190.00 60.6% 17.6% 62.7% 65.1% 62.5% -1.4% -2.2% -727.3M -34.82B -236.1M 0.84 1.73 N/A N/A 1,462,775 1,226,614 4,333,782 4,007,104 2024-07-22 $252.05 $190.00 62.9% 18.7% 63.9% 72.3% 66.6% -2.1% -2.2% 416.9M -40.04B -241.8M 0.58 1.73 N/A N/A 638,749 372,930 3,684,856 3,331,416 2024-07-23 $247.15 $190.00 61.8% 18.6% 65.1% 68.8% 66.2% -2.6% -2.0% 397.1M -37.40B -238.5M 0.80 2.40 N/A N/A 728,036 583,872 3,791,963 3,417,332 2024-07-24 $218.61 $195.00 49.8% 14.4% 81.2% 31.7% 51.5% 1.7% -0.5% 3.3M -17.05B -221.4M 0.96 1.48 N/A N/A 1,497,875 1,433,541 4,015,319 3,508,514 2024-07-25 $222.41 $190.00 49.5% 14.2% 79.9% 30.9% 51.4% 1.8% -0.5% 147.4M -21.72B -224.0M 1.00 1.49 N/A N/A 1,114,365 1,111,789 4,156,707 3,604,803 2024-07-26 $220.28 $195.00 47.4% 13.6% 80.1% 24.3% 48.6% 1.7% -0.0% -118.5M -20.25B -222.2M 0.95 1.41 N/A N/A 1,189,669 1,128,337 4,220,003 3,688,063 2024-07-29 $231.88 $195.00 48.9% 14.3% 81.5% 29.1% 50.9% 1.2% -0.9% 347.7M -28.93B -226.6M 0.75 1.30 N/A N/A 1,028,030 771,624 3,740,532 3,369,527 2024-07-30 $221.46 $195.00 49.3% 14.3% 80.3% 30.4% 50.8% 2.0% -1.1% 146.1M -21.23B -221.0M 0.91 1.20 N/A N/A 803,317 731,235 3,819,480 3,479,096 2024-07-31 $232.93 $195.00 47.0% 13.6% 76.3% 23.2% 48.3% 1.5% -0.8% 451.9M -29.81B -223.1M 0.88 1.24 N/A N/A 681,659 598,534 3,873,746 3,476,802
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