TSLA Options History — August 2024 In August 2024, TSLA traded between $193.45 and $222.55. ATM implied volatility averaged 50.2%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded below realized volatility by 21.0% (HV 20d: 71.2%). Max pain ranged from $195.00 to $200.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.76.
Notable Days 2024-08-16 : Highest Volume — 2,403,226 contracts2024-08-05 : Largest IV spike — 16.5% change2024-08-05 : Highest IV Rank — 84.9%2024-08-05 : Largest Expected Move — 18.4%Monthly Statistics Metric Avg Min Max Open Close Price $208.91 $193.45 $222.55 $215.70 $211.86 Max Pain $199.55 $195.00 $200.00 $195.00 $200.00 ATM IV 50.2% 45.5% 66.9% 50.9% 45.5% Expected Move 14.4% 12.6% 18.4% 15.1% 12.6% HV 20d 71.2% 53.6% 79.8% 78.0% 53.6% HV 60d 62.5% 60.3% 64.2% 60.3% 64.2% IV Rank 33.0% 18.4% 84.9% 35.3% 18.4% IV Percentile 56.7% 31.7% 98.8% 71.0% 31.7% Term Structure 0.5% -1.7% 3.4% -1.3% 3.4% VWIV 51.2% 45.0% 67.2% 53.4% 45.0% Skew 25d 2.8% -1.4% 11.4% 3.0% 1.8% Skew 10d 6.8% -1.5% 24.0% 7.0% 4.5% Call IV 25d 49.6% 44.1% 60.5% 50.2% 44.1% Put IV 25d 52.4% 45.9% 72.0% 53.2% 45.9% Bid-Ask Spread % 1.49 1.14 3.00 1.26 1.26 Gamma HHI 0.05 0.03 0.20 0.04 0.07 Net GEX 201.9M -55.8M 615.6M -38.9M 347.3M Net DEX -15.76B -25.95B -6.24B -16.35B -16.78B Net VEX -209.6M -219.6M -197.2M -218.4M -203.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.54 1.03 1.01 0.89 Total Volume 1,450,393.318 919,916 2,403,226 1,849,903 1,587,335 Total OI 7,015,421.864 6,438,940 7,492,461 7,425,601 6,969,997
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 2024-08-01 $215.70 $195.00 50.9% 15.1% 78.0% 35.3% 53.4% 3.0% -1.3% -38.9M -16.35B -218.4M 1.01 1.26 N/A N/A 920,495 929,408 3,883,703 3,541,898 2024-08-02 $206.98 $195.00 57.4% 17.2% 77.9% 55.4% 60.1% 5.4% -1.7% -55.8M -11.74B -217.1M 1.03 1.40 N/A N/A 1,066,224 1,101,847 3,993,864 3,498,597 2024-08-05 $197.13 $200.00 66.9% 18.4% 78.9% 84.9% 67.2% 11.4% -1.2% 36.5M -8.10B -213.6M 1.03 3.00 N/A N/A 600,591 619,007 3,697,495 3,298,487 2024-08-06 $201.56 $200.00 56.4% 15.9% 77.2% 52.2% 57.1% 7.2% -0.2% 76.8M -10.93B -209.4M 0.80 1.80 N/A N/A 603,673 480,648 3,756,465 3,324,551 2024-08-07 $193.45 $200.00 56.8% 16.1% 77.3% 53.4% 57.3% 7.8% -0.4% 7.5M -6.24B -205.0M 0.89 1.80 N/A N/A 645,630 575,273 3,844,079 3,348,615 2024-08-08 $199.03 $200.00 51.6% 14.8% 73.8% 37.2% 52.7% 6.2% 0.2% 105.0M -10.43B -205.6M 0.82 1.67 N/A N/A 761,101 623,005 3,913,007 3,350,658 2024-08-09 $200.04 $200.00 48.9% 14.1% 72.7% 29.1% 50.1% 5.7% 0.2% 175.1M -11.67B -201.4M 0.82 1.63 N/A N/A 805,084 662,575 3,974,589 3,413,352 2024-08-12 $197.71 $200.00 48.9% 14.0% 71.9% 29.1% 49.7% 4.9% -0.1% 121.8M -10.18B -197.2M 0.65 1.44 N/A N/A 557,171 362,745 3,698,765 3,252,666 2024-08-13 $207.94 $200.00 46.4% 13.4% 74.9% 21.2% 48.1% 3.2% 0.3% 280.3M -17.72B -206.4M 0.56 1.42 N/A N/A 823,876 461,100 3,806,303 3,303,541 2024-08-14 $200.28 $200.00 48.0% 13.8% 74.9% 26.1% 48.8% 3.1% -0.0% 171.3M -12.66B -202.2M 0.75 1.34 N/A N/A 682,712 509,032 3,894,013 3,365,407 2024-08-15 $214.67 $200.00 48.1% 13.8% 79.8% 26.7% 49.3% -0.2% 0.1% 460.0M -24.69B -213.4M 0.61 1.52 N/A N/A 1,296,459 792,608 3,971,764 3,368,588 2024-08-16 $216.21 $200.00 48.6% 14.0% 79.0% 28.2% 50.0% -0.8% 0.3% 367.3M -25.95B -217.6M 0.65 1.54 N/A N/A 1,458,964 944,262 4,032,287 3,450,859 2024-08-19 $222.55 $200.00 48.3% 13.8% 77.4% 27.0% 49.2% -1.4% -0.1% 345.6M -23.36B -219.3M 0.56 1.43 N/A N/A 832,053 468,414 3,436,753 3,002,187 2024-08-20 $221.40 $200.00 48.4% 13.9% 77.2% 27.3% 50.0% -1.1% -0.0% 344.9M -22.76B -219.5M 0.54 1.39 N/A N/A 814,604 441,899 3,530,077 3,102,568 2024-08-21 $222.25 $200.00 47.6% 13.7% 63.6% 25.1% 48.8% -0.7% 0.0% 405.6M -23.23B -219.6M 0.68 1.28 N/A N/A 648,093 443,274 3,603,983 3,144,929 2024-08-22 $211.38 $200.00 48.7% 14.0% 65.8% 28.4% 49.6% 1.1% 0.0% 87.8M -15.49B -211.5M 0.62 1.37 N/A N/A 1,014,224 623,810 3,628,069 3,173,520 2024-08-23 $220.09 $200.00 46.6% 13.4% 67.4% 21.8% 47.4% 0.6% 0.0% 615.6M -21.85B -213.0M 0.75 1.29 N/A N/A 1,096,530 821,731 3,685,192 3,193,959 2024-08-26 $212.44 $200.00 48.0% 13.8% 65.7% 26.1% 48.9% 0.9% 2.4% 164.1M -16.06B -208.7M 0.70 1.14 N/A N/A 592,543 412,820 3,443,013 3,066,730 2024-08-27 $210.07 $200.00 47.5% 13.7% 63.9% 24.6% 48.5% 1.1% 2.6% 153.4M -14.80B -203.8M 0.84 1.27 N/A N/A 574,262 480,387 3,541,616 3,138,536 2024-08-28 $205.83 $200.00 48.3% 14.0% 60.9% 27.0% 49.2% 1.4% 2.6% 98.7M -12.27B -202.3M 0.79 1.38 N/A N/A 729,033 574,326 3,612,352 3,178,455 2024-08-29 $207.39 $200.00 46.7% 13.2% 55.0% 22.1% 46.6% 1.4% 3.0% 172.8M -13.48B -201.6M 0.63 1.24 N/A N/A 900,093 569,732 3,699,316 3,204,476 2024-08-30 $211.86 $200.00 45.5% 12.6% 53.6% 18.4% 45.0% 1.8% 3.4% 347.3M -16.78B -203.7M 0.89 1.26 N/A N/A 839,927 747,408 3,753,151 3,216,846
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