TSLA Options History — September 2024 In September 2024, TSLA traded between $210.21 and $260.33. ATM implied volatility averaged 63.3%, placing in the 72.7% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded above realized volatility by 12.6% (HV 20d: 50.7%). Max pain ranged from $200.00 to $220.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.65.
Notable Days 2024-09-06 : Highest Volume — 2,960,211 contracts2024-09-23 : Largest IV spike — 8.6% change2024-09-26 : Highest IV Rank — 100.0%2024-09-27 : Largest Expected Move — 22.1%Monthly Statistics Metric Avg Min Max Open Close Price $234.92 $210.21 $260.33 $210.21 $259.56 Max Pain $210.50 $200.00 $220.00 $200.00 $220.00 ATM IV 63.3% 52.8% 75.3% 53.0% 72.8% Expected Move 18.3% 14.5% 22.1% 14.8% 21.9% HV 20d 50.7% 45.2% 59.1% 50.4% 45.7% HV 60d 64.8% 60.9% 66.6% 64.1% 60.9% IV Rank 72.7% 41.2% 100.0% 41.6% 93.0% IV Percentile 93.4% 76.2% 100.0% 77.0% 99.6% Term Structure 0.3% -4.7% 3.7% 2.8% -1.8% VWIV 64.8% 51.8% 77.9% 51.9% 77.2% Skew 25d 0.7% -1.4% 3.1% 2.9% -0.5% Skew 10d 2.5% -1.5% 6.5% 5.7% -0.5% Call IV 25d 63.8% 52.3% 78.1% 52.4% 72.3% Put IV 25d 64.5% 54.8% 76.8% 55.3% 71.8% Bid-Ask Spread % 1.79 1.08 2.38 1.26 1.61 Gamma HHI 0.10 0.03 0.62 0.03 0.05 Net GEX 597.6M -5.4M 2.55B 177.7M 556.4M Net DEX -29.10B -43.56B -14.57B -15.27B -38.71B Net VEX -215.4M -228.5M -201.6M -201.6M -224.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.65 0.49 0.92 0.66 0.56 Total Volume 1,699,853 899,482 2,960,211 1,192,724 1,149,031 Total OI 6,841,660 6,120,434 7,435,872 6,588,723 6,441,147
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 2024-09-03 $210.21 $200.00 53.0% 14.8% 50.4% 41.6% 51.9% 2.9% 2.8% 177.7M -15.27B -201.6M 0.66 1.26 N/A N/A 719,120 473,604 3,481,343 3,107,380 2024-09-04 $218.81 $200.00 52.8% 14.5% 51.7% 41.2% 51.8% 2.5% 3.5% 361.2M -20.86B -205.9M 0.92 1.08 N/A N/A 853,317 789,182 3,546,512 3,148,410 2024-09-05 $229.00 $210.00 56.8% 17.2% 50.8% 53.5% 61.0% 1.9% 3.4% 484.6M -27.94B -215.3M 0.63 1.80 N/A N/A 1,655,668 1,037,750 3,591,116 3,293,839 2024-09-06 $212.68 $210.00 59.7% 17.8% 57.9% 62.3% 62.7% 3.1% 3.7% -5.4M -14.57B -208.0M 0.62 1.92 N/A N/A 1,828,403 1,131,808 3,695,506 3,380,215 2024-09-09 $216.68 $210.00 60.4% 17.7% 58.2% 64.7% 62.4% 2.6% 0.4% 218.5M -18.73B -210.5M 0.54 1.79 N/A N/A 759,912 410,451 3,587,139 3,168,821 2024-09-10 $225.04 $210.00 61.0% 17.8% 59.1% 66.4% 62.6% 2.2% 0.5% 383.4M -24.52B -215.0M 0.63 1.86 N/A N/A 907,766 567,671 3,661,228 3,220,147 2024-09-11 $226.96 $210.00 62.3% 18.2% 56.7% 70.6% 64.3% 2.1% 1.0% 447.4M -26.15B -217.0M 0.82 2.10 N/A N/A 783,354 640,016 3,744,271 3,289,747 2024-09-12 $229.86 $210.00 61.9% 17.9% 54.6% 69.1% 63.3% 1.6% 0.8% 567.8M -28.35B -217.7M 0.65 2.34 N/A N/A 1,030,268 669,789 3,785,727 3,314,834 2024-09-13 $230.04 $210.00 61.5% 17.9% 49.3% 68.1% 63.4% 1.1% 1.2% 1.11B -28.42B -215.0M 0.62 2.08 N/A N/A 1,139,038 706,996 3,830,849 3,361,946 2024-09-16 $227.35 $210.00 62.6% 18.0% 49.6% 71.4% 63.9% 0.4% 1.1% 345.8M -25.17B -208.6M 0.74 1.54 N/A N/A 516,670 382,812 3,619,426 3,188,582 2024-09-17 $227.98 $210.00 62.5% 17.9% 48.6% 71.2% 63.5% 0.0% 1.5% 390.8M -25.83B -210.2M 0.54 1.96 N/A N/A 770,534 414,835 3,696,823 3,243,709 2024-09-18 $229.06 $210.00 62.1% 17.8% 48.6% 69.8% 63.3% 0.3% 1.7% 435.1M -26.43B -210.6M 0.60 2.38 N/A N/A 888,925 535,282 3,740,178 3,277,344 2024-09-19 $242.88 $210.00 62.6% 17.9% 52.6% 71.6% 63.8% -0.4% 1.7% 701.6M -36.92B -213.9M 0.71 1.84 N/A N/A 1,511,341 1,071,060 3,807,438 3,331,304 2024-09-20 $239.75 $210.00 61.8% 17.5% 49.0% 68.9% 62.6% -1.4% 2.0% 568.2M -33.15B -214.8M 0.74 2.03 N/A N/A 1,299,389 962,603 3,914,242 3,521,630 2024-09-23 $249.28 $210.00 67.1% 19.0% 48.9% 85.4% 67.2% -0.6% -2.7% 545.1M -33.93B -217.6M 0.57 1.70 N/A N/A 1,010,398 571,527 3,314,472 2,805,962 2024-09-24 $253.53 $215.00 68.8% 19.5% 46.5% 90.7% 69.0% -0.4% -3.0% 645.4M -37.15B -221.8M 0.49 1.83 N/A N/A 1,147,999 565,684 3,491,997 2,948,434 2024-09-25 $256.07 $215.00 70.0% 19.9% 45.9% 94.3% 70.2% -0.1% -3.1% 769.5M -39.46B -225.2M 0.71 1.61 N/A N/A 681,575 485,051 3,644,866 3,026,255 2024-09-26 $253.23 $215.00 71.9% 20.7% 45.2% 100.0% 73.2% -1.1% -3.8% 702.5M -36.91B -225.3M 0.57 1.54 N/A N/A 1,027,816 589,313 3,676,991 3,078,178 2024-09-27 $260.33 $215.00 75.3% 22.1% 45.6% 100.0% 77.9% -1.3% -4.7% 2.55B -43.56B -228.5M 0.63 1.55 N/A N/A 1,415,039 896,063 3,751,205 3,103,987 2024-09-30 $259.56 $220.00 72.8% 21.9% 45.7% 93.0% 77.2% -0.5% -1.8% 556.4M -38.71B -224.9M 0.56 1.61 N/A N/A 735,266 413,765 3,512,816 2,928,331
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