TSLA Options History — October 2024 In October 2024, TSLA traded between $214.59 and $268.41. ATM implied volatility averaged 59.8%, placing in the 56.7% IV rank vs the trailing year. The 30-day expected move averaged 17.3%. IV traded above realized volatility by 3.2% (HV 20d: 56.6%). Max pain ranged from $220.00 to $230.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.63.
Notable Days 2024-10-24 : Highest Volume — 4,963,141 contracts2024-10-11 : Largest IV drop — 12.0% change2024-10-01 : Highest IV Rank — 89.2%2024-10-01 : Largest Expected Move — 21.1%Monthly Statistics Metric Avg Min Max Open Close Price $238.87 $214.59 $268.41 $257.12 $250.76 Max Pain $223.91 $220.00 $230.00 $220.00 $230.00 ATM IV 59.8% 50.7% 71.4% 71.4% 50.7% Expected Move 17.3% 15.3% 21.1% 21.1% 15.9% HV 20d 56.6% 39.5% 86.2% 45.8% 85.0% HV 60d 59.6% 52.7% 65.9% 61.0% 62.4% IV Rank 56.7% 31.1% 89.2% 89.2% 31.1% IV Percentile 80.9% 59.9% 98.4% 98.4% 59.9% Term Structure -1.9% -3.2% 0.0% -2.0% 0.0% VWIV 61.3% 53.9% 74.5% 74.5% 56.3% Skew 25d 0.2% -1.1% 1.4% -0.4% 0.9% Skew 10d 0.9% -1.5% 3.7% 0.4% 2.1% Call IV 25d 60.5% 51.0% 71.7% 71.7% 51.2% Put IV 25d 60.7% 51.4% 71.3% 71.3% 52.0% Bid-Ask Spread % 1.80 1.45 2.43 2.11 1.72 Gamma HHI 0.06 0.03 0.45 0.05 0.03 Net GEX 398.9M -114.3M 1.58B 549.2M 150.7M Net DEX -25.98B -51.75B -9.41B -37.03B -27.82B Net VEX -203.5M -224.6M -185.4M -224.6M -208.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.52 0.88 0.60 0.63 Total Volume 1,758,692.783 663,969 4,963,141 1,482,401 1,721,043 Total OI 6,880,513.522 6,136,969 7,381,204 6,620,411 7,243,724
Daily Data (23 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 2024-10-01 $257.12 $220.00 71.4% 21.1% 45.8% 89.2% 74.5% -0.4% -2.0% 549.2M -37.03B -224.6M 0.60 2.11 N/A N/A 928,767 553,634 3,619,197 3,001,214 2024-10-02 $249.28 $220.00 69.9% 19.9% 46.5% 85.0% 71.5% -1.1% -1.7% 420.1M -31.67B -221.0M 0.53 1.45 N/A N/A 1,230,315 648,185 3,731,261 3,065,827 2024-10-03 $239.43 $225.00 67.8% 18.5% 47.0% 79.1% 65.6% -0.6% -1.4% 274.5M -25.21B -212.7M 0.55 1.88 N/A N/A 1,330,694 737,172 3,834,872 3,117,109 2024-10-04 $249.75 $225.00 66.9% 18.2% 39.5% 76.4% 64.1% 0.1% -1.5% 1.58B -32.59B -216.3M 0.71 1.85 N/A N/A 1,524,672 1,079,823 3,860,761 3,156,511 2024-10-07 $241.10 $225.00 70.4% 19.2% 42.1% 86.4% 67.7% -0.0% -2.8% 357.2M -26.76B -209.9M 0.56 1.99 N/A N/A 670,096 372,136 3,589,184 3,004,140 2024-10-08 $245.02 $225.00 68.4% 18.7% 40.6% 80.7% 65.8% 0.4% -3.0% 406.1M -28.82B -211.9M 0.56 1.75 N/A N/A 473,522 267,501 3,679,758 3,082,474 2024-10-09 $241.72 $225.00 67.7% 18.6% 41.0% 78.8% 65.4% -0.8% -3.0% 360.5M -26.88B -207.4M 0.61 1.89 N/A N/A 639,851 392,455 3,715,892 3,129,693 2024-10-10 $238.76 $225.00 68.1% 18.8% 41.2% 79.9% 66.4% -1.1% -3.1% 320.4M -25.02B -204.8M 0.69 2.10 N/A N/A 867,354 595,419 3,826,271 3,188,049 2024-10-11 $217.65 $225.00 59.9% 16.7% 53.1% 56.9% 59.7% -0.0% -2.3% -114.3M -9.41B -189.0M 0.65 1.82 N/A N/A 2,175,995 1,415,079 3,935,921 3,326,499 2024-10-14 $218.94 $225.00 56.5% 16.0% 53.1% 47.4% 56.6% 0.4% -1.7% 155.3M -14.39B -188.4M 0.62 1.90 N/A N/A 866,338 535,461 3,663,996 3,130,951 2024-10-15 $219.32 $225.00 56.8% 16.2% 53.1% 48.3% 57.2% 0.4% -1.6% 186.9M -15.27B -191.9M 0.52 1.63 N/A N/A 705,648 367,654 3,793,427 3,196,639 2024-10-16 $221.39 $225.00 55.4% 15.9% 53.2% 44.3% 55.9% 0.7% -1.5% 285.0M -16.77B -192.2M 0.52 1.66 N/A N/A 598,565 311,384 3,856,937 3,207,280 2024-10-17 $220.58 $225.00 54.0% 15.6% 48.2% 40.6% 55.1% 0.8% -1.4% 258.9M -16.10B -190.1M 0.66 1.71 N/A N/A 672,718 445,850 3,883,936 3,219,271 2024-10-18 $220.94 $225.00 53.0% 15.3% 48.1% 37.5% 53.9% 1.0% -1.5% 230.2M -16.78B -186.1M 0.61 1.71 N/A N/A 876,450 534,432 3,946,726 3,263,249 2024-10-21 $218.26 $220.00 54.3% 16.0% 45.4% 41.4% 56.5% 1.0% -2.3% 146.2M -14.33B -185.4M 0.71 1.57 N/A N/A 416,976 297,917 3,273,587 2,863,382 2024-10-22 $218.00 $220.00 55.6% 16.6% 44.6% 45.0% 58.6% 1.0% -2.5% 157.6M -14.33B -188.0M 0.66 1.46 N/A N/A 399,032 264,937 3,372,151 2,945,339 2024-10-23 $214.59 $220.00 59.4% 18.0% 44.2% 55.5% 63.4% 1.4% -3.2% 111.4M -12.36B -187.2M 0.88 1.78 N/A N/A 633,362 556,452 3,443,429 3,017,297 2024-10-24 $261.73 $220.00 56.5% 17.0% 85.8% 47.3% 60.6% -0.6% -2.8% 714.5M -46.02B -204.5M 0.58 2.43 N/A N/A 3,143,430 1,819,711 3,611,198 3,174,703 2024-10-25 $268.41 $225.00 57.3% 17.6% 85.7% 49.5% 62.3% -0.7% -3.0% 1.05B -51.75B -218.9M 0.73 2.00 N/A N/A 2,605,571 1,897,674 3,930,813 3,450,391 2024-10-28 $263.14 $225.00 53.7% 17.0% 86.1% 39.5% 60.0% 0.9% -0.7% 572.5M -38.58B -213.0M 0.69 1.80 N/A N/A 1,183,867 812,083 3,558,133 3,182,975 2024-10-29 $258.75 $225.00 50.7% 15.9% 86.2% 31.3% 56.3% 0.4% -0.1% 476.2M -34.60B -211.6M 0.62 1.59 N/A N/A 1,010,350 624,793 3,675,279 3,319,907 2024-10-30 $259.36 $225.00 51.4% 16.2% 85.4% 33.2% 57.4% 0.8% -0.1% 524.8M -35.04B -216.1M 0.60 1.52 N/A N/A 779,120 466,446 3,769,077 3,393,381 2024-10-31 $250.76 $230.00 50.7% 15.9% 85.0% 31.1% 56.3% 0.9% 0.0% 150.7M -27.82B -208.6M 0.63 1.72 N/A N/A 1,053,073 667,970 3,812,786 3,430,938
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