TSLA Options History — November 2024 In November 2024, TSLA traded between $242.68 and $352.27. ATM implied volatility averaged 57.0%, placing in the 48.7% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded below realized volatility by 32.1% (HV 20d: 89.0%). Max pain ranged from $225.00 to $285.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.63.
Notable Days 2024-11-08 : Highest Volume — 7,441,047 contracts2024-11-08 : Largest IV spike — 15.9% change2024-11-11 : Highest IV Rank — 78.7%2024-11-11 : Largest Expected Move — 18.7%Monthly Statistics Metric Avg Min Max Open Close Price $317.93 $242.68 $352.27 $248.73 $340.51 Max Pain $255.75 $225.00 $285.00 $230.00 $285.00 ATM IV 57.0% 47.8% 67.7% 50.1% 48.8% Expected Move 16.3% 14.1% 18.7% 16.0% 14.1% HV 20d 89.0% 75.3% 100.8% 83.8% 75.3% HV 60d 68.9% 62.2% 71.5% 62.2% 70.4% IV Rank 48.7% 23.0% 78.7% 29.7% 26.0% IV Percentile 72.7% 35.3% 94.0% 57.9% 43.3% Term Structure -0.3% -2.4% 3.1% -0.3% 3.1% VWIV 58.7% 50.2% 67.3% 56.9% 51.5% Skew 25d -3.6% -7.2% 1.2% 1.2% -2.5% Skew 10d -7.0% -15.1% 3.0% 3.0% -3.9% Call IV 25d 60.1% 49.8% 72.9% 50.5% 49.9% Put IV 25d 56.5% 47.4% 65.7% 51.8% 47.4% Bid-Ask Spread % 2.26 1.40 3.99 1.40 3.99 Gamma HHI 0.05 0.04 0.09 0.05 0.05 Net GEX 696.6M 178.3M 1.12B 178.3M 626.9M Net DEX -60.91B -85.52B -23.85B -27.05B -61.85B Net VEX -242.9M -266.0M -202.2M -207.0M -251.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.44 0.87 0.84 0.63 Total Volume 2,549,024.7 1,273,440 7,441,047 1,968,737 1,491,713 Total OI 7,546,240.3 6,705,275 8,496,032 7,355,856 7,748,447
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 2024-11-01 $248.73 $230.00 50.1% 16.0% 83.8% 29.7% 56.9% 1.2% -0.3% 178.3M -27.05B -207.0M 0.84 1.40 N/A N/A 1,067,391 901,346 3,926,587 3,429,269 2024-11-04 $242.68 $225.00 53.4% 15.0% 83.3% 38.9% 53.5% 1.0% -0.5% 252.4M -23.85B -202.2M 0.71 2.14 N/A N/A 743,481 529,959 3,516,415 3,188,860 2024-11-05 $251.98 $225.00 55.1% 15.3% 84.1% 43.5% 54.2% -0.1% -0.8% 433.8M -30.76B -209.9M 0.57 2.05 N/A N/A 865,710 495,726 3,674,235 3,292,127 2024-11-06 $288.81 $225.00 53.7% 15.5% 96.5% 39.6% 55.6% -1.8% 0.2% 965.1M -59.49B -218.2M 0.51 1.79 N/A N/A 2,193,102 1,117,261 3,808,731 3,396,586 2024-11-07 $298.11 $230.00 51.4% 14.9% 96.5% 33.3% 53.3% -1.9% 0.3% 1.09B -63.26B -222.5M 0.55 1.82 N/A N/A 1,846,933 1,017,421 3,901,903 3,578,779 2024-11-08 $321.55 $240.00 59.6% 16.5% 90.9% 56.2% 58.7% -3.6% -1.4% 1.11B -81.16B -234.2M 0.57 3.02 N/A N/A 4,743,263 2,697,784 4,043,716 3,729,221 2024-11-11 $346.44 $245.00 67.7% 18.7% 92.7% 78.7% 67.3% -7.2% -1.7% 836.2M -85.52B -244.8M 0.53 2.62 N/A N/A 2,546,280 1,341,100 3,811,237 3,521,864 2024-11-12 $328.48 $250.00 61.0% 17.1% 96.4% 60.1% 61.5% -5.1% -1.2% 709.7M -70.69B -246.6M 0.61 1.76 N/A N/A 1,660,605 1,010,060 4,035,610 3,774,998 2024-11-13 $331.94 $260.00 60.7% 17.1% 96.4% 59.3% 61.8% -6.6% -1.0% 803.0M -73.49B -250.2M 0.60 1.72 N/A N/A 1,517,025 914,820 4,233,918 3,878,518 2024-11-14 $311.00 $260.00 56.2% 16.1% 100.8% 46.7% 59.5% -4.9% -0.3% 407.9M -55.54B -246.4M 0.77 2.01 N/A N/A 1,634,966 1,262,606 4,343,390 3,965,517 2024-11-15 $319.05 $265.00 58.1% 16.6% 100.6% 51.9% 60.0% -4.2% -0.1% 524.5M -62.61B -252.8M 0.81 2.36 N/A N/A 2,075,570 1,670,776 4,472,738 4,023,294 2024-11-18 $336.12 $265.00 62.1% 17.7% 100.6% 63.2% 64.1% -6.7% -2.3% 700.5M -64.14B -257.8M 0.44 2.11 N/A N/A 1,729,702 761,578 3,664,588 3,369,073 2024-11-19 $344.88 $270.00 63.8% 18.3% 100.3% 67.8% 65.5% -5.5% -2.4% 829.4M -69.43B -264.8M 0.59 1.61 N/A N/A 963,365 572,037 3,899,001 3,483,143 2024-11-20 $339.98 $270.00 62.2% 17.8% 100.2% 63.3% 63.4% -5.4% -2.0% 753.7M -65.85B -266.0M 0.57 2.01 N/A N/A 909,031 521,407 3,968,105 3,568,232 2024-11-21 $339.92 $270.00 59.5% 17.1% 75.9% 55.9% 61.5% -4.1% -1.6% 804.8M -65.54B -261.2M 0.67 2.62 N/A N/A 922,092 619,489 4,040,752 3,607,363 2024-11-22 $352.27 $275.00 61.1% 17.7% 76.2% 60.2% 63.3% -4.6% -1.9% 1.12B -75.96B -263.1M 0.62 2.97 N/A N/A 2,030,358 1,259,243 4,124,512 3,663,268 2024-11-25 $345.96 $270.00 55.5% 16.3% 76.1% 44.6% 58.4% -4.4% 1.9% 764.9M -66.53B -256.6M 0.55 2.53 N/A N/A 1,166,307 636,770 3,762,587 3,417,775 2024-11-26 $337.49 $275.00 51.3% 15.2% 76.6% 33.0% 54.0% -3.0% 2.3% 624.1M -59.91B -253.7M 0.65 2.37 N/A N/A 979,563 633,511 3,936,887 3,534,023 2024-11-27 $332.69 $280.00 47.8% 14.1% 77.1% 23.0% 50.2% -2.1% 2.9% 390.5M -55.53B -248.6M 0.87 2.32 N/A N/A 1,034,662 896,481 3,977,344 3,612,193 2024-11-29 $340.51 $285.00 48.8% 14.1% 75.3% 26.0% 51.5% -2.5% 3.1% 626.9M -61.85B -251.0M 0.63 3.99 N/A N/A 917,424 574,289 4,005,023 3,743,424
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