TSLA Options History — December 2024 In December 2024, TSLA traded between $348.66 and $480.81. ATM implied volatility averaged 64.0%, placing in the 68.4% IV rank vs the trailing year. The 30-day expected move averaged 17.9%. IV traded above realized volatility by 4.5% (HV 20d: 59.5%). Max pain ranged from $200.00 to $290.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.64.
Notable Days 2024-12-13 : Highest Volume — 3,829,285 contracts2024-12-16 : Largest IV spike — 10.1% change2024-12-17 : Highest IV Rank — 94.7%2024-12-17 : Largest Expected Move — 21.0%Monthly Statistics Metric Avg Min Max Open Close Price $415.39 $348.66 $480.81 $357.50 $407.90 Max Pain $227.14 $200.00 $290.00 $285.00 $240.00 ATM IV 64.0% 50.8% 73.4% 53.8% 71.5% Expected Move 17.9% 14.1% 21.0% 15.5% 17.7% HV 20d 59.5% 41.6% 75.6% 75.6% 66.3% HV 60d 71.7% 68.9% 75.6% 68.9% 75.3% IV Rank 68.4% 31.5% 94.7% 40.0% 89.5% IV Percentile 85.5% 53.6% 99.6% 64.3% 97.6% Term Structure 1.9% -2.4% 10.1% 0.0% -2.4% VWIV 64.0% 50.5% 74.6% 55.1% 63.2% Skew 25d -3.8% -6.8% 0.0% -4.2% -1.4% Skew 10d -5.6% -11.9% 2.9% -7.4% -2.7% Call IV 25d 67.3% 53.7% 77.3% 57.8% 74.4% Put IV 25d 63.5% 50.6% 73.4% 53.6% 73.0% Bid-Ask Spread % 3.18 1.57 7.54 2.20 2.89 Gamma HHI 0.05 0.03 0.09 0.06 0.03 Net GEX 937.7M 390.8M 1.65B 782.3M 390.8M Net DEX -97.07B -140.74B -65.31B -71.81B -72.39B Net VEX -292.4M -323.4M -250.9M -251.7M -296.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.52 0.82 0.62 0.68 Total Volume 2,466,569.19 1,209,694 3,829,285 1,684,962 1,565,009 Total OI 8,084,802.81 7,065,098 9,321,387 7,065,098 7,847,974
Daily Data (21 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 2024-12-02 $357.50 $285.00 53.8% 15.5% 75.6% 40.0% 55.1% -4.2% 0.0% 782.3M -71.81B -251.7M 0.62 2.20 N/A N/A 1,041,176 643,786 3,633,609 3,431,489 2024-12-03 $348.66 $285.00 50.8% 14.1% 75.6% 31.5% 50.5% -3.1% 0.6% 664.5M -65.31B -250.9M 0.72 1.78 N/A N/A 701,961 507,733 3,767,648 3,571,633 2024-12-04 $355.97 $290.00 52.1% 14.1% 75.3% 35.0% 50.6% -3.9% 0.4% 816.0M -70.41B -254.3M 0.57 2.10 N/A N/A 798,200 455,189 3,789,989 3,647,047 2024-12-05 $371.15 $200.00 56.0% 16.2% 61.7% 46.2% 59.8% -5.5% 0.4% 1.22B -83.03B -262.1M 0.53 1.62 N/A N/A 1,884,312 996,960 3,932,963 3,705,729 2024-12-06 $385.35 $200.00 59.0% 17.1% 62.0% 54.4% 61.3% -4.8% 0.3% 1.25B -93.37B -270.8M 0.52 4.95 N/A N/A 1,951,127 1,007,424 4,065,731 3,882,857 2024-12-09 $385.94 $200.00 61.0% 17.5% 57.4% 60.1% 63.0% -6.8% 0.0% 947.4M -87.71B -275.7M 0.53 1.57 N/A N/A 1,459,329 775,185 3,843,792 3,613,558 2024-12-10 $401.74 $200.00 61.9% 17.8% 53.4% 62.7% 63.7% -6.6% 0.1% 1.24B -99.80B -281.0M 0.56 1.66 N/A N/A 1,649,241 917,972 4,061,761 3,767,702 2024-12-11 $420.29 $200.00 62.3% 18.0% 49.9% 63.6% 64.1% -5.4% 0.6% 1.39B -113.15B -288.3M 0.60 3.61 N/A N/A 1,649,508 989,641 4,190,516 3,905,244 2024-12-12 $418.82 $200.00 60.9% 17.8% 50.2% 59.7% 64.0% -5.0% 1.4% 1.31B -110.51B -292.6M 0.69 2.33 N/A N/A 1,459,110 1,008,909 4,248,833 4,110,717 2024-12-13 $432.35 $205.00 62.5% 18.1% 41.6% 64.2% 65.2% -5.7% 1.1% 1.65B -123.04B -292.7M 0.70 4.80 N/A N/A 2,253,321 1,575,964 4,375,292 4,268,729 2024-12-16 $459.77 $210.00 68.8% 19.7% 44.5% 81.9% 70.7% -4.2% 0.8% 1.10B -127.93B -302.7M 0.65 5.01 N/A N/A 1,773,678 1,152,250 4,003,411 4,008,023 2024-12-17 $480.81 $215.00 73.4% 21.0% 43.8% 94.7% 74.6% -5.1% 0.0% 1.13B -140.74B -305.7M 0.57 1.81 N/A N/A 2,116,744 1,205,476 4,105,040 4,347,120 2024-12-18 $434.87 $220.00 70.9% 20.3% 60.5% 87.7% 73.1% -3.5% -0.1% 684.4M -103.94B -316.3M 0.66 7.54 N/A N/A 2,036,558 1,350,256 4,308,087 4,581,012 2024-12-19 $435.54 $225.00 71.9% 20.6% 59.9% 90.5% 74.0% -2.0% 0.4% 695.6M -102.84B -323.4M 0.75 3.07 N/A N/A 1,876,836 1,410,594 4,463,110 4,659,738 2024-12-20 $431.28 $230.00 67.7% 19.4% 60.2% 78.7% 69.7% 0.0% -0.5% 544.0M -99.39B -320.6M 0.78 5.30 N/A N/A 2,092,955 1,626,456 4,590,255 4,731,132 2024-12-23 $430.56 $230.00 64.5% 18.2% 59.7% 70.0% 65.0% -1.4% 9.3% 608.6M -88.49B -309.7M 0.61 3.35 N/A N/A 1,139,097 695,439 3,934,971 3,870,966 2024-12-24 $457.00 $230.00 64.9% 18.2% 61.2% 71.0% 64.9% -3.2% 10.1% 1.16B -109.79B -318.4M 0.61 3.17 N/A N/A 933,144 567,102 4,104,505 3,981,555 2024-12-26 $457.91 $230.00 69.3% 18.4% 59.7% 83.1% 65.6% -3.0% 9.3% 1.17B -110.28B -318.6M 0.65 2.63 N/A N/A 1,283,744 829,195 4,158,882 4,102,663 2024-12-27 $428.96 $235.00 69.2% 17.8% 65.5% 82.9% 63.7% -1.4% 9.0% 414.2M -84.38B -308.8M 0.71 3.02 N/A N/A 1,833,275 1,303,567 4,262,100 4,256,192 2024-12-30 $420.86 $240.00 71.5% 17.4% 66.3% 89.5% 62.0% -3.0% -1.9% 523.0M -80.18B -299.8M 0.82 2.37 N/A N/A 702,865 577,665 3,795,005 3,854,279 2024-12-31 $407.90 $240.00 71.5% 17.7% 66.3% 89.5% 63.2% -1.4% -2.4% 390.8M -72.39B -296.5M 0.68 2.89 N/A N/A 934,065 630,944 3,897,095 3,950,879
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