(1) It seems someone is aggressively using the options market to push TSLA's stock up today (i.e., buying likely worthless options that expire today). More specifically, today, someone brought 77.1K weekly TSLA June 18, 2021 $630 call strike options (which expire today)...
(2)... for ~$1.00 that have a delta of 0.231. So for $7.4mn they brought 77.4K, contracts, which is the same as buying 231 shares of stock at ~$624/shr and delta hedging it until today’s close. So, looking at one contract, they purchased 231 x $624 = $144K worth of TSLA...
(3)... stock for only $100 of margin. That forces buying of TSLA stock, using options that will likely expire worthless. That's what you called legal manipulation. 
(4) another way to think about this, at the time of writing is, someone brought 77.4K weekly TSLA June 18, 2021 $630 call strike options (which expire today) for $1.00 with a delta of 0.231. So, the market makers that wrote these options were paid: $100...
(5)... (price at which the options sold) × 74,400 (options sold today) = $7.44mn to write these options. Yet, they had to hedge: 23.1 (delta on options) × 72,400 (options sold today) × $624 (price of stock today) = $1.043bn in risk to write these options (this is a...
(6)... MASSIVE/UNPRECEDENTED amount of risk being taken on options that are likely worthless).
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