TSLA Options History — August 2010

In August 2010, TSLA traded between $1.17 and $1.46. ATM implied volatility averaged 60.2%. The 30-day expected move averaged 17.2%. IV traded above realized volatility by 2.4% (HV 20d: 57.8%). Max pain ranged from $1.20 to $1.33. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 1.19.

Notable Days

  • 2010-08-24: Highest Volume — 84,120 contracts
  • 2010-08-05: Largest IV drop — 26.8% change
  • 2010-08-03: Largest Expected Move — 23.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.30$1.17$1.46$1.39$1.30
Max Pain$1.32$1.20$1.33$1.33$1.33
ATM IV60.2%49.8%82.9%79.0%53.5%
Expected Move17.2%14.3%23.8%22.7%15.3%
HV 20d57.8%48.7%67.5%64.6%49.7%
Term Structure6.7%-7.6%12.6%-3.7%12.6%
VWIV60.1%49.4%79.4%78.9%50.5%
Skew 25d6.1%-2.5%12.5%9.5%12.5%
Skew 10d19.0%-6.1%78.0%11.5%24.1%
Call IV 25d57.5%47.4%77.3%74.8%47.4%
Put IV 25d63.5%48.0%87.9%84.2%59.9%
Bid-Ask Spread %38.7019.7456.7836.6323.71
Gamma HHI0.210.130.520.160.20
Net GEX176.1K-85.6K835.2K192.0K103.4K
Net DEX971.5K-13.4M9.9M-7.9M3.1M
Net VEX-60.7K-90.4K-49.4K-55.2K-83.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.190.093.320.770.58
Total Volume33,846.8186,40584,12011,4606,405
Total OI537,020.455398,565645,885446,070560,895

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2010-08-02$1.39$1.3379.0%22.7%64.6%0.0%78.9%9.5%-3.7%192.0K-7.9M-55.2K0.7736.63N/AN/A6,4654,995229,815216,255
2010-08-03$1.46$1.3382.9%23.8%64.2%0.0%78.7%1.3%-7.6%305.2K-13.4M-50.9K0.9747.08N/AN/A8,0407,815233,400219,750
2010-08-04$1.42$1.3380.4%23.0%64.5%0.0%79.4%11.3%-6.4%232.5K-9.2M-54.0K1.7335.70N/AN/A10,38017,925228,780223,200
2010-08-05$1.36$1.3358.8%16.9%65.2%0.0%58.5%10.8%7.9%255.1K-5.3M-51.0K0.4343.71N/AN/A38,50516,590234,840233,550
2010-08-06$1.31$1.2062.4%18.0%67.5%0.0%63.6%3.9%3.4%150.5K-1.6M-59.5K1.7546.52N/AN/A7,08012,420257,835242,385
2010-08-09$1.31$1.2758.6%15.5%66.9%0.0%53.1%4.7%9.1%213.4K-686.2K-52.8K0.0946.73N/AN/A73,9356,690260,445246,945
2010-08-10$1.27$1.2758.8%17.4%64.7%0.0%66.3%12.1%10.3%144.3K1.4M-56.1K1.0851.72N/AN/A32,31034,830273,510250,935
2010-08-11$1.19$1.3360.7%16.6%59.7%0.0%69.2%6.8%12.1%-63.2K9.3M-54.6K0.6548.87N/AN/A28,06518,195297,825277,590
2010-08-12$1.17$1.3363.3%18.2%59.8%0.0%62.0%-2.5%6.4%-85.6K9.9M-56.1K1.3137.42N/AN/A14,47519,005315,135283,335
2010-08-13$1.22$1.3359.9%17.2%60.1%0.0%60.8%8.7%11.8%-21.7K8.0M-55.4K0.9856.78N/AN/A9,4659,300313,530291,435
2010-08-16$1.25$1.3361.2%17.5%56.2%0.0%59.7%5.4%2.8%107.6K6.0M-56.8K1.7243.48N/AN/A4,4857,725320,100295,890
2010-08-17$1.28$1.3358.9%16.9%50.7%0.0%55.7%10.2%8.4%191.9K3.5M-55.3K2.9842.49N/AN/A7,57522,560321,915299,970
2010-08-18$1.25$1.3360.6%17.4%51.1%0.0%60.4%5.7%7.3%102.1K6.0M-54.8K3.3244.19N/AN/A2,7008,970321,885310,065
2010-08-19$1.25$1.3358.9%16.9%48.7%0.0%56.8%7.5%7.0%128.1K6.4M-54.1K0.9246.29N/AN/A14,16012,960321,915313,170
2010-08-20$1.27$1.3353.9%15.4%48.9%0.0%54.5%7.7%10.0%835.2K3.8M-49.4K1.2234.97N/AN/A15,75019,275326,625319,260
2010-08-23$1.34$1.3349.8%14.3%52.8%0.0%50.1%1.1%11.4%265.3K-3.0M-49.5K0.3626.87N/AN/A40,06514,295216,375182,190
2010-08-24$1.28$1.3353.7%15.4%54.9%0.0%53.9%0.1%5.6%160.5K1.8M-59.6K1.0047.35N/AN/A42,03042,090235,050192,900
2010-08-25$1.33$1.3353.1%15.2%56.5%0.0%52.3%6.0%7.4%185.0K-346.7K-71.9K1.2220.75N/AN/A22,44027,435262,215229,635
2010-08-26$1.32$1.3353.9%15.5%56.3%0.0%52.3%4.8%8.7%160.9K786.4K-82.8K1.2126.20N/AN/A11,02513,305277,545251,835
2010-08-27$1.31$1.3352.5%15.0%55.8%0.0%55.5%7.1%11.0%116.0K2.4M-90.4K1.4719.74N/AN/A6,5409,585294,315276,375
2010-08-30$1.32$1.3349.9%14.3%53.0%0.0%49.4%-1.4%11.6%194.7K613.8K-82.0K0.4124.26N/AN/A11,8954,875283,860269,970
2010-08-31$1.30$1.3353.5%15.3%49.7%0.0%50.5%12.5%12.6%103.4K3.1M-83.6K0.5823.71N/AN/A4,0652,340288,105272,790