TSLA Options History — April 2012

In April 2012, TSLA traded between $2.12 and $2.53. ATM implied volatility averaged 52.2%, placing in the 29.2% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 1.4% (HV 20d: 50.8%). Max pain ranged from $2.20 to $2.53. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.42.

Notable Days

  • 2012-04-04: Highest Volume — 149,910 contracts
  • 2012-04-09: Largest IV spike — 18.8% change
  • 2012-04-17: Highest IV Rank — 43.6%
  • 2012-04-17: Largest Expected Move — 17.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.23$2.12$2.53$2.44$2.21
Max Pain$2.33$2.20$2.53$2.53$2.20
ATM IV52.2%39.5%59.3%41.0%54.5%
Expected Move15.1%11.3%17.0%11.7%15.6%
HV 20d50.8%42.9%56.0%43.8%45.5%
HV 60d49.5%40.5%68.1%64.6%41.6%
IV Rank29.2%3.2%43.6%6.3%34.0%
IV Percentile48.1%1.2%79.0%2.8%59.5%
Term Structure-0.1%-3.7%7.4%5.5%-2.9%
VWIV51.9%39.4%58.9%41.5%54.2%
Skew 25d8.0%3.2%10.8%4.7%6.1%
Skew 10d16.0%6.7%22.3%7.9%16.9%
Call IV 25d49.7%38.9%55.7%39.8%52.4%
Put IV 25d57.8%42.1%66.3%44.5%58.5%
Bid-Ask Spread %31.4514.2557.6824.8644.00
Gamma HHI0.110.090.150.120.15
Net GEX879.3K353.6K1.7M1.5M1.1M
Net DEX-17.4M-69.9M7.6M-51.3M-29.5M
Net VEX-652.1K-709.7K-617.2K-675.7K-634.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.420.100.920.330.37
Total Volume52,788.758,760149,91084,4808,760
Total OI1,702,095.751,466,4301,920,5251,603,9951,506,255

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2012-04-02$2.44$2.5341.0%11.7%43.8%6.3%41.5%4.7%5.5%1.5M-51.3M-675.7K0.3324.86N/AN/A63,39021,090882,120721,875
2012-04-03$2.53$2.5339.5%11.3%44.5%3.2%39.4%3.2%6.1%1.7M-69.9M-709.7K0.2324.65N/AN/A39,9609,300868,740738,930
2012-04-04$2.33$2.5343.3%12.4%54.7%11.1%43.1%4.5%7.4%688.2K-28.5M-637.2K0.9114.25N/AN/A78,46571,445882,645742,095
2012-04-05$2.30$2.5344.5%12.8%55.0%13.4%43.1%6.5%7.4%601.4K-17.9M-675.3K0.4820.12N/AN/A31,72515,120898,800777,030
2012-04-09$2.21$2.4052.8%15.7%53.9%30.5%53.3%10.2%-1.7%353.6K-2.9M-646.3K0.2932.09N/AN/A63,34518,195924,960784,890
2012-04-10$2.16$2.4055.4%16.1%52.3%35.7%53.9%9.5%-1.4%446.3K6.9M-638.6K0.1218.02N/AN/A116,04013,935970,965792,720
2012-04-11$2.21$2.3354.5%16.9%53.0%34.0%57.9%9.6%-3.7%958.9K-5.2M-658.8K0.2823.15N/AN/A84,91524,0601,025,505792,885
2012-04-12$2.23$2.3358.1%16.7%52.8%41.3%57.2%10.3%-1.7%1.2M-13.4M-681.5K0.2639.86N/AN/A21,0005,4601,068,450809,970
2012-04-13$2.24$2.3357.3%16.4%52.8%39.7%57.7%8.4%-3.2%1.2M-14.4M-680.3K0.6729.02N/AN/A11,3107,5301,073,460812,700
2012-04-16$2.15$2.3358.6%16.8%54.4%42.2%55.3%10.8%-3.4%491.5K6.3M-638.7K0.6729.87N/AN/A26,61017,9401,077,405815,595
2012-04-17$2.15$2.3359.3%17.0%54.3%43.6%58.9%10.7%-2.5%384.8K7.6M-641.5K0.2226.31N/AN/A20,7454,5301,071,255816,915
2012-04-18$2.18$2.3353.0%15.2%54.7%30.8%53.6%9.2%-0.8%405.3K3.7M-640.0K0.1027.29N/AN/A61,6956,1501,079,235817,785
2012-04-19$2.21$2.2051.8%14.9%55.0%28.4%55.5%7.9%0.0%798.4K-5.8M-645.5K0.9229.91N/AN/A7,6807,0801,095,600819,180
2012-04-20$2.21$2.2053.4%15.3%54.6%31.6%51.1%8.8%-1.7%841.3K-6.7M-646.5K0.5229.88N/AN/A41,25021,4351,098,975821,550
2012-04-23$2.13$2.2056.1%16.1%56.0%37.2%57.1%10.0%-0.8%763.5K-18.3M-630.4K0.4825.45N/AN/A10,5455,085836,385630,045
2012-04-24$2.12$2.2056.5%16.2%42.9%38.1%56.2%8.0%-2.8%728.3K-15.6M-617.2K0.6724.24N/AN/A16,53011,100841,575633,075
2012-04-25$2.19$2.2051.3%14.7%44.8%27.4%49.8%7.4%-0.6%989.7K-28.1M-643.8K0.5057.68N/AN/A47,68523,940848,835635,370
2012-04-26$2.23$2.2051.5%14.8%45.6%27.7%48.7%7.7%-0.5%1.1M-34.2M-654.0K0.1652.73N/AN/A9,6751,545874,065653,730
2012-04-27$2.22$2.2051.7%14.8%45.5%28.2%51.1%7.0%-0.5%1.2M-32.0M-647.6K0.2155.53N/AN/A7,8601,650862,155638,190
2012-04-30$2.21$2.2054.5%15.6%45.5%34.0%54.2%6.1%-2.9%1.1M-29.5M-634.4K0.3744.00N/AN/A6,3752,385866,925639,330