TSLA Options History — May 2012 In May 2012, TSLA traded between $1.84 and $2.26. ATM implied volatility averaged 61.1%, placing in the 47.4% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded above realized volatility by 6.2% (HV 20d: 54.9%). Max pain ranged from $2.07 to $2.20. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.68.
Notable Days 2012-05-10 : Highest Volume — 397,005 contracts2012-05-10 : Largest IV drop — 33.3% change2012-05-09 : Highest IV Rank — 84.6%2012-05-31 : Largest Expected Move — 19.0%Monthly Statistics Metric Avg Min Max Open Close Price $2.05 $1.84 $2.26 $2.25 $1.97 Max Pain $2.12 $2.07 $2.20 $2.20 $2.07 ATM IV 61.1% 50.9% 79.3% 50.9% 66.2% Expected Move 17.0% 14.6% 19.0% 14.6% 19.0% HV 20d 54.9% 34.7% 70.0% 46.1% 70.0% HV 60d 47.8% 41.2% 54.1% 41.4% 54.1% IV Rank 47.4% 26.5% 84.6% 26.5% 57.7% IV Percentile 77.9% 37.7% 98.8% 37.7% 92.1% Term Structure -1.1% -7.5% 3.7% -0.5% -2.7% VWIV 59.3% 50.3% 65.2% 50.3% 64.5% Skew 25d 9.3% 5.8% 11.4% 8.7% 8.9% Skew 10d 18.5% 12.6% 23.5% 18.5% 15.3% Call IV 25d 55.5% 48.1% 61.5% 48.1% 61.5% Put IV 25d 64.8% 56.3% 71.2% 56.8% 70.4% Bid-Ask Spread % 32.05 16.32 51.06 44.95 16.32 Gamma HHI 0.10 0.08 0.15 0.14 0.09 Net GEX 835.1K -334.0K 2.4M 1.3M 461.5K Net DEX -9.3M -54.2M 38.7M -40.8M 1.1M Net VEX -637.7K -701.4K -582.6K -638.0K -633.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.68 0.11 1.82 0.15 0.21 Total Volume 81,460.227 15,930 397,005 31,680 47,010 Total OI 1,751,859.545 1,511,385 2,001,390 1,511,385 1,837,740
Daily Data (22 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 2012-05-01 $2.25 $2.20 50.9% 14.6% 46.1% 26.5% 50.3% 8.7% -0.5% 1.3M -40.8M -638.0K 0.15 44.95 N/A N/A 27,570 4,110 870,825 640,560 2012-05-02 $2.26 $2.20 51.6% 14.8% 43.5% 28.1% 51.3% 6.8% -1.4% 1.4M -40.3M -642.3K 0.33 45.34 N/A N/A 31,080 10,275 873,120 641,700 2012-05-03 $2.16 $2.20 56.8% 16.3% 36.0% 38.6% 60.9% 7.2% -3.9% 1.1M -24.7M -617.9K 0.18 51.06 N/A N/A 38,745 6,900 886,905 640,995 2012-05-04 $2.12 $2.13 59.4% 15.3% 36.3% 44.0% 57.0% 10.8% 0.3% 1.1M -18.7M -602.2K 0.35 46.78 N/A N/A 41,730 14,445 912,195 644,730 2012-05-07 $2.16 $2.13 61.7% 15.6% 34.7% 48.6% 53.7% 9.8% -1.2% 1.5M -29.3M -616.1K 1.71 45.32 N/A N/A 9,840 16,860 949,245 651,795 2012-05-08 $2.01 $2.13 76.6% 17.7% 42.6% 79.1% 62.5% 9.6% -4.8% 893.5K -5.7M -584.1K 0.56 33.65 N/A N/A 125,940 70,905 954,405 663,000 2012-05-09 $2.00 $2.13 79.3% 18.8% 41.7% 84.6% 64.2% 10.1% -7.5% 929.3K -6.7M -607.1K 0.53 33.70 N/A N/A 132,615 70,890 1,007,685 700,950 2012-05-10 $2.20 $2.13 52.9% 15.2% 54.0% 30.6% 52.6% 9.7% 3.7% 2.4M -54.2M -663.3K 0.33 30.82 N/A N/A 299,055 97,950 1,097,370 744,285 2012-05-11 $2.15 $2.13 54.2% 15.5% 54.4% 33.4% 55.3% 10.0% 1.8% 2.0M -35.6M -701.4K 1.35 31.78 N/A N/A 11,520 15,585 1,140,300 781,095 2012-05-14 $2.00 $2.13 60.4% 17.3% 58.1% 45.9% 58.3% 11.4% -0.9% 801.7K 2.8M -626.5K 1.82 31.62 N/A N/A 74,820 136,185 1,106,055 781,485 2012-05-15 $1.96 $2.13 61.1% 17.5% 58.4% 47.4% 59.1% 9.9% 0.2% 356.0K 17.5M -646.4K 0.81 29.29 N/A N/A 20,445 16,545 1,145,220 847,935 2012-05-16 $1.95 $2.13 60.5% 17.3% 58.1% 46.1% 58.8% 10.7% -1.2% 375.2K 20.1M -637.3K 1.22 31.76 N/A N/A 13,425 16,425 1,151,295 842,430 2012-05-17 $1.90 $2.13 62.1% 17.8% 57.8% 49.5% 60.5% 10.7% -1.7% 117.8K 27.7M -620.1K 0.93 28.24 N/A N/A 18,120 16,860 1,154,130 839,520 2012-05-18 $1.84 $2.13 61.4% 17.6% 58.6% 48.1% 62.3% 9.6% 2.4% -334.0K 38.7M -582.6K 0.77 30.58 N/A N/A 39,330 30,345 1,163,190 838,200 2012-05-21 $1.92 $2.07 61.3% 17.6% 60.4% 47.8% 59.6% 9.8% -1.3% 240.7K 11.6M -606.1K 0.28 30.28 N/A N/A 35,250 9,705 931,185 717,525 2012-05-22 $2.05 $2.07 63.1% 18.1% 65.7% 51.4% 63.6% 10.2% -1.7% 623.6K -12.3M -671.5K 1.23 37.94 N/A N/A 36,090 44,355 947,355 717,855 2012-05-23 $2.07 $2.07 61.3% 17.6% 64.5% 47.8% 65.2% 9.2% -0.9% 631.4K -12.8M -679.3K 1.02 22.44 N/A N/A 7,890 8,040 962,160 751,155 2012-05-24 $2.02 $2.07 63.6% 18.2% 64.4% 52.6% 62.0% 7.5% -1.9% 534.3K -6.8M -667.7K 0.21 22.37 N/A N/A 25,575 5,370 965,265 756,705 2012-05-25 $1.99 $2.07 60.0% 17.2% 64.5% 45.1% 62.0% 8.5% 0.7% 479.2K -2.0M -641.9K 0.11 19.14 N/A N/A 28,665 3,180 984,885 759,720 2012-05-29 $2.11 $2.07 56.4% 16.2% 68.7% 37.8% 57.9% 5.8% 1.4% 929.8K -24.1M -681.5K 0.37 19.65 N/A N/A 39,045 14,595 995,295 761,670 2012-05-30 $2.03 $2.07 63.3% 18.1% 69.6% 51.8% 63.8% 9.3% -2.0% 700.7K -9.1M -662.4K 0.55 22.14 N/A N/A 50,865 27,975 1,010,535 771,240 2012-05-31 $1.97 $2.07 66.2% 19.0% 70.0% 57.7% 64.5% 8.9% -2.7% 461.5K 1.1M -633.1K 0.21 16.32 N/A N/A 38,805 8,205 1,048,650 789,090
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