TSLA Options History — June 2012

In June 2012, TSLA traded between $1.86 and $2.25. ATM implied volatility averaged 58.2%, placing in the 41.5% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded below realized volatility by 0.8% (HV 20d: 59.0%). Max pain ranged from $1.93 to $2.07. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.80.

Notable Days

  • 2012-06-20: Highest Volume — 155,235 contracts
  • 2012-06-11: Largest IV spike — 19.5% change
  • 2012-06-01: Highest IV Rank — 66.3%
  • 2012-06-01: Largest Expected Move — 20.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.04$1.86$2.25$1.88$2.09
Max Pain$2.02$1.93$2.07$2.07$2.07
ATM IV58.2%49.9%70.4%70.4%53.0%
Expected Move16.6%14.3%20.2%20.2%15.2%
HV 20d59.0%50.7%70.2%70.2%50.7%
HV 60d55.3%53.8%56.9%54.9%53.9%
IV Rank41.5%24.4%66.3%66.3%30.9%
IV Percentile62.8%29.4%95.2%95.2%44.4%
Term Structure3.9%-2.6%8.3%-2.6%6.9%
VWIV58.1%48.8%68.8%68.8%52.3%
Skew 25d9.2%6.3%11.8%7.7%6.3%
Skew 10d19.0%12.5%31.2%18.1%14.6%
Call IV 25d54.4%45.5%68.2%68.2%51.3%
Put IV 25d63.6%54.1%75.9%75.9%57.6%
Bid-Ask Spread %28.4616.7438.2727.3720.76
Gamma HHI0.100.080.120.080.11
Net GEX768.2K235.6K1.5M316.7K876.5K
Net DEX-14.2M-57.1M19.2M14.7M-20.6M
Net VEX-643.3K-700.8K-592.1K-618.1K-643.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.212.870.210.75
Total Volume49,380.7148,415155,23565,35526,055
Total OI1,781,409.2861,498,2601,982,8801,860,0901,730,685

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2012-06-01$1.88$2.0770.4%20.2%70.2%66.3%68.8%7.7%-2.6%316.7K14.7M-618.1K0.2127.37N/AN/A54,00011,3551,064,460795,630
2012-06-04$1.86$2.0769.7%19.5%70.0%65.0%67.2%11.6%-1.4%302.8K17.5M-603.3K0.6029.17N/AN/A15,2709,1801,088,355796,500
2012-06-05$1.86$2.0768.2%18.9%69.4%61.9%65.1%11.8%-0.6%281.8K19.2M-592.1K0.7035.99N/AN/A20,65514,4451,093,245794,295
2012-06-06$1.95$2.0060.9%17.9%67.4%47.0%60.4%10.7%1.3%560.2K4.1M-629.4K0.3038.27N/AN/A21,9156,6301,100,745801,435
2012-06-07$1.93$2.0059.7%17.8%67.4%44.5%63.0%11.8%2.1%526.7K6.5M-625.6K1.1030.67N/AN/A4,0054,4101,105,680804,405
2012-06-08$2.01$2.0056.9%17.0%59.8%38.7%56.8%11.2%3.2%855.2K-5.4M-639.6K0.9828.86N/AN/A10,93510,7251,106,505804,390
2012-06-11$1.94$2.0068.0%18.0%60.3%61.4%62.4%10.0%1.4%585.8K6.2M-609.1K0.8030.28N/AN/A16,11012,9001,108,605804,150
2012-06-12$1.98$1.9359.6%17.1%55.6%44.3%63.8%10.0%2.2%742.4K2.2M-601.3K2.8723.71N/AN/A21,03060,3901,117,455805,995
2012-06-13$1.98$1.9363.6%16.6%55.1%52.5%58.4%10.3%5.7%732.5K-4.2M-637.4K1.5623.73N/AN/A17,73027,7051,128,750829,665
2012-06-14$1.96$2.0059.3%17.0%55.2%43.7%60.0%9.5%3.6%338.4K5.7M-619.5K0.4738.26N/AN/A29,58013,9201,131,180847,005
2012-06-15$1.99$2.0055.6%16.0%54.9%36.2%55.5%9.5%6.3%235.6K-652.1K-613.0K1.0126.12N/AN/A17,82017,9851,138,065844,815
2012-06-18$2.12$2.0050.2%14.4%56.9%25.0%50.3%9.7%8.3%855.1K-27.0M-656.2K0.3225.46N/AN/A38,35512,240854,565643,695
2012-06-19$2.14$2.0049.9%14.3%55.3%24.4%48.8%8.5%6.6%955.5K-29.8M-656.3K0.3836.96N/AN/A23,9409,000874,710649,665
2012-06-20$2.25$2.0053.0%15.2%53.1%30.8%53.2%7.9%5.0%1.2M-51.6M-695.9K0.4326.98N/AN/A108,75046,485885,915655,545
2012-06-21$2.15$2.0054.7%15.7%56.3%34.2%55.3%7.3%5.3%1.1M-39.1M-682.4K0.8128.50N/AN/A37,32030,330946,440679,005
2012-06-22$2.25$2.0051.2%14.7%57.8%27.2%54.7%7.1%5.9%1.5M-57.1M-691.3K0.5416.74N/AN/A59,85032,580957,240654,780
2012-06-25$2.21$2.0754.2%15.5%58.0%33.3%53.6%7.2%5.8%1.4M-51.9M-700.8K1.0226.65N/AN/A16,03516,380977,835679,800
2012-06-26$2.11$2.0755.5%15.9%56.8%35.9%57.0%7.8%6.1%1.0M-29.6M-666.8K0.7528.52N/AN/A65,49049,350982,455690,450
2012-06-27$2.13$2.0754.4%15.6%54.8%33.6%55.8%8.9%5.4%958.5K-33.4M-663.9K0.7632.13N/AN/A11,6258,820986,820725,535
2012-06-28$2.09$2.0755.0%15.8%53.9%35.0%57.8%8.8%6.5%861.1K-24.6M-663.0K0.3922.64N/AN/A18,4657,230991,530731,595
2012-06-29$2.09$2.0753.0%15.2%50.7%30.9%52.3%6.3%6.9%876.5K-20.6M-643.6K0.7520.76N/AN/A14,85011,205997,500733,185