TSLA Options History — August 2012 In August 2012, TSLA traded between $1.74 and $2.08. ATM implied volatility averaged 52.5%, placing in the 29.7% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded below realized volatility by 8.2% (HV 20d: 60.6%). Max pain ranged from $1.93 to $2.33. Net GEX was positive for 17 of 23 trading days. Term structure was in contango for 20 of 23 days. Put/call ratio averaged 1.04.
Notable Days 2012-08-23 : Highest Volume — 204,360 contracts2012-08-10 : Largest IV drop — 16.2% change2012-08-01 : Highest IV Rank — 50.3%2012-08-01 : Largest Expected Move — 17.9%Monthly Statistics Metric Avg Min Max Open Close Price $1.94 $1.74 $2.08 $1.75 $1.90 Max Pain $2.22 $1.93 $2.33 $1.93 $2.20 ATM IV 52.5% 44.1% 62.5% 62.5% 49.9% Expected Move 15.0% 13.1% 17.9% 17.9% 14.3% HV 20d 60.6% 50.5% 69.1% 59.3% 50.5% HV 60d 56.3% 53.7% 60.3% 60.3% 53.7% IV Rank 29.7% 12.6% 50.3% 50.3% 24.4% IV Percentile 39.6% 10.3% 81.3% 81.3% 26.2% Term Structure 3.5% -1.8% 9.7% -1.5% 4.3% VWIV 51.9% 43.2% 60.7% 60.7% 50.6% Skew 25d 6.3% 3.3% 11.0% 7.2% 3.3% Skew 10d 10.9% 6.5% 17.3% 16.3% 6.9% Call IV 25d 49.9% 43.5% 59.1% 59.1% 49.6% Put IV 25d 56.2% 49.4% 66.3% 66.3% 52.9% Bid-Ask Spread % 20.73 13.12 30.45 13.56 18.21 Gamma HHI 0.11 0.09 0.33 0.10 0.09 Net GEX 354.2K -806.4K 2.9M -603.2K 146.9K Net DEX 23.0M -23.3M 54.6M 49.3M 35.9M Net VEX -549.1K -606.2K -465.9K -479.9K -558.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.04 0.11 5.96 0.70 1.65 Total Volume 100,564.565 28,380 204,360 146,070 29,625 Total OI 2,315,566.957 2,006,595 2,543,025 2,050,350 2,415,720
Daily Data (23 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 2012-08-01 $1.75 $1.93 62.5% 17.9% 59.3% 50.3% 60.7% 7.2% -1.5% -603.2K 49.3M -479.9K 0.70 13.56 N/A N/A 86,160 59,910 1,136,385 913,965 2012-08-02 $1.74 $1.93 54.7% 15.7% 58.5% 34.3% 54.6% 7.8% 4.4% -806.4K 54.6M -465.9K 0.53 15.33 N/A N/A 62,835 33,150 1,164,540 943,065 2012-08-03 $1.82 $1.93 53.7% 15.4% 61.4% 32.2% 52.0% 6.1% 4.5% -376.8K 36.0M -512.1K 0.55 13.93 N/A N/A 33,135 18,240 1,192,140 939,015 2012-08-06 $1.88 $2.27 53.4% 16.0% 62.8% 31.6% 54.2% 11.0% 5.2% -137.7K 20.2M -519.2K 0.97 19.16 N/A N/A 71,595 69,600 1,213,275 948,630 2012-08-07 $2.02 $2.33 53.0% 15.2% 67.9% 30.8% 49.1% 10.3% 4.0% 801.1K -5.2M -571.7K 1.05 20.57 N/A N/A 87,840 92,670 1,257,990 999,315 2012-08-08 $1.94 $2.33 54.3% 15.5% 69.1% 33.4% 50.0% 7.8% 3.4% 190.1K 18.5M -549.9K 0.81 27.58 N/A N/A 44,970 36,375 1,292,580 1,045,380 2012-08-09 $1.96 $2.33 52.6% 15.2% 67.6% 30.1% 53.9% 8.8% 4.1% 378.6K 14.5M -567.6K 0.43 24.54 N/A N/A 19,830 8,550 1,307,460 1,064,160 2012-08-10 $2.00 $2.33 44.1% 13.4% 65.5% 12.6% 48.9% 5.7% 7.1% 786.8K 5.3M -552.0K 5.96 20.79 N/A N/A 20,010 119,325 1,321,980 1,065,840 2012-08-13 $2.08 $2.33 50.4% 13.8% 64.6% 25.5% 47.4% 4.9% 5.6% 1.4M -23.3M -573.8K 0.26 23.39 N/A N/A 81,975 21,315 1,323,480 1,105,290 2012-08-14 $1.96 $2.33 54.9% 14.6% 62.4% 34.7% 52.2% 4.2% 5.1% 422.9K 21.1M -556.5K 1.53 17.59 N/A N/A 76,245 116,445 1,311,810 1,117,590 2012-08-15 $1.96 $2.33 50.2% 14.2% 61.3% 25.2% 50.6% 7.3% 8.0% 182.6K 27.6M -544.5K 1.05 24.60 N/A N/A 21,285 22,335 1,324,650 1,192,935 2012-08-16 $2.02 $2.33 45.7% 13.1% 62.5% 16.0% 43.2% 4.7% 6.7% 1.4M 10.0M -531.6K 0.77 25.37 N/A N/A 58,335 44,730 1,314,210 1,199,550 2012-08-17 $2.00 $2.33 45.9% 13.2% 62.4% 16.3% 47.4% 6.5% 9.7% 2.9M 22.9M -540.8K 1.01 23.91 N/A N/A 35,850 36,165 1,314,735 1,228,290 2012-08-20 $1.97 $2.33 51.6% 14.8% 61.4% 28.0% 51.4% 5.7% 1.7% -377.1K 30.3M -526.3K 0.65 19.68 N/A N/A 85,155 55,380 1,047,645 958,950 2012-08-21 $1.94 $2.27 57.2% 16.4% 60.9% 39.5% 55.9% 6.8% -1.8% -265.2K 32.5M -545.3K 0.66 20.13 N/A N/A 59,310 39,015 1,125,705 1,002,555 2012-08-22 $2.00 $2.20 50.6% 14.5% 60.7% 25.9% 50.0% 6.3% -0.1% 107.9K 23.4M -552.7K 1.43 30.45 N/A N/A 22,845 32,715 1,157,205 1,027,125 2012-08-23 $2.05 $2.20 51.8% 14.8% 60.2% 28.4% 52.2% 5.8% 1.1% 257.2K 6.9M -562.8K 0.11 20.69 N/A N/A 183,690 20,670 1,168,320 1,028,610 2012-08-24 $1.97 $2.20 54.7% 15.7% 59.9% 34.3% 54.1% 3.3% 0.5% 496.8K 17.9M -606.2K 0.26 23.42 N/A N/A 61,395 16,080 1,333,755 1,041,930 2012-08-27 $1.89 $2.20 54.8% 15.7% 55.1% 34.4% 54.2% 5.9% 1.6% 306.2K 32.8M -580.9K 0.24 25.06 N/A N/A 49,875 11,970 1,359,060 1,032,000 2012-08-28 $1.91 $2.07 53.8% 15.4% 55.2% 32.4% 54.8% 5.1% 3.8% 550.2K 25.2M -599.8K 2.66 13.12 N/A N/A 15,720 41,880 1,393,500 1,042,140 2012-08-29 $1.89 $2.07 53.2% 15.3% 52.8% 31.2% 52.7% 6.3% 1.2% 296.6K 34.2M -572.1K 0.30 18.81 N/A N/A 125,535 38,145 1,401,600 1,078,125 2012-08-30 $1.89 $2.20 53.6% 15.4% 52.7% 32.0% 54.5% 3.9% 2.5% 121.9K 38.9M -559.0K 0.37 16.95 N/A N/A 32,925 12,180 1,317,285 1,088,550 2012-08-31 $1.90 $2.20 49.9% 14.3% 50.5% 24.4% 50.6% 3.3% 4.3% 146.9K 35.9M -558.8K 1.65 18.21 N/A N/A 11,190 18,435 1,320,030 1,095,690
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