TSLA Options History — October 2012

In October 2012, TSLA traded between $1.82 and $1.99. ATM implied volatility averaged 54.6%, placing in the 34.1% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 5.0% (HV 20d: 49.6%). Max pain ranged from $1.87 to $2.67. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 1.34.

Notable Days

2012-10-23: Highest Volume — 406,425 contracts
2012-10-11: Largest IV spike — 16.6% change
2012-10-31: Highest IV Rank — 52.3%
2012-10-31: Largest Expected Move — 18.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.89	$1.82	$1.99	$1.94	$1.88
Max Pain	$2.23	$1.87	$2.67	$2.13	$2.67
ATM IV	54.6%	47.7%	63.5%	54.6%	63.5%
Expected Move	16.2%	13.8%	18.2%	15.7%	18.2%
HV 20d	49.6%	29.6%	63.0%	62.6%	31.5%
HV 60d	53.8%	49.1%	57.9%	57.7%	49.1%
IV Rank	34.1%	20.1%	52.3%	34.2%	52.3%
IV Percentile	56.2%	19.0%	93.7%	59.1%	93.7%
Term Structure	-0.2%	-8.4%	11.4%	5.8%	-8.4%
VWIV	55.0%	38.2%	64.9%	54.9%	64.6%
Skew 25d	8.9%	4.4%	11.2%	8.3%	11.0%
Skew 10d	15.4%	7.1%	22.3%	15.4%	22.3%
Call IV 25d	53.3%	47.0%	61.7%	51.7%	61.7%
Put IV 25d	62.2%	51.4%	72.7%	59.9%	72.7%
Bid-Ask Spread %	30.00	16.38	42.61	26.40	42.61
Gamma HHI	0.11	0.10	0.13	0.10	0.12
Net GEX	-480.1K	-1.1M	141.3K	113.8K	-870.0K
Net DEX	46.6M	19.3M	65.2M	30.2M	55.0M
Net VEX	-499.0K	-552.9K	-416.6K	-539.1K	-552.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.34	0.09	2.87	0.74	0.69
Total Volume	94,937.857	15,255	406,425	53,430	45,105
Total OI	2,525,786.429	2,201,430	2,706,315	2,412,630	2,603,655

Daily Data (21 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
2012-10-01	$1.94	$2.13	54.6%	15.7%	62.6%	34.2%	54.9%	8.3%	5.8%	113.8K	30.2M	-539.1K	0.74	26.40	N/A	N/A	30,750	22,680	1,256,445	1,156,185
2012-10-02	$1.99	$2.13	52.7%	15.1%	62.7%	30.2%	53.2%	10.0%	5.1%	123.2K	19.3M	-515.0K	0.70	30.85	N/A	N/A	18,690	13,125	1,256,235	1,167,570
2012-10-03	$1.95	$2.13	50.4%	14.4%	63.0%	25.5%	52.4%	7.8%	9.0%	81.3K	27.6M	-527.5K	2.33	16.41	N/A	N/A	37,725	88,065	1,264,875	1,176,690
2012-10-04	$1.96	$2.13	48.0%	13.8%	62.6%	20.7%	48.9%	4.4%	11.4%	75.5K	25.9M	-530.0K	0.85	29.98	N/A	N/A	59,580	50,610	1,268,625	1,227,795
2012-10-05	$1.93	$1.87	47.7%	16.6%	62.2%	20.1%	38.2%	9.8%	-0.7%	-90.6K	34.4M	-533.1K	0.73	39.51	N/A	N/A	27,990	20,565	1,286,505	1,237,275
2012-10-08	$1.95	$2.07	49.4%	16.9%	56.7%	23.4%	57.3%	9.9%	-0.9%	141.3K	33.2M	-539.1K	0.55	42.30	N/A	N/A	14,550	8,070	1,307,025	1,255,530
2012-10-09	$1.89	$2.07	52.7%	17.8%	57.7%	30.2%	55.5%	10.7%	-3.8%	-111.4K	45.4M	-537.3K	0.87	28.06	N/A	N/A	16,095	14,010	1,314,405	1,257,645
2012-10-10	$1.89	$2.07	50.4%	17.4%	57.4%	25.6%	62.3%	9.5%	-1.7%	-169.2K	48.6M	-517.3K	1.70	41.73	N/A	N/A	9,120	15,495	1,318,485	1,265,310
2012-10-11	$1.89	$2.07	58.8%	16.9%	55.3%	42.7%	57.8%	11.2%	0.2%	-316.2K	48.2M	-503.3K	1.01	29.63	N/A	N/A	7,605	7,650	1,321,365	1,271,100
2012-10-12	$1.84	$2.07	58.7%	16.8%	54.4%	42.4%	57.1%	7.4%	-1.3%	-689.2K	58.6M	-478.3K	0.71	26.78	N/A	N/A	39,075	27,585	1,323,660	1,271,355
2012-10-15	$1.82	$2.00	58.9%	16.9%	47.1%	42.9%	56.8%	7.3%	-1.0%	-924.2K	65.2M	-462.1K	2.78	26.11	N/A	N/A	22,185	61,620	1,348,035	1,277,715
2012-10-16	$1.87	$2.00	57.0%	16.3%	47.3%	39.1%	52.3%	8.8%	-1.5%	-886.7K	56.0M	-466.8K	1.75	35.55	N/A	N/A	15,120	26,505	1,352,805	1,296,630
2012-10-17	$1.92	$2.00	53.5%	15.3%	48.7%	31.9%	52.6%	8.1%	-0.1%	-177.5K	39.2M	-471.6K	1.71	39.29	N/A	N/A	30,615	52,230	1,358,775	1,301,070
2012-10-18	$1.87	$2.00	55.3%	15.9%	49.4%	35.6%	54.5%	8.8%	-1.5%	-652.0K	57.0M	-472.5K	1.21	27.45	N/A	N/A	26,115	31,710	1,358,985	1,316,730
2012-10-19	$1.85	$2.00	53.5%	15.4%	48.6%	31.9%	52.4%	9.6%	-0.7%	-1.1M	62.9M	-451.3K	1.10	26.43	N/A	N/A	155,790	171,570	1,376,475	1,329,840
2012-10-22	$1.86	$2.67	53.4%	15.3%	47.8%	31.7%	52.8%	6.6%	-1.3%	-933.1K	46.6M	-416.6K	2.53	26.07	N/A	N/A	23,745	60,135	1,075,335	1,126,095
2012-10-23	$1.89	$2.67	52.8%	15.1%	31.4%	30.4%	52.2%	7.8%	-1.3%	-872.4K	43.0M	-450.1K	0.09	25.19	N/A	N/A	372,645	33,780	1,090,410	1,178,985
2012-10-24	$1.83	$2.67	57.8%	16.6%	33.9%	40.7%	56.8%	9.6%	-3.2%	-914.3K	54.7M	-479.3K	2.87	16.38	N/A	N/A	37,935	108,990	1,218,795	1,205,745
2012-10-25	$1.83	$2.67	55.0%	15.8%	31.5%	34.9%	58.1%	9.2%	-3.5%	-893.5K	64.2M	-533.2K	0.91	27.41	N/A	N/A	24,150	22,005	1,222,905	1,294,080
2012-10-26	$1.83	$2.67	62.0%	17.8%	29.6%	49.2%	64.9%	10.3%	-5.6%	-1.1M	64.2M	-502.4K	2.27	25.79	N/A	N/A	43,650	99,060	1,195,215	1,309,155
2012-10-31	$1.88	$2.67	63.5%	18.2%	31.5%	52.3%	64.6%	11.0%	-8.4%	-870.0K	55.0M	-552.9K	0.69	42.61	N/A	N/A	26,700	18,405	1,223,550	1,380,105