TSLA Options History — January 2013

In January 2013, TSLA traded between $2.19 and $2.54. ATM implied volatility averaged 43.8%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 16.2% (HV 20d: 27.6%). Max pain ranged from $2.07 to $2.40. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 1.08.

Notable Days

2013-01-28: Highest Volume — 225,015 contracts
2013-01-10: Largest IV spike — 20.3% change
2013-01-29: Highest IV Rank — 46.5%
2013-01-29: Largest Expected Move — 15.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.35	$2.19	$2.54	$2.36	$2.50
Max Pain	$2.26	$2.07	$2.40	$2.07	$2.40
ATM IV	43.8%	35.8%	54.9%	35.8%	40.6%
Expected Move	13.0%	10.3%	15.7%	10.3%	11.6%
HV 20d	27.6%	23.3%	30.6%	30.2%	23.3%
HV 60d	34.1%	32.3%	35.5%	35.2%	32.3%
IV Rank	21.1%	4.1%	46.5%	4.1%	15.1%
IV Percentile	24.7%	2.4%	69.4%	2.4%	13.1%
Term Structure	0.7%	-8.3%	12.9%	11.0%	12.9%
VWIV	45.9%	35.9%	54.9%	35.9%	41.3%
Skew 25d	4.2%	0.3%	7.5%	4.0%	1.1%
Skew 10d	8.2%	-0.6%	14.2%	5.5%	3.5%
Call IV 25d	44.1%	35.0%	55.9%	35.0%	41.0%
Put IV 25d	48.3%	38.9%	56.1%	38.9%	42.2%
Bid-Ask Spread %	32.20	13.05	47.45	28.25	19.24
Gamma HHI	0.21	0.11	0.40	0.23	0.16
Net GEX	3.2M	1.5M	6.9M	3.9M	3.1M
Net DEX	-73.8M	-115.1M	-33.2M	-98.3M	-109.9M
Net VEX	-598.2K	-727.1K	-546.1K	-588.7K	-727.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.08	0.26	3.31	0.47	0.46
Total Volume	99,764.286	36,810	225,015	103,230	124,110
Total OI	2,393,823.571	1,679,235	2,848,935	2,564,715	2,187,990

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
2013-01-02	$2.36	$2.07	35.8%	10.3%	30.2%	4.1%	35.9%	4.0%	11.0%	3.9M	-98.3M	-588.7K	0.47	28.25	N/A	N/A	70,050	33,180	1,311,450	1,253,265
2013-01-03	$2.32	$2.13	36.1%	10.3%	29.8%	4.6%	37.2%	4.0%	9.1%	3.7M	-84.0M	-599.9K	3.31	32.60	N/A	N/A	10,590	35,040	1,334,160	1,271,010
2013-01-04	$2.29	$2.27	37.0%	13.4%	30.0%	6.4%	48.9%	7.5%	1.3%	3.4M	-69.8M	-593.3K	1.19	43.33	N/A	N/A	37,410	44,535	1,326,570	1,272,630
2013-01-07	$2.29	$2.27	37.0%	13.0%	30.0%	6.3%	45.9%	5.9%	1.2%	3.8M	-72.0M	-566.7K	1.46	32.08	N/A	N/A	22,215	32,355	1,354,260	1,291,650
2013-01-08	$2.25	$2.27	39.4%	12.9%	30.6%	10.8%	47.6%	6.2%	1.8%	2.9M	-53.2M	-580.1K	1.04	44.37	N/A	N/A	35,265	36,510	1,359,495	1,302,015
2013-01-09	$2.24	$2.27	37.7%	13.0%	30.3%	7.6%	45.8%	5.5%	0.1%	2.9M	-52.3M	-571.7K	0.81	32.18	N/A	N/A	23,055	18,675	1,363,170	1,315,110
2013-01-10	$2.24	$2.27	45.3%	13.0%	29.2%	22.0%	45.9%	6.5%	0.8%	2.8M	-48.6M	-576.0K	1.58	31.97	N/A	N/A	14,250	22,560	1,369,905	1,318,185
2013-01-11	$2.19	$2.27	45.8%	13.1%	29.7%	22.9%	47.2%	5.9%	0.4%	1.9M	-33.2M	-556.9K	0.91	45.36	N/A	N/A	53,790	48,795	1,372,005	1,320,195
2013-01-14	$2.22	$2.20	46.6%	13.3%	25.0%	24.3%	47.2%	6.2%	-0.5%	2.2M	-39.0M	-546.1K	1.22	47.45	N/A	N/A	28,650	35,010	1,380,825	1,348,185
2013-01-15	$2.26	$2.27	45.6%	13.1%	25.9%	22.4%	46.4%	4.3%	0.5%	3.8M	-52.7M	-554.1K	1.95	45.93	N/A	N/A	50,190	97,830	1,389,465	1,367,430
2013-01-16	$2.27	$2.27	47.4%	13.6%	25.2%	25.9%	45.6%	5.6%	-0.0%	4.7M	-56.3M	-579.2K	0.26	44.93	N/A	N/A	61,560	15,840	1,416,690	1,420,410
2013-01-17	$2.29	$2.27	47.8%	13.7%	25.3%	30.9%	46.9%	3.8%	-1.4%	6.9M	-67.1M	-583.8K	0.64	35.01	N/A	N/A	52,320	33,705	1,445,460	1,381,125
2013-01-18	$2.30	$2.27	44.6%	12.8%	25.3%	23.9%	46.2%	3.9%	0.1%	6.4M	-65.0M	-580.8K	2.37	40.94	N/A	N/A	26,070	61,740	1,454,175	1,394,760
2013-01-22	$2.35	$2.27	43.0%	12.3%	26.1%	20.4%	43.5%	4.3%	-0.1%	1.5M	-57.1M	-563.1K	1.06	42.12	N/A	N/A	46,185	48,750	862,680	816,555
2013-01-23	$2.40	$2.27	41.2%	11.8%	26.7%	16.6%	41.0%	4.5%	-1.1%	1.8M	-71.7M	-576.4K	0.55	19.11	N/A	N/A	48,690	26,715	890,010	844,410
2013-01-24	$2.47	$2.27	47.1%	13.5%	28.0%	29.4%	48.5%	2.3%	-3.1%	1.8M	-86.9M	-597.8K	0.43	21.69	N/A	N/A	102,030	43,560	901,395	855,330
2013-01-25	$2.47	$2.27	48.5%	13.9%	26.6%	32.6%	50.9%	2.0%	-4.6%	2.2M	-92.4M	-617.4K	0.57	27.57	N/A	N/A	66,930	37,860	956,610	865,515
2013-01-28	$2.54	$2.33	51.2%	14.7%	27.8%	38.4%	49.9%	4.3%	-5.5%	2.6M	-115.1M	-631.8K	0.62	13.05	N/A	N/A	139,155	85,860	1,011,390	882,285
2013-01-29	$2.53	$2.33	54.9%	15.7%	27.0%	46.5%	54.9%	0.3%	-8.3%	2.7M	-114.1M	-677.4K	0.59	13.38	N/A	N/A	84,930	49,875	1,072,545	914,220
2013-01-30	$2.50	$2.33	47.7%	13.7%	27.3%	30.9%	47.1%	0.6%	-0.7%	3.2M	-111.4M	-693.3K	1.14	15.66	N/A	N/A	88,305	100,905	1,138,500	937,260
2013-01-31	$2.50	$2.40	40.6%	11.6%	23.3%	15.1%	41.3%	1.1%	12.9%	3.1M	-109.9M	-727.1K	0.46	19.24	N/A	N/A	84,735	39,375	1,192,155	995,835