TSLA Options History — April 2013 In April 2013, TSLA traded between $2.70 and $3.66. ATM implied volatility averaged 57.2%, placing in the 53.0% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded below realized volatility by 8.9% (HV 20d: 66.1%). Max pain ranged from $2.67 to $3.33. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.56.
Notable Days 2013-04-30 : Highest Volume — 1,874,445 contracts2013-04-11 : Largest IV spike — 39.2% change2013-04-30 : Highest IV Rank — 99.7%2013-04-30 : Largest Expected Move — 22.7%Monthly Statistics Metric Avg Min Max Open Close Price $3.08 $2.70 $3.66 $2.93 $3.60 Max Pain $3.07 $2.67 $3.33 $2.67 $3.33 ATM IV 57.2% 40.0% 79.2% 54.4% 79.2% Expected Move 16.8% 12.1% 22.7% 15.6% 22.7% HV 20d 66.1% 52.8% 71.4% 61.7% 53.8% HV 60d 52.2% 48.0% 55.6% 48.2% 55.6% IV Rank 53.0% 16.2% 99.7% 46.9% 99.7% IV Percentile 68.8% 19.8% 99.6% 65.5% 99.6% Term Structure -5.7% -14.8% 5.9% -0.9% -14.7% VWIV 58.2% 42.4% 78.3% 53.8% 78.3% Skew 25d 0.8% -5.9% 4.0% 2.7% -3.9% Skew 10d -1.3% -38.5% 5.8% -38.5% -9.0% Call IV 25d 59.2% 42.5% 82.4% 53.6% 82.4% Put IV 25d 60.0% 43.9% 78.5% 56.3% 78.5% Bid-Ask Spread % 11.53 7.75 15.80 12.86 9.85 Gamma HHI 0.11 0.08 0.19 0.19 0.09 Net GEX 3.9M 37.9K 5.8M 5.8M 3.9M Net DEX -170.2M -348.7M 33.6M -235.0M -312.9M Net VEX -1.6M -1.9M -1.3M -1.4M -1.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.56 0.17 1.65 0.61 0.21 Total Volume 609,348.409 136,260 1,874,445 1,107,555 1,874,445 Total OI 4,581,870 3,799,485 5,188,785 3,799,485 4,666,380
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 2013-04-01 $2.93 $2.67 54.4% 15.6% 61.7% 46.9% 53.8% 2.7% -0.9% 5.8M -235.0M -1.4M 0.61 12.86 N/A N/A 689,565 417,990 1,869,000 1,930,485 2013-04-02 $2.96 $2.67 56.6% 16.2% 61.4% 51.6% 54.0% 1.9% -0.2% 5.2M -237.1M -1.3M 0.28 12.15 N/A N/A 875,715 240,825 2,018,655 2,124,285 2013-04-03 $2.74 $2.87 45.6% 13.1% 68.2% 28.2% 46.0% 3.9% 5.5% 3.8M -32.3M -1.4M 0.97 10.63 N/A N/A 569,655 553,170 2,063,460 2,262,750 2013-04-04 $2.80 $2.80 42.3% 12.1% 68.0% 21.2% 42.4% 1.4% 5.9% 5.3M -101.8M -1.4M 0.68 13.29 N/A N/A 91,170 61,545 2,249,280 2,497,905 2013-04-05 $2.76 $2.87 41.1% 14.0% 68.3% 18.7% 48.6% 3.0% -4.3% 2.1M -21.9M -1.5M 0.53 12.60 N/A N/A 143,685 75,615 2,012,670 2,512,980 2013-04-08 $2.79 $2.87 42.7% 14.4% 68.3% 22.1% 48.0% 4.0% -6.0% 1.9M -53.2M -1.4M 0.80 10.12 N/A N/A 123,390 99,225 2,040,870 2,546,235 2013-04-09 $2.70 $2.93 42.7% 14.5% 69.4% 22.1% 47.5% 2.4% -5.3% 37.9K 33.6M -1.5M 0.17 10.51 N/A N/A 398,955 69,810 2,039,265 2,574,300 2013-04-10 $2.79 $2.93 40.0% 14.3% 70.2% 16.2% 49.5% 2.6% -4.6% 1.7M -36.1M -1.5M 0.31 13.56 N/A N/A 103,920 32,340 2,058,000 2,594,400 2013-04-11 $2.91 $2.93 55.6% 15.9% 71.4% 49.6% 55.3% 2.8% -6.1% 4.1M -129.3M -1.5M 0.49 10.98 N/A N/A 308,130 149,865 2,033,220 2,588,745 2013-04-12 $2.92 $2.87 55.5% 15.9% 67.6% 49.2% 54.6% 1.3% -5.7% 3.2M -109.1M -1.6M 1.65 11.54 N/A N/A 214,410 354,030 2,008,515 2,627,745 2013-04-15 $2.89 $2.93 57.9% 16.6% 65.2% 54.4% 57.0% 1.3% -7.1% 2.4M -73.4M -1.7M 0.86 11.94 N/A N/A 73,380 63,030 2,050,485 2,888,355 2013-04-16 $3.04 $3.00 55.0% 15.8% 66.6% 48.2% 50.2% 4.0% -5.4% 5.6M -210.7M -1.6M 0.20 12.53 N/A N/A 1,066,815 217,920 2,068,740 2,907,975 2013-04-17 $3.03 $3.20 56.2% 16.1% 66.6% 50.8% 56.1% 1.8% -5.1% 5.6M -155.4M -1.7M 0.47 12.44 N/A N/A 187,275 87,900 2,059,170 3,000,750 2013-04-18 $3.13 $3.27 59.2% 17.0% 66.9% 57.3% 61.3% 0.3% -5.3% 5.4M -279.6M -1.5M 0.37 8.95 N/A N/A 548,040 200,250 2,059,695 2,978,685 2013-04-19 $3.19 $3.33 60.8% 17.4% 66.7% 60.6% 58.5% 2.9% -3.8% 5.3M -256.3M -1.6M 0.34 13.08 N/A N/A 447,870 151,920 2,105,865 3,082,920 2013-04-22 $3.35 $3.33 64.5% 18.5% 67.8% 68.6% 64.6% 2.0% -5.5% 4.0M -239.1M -1.6M 0.56 9.63 N/A N/A 209,910 116,655 1,719,045 2,381,430 2013-04-23 $3.40 $3.33 68.1% 19.5% 67.7% 76.0% 65.4% -3.4% -12.0% 4.1M -236.1M -1.9M 0.21 10.83 N/A N/A 1,038,120 218,190 1,747,530 2,444,535 2013-04-24 $3.36 $3.33 66.5% 19.1% 68.4% 72.6% 68.5% -3.1% -9.0% 4.0M -209.6M -1.9M 0.99 12.33 N/A N/A 128,445 126,630 1,847,265 2,562,960 2013-04-25 $3.47 $3.33 71.3% 20.4% 68.6% 82.8% 72.2% -5.9% -11.8% 4.2M -269.9M -1.8M 0.32 7.75 N/A N/A 245,355 78,870 1,868,760 2,620,080 2013-04-26 $3.41 $3.33 68.6% 19.7% 69.0% 77.3% 70.3% -1.1% -9.3% 4.0M -231.4M -1.9M 0.68 10.18 N/A N/A 182,505 123,300 1,908,150 2,595,315 2013-04-29 $3.66 $3.33 75.7% 21.7% 52.8% 92.3% 77.3% -3.4% -14.8% 4.1M -348.7M -1.8M 0.69 15.80 N/A N/A 264,465 181,365 1,933,695 2,650,590 2013-04-30 $3.60 $3.33 79.2% 22.7% 53.8% 99.7% 78.3% -3.9% -14.7% 3.9M -312.9M -1.8M 0.21 9.85 N/A N/A 1,544,970 329,475 1,952,145 2,714,235
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