TSLA Options History — May 2013 In May 2013, TSLA traded between $3.55 and $7.36. ATM implied volatility averaged 92.2%, placing in the 54.7% IV rank vs the trailing year. The 30-day expected move averaged 22.0%. IV traded above realized volatility by 0.2% (HV 20d: 92.1%). Max pain ranged from $3.00 to $6.17. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.69.
Notable Days 2013-05-14 : Highest Volume — 5,657,415 contracts2013-05-08 : Largest IV drop — 35.3% change2013-05-01 : Highest IV Rank — 100.0%2013-05-13 : Largest Expected Move — 26.2%Monthly Statistics Metric Avg Min Max Open Close Price $5.43 $3.55 $7.36 $3.55 $6.52 Max Pain $4.52 $3.00 $6.17 $3.33 $6.17 ATM IV 92.2% 61.7% 159.2% 80.0% 75.3% Expected Move 22.0% 17.7% 26.2% 22.9% 20.5% HV 20d 92.1% 43.0% 122.0% 44.3% 122.0% HV 60d 73.4% 55.4% 84.7% 55.5% 84.7% IV Rank 54.7% 23.1% 100.0% 100.0% 33.8% IV Percentile 95.8% 82.9% 100.0% 100.0% 92.9% Term Structure -6.6% -17.1% -0.5% -15.4% -2.2% VWIV 77.7% 62.7% 90.9% 82.2% 73.7% Skew 25d -4.0% -6.6% -1.0% -2.2% -4.0% Skew 10d -5.8% -13.9% 8.2% -7.4% -5.8% Call IV 25d 80.5% 64.7% 95.2% 83.6% 75.7% Put IV 25d 76.5% 61.1% 90.4% 81.4% 71.7% Bid-Ask Spread % 12.46 6.30 22.78 22.78 13.98 Gamma HHI 0.11 0.06 0.43 0.08 0.43 Net GEX 4.4M -16.4M 12.1M 2.5M -16.4M Net DEX -754.1M -1.39B -254.9M -254.9M -652.7M Net VEX -3.2M -4.6M -1.9M -1.9M -4.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.31 1.19 0.94 1.18 Total Volume 2,279,483.182 282,615 5,657,415 356,970 2,671,635 Total OI 7,134,120.682 4,856,175 9,293,940 4,856,175 9,202,470
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 2013-05-01 $3.55 $3.33 80.0% 22.9% 44.3% 100.0% 82.2% -2.2% -15.4% 2.5M -254.9M -1.9M 0.94 22.78 N/A N/A 183,630 173,340 1,965,615 2,890,560 2013-05-02 $3.61 $3.33 102.4% 23.9% 44.2% 100.0% 82.2% -4.2% -17.1% 2.8M -286.6M -2.0M 0.41 11.52 N/A N/A 354,735 144,540 2,030,100 2,987,340 2013-05-03 $3.64 $3.33 104.4% 23.6% 43.0% 100.0% 84.9% -4.8% -16.1% 2.9M -296.1M -2.2M 0.68 18.80 N/A N/A 168,165 114,450 2,116,140 3,051,210 2013-05-06 $3.97 $3.00 140.8% 19.5% 50.1% 100.0% 68.6% -1.0% -8.4% 4.0M -479.4M -2.0M 0.58 22.37 N/A N/A 399,495 229,770 2,175,330 3,114,780 2013-05-07 $3.70 $3.00 159.2% 19.7% 56.4% 100.0% 68.2% -3.2% -7.8% 3.1M -327.8M -2.1M 0.31 12.94 N/A N/A 1,130,100 353,220 2,245,695 3,201,285 2013-05-08 $3.72 $3.00 103.0% 20.5% 56.1% 55.7% 71.8% -5.0% -11.6% 3.0M -330.7M -2.2M 0.61 20.60 N/A N/A 640,710 393,855 2,383,320 3,345,195 2013-05-09 $4.63 $3.00 88.2% 20.6% 91.5% 44.0% 72.8% -2.9% -5.2% 7.7M -926.0M -2.0M 0.53 11.21 N/A N/A 3,142,305 1,678,050 2,615,295 3,541,140 2013-05-10 $5.12 $3.50 97.6% 23.3% 95.1% 51.5% 82.3% -4.1% -4.4% 5.0M -1.05B -2.3M 0.84 6.30 N/A N/A 2,305,695 1,944,630 2,786,610 4,311,540 2013-05-13 $5.85 $4.00 115.4% 26.2% 101.1% 65.5% 90.9% -4.8% -7.8% 6.1M -1.17B -2.4M 0.71 9.77 N/A N/A 1,537,035 1,089,375 2,656,515 4,404,600 2013-05-14 $5.55 $4.17 113.0% 25.2% 105.6% 63.6% 90.3% -6.3% -6.1% 4.9M -885.6M -2.8M 0.64 14.19 N/A N/A 3,447,720 2,209,695 2,760,285 4,882,125 2013-05-15 $5.66 $4.67 99.9% 23.1% 104.9% 53.3% 80.9% -5.2% -3.9% 4.3M -760.8M -3.2M 0.79 15.68 N/A N/A 1,116,240 879,375 3,137,520 5,538,300 2013-05-16 $6.15 $4.67 84.1% 24.1% 106.6% 40.8% 85.1% -3.7% -8.8% 12.1M -1.07B -3.2M 0.73 8.24 N/A N/A 1,618,515 1,182,060 3,203,385 5,674,065 2013-05-17 $6.10 $5.00 76.5% 21.9% 107.5% 34.8% 77.3% -3.1% -8.2% 5.7M -938.4M -3.5M 0.86 7.19 N/A N/A 1,375,395 1,187,655 3,314,235 5,979,705 2013-05-20 $6.00 $5.33 67.6% 19.4% 108.7% 27.8% 68.3% -3.2% -2.8% 3.5M -680.1M -3.7M 1.19 8.19 N/A N/A 502,680 599,100 2,479,455 4,303,155 2013-05-21 $5.84 $5.33 64.8% 18.6% 110.5% 25.6% 66.0% -3.1% -1.8% -308.1K -546.2M -3.9M 0.44 9.18 N/A N/A 1,393,965 617,070 2,650,230 4,559,460 2013-05-22 $5.82 $5.50 61.7% 17.7% 110.1% 23.1% 62.7% -3.6% -1.0% 789.2K -530.2M -3.9M 0.64 10.94 N/A N/A 747,870 477,930 2,765,565 4,682,970 2013-05-23 $6.18 $5.67 69.2% 19.8% 110.8% 29.1% 70.8% -4.5% -0.9% 10.0M -769.0M -4.1M 0.69 11.23 N/A N/A 959,760 662,985 2,820,765 4,744,800 2013-05-24 $6.47 $5.67 72.2% 20.7% 109.7% 31.4% 73.2% -3.0% -0.5% 6.3M -1.02B -4.1M 0.46 10.33 N/A N/A 1,937,745 885,225 3,044,415 4,926,015 2013-05-28 $7.36 $5.67 88.4% 25.3% 114.1% 44.2% 88.2% -3.9% -7.4% 10.6M -1.39B -4.4M 0.57 9.59 N/A N/A 2,219,895 1,260,825 2,943,525 4,708,350 2013-05-29 $6.98 $6.00 86.9% 24.9% 117.0% 43.0% 88.0% -6.6% -5.6% 7.9M -1.11B -4.5M 0.68 9.24 N/A N/A 1,884,090 1,285,560 3,035,670 5,148,705 2013-05-30 $7.00 $6.17 78.3% 22.5% 116.3% 36.3% 80.1% -5.0% -2.4% 10.4M -1.10B -4.6M 0.77 9.87 N/A N/A 1,718,220 1,324,320 3,266,445 5,356,770 2013-05-31 $6.52 $6.17 75.3% 20.5% 122.0% 33.8% 73.7% -4.0% -2.2% -16.4M -652.7M -4.6M 1.18 13.98 N/A N/A 1,227,075 1,444,560 3,509,895 5,692,575
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