TSLA Options History — June 2013

In June 2013, TSLA traded between $6.17 and $7.28. ATM implied volatility averaged 67.7%, placing in the 27.9% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded below realized volatility by 14.1% (HV 20d: 81.8%). Max pain ranged from $6.17 to $6.67. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.86.

Notable Days

2013-06-03: Highest Volume — 2,252,025 contracts
2013-06-10: Largest IV spike — 16.7% change
2013-06-03: Highest IV Rank — 50.2%
2013-06-05: Largest Expected Move — 22.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.70	$6.17	$7.28	$6.17	$7.16
Max Pain	$6.38	$6.17	$6.67	$6.33	$6.67
ATM IV	67.7%	46.5%	96.0%	96.0%	46.5%
Expected Move	18.6%	14.8%	22.2%	21.8%	14.8%
HV 20d	81.8%	46.4%	125.4%	125.4%	46.4%
HV 60d	84.7%	79.6%	86.3%	85.9%	79.9%
IV Rank	27.9%	11.2%	50.2%	50.2%	11.2%
IV Percentile	80.8%	34.1%	96.4%	96.4%	34.1%
Term Structure	6.2%	-5.4%	17.7%	-4.3%	17.7%
VWIV	66.0%	53.8%	78.8%	77.8%	53.8%
Skew 25d	-0.8%	-3.7%	1.2%	-3.6%	0.4%
Skew 10d	-1.0%	-7.9%	2.2%	-6.2%	1.6%
Call IV 25d	66.5%	52.4%	81.1%	80.0%	52.4%
Put IV 25d	65.7%	52.8%	77.4%	76.4%	52.8%
Bid-Ask Spread %	11.93	7.31	16.21	7.31	11.83
Gamma HHI	0.08	0.05	0.23	0.05	0.08
Net GEX	6.8M	-1.6M	18.3M	-754.0K	8.3M
Net DEX	-810.3M	-1.08B	-509.8M	-509.8M	-930.7M
Net VEX	-5.0M	-5.2M	-4.7M	-4.7M	-5.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.86	0.61	1.04	1.04	0.91
Total Volume	1,163,764.5	553,605	2,252,025	2,252,025	1,016,025
Total OI	8,793,522	6,640,275	9,780,315	8,485,740	7,615,995

Daily Data (20 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
2013-06-03	$6.17	$6.33	96.0%	21.8%	125.4%	50.2%	77.8%	-3.6%	-4.3%	-754.0K	-509.8M	-4.7M	1.04	7.31	N/A	N/A	1,101,525	1,150,500	3,092,835	5,392,905
2013-06-04	$6.32	$6.17	81.7%	21.7%	123.4%	38.9%	77.1%	-3.1%	-5.4%	3.4M	-648.3M	-4.9M	0.81	11.04	N/A	N/A	636,240	514,980	3,317,760	5,570,265
2013-06-05	$6.36	$6.17	84.9%	22.2%	118.7%	41.5%	78.8%	-3.7%	-3.3%	3.8M	-675.7M	-5.0M	0.78	12.05	N/A	N/A	934,695	726,540	3,387,900	5,696,325
2013-06-06	$6.49	$6.17	76.8%	21.9%	118.4%	35.1%	76.5%	-3.0%	-4.3%	9.2M	-807.5M	-4.9M	0.61	10.85	N/A	N/A	681,750	415,230	3,538,440	5,791,530
2013-06-07	$6.80	$6.17	69.2%	19.8%	95.2%	29.0%	70.0%	-1.7%	4.5%	12.8M	-1.08B	-5.0M	0.72	9.48	N/A	N/A	1,107,405	799,530	3,595,395	5,876,790
2013-06-10	$6.67	$6.17	80.7%	19.8%	91.0%	38.1%	69.9%	-0.8%	1.5%	5.5M	-855.1M	-4.8M	0.84	9.20	N/A	N/A	597,135	502,335	3,313,905	5,710,170
2013-06-11	$6.30	$6.33	77.8%	19.1%	82.2%	35.8%	68.2%	-1.0%	4.1%	-1.6M	-537.1M	-5.0M	0.91	11.30	N/A	N/A	526,875	478,455	3,426,480	5,887,005
2013-06-12	$6.52	$6.33	69.4%	18.6%	80.0%	29.2%	65.7%	-0.2%	5.3%	2.3M	-711.2M	-5.0M	0.85	14.38	N/A	N/A	677,280	573,285	3,491,025	5,981,685
2013-06-13	$6.55	$6.33	65.2%	18.7%	79.9%	25.9%	66.2%	0.5%	5.1%	1.5M	-710.0M	-5.2M	0.92	13.55	N/A	N/A	410,370	375,585	3,610,680	6,094,545
2013-06-14	$6.69	$6.33	66.8%	19.2%	74.9%	27.2%	67.5%	1.2%	3.8%	16.2M	-872.8M	-5.2M	0.72	13.38	N/A	N/A	709,125	512,850	3,650,820	6,129,495
2013-06-17	$6.81	$6.33	65.1%	18.7%	74.9%	25.8%	66.1%	0.2%	5.4%	8.3M	-922.5M	-5.1M	0.73	14.25	N/A	N/A	502,575	367,185	3,451,410	5,942,820
2013-06-18	$6.89	$6.33	61.5%	17.6%	74.5%	23.0%	62.7%	-0.0%	8.4%	11.4M	-1.00B	-4.9M	0.80	13.30	N/A	N/A	491,535	390,960	3,520,965	5,984,340
2013-06-19	$6.98	$6.33	61.1%	17.5%	73.4%	22.7%	62.1%	0.0%	7.7%	13.9M	-1.04B	-5.0M	0.99	16.21	N/A	N/A	476,760	470,265	3,548,490	6,105,405
2013-06-20	$6.71	$6.50	64.5%	18.5%	75.3%	25.3%	65.6%	-0.8%	5.8%	4.0M	-757.5M	-5.0M	1.04	11.28	N/A	N/A	589,845	615,795	3,462,540	6,114,495
2013-06-21	$6.64	$6.50	60.0%	17.2%	72.7%	21.8%	61.5%	-1.6%	9.1%	1.6M	-693.9M	-5.0M	1.02	12.19	N/A	N/A	740,565	757,185	3,531,060	6,177,930
2013-06-24	$6.77	$6.67	60.4%	17.3%	71.3%	22.1%	61.4%	-1.1%	14.6%	3.6M	-703.2M	-5.0M	0.89	10.21	N/A	N/A	454,575	404,625	2,483,025	4,157,250
2013-06-25	$6.83	$6.50	57.5%	16.5%	53.8%	19.9%	58.3%	0.5%	14.9%	5.6M	-756.7M	-5.0M	0.96	12.91	N/A	N/A	283,020	270,585	2,608,770	4,260,615
2013-06-26	$7.05	$6.50	56.1%	16.1%	51.9%	18.7%	56.5%	0.5%	15.8%	9.6M	-905.5M	-5.1M	0.83	11.32	N/A	N/A	422,580	351,255	2,681,025	4,353,510
2013-06-27	$7.28	$6.67	53.6%	15.4%	53.2%	16.8%	54.8%	0.5%	16.7%	18.3M	-1.08B	-5.1M	0.80	12.51	N/A	N/A	686,955	551,310	2,819,445	4,495,395
2013-06-28	$7.16	$6.67	46.5%	14.8%	46.4%	11.2%	53.8%	0.4%	17.7%	8.3M	-930.7M	-5.2M	0.91	11.83	N/A	N/A	532,485	483,540	2,893,485	4,722,510