TSLA Options History — July 2013 In July 2013, TSLA traded between $7.27 and $8.97. ATM implied volatility averaged 67.8%, placing in the 27.9% IV rank vs the trailing year. The 30-day expected move averaged 21.5%. IV traded above realized volatility by 3.4% (HV 20d: 64.4%). Max pain ranged from $6.67 to $8.33. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.91.
Notable Days 2013-07-16 : Highest Volume — 4,690,200 contracts2013-07-11 : Largest IV spike — 36.4% change2013-07-17 : Highest IV Rank — 39.5%2013-07-30 : Largest Expected Move — 24.4%Monthly Statistics Metric Avg Min Max Open Close Price $8.21 $7.27 $8.97 $7.81 $8.95 Max Pain $7.82 $6.67 $8.33 $6.67 $8.33 ATM IV 67.8% 49.6% 82.4% 62.8% 56.7% Expected Move 21.5% 15.6% 24.4% 17.4% 23.5% HV 20d 64.4% 42.4% 81.3% 49.7% 75.3% HV 60d 85.1% 80.4% 89.5% 81.0% 87.4% IV Rank 27.9% 13.6% 39.5% 24.0% 19.2% IV Percentile 79.0% 39.3% 94.0% 82.1% 65.5% Term Structure -8.4% -18.7% 18.2% 15.7% -17.3% VWIV 75.7% 55.6% 85.0% 61.9% 82.9% Skew 25d 1.4% -2.0% 4.5% -1.2% 3.5% Skew 10d 4.0% -2.8% 10.8% -1.7% 9.0% Call IV 25d 74.8% 56.3% 82.9% 62.8% 80.1% Put IV 25d 76.2% 55.0% 85.7% 61.6% 83.7% Bid-Ask Spread % 6.87 4.20 9.77 9.77 8.56 Gamma HHI 0.15 0.04 0.80 0.09 0.07 Net GEX 17.1M -4.7M 107.8M 10.9M 9.1M Net DEX -1.32B -1.82B -539.3M -1.26B -1.58B Net VEX -5.9M -6.5M -5.1M -5.1M -6.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.91 0.64 1.41 0.68 1.41 Total Volume 1,461,075 626,475 4,690,200 1,773,525 1,015,515 Total OI 8,248,997.045 7,158,690 10,025,175 7,158,690 8,430,525
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 2013-07-01 $7.81 $6.67 62.8% 17.4% 49.7% 24.0% 61.9% -1.2% 15.7% 10.9M -1.26B -5.1M 0.68 9.77 N/A N/A 1,054,905 718,620 2,722,245 4,436,445 2013-07-02 $7.85 $6.67 55.7% 16.3% 49.5% 18.4% 57.2% -1.5% 16.5% 13.3M -1.30B -5.4M 0.95 8.75 N/A N/A 819,825 779,145 2,972,910 4,739,430 2013-07-03 $7.68 $7.00 54.9% 15.6% 50.8% 17.8% 55.6% -1.3% 18.2% 5.0M -1.13B -5.4M 0.89 6.89 N/A N/A 330,690 295,785 3,024,555 4,989,990 2013-07-05 $8.01 $7.67 58.6% 21.3% 52.0% 20.7% 74.9% -2.0% -7.6% 107.8M -1.38B -5.3M 0.64 7.10 N/A N/A 627,525 400,080 3,049,875 5,037,570 2013-07-08 $8.11 $7.67 64.3% 21.6% 50.2% 25.2% 76.1% -1.0% -8.2% 11.3M -1.37B -5.2M 0.81 7.12 N/A N/A 416,820 337,845 2,928,405 4,830,225 2013-07-09 $8.23 $7.67 59.3% 21.5% 49.0% 21.2% 75.3% 0.7% -8.0% 13.8M -1.45B -5.3M 0.75 5.92 N/A N/A 676,995 508,215 3,023,100 4,951,245 2013-07-10 $8.15 $8.00 53.0% 21.0% 42.8% 16.3% 74.0% -0.0% -8.9% 10.3M -1.38B -5.4M 0.82 6.04 N/A N/A 355,260 291,540 3,113,430 5,125,575 2013-07-11 $8.37 $8.00 72.3% 20.7% 42.4% 31.5% 72.6% 0.6% -8.4% 19.5M -1.57B -5.4M 0.88 6.23 N/A N/A 696,375 614,760 3,167,340 5,208,945 2013-07-12 $8.66 $8.00 72.0% 20.6% 42.9% 31.3% 72.8% 1.9% -8.8% 69.8M -1.82B -5.5M 0.72 6.28 N/A N/A 1,056,315 764,760 3,307,995 5,411,250 2013-07-15 $8.48 $8.00 76.2% 21.8% 44.5% 34.5% 76.5% 0.1% -11.0% 10.7M -1.54B -5.7M 0.85 7.43 N/A N/A 690,090 586,875 3,145,335 5,251,650 2013-07-16 $7.27 $8.33 81.6% 23.4% 73.8% 38.8% 82.0% 3.3% -13.7% -4.7M -539.3M -5.9M 1.19 7.33 N/A N/A 2,138,280 2,551,920 3,261,375 5,428,725 2013-07-17 $8.02 $8.00 82.4% 23.6% 81.1% 39.5% 83.3% 4.5% -13.3% 10.5M -1.28B -6.5M 0.95 6.94 N/A N/A 1,854,840 1,760,100 3,781,575 5,695,170 2013-07-18 $7.94 $8.00 81.8% 23.5% 81.3% 39.0% 82.4% 4.4% -13.4% 10.3M -1.21B -6.4M 1.05 4.20 N/A N/A 913,110 956,670 3,912,975 5,917,050 2013-07-19 $7.98 $8.00 78.2% 22.4% 79.5% 36.2% 78.9% 3.4% -12.0% 22.1M -1.21B -6.4M 1.00 5.48 N/A N/A 682,290 680,100 3,979,305 6,045,870 2013-07-22 $8.16 $8.00 80.7% 23.1% 79.3% 38.1% 81.4% 1.7% -14.6% 6.3M -1.11B -6.2M 0.80 6.84 N/A N/A 654,075 521,970 2,859,915 4,477,665 2013-07-23 $8.18 $8.00 78.0% 22.4% 79.3% 36.0% 78.3% 2.6% -14.6% 5.2M -1.10B -6.2M 0.84 6.49 N/A N/A 414,510 347,865 3,005,280 4,639,560 2013-07-24 $8.11 $8.00 76.4% 21.9% 79.5% 34.7% 76.5% 2.1% -12.9% 2.8M -1.07B -6.2M 1.17 7.48 N/A N/A 299,715 350,400 3,089,415 4,720,935 2013-07-25 $8.27 $8.00 76.8% 22.0% 79.2% 35.1% 77.5% 2.8% -13.5% 8.2M -1.19B -6.3M 0.97 7.14 N/A N/A 324,270 313,500 3,120,615 4,800,000 2013-07-26 $8.63 $8.00 49.6% 22.0% 79.6% 13.6% 76.6% 1.8% -13.2% 9.8M -1.49B -6.3M 0.70 6.33 N/A N/A 771,285 539,130 3,208,605 4,860,210 2013-07-29 $8.97 $8.00 59.7% 23.8% 79.7% 21.6% 83.2% 1.9% -17.7% 13.5M -1.62B -6.2M 0.74 4.61 N/A N/A 758,775 558,525 3,070,305 4,643,760 2013-07-30 $8.78 $8.00 60.0% 24.4% 75.2% 21.8% 85.0% 2.8% -18.7% 9.8M -1.47B -6.4M 1.12 8.22 N/A N/A 807,705 906,675 3,223,245 4,868,340 2013-07-31 $8.95 $8.33 56.7% 23.5% 75.3% 19.2% 82.9% 3.5% -17.3% 9.1M -1.58B -6.4M 1.41 8.56 N/A N/A 421,620 593,895 3,327,570 5,102,955
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