TSLA Options History — September 2013

In September 2013, TSLA traded between $10.71 and $12.89. ATM implied volatility averaged 53.5%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 13.4% (HV 20d: 40.1%). Max pain ranged from $11.00 to $12.33. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 1.03.

Notable Days

  • 2013-09-19: Highest Volume — 3,544,635 contracts
  • 2013-09-19: Largest IV spike — 8.9% change
  • 2013-09-03: Highest IV Rank — 20.9%
  • 2013-09-03: Largest Expected Move — 17.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.60$10.71$12.89$11.26$12.89
Max Pain$11.33$11.00$12.33$11.33$12.33
ATM IV53.5%47.6%61.9%61.9%53.7%
Expected Move15.3%13.7%17.8%17.8%15.5%
HV 20d40.1%33.5%64.1%64.1%35.0%
HV 60d61.6%59.4%62.8%62.8%59.4%
IV Rank14.9%10.7%20.9%20.9%15.1%
IV Percentile50.3%34.5%74.2%74.2%50.8%
Term Structure4.4%-0.0%12.5%0.9%12.4%
VWIV55.1%48.8%65.2%65.2%54.3%
Skew 25d3.9%1.8%5.8%4.5%5.8%
Skew 10d9.3%4.8%13.4%11.9%13.3%
Call IV 25d53.1%47.9%61.3%61.3%52.6%
Put IV 25d57.0%50.6%65.8%65.8%58.4%
Bid-Ask Spread %7.243.2416.533.249.43
Gamma HHI0.120.070.360.090.09
Net GEX20.8M1.6M59.6M14.5M26.4M
Net DEX-2.39B-3.29B-1.76B-2.39B-2.86B
Net VEX-9.0M-9.5M-8.5M-9.1M-9.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.030.721.691.690.82
Total Volume1,805,097.75748,9353,544,6352,765,5201,735,065
Total OI10,509,235.58,299,09511,732,67010,209,4208,583,135

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-09-03$11.26$11.3361.9%17.8%64.1%20.9%65.2%4.5%0.9%14.5M-2.39B-9.1M1.693.24N/AN/A1,027,6201,737,9004,059,0306,150,390
2013-09-04$11.37$11.3358.7%16.8%63.4%18.6%60.7%5.4%-0.0%11.3M-2.49B-9.2M1.084.29N/AN/A893,985967,2454,354,6356,986,655
2013-09-05$11.33$11.0057.1%16.4%58.6%17.4%58.0%4.5%0.6%6.2M-2.41B-9.2M1.485.60N/AN/A554,715820,1254,470,0006,740,805
2013-09-06$11.13$11.0055.1%15.8%37.6%16.1%56.0%5.7%1.6%11.6M-2.12B-9.2M1.168.09N/AN/A788,655911,0854,490,2206,950,100
2013-09-09$10.71$11.0058.4%16.8%40.5%18.4%59.5%3.3%-0.0%1.6M-1.76B-9.0M0.835.39N/AN/A1,340,7001,113,3154,099,3506,414,285
2013-09-10$11.09$11.0056.5%16.2%39.2%17.0%58.6%2.8%0.4%16.3M-2.18B-9.4M0.813.91N/AN/A792,825639,9454,341,0756,636,840
2013-09-11$10.90$11.0054.1%15.5%39.4%15.3%55.3%1.8%1.4%6.8M-1.95B-9.2M0.914.38N/AN/A525,450475,7104,424,1456,776,730
2013-09-12$11.00$0.0054.1%15.5%35.0%15.3%56.0%2.5%0.2%13.4M-2.08B-9.0M1.157.12N/AN/A561,390647,7454,525,7406,865,875
2013-09-13$11.04$11.6754.0%15.5%35.0%15.3%56.6%2.7%0.2%15.8M-2.12B-9.2M0.976.77N/AN/A712,935693,2854,590,2407,004,715
2013-09-16$11.11$11.0052.0%14.8%34.9%13.9%52.8%3.4%8.7%14.7M-2.13B-8.9M0.8416.53N/AN/A785,685661,1404,243,7556,618,750
2013-09-17$11.08$11.0049.2%14.1%34.7%11.9%52.2%3.0%10.2%9.8M-2.08B-8.8M1.186.83N/AN/A605,580716,2654,283,3556,783,240
2013-09-18$11.08$11.0047.6%13.7%33.5%10.7%48.8%2.7%11.0%6.4M-2.05B-8.7M0.9910.03N/AN/A376,725372,2104,417,5607,009,005
2013-09-19$11.86$11.0051.8%14.9%39.6%13.7%53.3%2.2%0.9%51.9M-2.92B-8.5M0.794.65N/AN/A1,983,4951,561,1404,315,2306,950,175
2013-09-20$12.23$11.0049.9%14.2%35.6%12.4%51.0%3.2%1.6%59.6M-3.29B-8.6M0.726.55N/AN/A1,804,9051,304,4904,493,9557,238,715
2013-09-23$12.07$11.6751.4%14.8%35.3%13.4%54.0%4.3%10.5%16.1M-2.23B-8.7M1.175.71N/AN/A797,445929,0703,553,3354,745,760
2013-09-24$12.16$11.6752.3%15.1%35.2%14.1%53.0%4.3%10.7%16.3M-2.30B-9.0M0.927.56N/AN/A782,535722,8503,717,3754,991,820
2013-09-25$12.35$11.6751.6%14.8%35.1%13.6%52.9%4.7%12.5%22.2M-2.52B-9.2M1.168.36N/AN/A758,655876,6303,919,3805,166,555
2013-09-26$12.58$11.6750.1%14.2%35.3%12.6%53.6%5.3%2.8%36.9M-2.80B-9.4M1.158.74N/AN/A958,8751,105,5304,085,2205,411,535
2013-09-27$12.73$12.0050.6%14.3%35.2%12.9%51.0%5.7%1.7%58.0M-3.02B-9.5M0.8311.70N/AN/A1,126,770932,2654,214,0405,561,985
2013-09-30$12.89$12.3353.7%15.5%35.0%15.1%54.3%5.8%12.4%26.4M-2.86B-9.2M0.829.43N/AN/A951,600783,4653,729,0754,854,060