TSLA Options History — October 2013 In October 2013, TSLA traded between $10.61 and $12.87. ATM implied volatility averaged 71.3%, placing in the 27.5% IV rank vs the trailing year. The 30-day expected move averaged 20.4%. IV traded above realized volatility by 22.4% (HV 20d: 48.9%). Max pain ranged from $11.00 to $12.67. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.99.
Notable Days 2013-10-03 : Highest Volume — 5,128,275 contracts2013-10-10 : Largest IV spike — 23.7% change2013-10-23 : Highest IV Rank — 34.5%2013-10-23 : Largest Expected Move — 23.3%Monthly Statistics Metric Avg Min Max Open Close Price $11.65 $10.61 $12.87 $12.87 $10.66 Max Pain $11.89 $11.00 $12.67 $12.67 $11.00 ATM IV 71.3% 52.9% 81.2% 52.9% 69.8% Expected Move 20.4% 15.3% 23.3% 15.3% 20.2% HV 20d 48.9% 35.1% 54.8% 35.1% 49.8% HV 60d 54.5% 50.6% 62.7% 59.4% 52.0% IV Rank 27.5% 14.5% 34.5% 14.5% 26.4% IV Percentile 80.0% 47.6% 90.5% 47.6% 77.0% Term Structure -1.4% -12.4% 14.5% 12.7% -2.3% VWIV 72.4% 54.0% 81.5% 54.0% 71.7% Skew 25d 5.9% 3.9% 9.2% 5.5% 3.9% Skew 10d 13.0% 6.8% 19.1% 13.5% 9.2% Call IV 25d 69.6% 52.3% 80.0% 52.3% 69.1% Put IV 25d 75.4% 57.8% 84.6% 57.8% 73.0% Bid-Ask Spread % 10.53 3.44 30.33 16.15 6.91 Gamma HHI 0.08 0.05 0.19 0.13 0.07 Net GEX 6.5M -22.2M 38.8M 27.3M -452.6K Net DEX -1.74B -2.78B -1.02B -2.78B -1.07B Net VEX -10.7M -11.3M -9.7M -9.7M -10.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.99 0.78 1.20 0.91 1.20 Total Volume 2,404,190.217 1,333,410 5,128,275 1,333,410 1,880,655 Total OI 10,573,990.435 9,292,500 11,609,055 9,430,215 10,890,345
Daily Data (23 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 2013-10-01 $12.87 $12.67 52.9% 15.3% 35.1% 14.5% 54.0% 5.5% 12.7% 27.3M -2.78B -9.7M 0.91 16.15 N/A N/A 697,905 635,505 4,141,380 5,288,835 2013-10-02 $12.06 $12.67 61.1% 17.5% 43.2% 20.3% 61.1% 7.0% 11.1% -3.2M -1.88B -10.3M 1.17 6.71 N/A N/A 2,037,405 2,378,370 4,279,785 5,466,240 2013-10-03 $11.55 $12.67 62.8% 18.0% 46.1% 21.5% 65.6% 5.0% 10.4% -22.2M -1.27B -10.8M 1.05 11.13 N/A N/A 2,501,220 2,627,055 4,635,030 5,904,015 2013-10-04 $12.07 $12.33 58.7% 16.8% 47.9% 18.6% 60.5% 5.4% 12.2% 38.8M -2.26B -11.3M 0.91 10.11 N/A N/A 1,851,930 1,685,235 5,127,465 6,315,450 2013-10-07 $12.20 $12.33 60.5% 17.3% 45.3% 19.8% 61.3% 4.3% 11.8% 21.3M -2.32B -11.1M 0.78 8.20 N/A N/A 1,087,485 843,645 4,466,700 5,768,835 2013-10-08 $11.65 $12.00 64.4% 18.5% 47.7% 22.6% 66.4% 4.7% 12.4% 659.3K -1.65B -11.1M 1.13 10.73 N/A N/A 1,205,175 1,359,600 4,652,835 5,936,130 2013-10-09 $11.25 $12.00 63.1% 18.1% 49.0% 21.7% 64.9% 8.0% 14.5% -19.4M -1.07B -11.2M 0.94 13.64 N/A N/A 1,888,740 1,777,620 4,806,615 6,176,535 2013-10-10 $11.53 $0.00 78.1% 22.6% 49.6% 32.3% 80.4% 8.3% -3.7% 734.3K -1.62B -11.2M 0.92 3.85 N/A N/A 964,155 882,345 5,065,305 6,314,220 2013-10-11 $11.91 $11.67 76.1% 22.2% 50.8% 30.9% 77.8% 9.2% -4.4% 14.0M -2.18B -11.0M 1.03 5.72 N/A N/A 1,169,895 1,202,460 5,170,800 6,438,255 2013-10-14 $11.98 $12.00 77.8% 21.9% 50.8% 32.1% 76.9% 7.0% -9.7% 15.3M -2.11B -10.9M 0.87 26.55 N/A N/A 722,175 629,595 4,543,230 5,934,345 2013-10-15 $12.26 $12.00 74.9% 21.2% 51.2% 30.0% 74.9% 6.4% -9.2% 28.8M -2.46B -10.9M 1.06 24.48 N/A N/A 1,136,865 1,204,185 4,649,835 6,008,850 2013-10-16 $12.24 $12.00 73.8% 21.0% 51.2% 29.2% 74.8% 6.9% -9.6% 12.9M -2.30B -10.9M 0.86 23.80 N/A N/A 733,800 627,570 4,777,245 6,283,455 2013-10-17 $12.19 $12.00 70.9% 20.3% 45.5% 27.2% 72.7% 5.5% -0.8% 982.2K -2.17B -10.3M 1.06 30.33 N/A N/A 657,435 695,730 4,711,560 6,232,425 2013-10-18 $12.23 $12.00 71.9% 20.8% 44.3% 27.9% 73.9% 6.7% -3.2% 15.8M -2.23B -10.3M 0.80 5.35 N/A N/A 1,030,380 828,120 4,791,240 6,339,705 2013-10-21 $11.51 $12.33 78.3% 22.1% 49.1% 32.4% 77.6% 4.5% -11.7% 4.5M -1.52B -10.2M 1.02 4.12 N/A N/A 1,113,750 1,137,240 4,121,535 5,170,965 2013-10-22 $11.44 $12.00 79.2% 22.5% 49.0% 33.1% 79.6% 4.8% -11.7% 1.4M -1.46B -10.5M 1.05 3.44 N/A N/A 1,057,095 1,113,510 4,388,220 5,420,820 2013-10-23 $10.97 $11.67 81.2% 23.3% 50.3% 34.5% 81.5% 4.7% -12.4% -7.6M -1.02B -10.5M 1.18 4.18 N/A N/A 1,484,040 1,750,455 4,596,420 5,568,120 2013-10-24 $11.54 $11.33 79.1% 22.9% 53.7% 33.0% 80.7% 5.4% -5.2% 17.8M -1.77B -11.1M 0.99 5.45 N/A N/A 1,315,875 1,305,945 4,920,675 5,837,220 2013-10-25 $11.31 $11.33 78.3% 23.0% 53.6% 32.4% 80.7% 5.3% -5.9% -536.5K -1.43B -11.1M 1.00 4.37 N/A N/A 1,019,280 1,022,475 5,025,030 5,981,310 2013-10-28 $10.86 $11.33 76.2% 21.4% 54.5% 30.9% 75.1% 5.7% -8.7% 1.4M -1.20B -10.6M 0.87 5.06 N/A N/A 778,230 674,985 4,526,790 5,494,170 2013-10-29 $10.96 $11.33 75.2% 21.3% 54.8% 30.2% 76.6% 6.2% -8.2% 4.6M -1.32B -10.8M 1.05 5.42 N/A N/A 1,404,945 1,471,560 4,692,420 5,634,375 2013-10-30 $10.61 $11.00 75.9% 21.7% 51.5% 30.7% 76.3% 5.0% -10.4% -2.9M -1.03B -10.6M 1.01 6.43 N/A N/A 847,290 857,445 4,912,140 5,794,905 2013-10-31 $10.66 $11.00 69.8% 20.2% 49.8% 26.4% 71.7% 3.9% -2.3% -452.6K -1.07B -10.4M 1.20 6.91 N/A N/A 855,630 1,025,025 5,005,110 5,885,235
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