TSLA Options History — January 2014 In January 2014, TSLA traded between $9.29 and $12.19. ATM implied volatility averaged 55.9%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 15.2%. IV traded below realized volatility by 1.1% (HV 20d: 57.0%). Max pain ranged from $8.00 to $8.67. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.71.
Notable Days 2014-01-14 : Highest Volume — 6,359,670 contracts2014-01-16 : Largest IV spike — 12.3% change2014-01-31 : Highest IV Rank — 27.1%2014-01-02 : Largest Expected Move — 16.4%Monthly Statistics Metric Avg Min Max Open Close Price $10.94 $9.29 $12.19 $10.01 $12.09 Max Pain $8.21 $8.00 $8.67 $8.00 $8.67 ATM IV 55.9% 46.1% 70.8% 52.3% 70.8% Expected Move 15.2% 14.4% 16.4% 16.4% 15.1% HV 20d 57.0% 40.9% 67.7% 45.7% 67.2% HV 60d 73.1% 69.0% 76.1% 70.3% 74.2% IV Rank 16.6% 9.7% 27.1% 14.1% 27.1% IV Percentile 44.2% 16.7% 77.0% 35.7% 77.0% Term Structure 4.2% -6.8% 15.4% 0.2% -3.4% VWIV 53.8% 49.6% 64.8% 57.4% 52.6% Skew 25d 1.4% -0.5% 3.2% 2.9% 1.7% Skew 10d 3.6% -0.7% 7.8% 5.7% 4.2% Call IV 25d 55.2% 45.6% 70.7% 51.0% 70.7% Put IV 25d 56.6% 46.8% 72.4% 53.9% 72.4% Bid-Ask Spread % 10.43 5.71 17.20 10.32 15.24 Gamma HHI 0.11 0.05 0.85 0.06 0.08 Net GEX 47.6M -8.3M 424.6M 14.0M 45.8M Net DEX -1.61B -2.66B -81.7M -944.9M -2.31B Net VEX -11.6M -13.1M -10.1M -11.1M -13.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.52 1.07 0.65 0.63 Total Volume 2,105,315 874,650 6,359,670 1,346,415 2,051,370 Total OI 10,210,056.429 8,270,385 12,566,385 10,425,915 9,720,795
Daily Data (21 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 2014-01-02 $10.01 $8.00 52.3% 16.4% 45.7% 14.1% 57.4% 2.9% 0.2% 14.0M -944.9M -11.1M 0.65 10.32 N/A N/A 818,505 527,910 4,842,765 5,583,150 2014-01-03 $9.97 $8.00 50.4% 16.2% 42.9% 12.7% 57.4% 3.2% 0.8% 24.2M -929.5M -11.1M 0.99 9.08 N/A N/A 600,285 596,370 5,013,360 5,693,295 2014-01-06 $9.80 $8.00 50.2% 16.2% 43.4% 12.6% 56.1% 2.5% 12.0% 9.0M -711.3M -10.8M 0.74 6.91 N/A N/A 502,455 372,195 4,755,135 5,529,690 2014-01-07 $9.96 $8.00 48.4% 16.1% 42.7% 11.3% 55.2% 1.7% 13.5% 14.5M -882.2M -10.9M 0.72 5.71 N/A N/A 650,205 469,560 4,821,375 5,626,950 2014-01-08 $10.09 $8.00 48.0% 15.9% 41.7% 11.1% 64.8% 1.9% 14.3% 24.9M -1.05B -11.0M 0.70 9.17 N/A N/A 862,485 602,145 4,938,405 5,767,410 2014-01-09 $9.84 $8.00 46.6% 15.7% 42.9% 10.0% 55.3% 1.6% 14.7% 6.5M -708.5M -10.8M 0.63 7.87 N/A N/A 811,050 513,135 5,066,460 5,957,355 2014-01-10 $9.71 $8.00 46.1% 15.8% 42.6% 9.7% 53.7% 1.1% 15.4% -3.0M -491.7M -10.6M 1.07 10.06 N/A N/A 1,034,325 1,105,140 5,194,860 6,032,520 2014-01-13 $9.29 $8.00 48.6% 15.5% 40.9% 11.5% 53.2% 1.1% 13.4% -8.3M -81.7M -10.1M 0.84 10.45 N/A N/A 646,545 543,630 4,970,085 5,782,050 2014-01-14 $10.75 $8.00 51.2% 15.4% 66.9% 13.3% 56.8% 0.1% 11.8% 43.3M -1.87B -11.2M 0.64 8.72 N/A N/A 3,885,930 2,473,740 5,073,225 5,859,585 2014-01-15 $10.94 $8.00 48.9% 15.2% 67.1% 11.7% 53.5% -0.5% 11.5% 55.4M -2.19B -11.5M 0.60 9.71 N/A N/A 2,884,530 1,740,315 5,420,130 6,396,825 2014-01-16 $11.40 $8.00 54.9% 15.1% 67.7% 16.0% 54.1% 1.0% 5.1% 65.4M -2.66B -11.6M 0.63 7.99 N/A N/A 2,082,435 1,311,720 5,607,315 6,738,645 2014-01-17 $11.33 $8.33 52.8% 14.7% 66.6% 14.4% 51.7% 1.1% 6.8% 424.6M -2.39B -11.7M 0.56 9.34 N/A N/A 1,595,700 896,145 5,617,035 6,949,350 2014-01-21 $11.78 $8.33 57.8% 14.6% 63.8% 17.9% 54.1% 1.8% -4.0% 36.1M -2.16B -11.5M 0.74 6.32 N/A N/A 1,133,235 834,945 3,966,810 4,303,575 2014-01-22 $11.90 $8.33 56.7% 14.5% 63.8% 17.2% 51.2% 2.2% -3.7% 39.0M -2.25B -11.7M 0.71 9.46 N/A N/A 894,630 634,065 4,116,165 4,552,155 2014-01-23 $12.10 $8.33 61.6% 14.4% 63.7% 20.6% 49.6% 1.0% 0.5% 40.4M -2.44B -12.0M 0.68 10.01 N/A N/A 1,170,600 798,330 4,210,575 4,704,075 2014-01-24 $11.64 $8.33 62.3% 14.6% 64.1% 21.1% 50.2% 0.4% 0.3% 24.0M -1.86B -12.2M 0.80 15.14 N/A N/A 1,224,600 982,680 4,404,630 4,833,690 2014-01-27 $11.31 $8.33 64.2% 14.6% 64.9% 22.5% 51.4% 1.1% -5.6% 19.2M -1.41B -12.1M 0.69 11.43 N/A N/A 982,575 681,690 4,156,620 4,516,395 2014-01-28 $11.89 $8.33 66.3% 14.8% 65.7% 24.0% 51.0% 1.9% -6.8% 37.9M -2.08B -12.3M 0.70 15.74 N/A N/A 845,355 590,175 4,333,725 4,630,455 2014-01-29 $11.68 $8.67 67.3% 14.6% 66.3% 24.6% 50.2% 0.5% -6.2% 30.1M -1.81B -12.6M 0.66 17.20 N/A N/A 981,270 643,440 4,445,970 4,795,605 2014-01-30 $12.19 $8.67 68.2% 14.8% 67.0% 25.3% 50.8% 2.0% -3.1% 55.9M -2.49B -12.9M 0.52 13.25 N/A N/A 1,471,365 764,835 4,585,575 4,897,395 2014-01-31 $12.09 $8.67 70.8% 15.1% 67.2% 27.1% 52.6% 1.7% -3.4% 45.8M -2.31B -13.1M 0.63 15.24 N/A N/A 1,257,000 794,370 4,688,550 5,032,245
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