TSLA Options History — February 2014 In February 2014, TSLA traded between $11.63 and $16.87. ATM implied volatility averaged 65.1%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded above realized volatility by 5.6% (HV 20d: 59.5%). Max pain ranged from $8.67 to $10.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.79.
Notable Days 2014-02-25 : Highest Volume — 7,423,410 contracts2014-02-20 : Largest IV drop — 29.5% change2014-02-10 : Highest IV Rank — 29.7%2014-02-10 : Largest Expected Move — 15.4%Monthly Statistics Metric Avg Min Max Open Close Price $13.73 $11.63 $16.87 $11.81 $16.32 Max Pain $8.93 $8.67 $10.00 $8.67 $10.00 ATM IV 65.1% 49.9% 74.4% 71.9% 56.9% Expected Move 14.9% 14.1% 15.4% 15.2% 14.4% HV 20d 59.5% 44.5% 69.4% 68.1% 65.7% HV 60d 64.6% 59.9% 74.4% 74.4% 66.7% IV Rank 23.1% 12.4% 29.7% 27.9% 17.3% IV Percentile 61.7% 20.6% 79.8% 77.8% 46.0% Term Structure -2.6% -5.9% 0.7% -5.7% -0.3% VWIV 52.6% 49.5% 55.5% 55.3% 50.2% Skew 25d 2.1% 0.1% 4.2% 2.2% 0.1% Skew 10d 4.9% 0.8% 6.9% 5.6% 0.8% Call IV 25d 64.1% 48.9% 72.3% 69.9% 57.7% Put IV 25d 66.3% 51.2% 74.2% 72.0% 57.9% Bid-Ask Spread % 14.38 11.06 18.29 15.71 14.35 Gamma HHI 0.11 0.06 0.57 0.06 0.38 Net GEX 45.2M -46.7M 147.8M 28.2M -46.7M Net DEX -3.25B -5.54B -1.53B -1.79B -3.75B Net VEX -13.9M -17.5M -12.7M -13.0M -17.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.79 0.60 1.05 0.66 0.98 Total Volume 2,874,603.158 868,860 7,423,410 1,258,455 4,379,115 Total OI 10,373,707.105 9,070,755 12,766,335 9,070,755 12,766,335
Daily Data (19 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 2014-02-03 $11.81 $8.67 71.9% 15.2% 68.1% 27.9% 55.3% 2.2% -5.7% 28.2M -1.79B -13.0M 0.66 15.71 N/A N/A 758,445 500,010 4,444,305 4,626,450 2014-02-04 $11.92 $8.67 70.9% 15.3% 67.4% 27.2% 53.7% 2.5% -5.9% 31.6M -1.89B -13.0M 0.70 16.67 N/A N/A 510,630 358,230 4,547,370 4,749,030 2014-02-05 $11.63 $8.67 71.1% 15.1% 68.4% 27.3% 53.6% 2.0% -5.9% 21.6M -1.53B -12.7M 0.67 16.53 N/A N/A 908,280 606,255 4,601,760 4,831,410 2014-02-06 $11.89 $8.67 70.4% 15.1% 68.6% 26.9% 53.0% 3.0% -3.0% 35.6M -1.93B -12.9M 0.75 15.04 N/A N/A 600,930 449,445 4,740,210 4,918,980 2014-02-07 $12.44 $8.67 70.9% 15.1% 68.6% 27.2% 53.4% 3.4% -2.9% 35.1M -2.67B -13.0M 0.60 15.04 N/A N/A 1,353,525 809,040 4,777,890 4,979,145 2014-02-10 $13.10 $8.67 74.4% 15.4% 69.4% 29.7% 55.5% 2.2% -3.7% 44.8M -3.08B -13.1M 0.63 11.06 N/A N/A 1,772,295 1,112,760 4,509,915 4,658,985 2014-02-11 $13.11 $8.67 73.1% 15.2% 66.0% 28.7% 52.9% 2.3% -4.2% 49.4M -3.07B -13.4M 0.69 15.96 N/A N/A 1,349,205 932,490 4,820,925 5,019,150 2014-02-12 $13.02 $8.67 71.7% 15.2% 45.5% 27.8% 52.4% 2.3% -4.6% 43.5M -2.90B -13.6M 0.85 12.64 N/A N/A 622,605 529,905 4,947,225 5,245,050 2014-02-13 $13.31 $8.67 69.6% 14.9% 45.7% 26.3% 52.4% 2.6% -4.0% 57.8M -3.31B -13.5M 0.75 16.27 N/A N/A 1,298,130 979,485 5,044,440 5,375,880 2014-02-14 $13.22 $8.67 69.8% 14.8% 44.5% 26.4% 52.3% 2.8% -4.1% 41.7M -3.12B -13.5M 0.83 15.05 N/A N/A 1,134,285 943,680 5,166,630 5,518,470 2014-02-18 $13.58 $8.67 67.8% 14.8% 44.7% 25.0% 53.2% 4.2% -1.9% 43.7M -3.22B -13.0M 1.05 11.50 N/A N/A 1,038,660 1,089,690 4,685,115 5,012,655 2014-02-19 $12.91 $8.67 72.8% 15.0% 48.0% 28.5% 52.2% 1.1% -2.9% 31.2M -2.44B -13.5M 0.94 18.29 N/A N/A 2,187,975 2,066,730 4,894,335 5,398,005 2014-02-20 $14.00 $8.67 51.3% 14.7% 55.2% 13.4% 51.2% 2.2% 0.7% 87.2M -3.90B -13.2M 0.85 12.01 N/A N/A 2,743,575 2,323,425 5,416,950 6,115,695 2014-02-21 $13.97 $9.00 49.9% 14.7% 55.2% 12.4% 49.5% 2.3% 0.7% 147.8M -3.62B -13.7M 0.78 12.43 N/A N/A 1,331,790 1,034,205 5,668,110 6,474,585 2014-02-24 $14.51 $9.00 49.9% 14.2% 53.4% 12.4% 52.7% 1.8% -0.2% 48.0M -3.43B -13.9M 0.92 12.90 N/A N/A 919,845 846,765 4,395,765 4,914,705 2014-02-25 $16.53 $9.00 55.3% 14.1% 66.1% 16.2% 50.7% 1.3% -0.7% 58.5M -5.54B -13.7M 0.84 13.29 N/A N/A 4,024,680 3,398,730 4,643,220 5,209,680 2014-02-26 $16.87 $10.00 60.7% 15.1% 65.0% 20.0% 55.3% 1.4% -0.4% 57.8M -5.47B -16.5M 0.86 14.82 N/A N/A 3,004,200 2,584,635 5,259,900 6,244,065 2014-02-27 $16.84 $10.00 58.3% 14.4% 64.1% 18.3% 49.9% 0.3% -0.4% 41.3M -5.02B -17.5M 0.71 13.65 N/A N/A 2,411,865 1,701,945 5,612,580 6,865,515 2014-02-28 $16.32 $10.00 56.9% 14.4% 65.7% 17.3% 50.2% 0.1% -0.3% -46.7M -3.75B -17.5M 0.98 14.35 N/A N/A 2,217,090 2,162,025 5,726,055 7,040,280
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