TSLA Options History — April 2014 In April 2014, TSLA traded between $12.93 and $15.35. ATM implied volatility averaged 69.3%, placing in the 19.4% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded above realized volatility by 16.8% (HV 20d: 52.5%). Max pain ranged from $12.00 to $12.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.96.
Notable Days 2014-04-04 : Highest Volume — 4,095,270 contracts2014-04-07 : Largest IV spike — 16.6% change2014-04-15 : Highest IV Rank — 25.6%2014-04-01 : Largest Expected Move — 15.5%Monthly Statistics Metric Avg Min Max Open Close Price $13.89 $12.93 $15.35 $14.46 $13.86 Max Pain $12.00 $12.00 $12.00 $12.00 $12.00 ATM IV 69.3% 51.5% 78.9% 51.5% 68.5% Expected Move 15.0% 14.3% 15.5% 15.5% 14.3% HV 20d 52.5% 37.4% 61.1% 37.4% 59.3% HV 60d 57.8% 55.4% 62.2% 59.5% 56.6% IV Rank 19.4% 8.6% 25.6% 8.6% 17.5% IV Percentile 67.5% 18.3% 87.7% 18.3% 64.3% Term Structure -0.3% -6.1% 16.2% 15.8% -3.5% VWIV 52.9% 49.7% 56.0% 53.2% 50.4% Skew 25d 4.3% 2.3% 6.6% 3.2% 4.4% Skew 10d 8.2% 4.8% 12.8% 7.1% 7.0% Call IV 25d 67.3% 51.8% 76.6% 51.8% 66.4% Put IV 25d 71.5% 55.0% 80.5% 55.0% 70.8% Bid-Ask Spread % 13.51 10.45 16.89 10.45 13.27 Gamma HHI 0.06 0.03 0.27 0.04 0.03 Net GEX 7.7M -34.9M 51.5M 15.5M 27.4M Net DEX -1.13B -2.61B 23.8M -1.41B -1.61B Net VEX -18.3M -19.4M -17.5M -18.8M -18.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.96 0.74 1.43 0.88 1.00 Total Volume 2,306,897.143 1,210,545 4,095,270 1,658,490 1,252,110 Total OI 10,924,891.429 9,710,745 11,953,350 10,361,910 10,624,470
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 2014-04-01 $14.46 $12.00 51.5% 15.5% 37.4% 8.6% 53.2% 3.2% 15.8% 15.5M -1.41B -18.8M 0.88 10.45 N/A N/A 881,895 776,595 4,748,565 5,613,345 2014-04-02 $15.35 $12.00 53.8% 15.4% 44.4% 10.3% 55.7% 2.3% 13.2% 51.5M -2.61B -19.3M 0.88 12.25 N/A N/A 1,585,455 1,388,130 4,940,880 5,753,745 2014-04-03 $15.03 $12.00 57.1% 15.3% 44.7% 12.8% 53.2% 2.7% 16.2% 42.7M -2.12B -19.4M 0.97 12.58 N/A N/A 1,909,770 1,849,350 5,111,730 5,986,170 2014-04-04 $14.15 $12.00 62.1% 15.2% 48.3% 16.5% 53.1% 2.9% 13.4% -17.7M -631.9M -18.9M 0.89 13.15 N/A N/A 2,172,420 1,922,850 5,347,770 6,276,765 2014-04-07 $13.83 $12.00 72.5% 15.2% 47.8% 24.2% 53.4% 4.1% -4.4% -7.6M -698.4M -18.5M 0.95 13.33 N/A N/A 1,300,425 1,233,045 4,818,060 5,788,080 2014-04-08 $14.36 $12.00 72.5% 15.1% 50.1% 24.2% 52.5% 6.6% -4.7% 13.6M -1.36B -19.2M 0.99 13.63 N/A N/A 964,800 957,015 5,128,260 5,982,840 2014-04-09 $14.46 $12.00 73.6% 15.0% 48.7% 25.0% 54.3% 5.7% -4.4% 21.3M -1.49B -19.1M 1.01 13.56 N/A N/A 601,695 608,850 5,214,555 6,093,930 2014-04-10 $13.61 $12.00 76.4% 15.1% 52.4% 23.6% 55.1% 4.4% -5.0% -22.5M -438.5M -18.4M 0.95 13.22 N/A N/A 1,163,100 1,100,865 5,285,265 6,167,055 2014-04-11 $13.59 $12.00 76.8% 15.2% 51.8% 24.0% 52.5% 3.8% -6.1% -27.1M -416.1M -18.3M 1.43 15.88 N/A N/A 1,309,380 1,868,025 5,432,790 6,261,495 2014-04-14 $13.21 $12.00 74.6% 15.1% 51.9% 22.2% 52.0% 4.9% -2.6% -19.7M -217.0M -17.6M 1.08 14.71 N/A N/A 1,028,760 1,113,405 4,950,450 5,979,510 2014-04-15 $12.93 $12.00 78.9% 15.2% 50.5% 25.6% 52.7% 5.7% -3.2% -24.0M 23.8M -17.5M 0.95 13.82 N/A N/A 1,629,105 1,554,915 5,185,620 6,139,305 2014-04-16 $13.27 $12.00 73.1% 15.1% 52.1% 21.1% 52.9% 5.5% -1.6% 9.9M -582.8M -17.7M 0.90 14.12 N/A N/A 1,021,590 921,975 5,431,425 6,191,235 2014-04-17 $13.21 $12.00 72.9% 14.9% 52.0% 21.0% 52.3% 5.3% -3.0% 7.5M -481.6M -17.7M 0.97 16.89 N/A N/A 1,171,740 1,141,065 5,621,205 6,332,145 2014-04-21 $13.63 $12.00 70.7% 14.9% 53.4% 19.2% 52.7% 4.6% -3.0% 16.8M -1.30B -17.7M 0.78 14.34 N/A N/A 985,635 772,500 4,542,810 5,167,935 2014-04-22 $14.58 $12.00 69.6% 14.7% 57.8% 18.4% 53.2% 4.5% -3.6% 48.8M -2.42B -18.5M 0.92 13.72 N/A N/A 1,353,120 1,240,155 4,840,245 5,354,580 2014-04-23 $13.87 $12.00 69.5% 14.5% 60.4% 18.3% 49.7% 3.8% -3.6% 13.3M -1.45B -18.2M 0.74 14.61 N/A N/A 1,102,905 814,950 5,026,350 5,643,495 2014-04-24 $13.86 $12.00 69.4% 14.6% 59.3% 18.2% 51.5% 3.6% -3.6% 17.4M -1.46B -18.3M 0.85 11.15 N/A N/A 839,010 713,970 5,197,170 5,710,275 2014-04-25 $13.32 $12.00 70.8% 14.9% 60.1% 19.3% 54.3% 3.4% -4.5% -34.9M -734.2M -17.8M 1.19 11.87 N/A N/A 1,198,995 1,422,915 5,273,955 5,785,050 2014-04-28 $13.23 $12.00 71.4% 14.7% 59.4% 19.8% 49.8% 3.8% -3.6% 6.2M -895.4M -17.6M 0.94 13.94 N/A N/A 975,570 916,485 4,692,495 5,368,545 2014-04-29 $13.79 $12.00 69.3% 14.5% 61.1% 18.1% 56.0% 4.5% -3.8% 22.5M -1.51B -18.1M 0.93 13.22 N/A N/A 869,925 810,375 4,899,810 5,513,340 2014-04-30 $13.86 $12.00 68.5% 14.3% 59.3% 17.5% 50.4% 4.4% -3.5% 27.4M -1.61B -18.2M 1.00 13.27 N/A N/A 626,640 625,470 5,010,825 5,613,645
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