TSLA Options History — May 2014 In May 2014, TSLA traded between $11.91 and $14.44. ATM implied volatility averaged 48.5%, placing in the 4.5% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded below realized volatility by 10.1% (HV 20d: 58.6%). Max pain ranged from $12.00 to $12.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.86.
Notable Days 2014-05-08 : Highest Volume — 5,413,425 contracts2014-05-08 : Largest IV drop — 23.7% change2014-05-07 : Highest IV Rank — 17.1%2014-05-07 : Largest Expected Move — 14.3%Monthly Statistics Metric Avg Min Max Open Close Price $13.31 $11.91 $14.44 $13.85 $13.85 Max Pain $12.00 $12.00 $12.00 $12.00 $12.00 ATM IV 48.5% 38.2% 68.0% 67.4% 41.3% Expected Move 13.7% 13.2% 14.3% 14.2% 13.3% HV 20d 58.6% 51.3% 66.4% 54.6% 54.5% HV 60d 56.1% 50.6% 61.5% 56.6% 50.7% IV Rank 4.5% 0.0% 17.1% 16.6% 2.3% IV Percentile 16.2% 0.0% 65.5% 63.1% 2.0% Term Structure -0.8% -3.7% 1.0% -3.7% -0.5% VWIV 48.3% 45.4% 55.1% 55.1% 46.0% Skew 25d 2.8% 1.3% 4.5% 4.5% 1.9% Skew 10d 5.1% 3.1% 8.7% 6.9% 3.1% Call IV 25d 47.7% 36.8% 67.2% 65.8% 41.1% Put IV 25d 50.4% 39.3% 70.7% 70.3% 43.0% Bid-Ask Spread % 11.62 8.62 17.32 12.38 11.66 Gamma HHI 0.07 0.03 0.35 0.04 0.08 Net GEX 21.2M -40.6M 96.4M 31.3M 8.8M Net DEX -1.17B -2.11B 731.2M -1.64B -1.73B Net VEX -16.6M -18.3M -15.2M -18.1M -16.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.86 0.56 1.11 1.05 0.72 Total Volume 1,864,327.857 1,045,020 5,413,425 1,881,975 1,932,495 Total OI 10,865,665 9,853,620 12,423,660 10,795,050 10,867,140
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 2014-05-01 $13.85 $12.00 67.4% 14.2% 54.6% 16.6% 55.1% 4.5% -3.7% 31.3M -1.64B -18.1M 1.05 12.38 N/A N/A 917,340 964,635 5,113,485 5,681,565 2014-05-02 $14.06 $12.00 65.7% 14.2% 54.7% 15.3% 51.3% 4.1% -3.7% 34.8M -1.84B -18.3M 1.02 11.04 N/A N/A 840,435 854,550 5,166,585 5,811,120 2014-05-05 $14.44 $12.00 63.7% 14.1% 51.3% 13.7% 51.6% 4.3% -2.5% 25.4M -2.05B -18.2M 0.78 11.70 N/A N/A 611,745 478,410 4,729,830 5,413,425 2014-05-06 $13.82 $12.00 65.6% 14.0% 53.2% 15.3% 51.0% 3.5% -2.6% 16.8M -1.46B -17.9M 0.80 13.73 N/A N/A 792,345 637,170 4,912,620 5,541,900 2014-05-07 $13.42 $12.00 68.0% 14.3% 52.2% 17.1% 47.9% 3.5% -2.7% 9.2M -1.07B -17.8M 0.87 17.32 N/A N/A 1,643,550 1,436,685 5,067,120 5,713,425 2014-05-08 $11.91 $12.00 51.9% 14.2% 66.4% 4.5% 49.3% 2.8% -0.1% -40.6M 731.2M -15.2M 0.99 11.30 N/A N/A 2,724,225 2,689,200 5,561,505 6,185,595 2014-05-09 $12.15 $12.00 48.5% 14.1% 64.3% 1.9% 49.0% 3.3% -0.2% -18.0M 368.3M -15.8M 1.05 8.80 N/A N/A 1,669,860 1,751,520 6,039,165 6,384,495 2014-05-12 $12.31 $12.00 46.1% 13.9% 64.7% 0.0% 48.1% 2.8% -0.9% -7.6M -111.3M -15.9M 0.89 8.62 N/A N/A 817,065 726,105 5,189,295 5,784,315 2014-05-13 $12.68 $12.00 45.2% 13.8% 65.1% 0.0% 47.6% 2.7% -0.5% 4.4M -559.1M -16.3M 0.78 10.94 N/A N/A 923,340 721,410 5,359,005 5,905,125 2014-05-14 $12.71 $12.00 44.5% 13.7% 64.8% 0.0% 48.1% 2.1% -0.5% 7.3M -587.4M -16.6M 0.94 9.82 N/A N/A 725,205 683,220 5,486,640 6,028,785 2014-05-15 $12.57 $12.00 44.3% 13.7% 64.0% 0.0% 46.7% 1.3% -0.6% 4.2M -447.1M -15.8M 1.11 12.43 N/A N/A 802,140 889,125 5,420,940 5,944,800 2014-05-16 $12.77 $12.00 41.9% 13.6% 64.3% 0.0% 47.2% 1.7% -0.5% 19.9M -712.2M -15.7M 0.88 11.09 N/A N/A 920,595 813,375 5,517,015 6,035,610 2014-05-19 $13.07 $12.00 41.9% 13.4% 63.9% 0.0% 48.5% 2.5% 0.3% 19.5M -1.11B -15.8M 0.82 11.56 N/A N/A 658,740 542,685 4,654,905 5,198,715 2014-05-20 $13.02 $12.00 40.2% 13.3% 58.4% 0.0% 47.4% 2.2% 0.9% 20.7M -1.03B -15.9M 0.89 11.30 N/A N/A 728,955 649,980 4,809,540 5,374,200 2014-05-21 $13.30 $12.00 39.6% 13.3% 56.6% 0.0% 47.1% 2.6% 0.8% 36.9M -1.34B -16.1M 0.94 13.71 N/A N/A 556,320 520,920 4,903,665 5,473,320 2014-05-22 $13.66 $12.00 39.3% 13.2% 57.5% 0.0% 46.9% 2.8% 0.9% 57.3M -1.85B -16.4M 0.69 12.50 N/A N/A 1,182,495 820,080 5,000,310 5,581,695 2014-05-23 $13.82 $12.00 38.2% 13.2% 55.8% 0.0% 47.4% 2.5% 1.0% 96.4M -2.03B -16.6M 0.56 11.63 N/A N/A 1,151,685 643,980 5,099,145 5,746,125 2014-05-27 $14.10 $12.00 41.2% 13.4% 56.1% 2.2% 46.3% 2.4% -0.3% 41.9M -2.11B -16.5M 0.66 9.42 N/A N/A 885,015 586,185 4,830,210 5,377,635 2014-05-28 $14.02 $12.00 42.3% 13.3% 54.3% 3.0% 47.4% 2.3% -0.4% 37.3M -1.97B -16.8M 0.80 11.81 N/A N/A 672,915 540,165 4,991,265 5,548,200 2014-05-29 $14.02 $12.00 41.6% 13.4% 54.3% 2.5% 45.4% 2.2% -0.3% 40.1M -1.98B -16.7M 0.76 11.32 N/A N/A 592,245 452,775 5,090,625 5,638,905 2014-05-30 $13.85 $12.00 41.3% 13.3% 54.5% 2.3% 46.0% 1.9% -0.5% 8.8M -1.73B -16.6M 0.72 11.66 N/A N/A 1,122,015 810,480 5,161,530 5,705,610
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