TSLA Options History — June 2014 In June 2014, TSLA traded between $13.49 and $16.00. ATM implied volatility averaged 40.1%, placing in the 2.1% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 4.3% (HV 20d: 35.8%). Max pain ranged from $12.00 to $12.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.69.
Notable Days 2014-06-16 : Highest Volume — 4,113,465 contracts2014-06-16 : Largest IV spike — 17.1% change2014-06-23 : Highest IV Rank — 4.8%2014-06-05 : Largest Expected Move — 13.3%Monthly Statistics Metric Avg Min Max Open Close Price $14.64 $13.49 $16.00 $13.65 $16.00 Max Pain $12.00 $12.00 $12.00 $12.00 $12.00 ATM IV 40.1% 36.6% 43.2% 41.2% 39.3% Expected Move 12.8% 12.5% 13.3% 13.2% 12.5% HV 20d 35.8% 21.6% 54.4% 54.4% 37.1% HV 60d 50.6% 49.1% 52.4% 50.7% 49.2% IV Rank 2.1% 0.0% 4.8% 2.2% 2.0% IV Percentile 3.6% 0.0% 9.9% 2.0% 3.2% Term Structure 0.8% -0.7% 12.2% -0.4% 12.2% VWIV 45.8% 43.5% 49.4% 46.4% 45.7% Skew 25d 0.6% -0.3% 1.6% 1.6% -0.3% Skew 10d 1.3% -0.3% 4.3% 4.3% 0.2% Call IV 25d 40.4% 36.6% 44.2% 41.0% 40.5% Put IV 25d 41.0% 37.4% 43.9% 42.6% 40.2% Bid-Ask Spread % 13.37 9.58 16.20 11.44 13.13 Gamma HHI 0.09 0.04 0.45 0.04 0.07 Net GEX 51.5M 16.7M 143.0M 22.7M 63.4M Net DEX -2.34B -3.87B -1.19B -1.43B -2.96B Net VEX -16.1M -16.9M -15.2M -16.2M -16.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.56 0.79 0.77 0.59 Total Volume 1,898,465.714 848,280 4,113,465 1,046,040 1,833,675 Total OI 10,735,122.857 9,029,895 12,548,250 10,338,180 9,149,325
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 2014-06-02 $13.65 $12.00 41.2% 13.2% 54.4% 2.2% 46.4% 1.6% -0.4% 22.7M -1.43B -16.2M 0.77 11.44 N/A N/A 589,560 456,480 4,878,330 5,459,850 2014-06-03 $13.66 $12.00 40.8% 13.2% 53.4% 1.9% 47.4% 1.4% -0.3% 26.7M -1.47B -16.2M 0.78 13.03 N/A N/A 475,620 372,660 5,027,850 5,581,950 2014-06-04 $13.60 $12.00 40.2% 13.2% 51.2% 1.5% 46.0% 1.4% -0.3% 24.3M -1.36B -16.0M 0.72 9.58 N/A N/A 535,785 386,955 5,089,410 5,661,990 2014-06-05 $13.79 $12.00 40.0% 13.3% 50.3% 1.3% 46.1% 1.2% -0.3% 48.5M -1.68B -16.2M 0.70 12.38 N/A N/A 760,770 531,540 5,177,475 5,737,185 2014-06-06 $13.88 $12.00 38.7% 13.2% 21.8% 0.4% 45.7% 0.8% 0.6% 54.9M -1.83B -16.0M 0.60 12.58 N/A N/A 779,115 465,240 5,259,765 5,796,510 2014-06-09 $13.69 $12.00 38.6% 13.1% 22.5% 0.3% 49.4% 1.1% 0.0% 27.6M -1.49B -15.6M 0.72 13.65 N/A N/A 535,305 383,895 4,938,120 5,566,815 2014-06-10 $13.49 $12.00 37.6% 13.0% 23.5% 0.0% 48.1% 1.3% 0.4% 16.7M -1.19B -15.4M 0.79 12.83 N/A N/A 583,740 462,570 5,039,820 5,654,730 2014-06-11 $13.63 $12.00 37.3% 12.9% 21.7% 0.0% 44.3% 1.3% -0.3% 27.0M -1.39B -15.2M 0.78 12.49 N/A N/A 681,030 531,600 5,103,015 5,742,795 2014-06-12 $13.57 $12.00 37.6% 12.9% 21.9% 0.3% 46.4% 0.6% -0.7% 26.2M -1.34B -15.4M 0.69 13.12 N/A N/A 1,446,960 993,480 5,212,560 5,825,745 2014-06-13 $13.76 $12.00 36.6% 13.0% 21.6% 0.0% 46.0% 0.9% -0.2% 27.5M -1.65B -15.3M 0.63 12.61 N/A N/A 915,855 576,765 5,387,685 5,960,460 2014-06-16 $14.97 $12.00 42.8% 13.0% 35.6% 4.6% 47.3% 0.3% 0.5% 59.1M -3.12B -16.1M 0.64 14.81 N/A N/A 2,515,440 1,598,025 5,064,690 5,674,065 2014-06-17 $15.44 $12.00 42.4% 12.7% 36.1% 4.2% 45.6% 0.6% 0.5% 79.8M -3.87B -16.4M 0.71 13.54 N/A N/A 2,191,710 1,552,050 5,460,780 6,060,270 2014-06-18 $15.14 $12.00 41.3% 12.6% 37.3% 3.4% 45.0% 0.2% -0.0% 55.2M -3.22B -16.6M 0.74 14.50 N/A N/A 887,910 658,260 5,609,055 6,437,445 2014-06-19 $15.19 $12.00 40.8% 12.6% 36.9% 3.1% 44.9% 0.0% 0.4% 59.5M -3.23B -16.4M 0.56 13.95 N/A N/A 2,023,605 1,139,910 5,658,075 6,428,460 2014-06-20 $15.31 $12.00 39.7% 12.5% 36.2% 2.3% 43.5% 0.2% 0.2% 143.0M -3.38B -16.4M 0.62 14.53 N/A N/A 1,364,355 845,850 5,908,935 6,639,315 2014-06-23 $15.81 $12.00 43.2% 12.7% 37.4% 4.8% 45.8% -0.2% 0.8% 56.4M -2.98B -16.7M 0.61 13.48 N/A N/A 1,541,610 942,585 4,210,365 4,819,530 2014-06-24 $15.50 $12.00 40.6% 12.5% 38.2% 3.0% 43.7% -0.2% 1.1% 44.2M -2.57B -16.7M 0.69 16.20 N/A N/A 1,490,415 1,027,605 4,536,540 5,148,930 2014-06-25 $15.79 $12.00 41.3% 12.6% 38.3% 3.5% 44.8% 0.3% 1.7% 59.9M -2.91B -16.9M 0.74 14.79 N/A N/A 1,022,850 756,780 4,658,190 5,341,890 2014-06-26 $15.71 $12.00 40.3% 12.5% 38.4% 2.7% 45.1% 0.3% 0.7% 51.6M -2.80B -16.6M 0.69 13.68 N/A N/A 981,645 682,020 4,732,410 5,405,430 2014-06-27 $15.94 $12.00 40.8% 12.5% 38.0% 3.0% 45.3% -0.2% 0.8% 106.8M -3.20B -16.6M 0.62 14.37 N/A N/A 1,449,615 896,940 4,877,520 5,514,300 2014-06-30 $16.00 $12.00 39.3% 12.5% 37.1% 2.0% 45.7% -0.3% 12.2% 63.4M -2.96B -16.2M 0.59 13.13 N/A N/A 1,153,755 679,920 4,224,870 4,924,455
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