TSLA Options History — July 2014 In July 2014, TSLA traded between $14.36 and $15.98. ATM implied volatility averaged 51.8%, placing in the 11.1% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 15.6% (HV 20d: 36.2%). Max pain ranged from $12.00 to $15.67. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.79.
Notable Days 2014-07-02 : Highest Volume — 3,790,350 contracts2014-07-07 : Largest IV spike — 25.4% change2014-07-10 : Highest IV Rank — 14.8%2014-07-31 : Largest Expected Move — 12.8%Monthly Statistics Metric Avg Min Max Open Close Price $14.88 $14.36 $15.98 $15.98 $14.89 Max Pain $13.46 $12.00 $15.67 $12.00 $15.33 ATM IV 51.8% 39.1% 57.0% 39.1% 53.5% Expected Move 12.5% 12.3% 12.8% 12.5% 12.8% HV 20d 36.2% 28.2% 45.1% 37.2% 28.2% HV 60d 44.7% 40.9% 48.2% 47.6% 40.9% IV Rank 11.1% 1.8% 14.8% 1.8% 12.3% IV Percentile 35.4% 2.8% 54.8% 2.8% 42.9% Term Structure -0.3% -3.7% 12.5% 11.5% -2.6% VWIV 43.9% 41.7% 46.1% 44.4% 44.7% Skew 25d 1.2% -0.7% 2.8% -0.7% 2.3% Skew 10d 2.1% -0.3% 4.6% -0.3% 3.9% Call IV 25d 51.7% 40.1% 57.4% 40.1% 53.6% Put IV 25d 52.9% 39.4% 59.2% 39.4% 55.9% Bid-Ask Spread % 17.12 10.05 30.72 15.49 30.72 Gamma HHI 0.06 0.04 0.13 0.08 0.04 Net GEX 22.3M -16.9M 59.1M 59.1M 27.9M Net DEX -1.71B -2.88B -1.05B -2.88B -1.79B Net VEX -15.9M -16.5M -15.3M -16.3M -16.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.79 0.55 1.14 0.55 0.83 Total Volume 1,801,359.545 784,590 3,790,350 1,440,075 2,525,355 Total OI 10,294,365 9,343,320 11,253,570 9,767,850 10,863,870
Daily Data (22 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 2014-07-01 $15.98 $12.00 39.1% 12.5% 37.2% 1.8% 44.4% -0.7% 11.5% 59.1M -2.88B -16.3M 0.55 15.49 N/A N/A 926,340 513,735 4,551,405 5,216,445 2014-07-02 $15.30 $12.00 41.3% 12.6% 41.3% 3.4% 44.2% 0.9% 11.7% -3.0M -1.84B -16.4M 0.84 15.94 N/A N/A 2,058,255 1,732,095 4,692,630 5,324,475 2014-07-03 $15.28 $12.00 42.2% 12.4% 41.2% 4.1% 41.7% 2.3% 12.5% 10.4M -1.79B -16.5M 0.95 16.88 N/A N/A 1,355,430 1,292,820 5,022,555 5,545,380 2014-07-07 $14.84 $12.00 52.9% 12.4% 43.0% 11.9% 45.6% 0.9% -3.0% 13.3M -1.57B -16.1M 0.89 15.68 N/A N/A 1,093,680 975,390 4,546,320 5,204,805 2014-07-08 $14.60 $12.00 54.4% 12.4% 43.1% 13.0% 43.5% 0.7% -2.8% 7.5M -1.27B -16.2M 0.79 14.94 N/A N/A 1,247,145 990,795 4,862,535 5,443,950 2014-07-09 $14.87 $12.00 56.5% 12.4% 42.9% 14.5% 43.9% 1.5% -2.8% 35.9M -1.75B -16.5M 0.71 16.35 N/A N/A 911,280 650,160 5,123,340 5,590,605 2014-07-10 $14.63 $12.00 57.0% 12.5% 43.5% 14.8% 44.0% 1.8% -2.4% -2.8M -1.32B -16.5M 0.95 15.00 N/A N/A 1,110,090 1,050,990 5,229,105 5,727,780 2014-07-11 $14.54 $12.33 56.0% 12.4% 43.5% 14.1% 44.2% 1.8% -3.7% -16.9M -1.19B -16.0M 0.86 13.77 N/A N/A 819,330 701,595 5,396,505 5,857,065 2014-07-14 $15.11 $12.33 56.8% 12.4% 45.1% 14.7% 46.1% 0.9% -2.0% 40.8M -2.11B -16.3M 0.65 16.86 N/A N/A 1,537,455 998,610 4,708,095 5,432,910 2014-07-15 $14.64 $12.00 56.7% 12.4% 35.8% 14.6% 43.8% 0.6% -1.9% 10.5M -1.47B -16.2M 0.70 14.64 N/A N/A 1,051,110 734,835 4,978,740 5,643,945 2014-07-16 $14.48 $12.33 56.6% 12.5% 33.8% 14.6% 43.0% 0.8% -1.9% 2.8M -1.27B -16.1M 0.59 15.38 N/A N/A 930,165 551,970 5,112,420 5,716,005 2014-07-17 $14.36 $12.33 56.3% 12.4% 33.3% 14.3% 43.1% 0.1% -2.2% -12.5M -1.05B -15.5M 0.79 18.28 N/A N/A 1,131,435 889,530 5,154,930 5,716,845 2014-07-18 $14.67 $12.33 52.5% 12.4% 34.4% 11.6% 43.0% 0.3% -1.6% 52.3M -1.57B -15.6M 0.92 17.21 N/A N/A 1,187,955 1,087,725 5,296,995 5,785,530 2014-07-21 $14.70 $0.00 52.4% 12.7% 34.2% 11.5% 44.0% 1.0% -2.2% 28.5M -1.66B -15.4M 0.90 19.80 N/A N/A 668,610 601,065 4,343,130 5,000,190 2014-07-22 $14.64 $15.67 51.5% 12.6% 31.6% 10.9% 43.4% 1.1% -1.1% 24.5M -1.56B -15.5M 0.65 17.90 N/A N/A 476,715 307,875 4,509,090 5,184,270 2014-07-23 $14.83 $15.67 50.4% 12.6% 31.6% 10.1% 44.0% 1.0% -2.1% 39.5M -1.80B -15.4M 0.71 21.37 N/A N/A 630,795 447,660 4,576,350 5,246,295 2014-07-24 $14.90 $15.67 51.0% 12.6% 30.7% 10.5% 43.7% 1.3% -1.9% 43.5M -1.89B -15.5M 0.68 13.98 N/A N/A 683,880 467,460 4,674,030 5,306,265 2014-07-25 $14.90 $15.67 50.3% 12.5% 30.7% 10.0% 43.5% 1.6% -2.3% 29.1M -1.91B -15.4M 0.85 10.05 N/A N/A 844,785 715,875 4,821,720 5,367,465 2014-07-28 $14.99 $15.67 49.1% 12.3% 30.2% 9.1% 43.9% 1.0% -1.6% 30.2M -1.91B -15.3M 0.67 17.52 N/A N/A 761,925 510,645 4,401,960 5,180,670 2014-07-29 $15.00 $15.67 50.1% 12.4% 30.2% 9.9% 43.1% 1.3% -2.6% 32.6M -1.93B -15.3M 1.14 14.82 N/A N/A 378,870 433,155 4,588,515 5,328,750 2014-07-30 $15.26 $15.67 52.0% 12.5% 31.0% 11.2% 44.3% 2.8% -2.3% 37.1M -2.19B -15.8M 0.83 24.09 N/A N/A 897,420 747,900 4,668,930 5,533,215 2014-07-31 $14.89 $15.33 53.5% 12.8% 28.2% 12.3% 44.7% 2.3% -2.6% 27.9M -1.79B -16.5M 0.83 30.72 N/A N/A 1,377,015 1,148,340 4,944,990 5,918,880
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