TSLA Options History — August 2014 In August 2014, TSLA traded between $15.55 and $17.98. ATM implied volatility averaged 34.9%, placing in the 1.1% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 4.3% (HV 20d: 30.6%). Max pain ranged from $15.33 to $17.33. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.77.
Notable Days 2014-08-01 : Highest Volume — 3,792,465 contracts2014-08-22 : Largest IV drop — 5.4% change2014-08-15 : Highest IV Rank — 3.5%2014-08-06 : Largest Expected Move — 12.4%Monthly Statistics Metric Avg Min Max Open Close Price $17.04 $15.55 $17.98 $15.55 $17.98 Max Pain $16.57 $15.33 $17.33 $15.33 $17.33 ATM IV 34.9% 30.0% 39.1% 39.0% 30.0% Expected Move 11.9% 11.2% 12.4% 12.3% 11.2% HV 20d 30.6% 26.0% 33.7% 32.5% 26.0% HV 60d 33.9% 32.6% 41.4% 41.4% 33.5% IV Rank 1.1% 0.0% 3.5% 1.8% 0.0% IV Percentile 0.9% 0.0% 4.0% 2.8% 0.0% Term Structure 0.3% -0.5% 1.2% -0.2% 1.1% VWIV 41.7% 39.5% 44.0% 42.9% 39.5% Skew 25d 2.0% 1.4% 2.4% 1.6% 1.4% Skew 10d 4.4% 2.8% 5.6% 3.7% 2.8% Call IV 25d 34.3% 29.7% 38.9% 38.9% 29.7% Put IV 25d 36.3% 31.1% 40.9% 40.4% 31.1% Bid-Ask Spread % 24.51 16.44 29.94 17.48 24.02 Gamma HHI 0.10 0.05 0.64 0.08 0.64 Net GEX 85.1M 6.8M 351.0M 79.3M 351.0M Net DEX -3.48B -4.47B -2.64B -2.73B -4.47B Net VEX -16.1M -16.8M -15.6M -16.0M -15.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.60 0.99 0.76 0.63 Total Volume 1,972,180 955,185 3,792,465 3,792,465 3,484,560 Total OI 11,299,039.286 10,265,670 12,308,850 11,601,495 11,674,020
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 2014-08-01 $15.55 $15.33 39.0% 12.3% 32.5% 1.8% 42.9% 1.6% -0.2% 79.3M -2.73B -16.0M 0.76 17.48 N/A N/A 2,155,815 1,636,650 5,330,250 6,271,245 2014-08-04 $15.90 $15.33 37.8% 12.3% 31.3% 0.9% 42.4% 2.3% 0.2% 65.0M -2.79B -15.7M 0.71 18.74 N/A N/A 1,020,015 725,415 4,731,330 5,789,880 2014-08-05 $15.90 $15.33 38.2% 12.2% 30.4% 1.2% 43.1% 2.3% 0.3% 67.6M -2.75B -15.9M 0.73 17.19 N/A N/A 952,785 696,195 4,919,145 5,990,430 2014-08-06 $16.60 $16.00 39.1% 12.4% 33.1% 1.8% 43.2% 2.3% -0.1% 106.8M -3.78B -16.7M 0.66 20.98 N/A N/A 1,719,915 1,132,800 5,032,035 6,161,820 2014-08-07 $16.83 $16.00 38.0% 12.4% 32.2% 2.0% 44.0% 2.2% -0.0% 115.2M -4.05B -16.5M 0.60 16.44 N/A N/A 1,754,430 1,052,355 5,173,200 6,400,320 2014-08-08 $16.54 $16.00 37.4% 12.2% 33.0% 1.9% 43.4% 2.0% 0.3% 74.8M -3.40B -16.6M 0.74 19.89 N/A N/A 1,210,770 890,940 5,399,115 6,553,455 2014-08-11 $17.29 $16.00 37.7% 12.1% 33.7% 2.6% 42.2% 1.9% -0.4% 98.9M -4.20B -15.7M 0.67 24.77 N/A N/A 1,530,150 1,024,365 4,864,260 6,020,580 2014-08-12 $17.33 $16.00 37.2% 12.1% 30.6% 1.5% 43.6% 2.1% -0.2% 100.2M -4.14B -16.5M 0.93 27.19 N/A N/A 861,150 796,815 5,116,575 6,354,570 2014-08-13 $17.35 $16.00 35.2% 12.1% 29.8% 0.0% 42.7% 2.0% -0.5% 100.9M -4.15B -16.8M 0.78 28.81 N/A N/A 1,248,720 978,285 5,297,610 6,592,185 2014-08-14 $17.43 $16.67 33.5% 12.0% 29.2% 0.0% 42.4% 2.2% 0.2% 84.9M -3.98B -16.3M 0.83 29.54 N/A N/A 788,325 657,015 5,306,625 6,732,795 2014-08-15 $17.47 $16.67 35.1% 12.0% 29.0% 3.5% 42.8% 2.4% -0.2% 76.6M -4.06B -16.0M 0.78 27.87 N/A N/A 1,105,905 858,975 5,441,880 6,866,970 2014-08-18 $17.33 $16.67 33.8% 11.8% 29.5% 0.7% 41.3% 2.3% 0.5% 52.8M -3.27B -16.0M 0.76 26.19 N/A N/A 1,013,235 769,275 4,416,570 5,849,100 2014-08-19 $17.12 $17.33 34.1% 11.6% 30.1% 1.4% 40.3% 2.1% 0.4% 28.5M -2.88B -16.0M 0.85 26.58 N/A N/A 1,067,970 903,150 4,637,430 6,113,205 2014-08-20 $17.05 $17.33 33.6% 11.4% 30.3% 0.3% 40.4% 2.0% 0.6% 27.7M -2.79B -16.1M 0.73 28.73 N/A N/A 827,760 606,015 4,788,195 6,267,390 2014-08-21 $16.96 $17.33 33.6% 11.5% 30.6% 0.2% 40.5% 2.1% 0.6% 6.8M -2.64B -16.4M 0.91 28.47 N/A N/A 728,970 659,700 4,971,180 6,419,040 2014-08-22 $17.12 $17.33 31.8% 11.6% 30.5% 0.0% 40.4% 1.8% 1.2% 64.7M -2.97B -16.1M 0.85 29.15 N/A N/A 930,945 789,645 5,077,485 6,508,935 2014-08-25 $17.50 $17.33 33.4% 11.5% 31.0% 3.2% 40.8% 1.8% 0.6% 65.8M -3.50B -15.9M 0.69 29.08 N/A N/A 951,255 658,350 4,526,970 5,983,065 2014-08-26 $17.45 $17.33 32.0% 11.5% 31.2% 0.4% 40.2% 1.8% 0.9% 66.9M -3.42B -16.1M 0.74 29.94 N/A N/A 685,965 507,975 4,783,770 6,186,270 2014-08-27 $17.55 $17.33 31.5% 11.4% 31.0% 0.0% 39.9% 1.6% 0.6% 72.5M -3.54B -16.3M 0.91 18.56 N/A N/A 500,865 454,320 4,894,830 6,340,245 2014-08-28 $17.59 $17.33 31.0% 11.4% 28.7% 0.0% 39.7% 1.8% 1.0% 79.8M -3.62B -15.9M 0.99 25.09 N/A N/A 541,575 536,460 5,007,915 6,487,935 2014-08-29 $17.98 $17.33 30.0% 11.2% 26.0% 0.0% 39.5% 1.4% 1.1% 351.0M -4.47B -15.6M 0.63 24.02 N/A N/A 2,141,100 1,343,460 5,087,460 6,586,560
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