TSLA Options History — October 2014 In October 2014, TSLA traded between $14.78 and $17.37. ATM implied volatility averaged 53.7%, placing in the 47.0% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 6.8% (HV 20d: 46.9%). Max pain ranged from $16.67 to $17.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.93.
Notable Days 2014-10-10 : Highest Volume — 3,830,775 contracts2014-10-27 : Largest IV spike — 18.0% change2014-10-27 : Highest IV Rank — 61.7%2014-10-16 : Largest Expected Move — 13.9%Monthly Statistics Metric Avg Min Max Open Close Price $15.97 $14.78 $17.37 $16.02 $16.10 Max Pain $16.80 $16.67 $17.00 $17.00 $16.67 ATM IV 53.7% 39.6% 61.2% 39.6% 51.8% Expected Move 13.0% 12.0% 13.9% 12.0% 13.2% HV 20d 46.9% 41.2% 59.4% 41.2% 56.8% HV 60d 40.2% 35.2% 45.8% 35.6% 44.9% IV Rank 47.0% 18.8% 61.7% 18.8% 44.7% IV Percentile 56.5% 20.6% 76.6% 20.6% 49.2% Term Structure -1.6% -4.3% 7.0% 7.0% -3.1% VWIV 45.6% 41.9% 49.6% 41.9% 45.0% Skew 25d 7.1% 2.5% 10.8% 3.4% 8.9% Skew 10d 15.2% 4.5% 28.4% 4.5% 21.8% Call IV 25d 50.5% 37.5% 59.7% 37.5% 48.7% Put IV 25d 57.6% 40.9% 68.0% 40.9% 57.7% Bid-Ask Spread % 35.17 23.75 44.96 39.36 38.82 Gamma HHI 0.07 0.03 0.56 0.05 0.09 Net GEX 29.8M -49.3M 256.0M -6.6M 60.4M Net DEX -1.27B -2.84B 252.3M -933.1M -1.95B Net VEX -16.2M -17.1M -15.3M -15.3M -16.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.93 0.74 1.10 0.94 0.87 Total Volume 1,964,388.261 912,540 3,830,775 2,073,810 1,847,580 Total OI 11,310,198.261 10,103,370 12,199,890 10,607,535 12,199,890
Daily Data (23 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 2014-10-01 $16.02 $17.00 39.6% 12.0% 41.2% 18.8% 41.9% 3.4% 7.0% -6.6M -933.1M -15.3M 0.94 39.36 N/A N/A 1,070,895 1,002,915 4,584,240 6,023,295 2014-10-02 $16.76 $17.00 44.8% 12.4% 44.5% 28.9% 42.7% 4.9% 5.9% 74.0M -2.31B -16.3M 0.89 36.42 N/A N/A 1,775,160 1,578,165 4,782,900 6,184,620 2014-10-03 $17.01 $17.00 44.6% 12.2% 44.2% 28.5% 42.8% 2.5% 6.7% 256.0M -2.68B -16.9M 0.74 33.78 N/A N/A 1,677,390 1,234,230 4,990,980 6,606,510 2014-10-06 $17.37 $17.00 50.3% 12.3% 44.5% 39.7% 42.0% 4.5% -2.4% 57.7M -2.84B -16.5M 0.91 25.07 N/A N/A 854,760 774,975 4,604,415 6,233,385 2014-10-07 $17.30 $17.00 51.5% 12.4% 44.3% 42.0% 42.1% 4.3% -2.4% 43.3M -2.61B -17.1M 0.87 23.75 N/A N/A 641,895 557,940 4,692,315 6,490,320 2014-10-08 $17.30 $17.00 52.3% 12.3% 44.1% 43.6% 45.3% 5.5% -2.4% 53.8M -2.66B -16.5M 0.74 27.09 N/A N/A 948,855 697,710 4,817,610 6,591,615 2014-10-09 $17.13 $17.00 54.4% 12.6% 44.1% 47.7% 44.0% 5.6% -1.7% 37.1M -2.35B -17.1M 0.81 28.66 N/A N/A 1,378,755 1,117,935 4,948,035 6,714,600 2014-10-10 $15.79 $17.00 55.5% 12.9% 51.9% 49.9% 44.6% 4.5% -3.5% -49.3M 65.3M -16.3M 0.96 36.64 N/A N/A 1,956,330 1,874,445 5,140,770 6,942,735 2014-10-13 $14.97 $17.00 61.2% 13.6% 44.2% 60.9% 46.8% 7.4% -3.0% -28.9M 252.3M -15.6M 0.88 35.94 N/A N/A 1,329,450 1,167,075 4,790,805 6,462,465 2014-10-14 $15.41 $16.67 57.2% 13.4% 44.4% 53.1% 48.0% 6.9% -2.8% -7.8M -318.0M -16.4M 0.83 34.10 N/A N/A 648,510 540,825 5,058,015 6,559,365 2014-10-15 $15.31 $16.67 61.2% 13.8% 44.3% 61.0% 49.1% 10.8% -3.6% -8.4M -171.2M -16.7M 0.95 37.25 N/A N/A 1,169,025 1,109,640 5,188,980 6,698,670 2014-10-16 $15.09 $16.67 60.9% 13.9% 44.0% 60.4% 49.6% 8.3% -4.3% -7.4M -104.3M -16.0M 0.83 37.06 N/A N/A 772,755 642,390 5,247,315 6,670,800 2014-10-17 $15.17 $16.67 57.0% 13.5% 44.1% 52.8% 48.4% 6.8% -4.1% 10.6M -179.3M -15.9M 1.06 37.69 N/A N/A 951,240 1,010,955 5,292,975 6,720,720 2014-10-20 $15.36 $16.67 54.6% 13.2% 43.1% 48.0% 47.6% 7.7% -2.2% 5.8M -828.1M -15.8M 1.08 35.96 N/A N/A 552,825 596,055 4,072,005 6,031,365 2014-10-21 $15.60 $16.67 54.9% 13.1% 43.6% 48.8% 48.1% 8.1% -2.5% 16.6M -1.07B -15.9M 1.08 35.61 N/A N/A 438,270 474,270 4,209,075 6,190,005 2014-10-22 $15.40 $16.67 56.7% 13.3% 43.5% 52.2% 46.7% 8.0% -2.8% 6.5M -866.6M -15.8M 1.08 33.17 N/A N/A 658,845 711,810 4,276,890 6,322,845 2014-10-23 $15.68 $16.67 52.3% 12.9% 43.8% 43.6% 45.8% 8.2% -2.5% 35.6M -1.26B -15.4M 1.03 34.03 N/A N/A 646,725 666,900 4,403,475 6,469,620 2014-10-24 $15.70 $16.67 50.9% 12.8% 43.8% 42.7% 44.7% 8.4% -2.6% 36.0M -1.22B -15.7M 0.91 35.16 N/A N/A 800,070 724,500 4,552,515 6,551,085 2014-10-27 $14.78 $16.67 60.1% 13.8% 48.4% 61.7% 47.3% 9.7% -3.6% -8.2M -302.7M -15.4M 1.10 44.96 N/A N/A 1,314,060 1,448,610 4,246,905 6,292,740 2014-10-28 $16.18 $16.67 54.7% 13.3% 59.1% 50.6% 44.9% 10.1% -2.4% 47.7M -1.96B -16.9M 0.90 40.77 N/A N/A 1,636,035 1,471,290 4,618,950 6,678,060 2014-10-29 $15.87 $16.67 54.5% 13.3% 59.4% 50.2% 46.2% 9.2% -2.7% 25.7M -1.50B -16.6M 0.96 38.95 N/A N/A 803,655 774,675 4,856,565 7,038,270 2014-10-30 $15.89 $16.67 54.6% 13.3% 56.9% 50.4% 45.0% 9.9% -2.8% 34.2M -1.51B -17.0M 1.05 38.59 N/A N/A 551,955 578,580 4,959,645 7,126,200 2014-10-31 $16.10 $16.67 51.8% 13.2% 56.8% 44.7% 45.0% 8.9% -3.1% 60.4M -1.95B -16.2M 0.87 38.82 N/A N/A 987,405 860,175 5,002,755 7,197,135
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