TSLA Options History — December 2014 In December 2014, TSLA traded between $13.20 and $15.45. ATM implied volatility averaged 38.8%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 1.0% (HV 20d: 37.8%). Max pain ranged from $14.67 to $16.67. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 1.18.
Notable Days 2014-12-12 : Highest Volume — 2,635,860 contracts2014-12-08 : Largest IV spike — 12.1% change2014-12-16 : Highest IV Rank — 30.8%2014-12-16 : Largest Expected Move — 13.3%Monthly Statistics Metric Avg Min Max Open Close Price $14.57 $13.20 $15.45 $15.45 $14.83 Max Pain $15.29 $14.67 $16.67 $16.67 $14.67 ATM IV 38.8% 34.8% 45.0% 36.4% 38.0% Expected Move 12.4% 11.7% 13.3% 11.8% 12.6% HV 20d 37.8% 31.2% 42.9% 37.7% 38.8% HV 60d 44.7% 42.7% 46.8% 46.1% 44.3% IV Rank 18.1% 9.9% 30.8% 13.1% 16.5% IV Percentile 26.3% 13.5% 42.9% 15.5% 25.4% Term Structure 0.5% -1.0% 2.5% 0.4% 0.3% VWIV 43.8% 41.0% 47.1% 42.3% 44.3% Skew 25d 5.6% 4.2% 8.1% 4.6% 4.7% Skew 10d 11.6% 9.2% 15.3% 10.1% 11.5% Call IV 25d 36.9% 32.1% 43.1% 34.5% 36.5% Put IV 25d 42.4% 37.5% 49.6% 39.2% 41.2% Bid-Ask Spread % 44.33 16.90 59.41 44.88 22.89 Gamma HHI 0.08 0.04 0.28 0.04 0.05 Net GEX -9.1M -52.3M 67.9M -13.1M 6.9M Net DEX -137.6M -1.57B 1.34B -392.3M -823.0M Net VEX -13.4M -14.0M -12.6M -13.8M -13.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.18 0.85 1.67 1.09 1.25 Total Volume 1,718,115.682 691,605 2,635,860 2,288,670 826,635 Total OI 12,164,782.5 11,143,590 13,527,180 11,218,800 11,560,095
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 2014-12-01 $15.45 $16.67 36.4% 11.8% 37.7% 13.1% 42.3% 4.6% 0.4% -13.1M -392.3M -13.8M 1.09 44.88 N/A N/A 1,095,390 1,193,280 4,483,575 6,735,225 2014-12-02 $15.41 $16.00 36.3% 12.0% 37.6% 12.9% 42.7% 5.0% 0.4% -13.7M -392.7M -13.8M 1.31 45.22 N/A N/A 655,680 859,365 4,779,165 6,992,730 2014-12-03 $15.29 $16.00 36.0% 11.8% 37.4% 12.4% 42.3% 4.9% 0.7% -26.9M -208.3M -13.7M 1.05 47.93 N/A N/A 741,240 781,515 4,898,955 7,139,715 2014-12-04 $15.22 $16.00 34.9% 11.7% 35.7% 10.2% 41.1% 4.5% 0.9% -29.1M -219.4M -13.4M 0.99 53.55 N/A N/A 494,970 488,310 5,057,955 7,250,220 2014-12-05 $14.90 $16.00 34.8% 11.7% 33.4% 9.9% 41.0% 5.3% 1.6% -47.6M 286.7M -13.1M 1.21 53.43 N/A N/A 1,016,265 1,226,010 5,135,850 7,307,460 2014-12-08 $14.24 $15.67 39.0% 12.3% 36.5% 18.5% 42.7% 5.5% 0.3% -32.7M 636.3M -12.6M 1.13 55.81 N/A N/A 1,018,230 1,149,030 4,789,965 6,982,980 2014-12-09 $14.47 $15.67 37.1% 12.1% 37.2% 14.6% 42.4% 5.1% 1.5% -24.6M 329.3M -13.0M 1.05 54.68 N/A N/A 1,088,865 1,146,960 5,037,795 7,158,435 2014-12-10 $13.98 $15.33 39.9% 12.4% 34.7% 20.3% 43.3% 5.1% 1.8% -32.6M 766.3M -12.9M 1.01 58.97 N/A N/A 989,700 1,000,035 5,268,120 7,279,935 2014-12-11 $13.91 $15.33 39.7% 12.5% 34.8% 19.9% 44.6% 4.2% 2.5% -33.4M 801.1M -13.6M 1.16 58.94 N/A N/A 888,405 1,026,210 5,528,820 7,396,065 2014-12-12 $13.80 $15.33 42.2% 13.0% 34.1% 25.0% 44.5% 5.2% 2.1% -52.3M 934.8M -13.3M 1.34 59.41 N/A N/A 1,124,655 1,511,205 5,623,860 7,496,835 2014-12-15 $13.62 $15.33 43.7% 13.2% 31.2% 28.1% 47.1% 5.7% -1.0% -24.9M 911.7M -12.9M 1.33 55.43 N/A N/A 589,230 784,155 5,253,240 7,148,490 2014-12-16 $13.20 $15.00 45.0% 13.3% 31.9% 30.8% 45.9% 6.4% 0.4% -33.9M 1.34B -12.7M 1.30 54.48 N/A N/A 960,405 1,245,630 5,355,465 7,240,935 2014-12-17 $13.71 $15.00 41.5% 12.9% 35.6% 23.7% 45.7% 6.0% 0.7% -12.8M 718.3M -13.5M 1.67 58.33 N/A N/A 816,030 1,358,745 5,522,640 7,346,130 2014-12-18 $14.55 $15.00 42.0% 12.7% 42.1% 24.7% 45.8% 6.4% 0.7% 7.5M -524.1M -14.0M 1.40 55.26 N/A N/A 1,056,540 1,475,595 5,563,110 7,538,235 2014-12-19 $14.62 $14.67 39.4% 12.4% 42.2% 19.2% 43.7% 6.3% -0.3% -35.8M -587.9M -13.9M 0.85 55.94 N/A N/A 1,406,340 1,194,375 5,689,395 7,837,785 2014-12-22 $14.83 $0.00 38.4% 12.4% 42.3% 17.3% 44.1% 6.6% -0.2% 25.7M -1.04B -14.0M 1.09 31.07 N/A N/A 571,860 624,285 4,703,070 6,634,290 2014-12-23 $14.74 $14.67 38.1% 12.3% 41.6% 16.6% 43.2% 4.8% -0.2% 29.9M -963.1M -13.8M 1.13 20.60 N/A N/A 461,145 519,765 4,820,250 6,798,150 2014-12-24 $14.82 $14.67 37.5% 12.4% 41.6% 15.3% 43.6% 5.7% -0.6% 31.6M -1.01B -13.7M 1.21 21.32 N/A N/A 312,750 378,855 4,891,350 6,929,685 2014-12-26 $15.18 $14.67 38.1% 12.3% 42.9% 16.6% 44.1% 8.1% -0.3% 67.9M -1.57B -13.6M 1.00 23.37 N/A N/A 988,320 991,815 4,922,205 6,987,015 2014-12-29 $15.05 $14.67 37.5% 12.4% 42.7% 15.4% 44.1% 5.9% -0.0% 29.6M -1.17B -13.3M 1.23 16.90 N/A N/A 436,110 538,320 4,646,115 6,497,475 2014-12-30 $14.82 $14.67 38.4% 12.6% 38.8% 17.2% 44.4% 6.0% -0.4% 13.2M -843.6M -13.4M 1.20 26.82 N/A N/A 347,880 418,440 4,738,560 6,657,870 2014-12-31 $14.83 $14.67 38.0% 12.6% 38.8% 16.5% 44.3% 4.7% 0.3% 6.9M -823.0M -13.4M 1.25 22.89 N/A N/A 368,145 458,490 4,782,570 6,777,525
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