TSLA Options History — February 2015 In February 2015, TSLA traded between $13.51 and $14.73. ATM implied volatility averaged 42.6%, placing in the 25.9% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 4.4% (HV 20d: 38.2%). Max pain ranged from $13.67 to $14.33. Net GEX was positive for 12 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 1.02.
Notable Days 2015-02-12 : Highest Volume — 3,908,760 contracts2015-02-12 : Largest IV drop — 28.6% change2015-02-11 : Highest IV Rank — 49.3%2015-02-02 : Largest Expected Move — 16.7%Monthly Statistics Metric Avg Min Max Open Close Price $14.05 $13.51 $14.73 $14.06 $13.57 Max Pain $14.20 $13.67 $14.33 $13.67 $14.00 ATM IV 42.6% 35.1% 54.1% 51.9% 37.3% Expected Move 12.3% 10.0% 16.7% 16.7% 10.6% HV 20d 38.2% 36.0% 41.2% 39.3% 38.2% HV 60d 37.6% 36.6% 38.7% 37.9% 37.4% IV Rank 25.9% 10.4% 49.3% 44.8% 15.1% IV Percentile 37.1% 14.7% 71.4% 62.3% 23.4% Term Structure -1.0% -3.4% 0.4% -2.3% -0.7% VWIV 43.7% 35.4% 58.5% 58.5% 37.5% Skew 25d 5.0% 2.2% 8.0% 8.0% 2.6% Skew 10d 10.2% 4.7% 17.8% 16.2% 5.0% Call IV 25d 40.6% 33.6% 50.4% 47.4% 36.8% Put IV 25d 45.6% 37.0% 58.1% 55.4% 39.5% Bid-Ask Spread % 20.63 6.13 38.98 17.95 19.67 Gamma HHI 0.06 0.04 0.19 0.04 0.05 Net GEX 10.1M -40.5M 71.6M 17.7M -5.4M Net DEX -280.6M -1.16B 575.3M -462.7M 356.2M Net VEX -13.9M -14.5M -13.1M -13.5M -14.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.02 0.59 1.54 0.71 1.11 Total Volume 1,858,375.263 969,360 3,908,760 1,435,905 1,689,480 Total OI 7,935,883.421 6,727,830 9,439,440 6,727,830 8,629,290
Daily Data (19 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 2015-02-02 $14.06 $13.67 51.9% 16.7% 39.3% 44.8% 58.5% 8.0% -2.3% 17.7M -462.7M -13.5M 0.71 17.95 N/A N/A 841,980 593,925 3,141,780 3,586,050 2015-02-03 $14.59 $13.67 48.6% 15.9% 38.5% 38.0% 56.1% 6.9% -2.1% 35.2M -1.02B -13.9M 0.59 17.07 N/A N/A 1,042,815 614,700 3,319,920 3,779,505 2015-02-04 $14.54 $14.00 49.6% 16.3% 38.5% 40.1% 57.3% 7.0% -2.1% 35.6M -966.0M -14.1M 0.74 18.45 N/A N/A 626,190 466,185 3,493,710 3,871,605 2015-02-05 $14.73 $14.33 48.2% 13.0% 38.7% 37.3% 46.2% 5.4% -2.3% 45.6M -1.16B -14.4M 0.89 38.98 N/A N/A 753,270 670,485 3,557,400 3,970,365 2015-02-06 $14.47 $14.33 48.1% 13.0% 39.3% 37.0% 45.9% 5.2% -2.1% 12.4M -748.4M -13.9M 0.73 36.34 N/A N/A 876,780 642,675 3,599,955 4,107,885 2015-02-09 $14.49 $14.33 49.6% 13.8% 38.6% 40.2% 48.1% 7.7% -1.1% 19.2M -666.1M -14.2M 1.29 35.21 N/A N/A 422,895 546,465 3,378,945 3,793,065 2015-02-10 $14.46 $14.33 52.6% 14.4% 37.5% 46.2% 51.0% 7.4% -1.0% 17.6M -655.5M -14.4M 1.54 27.34 N/A N/A 500,565 770,205 3,465,285 4,008,840 2015-02-11 $14.19 $14.33 54.1% 14.7% 38.3% 49.3% 52.6% 7.7% -3.4% 7.0M -314.6M -14.2M 1.39 28.78 N/A N/A 1,353,870 1,883,490 3,576,465 4,309,125 2015-02-12 $13.51 $14.33 38.6% 11.0% 36.2% 17.7% 39.6% 4.9% -0.3% -40.5M 575.3M -13.1M 1.30 12.95 N/A N/A 1,701,585 2,207,175 3,957,795 4,937,550 2015-02-13 $13.56 $14.33 37.3% 10.6% 36.2% 15.0% 37.6% 5.0% -0.5% -14.7M 308.8M -13.5M 1.16 22.28 N/A N/A 1,207,605 1,397,400 4,264,320 5,175,120 2015-02-17 $13.62 $14.33 37.1% 10.6% 36.1% 14.6% 37.8% 3.8% 0.1% -12.3M 230.2M -13.4M 1.29 24.99 N/A N/A 584,910 753,540 3,612,240 4,406,175 2015-02-18 $13.62 $14.33 36.8% 10.6% 36.0% 14.0% 37.6% 4.5% 0.1% -5.4M 179.9M -13.3M 1.18 25.03 N/A N/A 513,825 607,065 3,737,640 4,498,185 2015-02-19 $14.11 $14.33 35.5% 10.2% 37.1% 11.4% 36.3% 3.9% 0.3% 32.3M -447.7M -13.9M 0.93 20.00 N/A N/A 1,050,420 978,810 3,784,455 4,577,100 2015-02-20 $14.47 $14.33 35.1% 10.0% 37.1% 10.4% 35.4% 3.4% 0.4% 71.6M -997.3M -14.0M 0.66 18.01 N/A N/A 1,564,785 1,026,990 3,943,245 4,722,885 2015-02-23 $13.81 $14.33 38.0% 10.9% 41.2% 16.5% 38.7% 2.9% -0.4% 2.5M -21.3M -13.5M 1.00 6.13 N/A N/A 1,040,760 1,036,605 3,414,705 3,867,735 2015-02-24 $13.61 $14.33 37.6% 10.8% 40.4% 15.5% 38.3% 4.3% -0.5% -16.3M 239.8M -13.7M 1.05 6.90 N/A N/A 820,755 863,025 3,632,580 4,161,060 2015-02-25 $13.59 $14.17 37.1% 10.6% 40.4% 14.5% 38.3% 2.2% 0.1% -16.7M 285.6M -14.0M 1.08 7.18 N/A N/A 655,995 709,050 3,806,805 4,314,165 2015-02-26 $13.84 $14.00 37.3% 10.8% 38.9% 15.0% 37.9% 3.1% -0.6% 6.2M -47.8M -14.5M 0.75 8.62 N/A N/A 1,312,350 980,505 3,904,980 4,473,855 2015-02-27 $13.57 $14.00 37.3% 10.6% 38.2% 15.1% 37.5% 2.6% -0.7% -5.4M 356.2M -14.0M 1.11 19.67 N/A N/A 801,540 887,940 4,022,670 4,606,620
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