TSLA Options History — April 2015 In April 2015, TSLA traded between $12.49 and $15.49. ATM implied volatility averaged 48.2%, placing in the 40.3% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 11.1% (HV 20d: 37.0%). Max pain ranged from $12.67 to $14.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.85.
Notable Days 2015-04-27 : Highest Volume — 2,785,620 contracts2015-04-06 : Largest IV spike — 15.8% change2015-04-30 : Highest IV Rank — 48.2%2015-04-30 : Largest Expected Move — 17.6%Monthly Statistics Metric Avg Min Max Open Close Price $14.10 $12.49 $15.49 $12.49 $15.03 Max Pain $13.37 $12.67 $14.00 $12.67 $14.00 ATM IV 48.2% 43.4% 51.1% 43.4% 48.5% Expected Move 14.5% 11.0% 17.6% 11.0% 17.6% HV 20d 37.0% 34.1% 40.1% 34.1% 37.8% HV 60d 36.7% 35.5% 38.3% 35.6% 36.5% IV Rank 40.3% 27.5% 48.2% 27.5% 48.2% IV Percentile 68.7% 60.7% 73.8% 60.7% 70.6% Term Structure -1.3% -3.2% 8.5% 7.5% -2.7% VWIV 51.4% 38.9% 62.1% 38.9% 62.1% Skew 25d 4.7% 3.2% 5.3% 3.8% 4.4% Skew 10d 9.3% 6.9% 12.3% 6.9% 9.5% Call IV 25d 46.6% 41.5% 52.0% 42.0% 47.6% Put IV 25d 51.3% 44.7% 56.8% 45.8% 52.0% Bid-Ask Spread % 18.23 6.56 43.80 43.80 12.58 Gamma HHI 0.06 0.04 0.25 0.05 0.04 Net GEX 33.2M -11.5M 85.5M -11.5M 31.4M Net DEX -902.9M -1.89B 472.3M 472.3M -1.28B Net VEX -17.0M -17.8M -16.2M -16.3M -17.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.85 0.64 1.11 1.11 0.71 Total Volume 1,459,347.857 732,495 2,785,620 1,267,455 1,520,610 Total OI 8,723,597.143 7,779,720 9,413,970 8,666,535 9,248,235
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 2015-04-01 $12.49 $12.67 43.4% 11.0% 34.1% 27.5% 38.9% 3.8% 7.5% -11.5M 472.3M -16.3M 1.11 43.80 N/A N/A 600,375 667,080 3,982,620 4,683,915 2015-04-02 $12.73 $12.67 44.1% 14.6% 35.1% 29.0% 50.3% 3.2% 8.5% -39.9K 106.7M -16.6M 0.88 38.40 N/A N/A 918,855 812,820 4,055,250 4,743,585 2015-04-06 $13.57 $12.67 51.1% 14.6% 40.1% 43.2% 51.8% 4.8% -1.7% 25.5M -663.5M -17.3M 0.78 25.98 N/A N/A 1,480,965 1,148,160 3,661,020 4,388,730 2015-04-07 $13.53 $13.00 50.9% 14.2% 39.6% 42.9% 50.7% 5.1% -2.5% 27.4M -560.3M -17.6M 0.79 27.14 N/A N/A 743,085 588,450 4,011,810 4,735,995 2015-04-08 $13.84 $13.33 50.7% 14.0% 40.1% 42.5% 49.9% 4.9% -1.6% 50.0M -1.00B -17.8M 0.74 34.56 N/A N/A 1,140,705 841,560 4,102,530 4,873,680 2015-04-09 $14.01 $13.33 50.4% 14.0% 39.9% 41.7% 51.0% 4.4% -2.2% 63.6M -1.19B -17.7M 0.90 36.70 N/A N/A 661,665 595,680 4,236,315 5,025,225 2015-04-10 $14.05 $13.33 50.8% 14.3% 39.4% 42.6% 51.1% 5.1% -1.6% 85.5M -1.30B -17.5M 0.97 31.45 N/A N/A 762,990 737,535 4,290,165 5,123,805 2015-04-13 $13.98 $13.33 50.7% 14.4% 39.0% 42.4% 50.9% 5.0% -2.3% 32.3M -882.9M -17.5M 0.97 29.05 N/A N/A 551,160 533,085 3,832,665 4,746,570 2015-04-14 $13.83 $13.33 50.3% 14.3% 37.6% 41.5% 49.9% 5.0% -2.5% 23.1M -681.9M -16.8M 1.00 6.97 N/A N/A 474,765 475,950 3,906,510 4,893,885 2015-04-15 $13.86 $13.33 49.2% 14.1% 37.4% 39.2% 49.8% 5.3% -1.8% 25.5M -707.6M -16.8M 1.00 7.17 N/A N/A 365,970 366,525 3,940,575 4,957,125 2015-04-16 $13.79 $13.33 49.6% 14.4% 36.2% 40.2% 49.9% 5.3% -2.9% 16.3M -586.8M -16.8M 0.85 8.33 N/A N/A 419,385 357,855 3,965,565 4,996,245 2015-04-17 $13.78 $13.33 49.4% 14.4% 34.7% 45.1% 50.6% 4.5% -2.5% 12.6M -558.7M -16.7M 0.98 7.82 N/A N/A 621,000 611,040 4,019,805 5,049,975 2015-04-20 $13.68 $13.33 48.5% 14.6% 34.7% 43.2% 51.7% 5.1% -1.9% 7.9M -287.2M -16.2M 0.69 6.56 N/A N/A 612,075 419,655 3,425,310 4,354,410 2015-04-21 $13.93 $13.33 47.5% 14.4% 35.1% 42.3% 51.0% 4.9% -2.2% 23.5M -552.4M -16.4M 0.81 8.96 N/A N/A 643,935 523,320 3,548,880 4,490,925 2015-04-22 $14.64 $13.33 46.7% 14.4% 38.8% 40.5% 51.5% 4.9% -2.6% 55.2M -1.37B -16.9M 0.79 9.60 N/A N/A 1,424,760 1,129,215 3,676,545 4,593,660 2015-04-23 $14.57 $13.67 45.8% 14.2% 35.8% 38.3% 50.5% 4.6% -3.2% 50.5M -1.23B -16.7M 0.92 8.35 N/A N/A 751,470 690,300 3,889,665 4,812,885 2015-04-24 $14.58 $13.67 45.1% 14.3% 34.7% 36.5% 50.0% 4.2% -2.6% 30.3M -1.18B -16.9M 0.71 12.29 N/A N/A 813,660 578,040 3,966,585 4,901,445 2015-04-27 $15.45 $13.67 46.3% 15.4% 36.2% 39.5% 54.2% 5.3% -2.1% 47.9M -1.89B -17.0M 0.64 7.51 N/A N/A 1,698,885 1,086,735 3,655,065 4,514,190 2015-04-28 $15.35 $14.00 46.3% 15.8% 36.1% 39.4% 55.7% 4.5% -2.2% 46.4M -1.73B -17.4M 0.73 8.49 N/A N/A 659,220 483,765 4,052,460 4,791,180 2015-04-29 $15.49 $14.00 46.3% 16.2% 35.5% 41.6% 57.6% 4.6% -2.1% 53.4M -1.89B -17.4M 0.83 11.03 N/A N/A 620,310 513,690 4,157,130 4,893,405 2015-04-30 $15.03 $14.00 48.5% 17.6% 37.8% 48.2% 62.1% 4.4% -2.7% 31.4M -1.28B -17.4M 0.71 12.58 N/A N/A 891,015 629,595 4,245,375 5,002,860
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