TSLA Options History — June 2015 In June 2015, TSLA traded between $16.40 and $17.93. ATM implied volatility averaged 32.4%, placing in the 10.6% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 13.6% (HV 20d: 18.8%). Max pain ranged from $15.33 to $17.33. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.86.
Notable Days 2015-06-17 : Highest Volume — 2,292,720 contracts2015-06-29 : Largest IV spike — 13.2% change2015-06-30 : Highest IV Rank — 27.7%2015-06-08 : Largest Expected Move — 10.2%Monthly Statistics Metric Avg Min Max Open Close Price $17.14 $16.40 $17.93 $16.63 $17.93 Max Pain $16.61 $15.33 $17.33 $15.33 $17.33 ATM IV 32.4% 28.8% 37.8% 32.2% 37.8% Expected Move 9.2% 8.1% 10.2% 8.6% 10.0% HV 20d 18.8% 15.2% 24.7% 17.0% 24.7% HV 60d 29.0% 24.8% 31.6% 31.6% 24.8% IV Rank 10.6% 0.0% 27.7% 9.5% 27.7% IV Percentile 11.6% 0.0% 43.7% 7.9% 43.7% Term Structure 1.7% -0.6% 5.5% -0.2% 3.9% VWIV 32.5% 29.1% 35.9% 31.1% 35.4% Skew 25d 1.8% -0.5% 3.0% 1.8% -0.5% Skew 10d 3.4% 0.2% 7.0% 3.3% 2.5% Call IV 25d 32.2% 28.4% 39.7% 32.8% 39.7% Put IV 25d 34.0% 29.9% 39.9% 34.5% 39.2% Bid-Ask Spread % 37.67 6.16 49.60 6.73 49.60 Gamma HHI 0.09 0.05 0.24 0.06 0.08 Net GEX 61.0M 8.1M 113.6M 43.8M 61.6M Net DEX -2.22B -3.13B -1.54B -1.94B -2.43B Net VEX -16.0M -16.7M -15.2M -16.3M -16.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.86 0.58 1.09 0.94 0.85 Total Volume 1,170,564.545 596,160 2,292,720 821,280 1,179,990 Total OI 8,570,829.545 6,799,515 9,757,440 8,493,555 7,517,655
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 2015-06-01 $16.63 $15.33 32.2% 8.6% 17.0% 9.5% 31.1% 1.8% -0.2% 43.8M -1.94B -16.3M 0.94 6.73 N/A N/A 423,615 397,665 3,676,410 4,817,145 2015-06-02 $16.56 $15.33 32.4% 8.5% 16.3% 10.0% 30.1% 2.5% -0.3% 34.6M -1.83B -16.0M 1.09 6.16 N/A N/A 322,560 350,325 3,787,605 4,949,130 2015-06-03 $16.59 $15.33 32.2% 8.5% 16.1% 9.6% 30.0% 2.2% -0.4% 36.5M -1.87B -16.0M 0.98 7.80 N/A N/A 301,335 294,825 3,861,165 5,077,530 2015-06-04 $16.40 $16.33 33.6% 9.9% 16.6% 13.9% 35.1% 1.7% 0.5% 8.1M -1.54B -16.4M 1.01 49.58 N/A N/A 464,385 468,660 3,910,710 5,156,820 2015-06-05 $16.60 $16.33 32.9% 9.9% 15.2% 11.7% 34.6% 1.6% -0.3% 40.7M -1.85B -16.7M 0.82 46.73 N/A N/A 732,930 597,525 3,961,200 5,195,205 2015-06-08 $17.05 $16.33 34.4% 10.2% 17.4% 16.2% 35.9% 1.2% 1.5% 67.8M -2.46B -16.3M 0.65 46.48 N/A N/A 930,165 607,725 3,772,860 4,950,960 2015-06-09 $17.05 $16.67 34.6% 10.2% 17.1% 17.0% 35.9% 1.5% 0.9% 74.0M -2.42B -16.5M 0.76 46.02 N/A N/A 476,025 359,565 3,949,845 5,104,740 2015-06-10 $16.71 $16.67 33.3% 9.7% 17.6% 13.0% 34.3% 1.4% -0.1% 45.1M -1.91B -16.3M 1.00 20.98 N/A N/A 691,935 689,190 4,026,525 5,159,280 2015-06-11 $16.75 $16.67 32.5% 9.4% 17.4% 10.5% 33.4% 2.8% 0.3% 42.2M -1.99B -16.2M 0.71 39.61 N/A N/A 706,920 504,135 4,118,865 5,323,620 2015-06-12 $16.72 $16.67 32.0% 9.3% 17.4% 8.8% 32.7% 1.2% 1.2% 16.8M -1.97B -16.1M 1.07 43.74 N/A N/A 572,700 613,845 4,267,200 5,402,655 2015-06-15 $16.68 $16.67 32.8% 9.4% 16.2% 11.3% 33.2% 1.8% 0.0% 47.8M -1.90B -15.8M 0.80 45.29 N/A N/A 456,060 366,585 3,828,855 5,074,590 2015-06-16 $16.85 $16.67 32.0% 9.2% 16.6% 9.0% 32.8% 1.6% 1.0% 62.4M -2.20B -15.5M 0.93 45.55 N/A N/A 413,115 384,495 3,904,515 5,162,100 2015-06-17 $17.39 $16.67 32.9% 9.4% 19.5% 11.6% 33.2% 1.8% -0.6% 98.9M -2.94B -15.7M 0.65 32.03 N/A N/A 1,387,485 905,235 3,942,120 5,255,655 2015-06-18 $17.44 $17.00 31.4% 9.0% 18.8% 7.0% 31.6% 1.9% 0.1% 113.6M -2.97B -15.6M 0.70 39.33 N/A N/A 749,100 523,335 4,144,590 5,404,440 2015-06-19 $17.52 $17.00 28.8% 8.1% 18.8% 0.0% 29.1% 1.5% 1.7% 106.0M -3.13B -15.2M 0.58 42.84 N/A N/A 874,875 507,120 4,247,385 5,510,055 2015-06-22 $17.30 $16.67 29.3% 8.3% 19.6% 1.3% 29.6% 3.0% 4.1% 47.6M -1.82B -15.5M 1.06 48.67 N/A N/A 603,345 637,980 3,143,025 3,656,490 2015-06-23 $17.84 $16.67 28.8% 8.2% 22.0% 0.0% 29.1% 1.0% 4.2% 80.8M -2.48B -15.5M 0.88 46.10 N/A N/A 721,575 632,850 3,285,660 3,870,405 2015-06-24 $17.69 $17.00 28.9% 8.3% 22.4% 0.1% 29.2% 2.4% 4.3% 71.4M -2.25B -15.8M 0.96 44.76 N/A N/A 442,680 426,405 3,411,945 4,017,330 2015-06-25 $17.93 $17.33 31.9% 8.8% 22.3% 9.5% 31.2% 1.8% 4.3% 96.2M -2.61B -15.9M 0.60 35.88 N/A N/A 1,091,790 651,510 3,462,675 4,099,140 2015-06-26 $17.83 $17.33 32.4% 8.8% 22.4% 11.2% 31.3% 1.8% 5.5% 107.8M -2.47B -15.9M 0.77 41.05 N/A N/A 700,260 535,710 3,756,105 4,236,015 2015-06-29 $17.50 $17.33 36.7% 10.1% 23.6% 24.4% 35.8% 2.5% 4.8% 37.7M -1.84B -16.2M 1.05 43.84 N/A N/A 513,600 541,290 3,281,175 3,876,855 2015-06-30 $17.93 $17.33 37.8% 10.0% 24.7% 27.7% 35.4% -0.5% 3.9% 61.6M -2.43B -16.4M 0.85 49.60 N/A N/A 638,340 541,650 3,452,160 4,065,495
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