TSLA Options History — July 2015 In July 2015, TSLA traded between $16.83 and $18.86. ATM implied volatility averaged 43.3%, placing in the 44.8% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 6.0% (HV 20d: 37.3%). Max pain ranged from $17.33 to $17.67. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.90.
Notable Days 2015-07-02 : Highest Volume — 3,338,940 contracts2015-07-06 : Largest IV spike — 12.6% change2015-07-24 : Highest IV Rank — 63.6%2015-07-29 : Largest Expected Move — 14.7%Monthly Statistics Metric Avg Min Max Open Close Price $17.77 $16.83 $18.86 $17.93 $17.73 Max Pain $17.38 $17.33 $17.67 $17.33 $17.33 ATM IV 43.3% 34.8% 49.4% 36.5% 45.4% Expected Move 12.2% 7.8% 14.7% 9.3% 14.2% HV 20d 37.3% 24.7% 47.5% 24.7% 44.7% HV 60d 29.0% 24.8% 31.7% 24.8% 31.5% IV Rank 44.8% 18.5% 63.6% 23.7% 51.1% IV Percentile 63.9% 28.2% 81.3% 34.1% 70.6% Term Structure -1.4% -3.4% 6.0% 4.9% -2.3% VWIV 43.1% 27.6% 51.9% 33.1% 50.1% Skew 25d 2.5% 0.0% 3.9% 1.2% 2.2% Skew 10d 4.5% 0.6% 7.6% 2.0% 4.2% Call IV 25d 42.7% 33.7% 49.8% 37.1% 45.8% Put IV 25d 45.2% 33.7% 51.9% 38.3% 48.0% Bid-Ask Spread % 24.68 -9.89 41.37 35.04 14.34 Gamma HHI 0.08 0.04 0.46 0.09 0.05 Net GEX 48.2M -15.4M 169.8M 71.5M 50.2M Net DEX -1.94B -3.50B -624.2M -2.45B -1.97B Net VEX -16.8M -17.7M -15.7M -15.9M -16.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.90 0.50 1.18 0.86 0.89 Total Volume 1,555,017.955 889,950 3,338,940 1,012,845 1,244,400 Total OI 8,228,888.182 7,545,030 8,814,810 7,814,865 8,814,810
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 2015-07-01 $17.93 $17.33 36.5% 9.3% 24.7% 23.7% 33.1% 1.2% 4.9% 71.5M -2.45B -15.9M 0.86 35.04 N/A N/A 544,590 468,255 3,561,120 4,253,745 2015-07-02 $18.61 $17.33 34.8% 7.8% 26.6% 18.5% 27.6% 0.0% 6.0% 120.6M -3.50B -15.7M 0.79 -9.89 N/A N/A 1,868,205 1,470,735 3,674,775 4,362,450 2015-07-06 $18.65 $17.67 39.2% 10.7% 26.5% 32.0% 38.0% 1.9% -1.6% 74.4M -2.96B -15.7M 0.96 30.88 N/A N/A 628,635 602,085 3,437,910 4,180,875 2015-07-07 $17.81 $17.67 43.1% 11.5% 31.1% 44.0% 40.5% 3.3% -1.8% 19.8M -1.74B -16.6M 0.88 31.52 N/A N/A 1,134,240 994,185 3,547,335 4,395,615 2015-07-08 $17.01 $17.67 44.6% 11.9% 35.5% 48.8% 41.6% 2.8% -1.7% -15.4M -624.2M -17.2M 1.13 27.53 N/A N/A 929,775 1,052,550 3,667,635 4,595,655 2015-07-09 $17.19 $17.33 44.5% 11.9% 34.9% 48.4% 41.9% 2.5% -1.8% 6.1M -948.6M -17.3M 1.18 31.25 N/A N/A 627,120 740,610 3,808,005 4,588,695 2015-07-10 $17.27 $17.33 42.8% 11.5% 34.9% 43.1% 40.4% 3.4% -1.8% 12.6M -1.08B -16.7M 0.97 31.49 N/A N/A 715,125 693,060 3,865,020 4,667,400 2015-07-13 $17.47 $17.33 40.9% 11.2% 35.0% 37.2% 38.9% 3.9% -1.5% 21.4M -1.54B -16.8M 0.99 29.22 N/A N/A 542,010 535,650 3,440,250 4,303,380 2015-07-14 $17.71 $17.33 40.1% 11.0% 35.2% 34.7% 39.4% 3.4% -1.4% 41.7M -1.90B -16.5M 1.07 34.73 N/A N/A 430,830 459,765 3,577,530 4,449,600 2015-07-15 $17.54 $17.33 40.3% 11.0% 35.4% 35.4% 38.6% 3.4% -1.8% 31.9M -1.71B -16.4M 1.14 36.40 N/A N/A 455,790 520,305 3,648,900 4,549,590 2015-07-16 $17.77 $17.33 39.2% 10.9% 33.9% 32.0% 38.0% 2.9% -1.4% 66.8M -2.09B -16.2M 1.03 41.37 N/A N/A 439,230 450,720 3,703,860 4,595,970 2015-07-17 $18.34 $17.33 39.9% 11.0% 35.6% 34.1% 38.9% 2.9% -2.5% 169.8M -2.99B -15.9M 0.54 37.50 N/A N/A 1,883,280 1,010,355 3,726,330 4,638,795 2015-07-20 $18.86 $17.33 41.9% 11.8% 36.7% 40.2% 41.7% 2.8% -1.8% 87.5M -3.19B -16.0M 0.50 18.65 N/A N/A 1,339,050 671,700 3,534,375 4,010,655 2015-07-21 $17.80 $17.33 46.4% 13.2% 42.5% 54.4% 46.6% 1.6% -2.8% 41.5M -1.88B -17.2M 0.71 26.37 N/A N/A 1,190,730 848,910 3,785,085 4,174,260 2015-07-22 $17.84 $17.33 46.5% 13.3% 41.1% 54.5% 46.7% 2.1% -2.5% 45.8M -1.93B -17.5M 0.71 25.19 N/A N/A 939,495 667,590 4,079,595 4,365,225 2015-07-23 $17.82 $17.33 48.1% 13.9% 40.9% 59.7% 48.8% 2.0% -2.6% 44.9M -1.92B -17.7M 0.86 18.91 N/A N/A 703,635 602,850 4,196,910 4,471,575 2015-07-24 $17.73 $17.33 49.4% 14.5% 40.7% 63.6% 50.7% 2.1% -3.4% 27.0M -1.76B -17.2M 0.94 19.48 N/A N/A 863,640 816,090 4,231,050 4,562,130 2015-07-27 $16.83 $17.33 48.8% 14.7% 44.6% 61.7% 51.2% 2.8% -2.3% 10.1M -917.8M -17.0M 1.01 25.11 N/A N/A 858,615 863,220 3,797,220 4,218,465 2015-07-28 $17.64 $17.33 48.1% 14.7% 47.5% 59.4% 51.9% 2.4% -2.5% 41.8M -1.85B -17.6M 0.78 11.95 N/A N/A 739,545 578,565 3,954,210 4,391,505 2015-07-29 $17.59 $17.33 47.4% 14.7% 46.6% 57.5% 51.9% 2.4% -2.4% 38.6M -1.81B -17.5M 1.04 12.72 N/A N/A 562,140 585,390 4,011,930 4,481,100 2015-07-30 $17.78 $17.33 45.6% 14.2% 46.8% 51.8% 50.5% 2.3% -2.1% 52.2M -2.03B -17.4M 0.88 13.23 N/A N/A 499,530 438,195 4,081,080 4,633,920 2015-07-31 $17.73 $17.33 45.4% 14.2% 44.7% 51.1% 50.1% 2.2% -2.3% 50.2M -1.97B -16.8M 0.89 14.34 N/A N/A 658,455 585,945 4,110,315 4,704,495
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