TSLA Options History — April 2016 In April 2016, TSLA traded between $15.82 and $17.66. ATM implied volatility averaged 53.7%, placing in the 39.6% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 15.2% (HV 20d: 38.5%). Max pain ranged from $15.00 to $16.67. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.83.
Notable Days 2016-04-01 : Highest Volume — 4,294,185 contracts2016-04-14 : Largest IV drop — 5.0% change2016-04-12 : Highest IV Rank — 45.2%2016-04-29 : Largest Expected Move — 16.8%Monthly Statistics Metric Avg Min Max Open Close Price $16.72 $15.82 $17.66 $15.82 $16.05 Max Pain $16.48 $15.00 $16.67 $15.00 $16.67 ATM IV 53.7% 49.3% 57.3% 49.3% 53.3% Expected Move 15.4% 14.1% 16.8% 14.1% 16.8% HV 20d 38.5% 35.0% 42.0% 36.4% 35.6% HV 60d 51.6% 47.9% 53.1% 51.5% 47.9% IV Rank 39.6% 32.6% 45.2% 32.6% 39.0% IV Percentile 79.8% 63.1% 90.9% 63.1% 78.6% Term Structure -1.8% -3.4% 8.2% 8.2% -3.2% VWIV 54.3% 50.2% 58.5% 50.2% 58.5% Skew 25d 5.4% 4.0% 6.6% 5.0% 5.9% Skew 10d 11.6% 8.3% 17.9% 12.0% 11.7% Call IV 25d 52.0% 45.3% 56.2% 45.3% 52.1% Put IV 25d 57.4% 50.3% 61.0% 50.3% 58.0% Bid-Ask Spread % 27.65 15.92 35.88 31.77 30.02 Gamma HHI 0.08 0.04 0.34 0.11 0.26 Net GEX 31.3M -49.8M 102.7M 61.3M -47.2M Net DEX -2.03B -4.02B -770.3M -2.21B -770.3M Net VEX -17.7M -18.4M -16.5M -16.5M -17.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.83 0.70 1.01 0.75 0.81 Total Volume 2,009,108.571 870,780 4,294,185 4,294,185 2,006,760 Total OI 9,211,571.429 8,112,510 10,664,880 9,437,550 8,919,330
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 2016-04-01 $15.82 $15.00 49.3% 14.1% 36.4% 32.6% 50.2% 5.0% 8.2% 61.3M -2.21B -16.5M 0.75 31.77 N/A N/A 2,455,410 1,838,775 4,458,630 4,978,920 2016-04-04 $16.46 $15.67 51.3% 14.7% 37.3% 35.7% 51.6% 5.7% -0.3% 56.6M -2.55B -16.5M 0.86 31.82 N/A N/A 1,502,385 1,294,425 3,945,285 4,451,430 2016-04-05 $17.01 $16.00 53.0% 14.8% 38.0% 38.5% 52.0% 4.0% -0.8% 77.3M -3.17B -17.2M 0.72 28.47 N/A N/A 1,443,480 1,042,710 4,261,755 4,815,555 2016-04-06 $17.66 $16.00 55.2% 15.3% 37.9% 41.9% 54.4% 4.9% -0.3% 102.7M -4.02B -17.0M 0.74 15.92 N/A N/A 2,149,905 1,600,680 4,374,975 5,014,950 2016-04-07 $17.14 $16.67 57.2% 15.7% 40.3% 45.2% 55.7% 4.8% -1.3% 61.7M -2.84B -18.4M 0.70 25.31 N/A N/A 2,078,985 1,453,455 4,705,905 5,539,875 2016-04-08 $16.66 $16.67 55.4% 15.1% 41.4% 42.2% 52.5% 5.7% -1.1% -49.8M -1.89B -18.2M 0.92 26.63 N/A N/A 1,840,440 1,689,600 4,971,270 5,693,610 2016-04-11 $16.69 $16.67 57.2% 15.6% 41.5% 45.1% 54.7% 5.9% -1.9% 24.2M -1.97B -18.1M 0.85 29.87 N/A N/A 1,473,855 1,253,145 4,298,760 5,024,505 2016-04-12 $16.49 $16.67 57.3% 15.6% 41.0% 45.2% 54.3% 5.9% -2.6% 12.6M -1.66B -18.2M 1.01 28.27 N/A N/A 875,415 880,380 4,580,610 5,302,665 2016-04-13 $16.97 $16.67 57.1% 15.7% 41.6% 45.1% 55.9% 4.7% -2.9% 48.3M -2.44B -18.4M 0.87 35.88 N/A N/A 824,250 714,585 4,737,690 5,374,305 2016-04-14 $16.77 $16.67 54.3% 14.9% 42.0% 40.6% 53.7% 4.5% -3.0% 28.9M -2.12B -18.2M 0.80 32.85 N/A N/A 775,695 621,345 4,806,465 5,510,280 2016-04-15 $16.94 $16.67 52.1% 14.4% 42.0% 37.0% 51.2% 4.4% -2.7% 39.3M -2.20B -17.9M 0.87 29.40 N/A N/A 881,205 768,180 4,777,725 5,620,860 2016-04-18 $16.92 $16.67 52.9% 14.9% 40.7% 38.3% 53.4% 5.8% -2.5% 39.9M -1.88B -17.7M 0.76 22.05 N/A N/A 616,560 467,190 3,995,520 4,116,990 2016-04-19 $16.46 $16.67 53.4% 15.2% 41.2% 39.0% 53.5% 5.5% -2.9% 16.9M -1.32B -17.7M 0.96 27.30 N/A N/A 865,545 826,725 4,152,705 4,229,595 2016-04-20 $16.65 $16.67 52.5% 15.0% 40.6% 37.6% 53.2% 5.7% -2.7% 31.0M -1.59B -17.7M 0.78 27.41 N/A N/A 869,460 682,410 4,301,760 4,399,755 2016-04-21 $16.54 $16.67 52.8% 15.2% 35.2% 38.0% 53.5% 5.5% -2.4% 11.9M -1.38B -18.0M 0.97 28.00 N/A N/A 526,515 509,805 4,381,500 4,514,235 2016-04-22 $16.92 $16.67 53.2% 15.5% 35.2% 38.7% 54.2% 5.8% -3.1% 36.8M -1.97B -18.0M 0.76 23.83 N/A N/A 871,560 664,995 4,467,870 4,633,125 2016-04-25 $16.78 $16.67 53.4% 16.1% 35.4% 39.2% 56.9% 6.6% -2.9% 28.3M -1.69B -17.8M 0.91 24.18 N/A N/A 522,255 475,005 4,057,530 4,215,330 2016-04-26 $16.91 $16.67 51.9% 15.8% 35.3% 36.7% 56.3% 5.8% -2.2% 35.6M -1.81B -17.8M 0.78 25.58 N/A N/A 517,665 401,625 4,150,050 4,308,675 2016-04-27 $16.77 $16.67 52.6% 16.3% 35.0% 37.8% 57.9% 5.2% -3.1% 29.6M -1.69B -17.1M 0.75 28.25 N/A N/A 498,420 372,360 4,234,110 4,378,965 2016-04-28 $16.51 $16.67 52.7% 16.3% 35.5% 38.0% 57.0% 6.2% -3.4% 10.9M -1.39B -17.3M 0.93 27.80 N/A N/A 537,720 500,400 4,303,155 4,436,775 2016-04-29 $16.05 $16.67 53.3% 16.8% 35.6% 39.0% 58.5% 5.9% -3.2% -47.2M -770.3M -17.2M 0.81 30.02 N/A N/A 1,108,290 898,470 4,423,485 4,495,845
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