TSLA Options History — October 2016

In October 2016, TSLA traded between $12.97 and $14.27. ATM implied volatility averaged 44.2%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 12.9% (HV 20d: 31.2%). Max pain ranged from $13.50 to $14.33. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.94.

Notable Days

2016-10-27: Highest Volume — 3,620,145 contracts
2016-10-27: Largest IV drop — 16.5% change
2016-10-06: Highest IV Rank — 31.5%
2016-10-26: Largest Expected Move — 13.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.45	$12.97	$14.27	$14.27	$13.16
Max Pain	$13.91	$13.50	$14.33	$14.33	$14.00
ATM IV	44.2%	36.1%	47.6%	42.4%	36.3%
Expected Move	12.3%	9.8%	13.4%	10.1%	11.0%
HV 20d	31.2%	27.1%	33.9%	28.5%	27.1%
HV 60d	27.1%	26.3%	28.2%	27.3%	26.7%
IV Rank	26.1%	13.6%	31.5%	23.4%	13.9%
IV Percentile	46.6%	20.2%	53.2%	45.2%	21.4%
Term Structure	-1.1%	-2.6%	0.5%	0.5%	-0.1%
VWIV	43.1%	34.3%	47.2%	35.7%	38.5%
Skew 25d	3.8%	2.4%	5.8%	3.1%	3.6%
Skew 10d	8.0%	5.1%	12.1%	6.8%	7.8%
Call IV 25d	43.0%	34.8%	46.5%	42.8%	35.2%
Put IV 25d	46.9%	38.8%	51.6%	45.9%	38.9%
Bid-Ask Spread %	35.49	8.51	51.45	25.55	10.29
Gamma HHI	0.06	0.04	0.22	0.06	0.06
Net GEX	-10.3M	-70.2M	32.9M	32.9M	-30.0M
Net DEX	972.4M	-129.2M	1.92B	-129.2M	1.20B
Net VEX	-17.0M	-18.3M	-16.0M	-17.6M	-16.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.94	0.58	1.37	0.58	0.73
Total Volume	1,316,751.429	571,635	3,620,145	1,788,045	1,405,260
Total OI	11,457,560	10,009,920	12,657,555	10,949,775	10,526,235

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
2016-10-03	$14.27	$14.33	42.4%	10.1%	28.5%	23.4%	35.7%	3.1%	0.5%	32.9M	-129.2M	-17.6M	0.58	25.55	N/A	N/A	1,132,920	655,125	4,725,255	6,224,520
2016-10-04	$14.11	$14.33	44.1%	10.0%	27.9%	26.1%	35.2%	3.1%	-0.6%	26.1M	156.6M	-18.3M	0.88	27.75	N/A	N/A	542,085	476,760	5,013,225	6,419,445
2016-10-05	$13.93	$14.33	46.1%	9.8%	28.4%	29.2%	34.3%	3.5%	-0.7%	-3.2M	530.7M	-18.2M	0.90	29.08	N/A	N/A	399,555	357,705	5,070,705	6,562,665
2016-10-06	$13.43	$14.00	47.6%	12.9%	30.4%	31.5%	44.8%	3.5%	-1.1%	-65.3M	1.43B	-17.4M	0.94	44.33	N/A	N/A	844,380	792,900	5,099,250	6,603,810
2016-10-07	$13.10	$14.00	46.7%	12.7%	31.2%	30.0%	44.7%	2.4%	-2.2%	-41.1M	1.92B	-16.3M	1.12	48.46	N/A	N/A	885,045	994,140	5,268,855	6,710,970
2016-10-10	$13.42	$14.00	47.3%	12.9%	31.4%	31.0%	46.2%	3.1%	-1.6%	-7.2M	1.12B	-17.2M	0.87	48.59	N/A	N/A	553,425	479,775	4,907,190	6,398,010
2016-10-11	$13.31	$14.00	47.1%	13.1%	31.2%	30.6%	45.9%	5.3%	-1.3%	-18.6M	1.31B	-17.1M	0.83	44.41	N/A	N/A	375,285	311,160	5,041,905	6,507,255
2016-10-12	$13.44	$14.00	46.9%	13.2%	31.3%	30.3%	45.2%	3.8%	-0.6%	4.6M	1.02B	-16.8M	0.96	51.45	N/A	N/A	334,710	321,255	5,152,020	6,547,665
2016-10-13	$13.35	$14.00	46.6%	13.0%	30.8%	29.9%	45.8%	3.8%	-1.9%	-7.0M	1.20B	-17.0M	1.37	49.75	N/A	N/A	401,790	549,795	5,200,785	6,623,520
2016-10-14	$13.10	$14.00	45.0%	12.8%	30.1%	27.4%	44.7%	4.7%	-0.7%	-39.2M	1.68B	-16.7M	1.10	48.83	N/A	N/A	586,380	643,275	5,285,745	6,744,435
2016-10-17	$12.97	$14.00	46.3%	13.2%	30.1%	29.5%	45.3%	3.9%	-2.0%	-35.6M	1.71B	-16.5M	0.61	42.69	N/A	N/A	677,745	412,935	5,002,725	6,510,780
2016-10-18	$13.22	$13.67	45.9%	13.1%	31.1%	28.7%	45.6%	3.9%	-2.0%	-6.3M	1.25B	-17.1M	0.76	40.50	N/A	N/A	661,185	504,825	5,290,620	6,588,375
2016-10-19	$13.58	$13.67	45.6%	13.1%	32.7%	28.3%	45.9%	3.3%	-2.0%	31.6M	623.3M	-17.4M	0.68	36.91	N/A	N/A	979,260	662,475	5,382,645	6,697,170
2016-10-20	$13.27	$13.67	45.1%	13.0%	33.5%	27.5%	45.0%	3.4%	-2.6%	-9.1M	1.22B	-16.7M	0.66	40.17	N/A	N/A	859,350	570,840	5,560,725	6,845,535
2016-10-21	$13.31	$13.67	43.9%	12.8%	33.4%	25.7%	44.7%	3.5%	-2.4%	14.8M	1.17B	-16.6M	1.26	39.80	N/A	N/A	511,335	643,605	5,723,565	6,933,990
2016-10-24	$13.52	$13.67	44.0%	13.2%	33.9%	25.9%	46.6%	4.1%	-0.8%	417.9K	458.6M	-16.8M	1.26	37.12	N/A	N/A	351,810	442,830	4,251,225	5,758,695
2016-10-25	$13.46	$13.67	44.1%	13.4%	33.6%	26.0%	46.6%	4.5%	-1.2%	-1.4M	545.0M	-17.0M	1.20	35.73	N/A	N/A	259,260	312,375	4,342,245	5,905,335
2016-10-26	$13.50	$13.67	43.6%	13.4%	33.5%	25.3%	47.2%	5.8%	-1.2%	-2.4M	541.4M	-17.1M	1.14	19.45	N/A	N/A	658,035	750,225	4,414,470	6,031,395
2016-10-27	$13.59	$13.50	36.4%	10.9%	32.5%	14.1%	38.5%	3.8%	0.0%	10.9M	417.5M	-17.1M	0.96	8.51	N/A	N/A	1,844,025	1,776,120	4,783,260	6,363,495
2016-10-28	$13.37	$14.00	36.1%	10.8%	32.8%	13.6%	38.3%	4.0%	0.1%	-70.2M	1.07B	-16.7M	0.96	16.00	N/A	N/A	884,025	846,795	4,899,270	6,689,775
2016-10-31	$13.16	$14.00	36.3%	11.0%	27.1%	13.9%	38.5%	3.6%	-0.1%	-30.0M	1.20B	-16.0M	0.73	10.29	N/A	N/A	813,255	592,005	4,375,815	6,150,420