TSLA Options History — February 2017

In February 2017, TSLA traded between $16.41 and $18.83. ATM implied volatility averaged 39.8%, placing in the 29.0% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 14.7% (HV 20d: 25.1%). Max pain ranged from $14.67 to $16.67. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.91.

Notable Days

  • 2017-02-23: Highest Volume — 4,821,930 contracts
  • 2017-02-23: Largest IV drop — 17.7% change
  • 2017-02-22: Highest IV Rank — 47.5%
  • 2017-02-22: Largest Expected Move — 13.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.57$16.41$18.83$16.66$16.55
Max Pain$15.79$14.67$16.67$15.67$16.67
ATM IV39.8%34.7%44.0%41.6%35.0%
Expected Move11.3%10.0%13.3%11.0%10.1%
HV 20d25.1%18.2%38.8%23.4%38.8%
HV 60d28.0%25.6%31.2%28.4%31.1%
IV Rank29.0%18.1%47.5%22.2%21.8%
IV Percentile45.9%13.9%64.3%52.8%16.7%
Term Structure-0.9%-2.0%0.9%-1.5%0.9%
VWIV40.3%35.7%47.0%39.2%35.7%
Skew 25d2.4%0.9%3.2%3.1%2.2%
Skew 10d5.8%3.8%7.9%6.6%5.1%
Call IV 25d39.2%34.4%43.0%40.5%34.4%
Put IV 25d41.6%36.1%44.7%43.6%36.6%
Bid-Ask Spread %25.475.9947.3747.375.99
Gamma HHI0.080.040.270.050.04
Net GEX30.2M-74.0M119.1M13.0M-17.6M
Net DEX-2.50B-4.10B-311.8M-2.00B-724.3M
Net VEX-20.5M-22.0M-19.1M-19.4M-22.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.910.601.230.840.60
Total Volume2,143,432.105843,6754,821,930843,6751,576,860
Total OI10,730,664.4749,307,24513,122,1209,702,03012,053,565

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-02-01$16.66$15.6741.6%11.0%23.4%22.2%39.2%3.1%-1.5%13.0M-2.00B-19.4M0.8447.37N/AN/A457,845385,8303,929,8955,772,135
2017-02-02$16.76$14.6741.6%11.3%18.2%22.1%40.3%2.8%-1.7%34.1M-2.16B-20.1M1.1043.45N/AN/A470,895516,0754,005,7505,832,615
2017-02-03$16.75$14.6740.6%11.1%18.3%20.6%39.4%3.1%-1.8%35.1M-2.20B-19.7M0.9537.91N/AN/A480,870455,3554,059,7205,950,680
2017-02-06$17.12$14.6740.9%11.3%19.1%21.1%40.0%3.2%-0.8%48.8M-2.58B-19.1M0.8736.84N/AN/A631,785552,7203,749,7605,557,485
2017-02-07$17.15$15.3340.4%11.3%19.1%20.2%40.1%3.2%-1.1%57.8M-2.64B-19.2M0.8833.94N/AN/A660,555582,5853,946,2755,786,910
2017-02-08$17.44$15.3339.0%11.0%18.9%18.1%39.6%3.2%-0.7%88.3M-3.06B-19.6M0.8734.53N/AN/A817,290712,9354,114,4255,973,675
2017-02-09$17.92$15.3339.0%11.0%20.2%18.1%39.4%2.6%-0.9%119.1M-3.76B-20.1M0.9027.87N/AN/A1,489,2751,339,5604,220,0856,158,085
2017-02-10$17.95$15.3338.7%10.8%20.0%29.4%38.8%2.7%-1.2%118.6M-3.58B-20.5M0.7721.84N/AN/A1,038,630796,7254,453,0356,544,755
2017-02-13$18.70$15.3340.1%11.4%21.2%36.5%40.9%2.4%-1.1%71.4M-4.08B-20.9M0.8919.70N/AN/A1,182,3901,052,1604,113,4956,003,480
2017-02-14$18.83$15.6740.8%11.6%20.5%38.6%41.3%2.1%-1.2%64.5M-4.10B-20.9M0.9920.68N/AN/A1,077,1651,063,6354,268,5206,350,895
2017-02-15$18.64$16.0040.6%11.6%21.6%37.9%41.4%2.4%-1.5%38.5M-3.63B-20.1M1.0024.35N/AN/A791,085788,7754,374,9156,598,215
2017-02-16$17.95$16.0041.7%12.0%26.5%41.0%42.6%2.3%-2.0%-38.8M-2.29B-20.4M0.8421.04N/AN/A1,558,6201,310,4604,517,5806,724,560
2017-02-17$18.13$16.3342.4%12.3%26.6%43.0%43.7%2.1%-1.8%55.5M-2.69B-21.1M0.9725.98N/AN/A1,771,4701,719,7354,833,1206,884,355
2017-02-21$18.52$16.3342.6%12.8%26.9%43.5%46.0%2.2%-1.3%34.2M-3.07B-21.4M0.8519.92N/AN/A834,150708,7804,077,6906,045,945
2017-02-22$18.23$16.6744.0%13.3%27.1%47.5%47.0%0.9%-1.5%22.4M-2.67B-21.4M0.9022.49N/AN/A1,455,9901,306,9354,248,1656,373,650
2017-02-23$17.12$16.6736.2%10.5%36.0%25.3%37.2%1.9%0.2%-74.0M-887.4M-20.1M0.8414.10N/AN/A2,614,9802,206,9504,871,7607,046,715
2017-02-24$17.08$16.6734.7%10.0%35.9%21.0%35.7%1.7%0.3%-52.3M-978.2M-21.6M1.2313.03N/AN/A1,650,7202,038,3655,685,5857,436,535
2017-02-27$16.41$16.6735.8%10.4%38.7%24.2%36.9%2.2%0.6%-45.4M-311.8M-21.3M0.9112.97N/AN/A1,374,0001,253,0554,531,9056,786,690
2017-02-28$16.55$16.6735.0%10.1%38.8%21.8%35.7%2.2%0.9%-17.6M-724.3M-22.0M0.605.99N/AN/A987,765589,0954,960,5457,093,020