TSLA Options History — April 2017

In April 2017, TSLA traded between $19.72 and $20.88. ATM implied volatility averaged 41.2%, placing in the 47.9% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 5.0% (HV 20d: 36.3%). Max pain ranged from $17.33 to $20.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.86.

Notable Days

  • 2017-04-13: Highest Volume — 4,742,595 contracts
  • 2017-04-10: Largest IV spike — 4.9% change
  • 2017-04-17: Highest IV Rank — 61.9%
  • 2017-04-17: Largest Expected Move — 12.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.29$19.72$20.88$19.80$20.83
Max Pain$19.26$17.33$20.00$17.33$20.00
ATM IV41.2%38.2%45.0%38.2%38.3%
Expected Move11.6%9.0%12.8%9.5%11.6%
HV 20d36.3%34.6%39.4%34.9%34.9%
HV 60d33.4%31.8%34.0%31.8%33.9%
IV Rank47.9%36.2%61.9%36.2%38.5%
IV Percentile67.1%52.0%80.6%52.0%52.8%
Term Structure-0.4%-1.7%2.9%1.9%-1.3%
VWIV41.1%32.0%44.6%33.6%41.0%
Skew 25d2.0%-0.4%3.1%1.5%1.6%
Skew 10d4.6%1.8%8.3%8.3%3.5%
Call IV 25d40.8%37.5%43.6%38.6%38.5%
Put IV 25d42.7%38.0%46.4%40.1%40.1%
Bid-Ask Spread %15.355.8730.1026.998.00
Gamma HHI0.090.040.340.070.34
Net GEX82.2M-49.0M215.3M105.8M203.3M
Net DEX-4.19B-5.25B-3.02B-4.61B-4.43B
Net VEX-26.5M-27.5M-23.8M-23.8M-26.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.860.681.120.750.74
Total Volume2,471,362.105606,9004,742,5954,309,9652,328,570
Total OI12,617,980.26310,941,96013,697,56510,941,96012,715,305

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-04-03$19.80$17.3338.2%9.5%34.9%36.2%33.6%1.5%1.9%105.8M-4.61B-23.8M0.7526.99N/AN/A2,464,0651,845,9004,593,4206,348,540
2017-04-04$20.25$17.6738.4%9.4%34.6%36.9%33.5%1.6%1.4%137.6M-5.25B-24.7M0.7428.60N/AN/A2,166,3601,599,9905,017,7706,975,495
2017-04-05$19.72$18.0039.0%9.0%36.6%38.8%32.0%-0.4%1.8%41.1M-3.90B-25.4M0.7330.10N/AN/A1,739,2651,266,0605,245,7407,450,155
2017-04-06$19.87$18.6739.1%11.6%36.0%39.2%40.8%3.1%2.7%67.9M-4.22B-25.7M0.7717.91N/AN/A1,437,1201,111,6655,462,2807,664,295
2017-04-07$20.11$18.6740.9%12.0%35.5%45.2%41.8%2.0%2.9%215.3M-4.85B-26.0M0.9516.84N/AN/A1,306,7551,241,7755,672,5507,849,470
2017-04-10$20.81$18.6742.9%12.2%36.5%51.9%42.9%2.4%-0.9%115.3M-5.25B-27.2M0.6816.30N/AN/A1,790,8951,217,5055,128,9356,931,005
2017-04-11$20.57$19.3343.2%12.0%35.4%53.0%42.6%2.5%-1.7%71.8M-4.67B-26.9M0.9116.82N/AN/A1,092,285999,3155,380,5007,305,750
2017-04-12$19.82$19.3344.1%12.3%38.8%56.3%43.0%2.4%-1.1%-49.0M-3.02B-26.8M0.9421.96N/AN/A1,487,6701,396,6655,523,0757,576,095
2017-04-13$20.25$19.3343.4%12.1%38.7%56.4%42.5%2.5%-1.5%74.3M-4.16B-27.3M0.8923.71N/AN/A2,506,9652,235,6305,800,7107,658,760
2017-04-17$19.95$19.6745.0%12.8%39.4%61.9%44.6%2.8%-1.3%40.0M-3.53B-27.5M0.8419.23N/AN/A329,310277,5905,310,4207,274,415
2017-04-18$20.03$19.6743.6%12.4%39.3%57.2%43.9%2.4%-1.1%49.5M-3.62B-27.2M0.717.39N/AN/A656,955469,2905,469,7507,424,160
2017-04-19$20.33$19.6743.1%12.4%35.8%55.4%43.6%2.4%-1.4%109.0M-4.20B-27.3M0.8011.34N/AN/A888,585712,4105,594,9407,526,700
2017-04-20$20.17$20.0042.4%12.2%36.3%53.0%43.3%2.4%-1.1%53.3M-3.76B-27.1M1.1210.76N/AN/A1,325,7151,484,7605,661,6157,641,480
2017-04-21$20.34$20.0042.1%12.2%36.3%51.7%42.6%2.4%-1.3%68.3M-4.22B-26.5M0.965.87N/AN/A1,258,8001,206,1505,798,1457,899,420
2017-04-24$20.54$20.0040.9%12.1%35.7%47.7%43.2%1.7%-1.3%85.3M-3.84B-26.8M0.996.21N/AN/A865,605859,6954,730,7306,498,855
2017-04-25$20.88$20.0040.5%12.1%35.1%46.3%42.6%1.4%-1.4%119.9M-4.44B-27.4M1.007.51N/AN/A1,025,9101,030,1554,981,3806,809,400
2017-04-26$20.68$20.0040.1%12.0%34.6%44.7%42.7%1.3%-1.4%55.4M-4.01B-27.1M0.847.01N/AN/A869,340727,7855,152,6057,113,000
2017-04-27$20.56$20.0038.7%11.6%34.8%39.8%40.8%1.5%-1.3%-1.6M-3.70B-26.8M0.979.07N/AN/A878,685854,6855,288,4607,266,300
2017-04-28$20.83$20.0038.3%11.6%34.9%38.5%41.0%1.6%-1.3%203.3M-4.43B-26.7M0.748.00N/AN/A1,338,855989,7155,370,9757,344,330