TSLA Options History — May 2017 In May 2017, TSLA traded between $19.73 and $22.67. ATM implied volatility averaged 33.8%, placing in the 23.4% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded below realized volatility by 2.5% (HV 20d: 36.3%). Max pain ranged from $18.33 to $20.33. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.89.
Notable Days 2017-05-04 : Highest Volume — 5,799,780 contracts2017-05-04 : Largest IV drop — 18.0% change2017-05-02 : Highest IV Rank — 42.6%2017-05-02 : Largest Expected Move — 12.6%Monthly Statistics Metric Avg Min Max Open Close Price $21.08 $19.73 $22.67 $21.54 $22.67 Max Pain $19.59 $18.33 $20.33 $20.00 $20.00 ATM IV 33.8% 30.5% 39.5% 38.7% 36.3% Expected Move 9.9% 8.9% 12.6% 12.0% 10.3% HV 20d 36.3% 30.3% 39.4% 36.2% 38.9% HV 60d 35.5% 33.5% 37.6% 34.5% 34.5% IV Rank 23.4% 11.7% 42.6% 39.8% 33.0% IV Percentile 22.7% 4.4% 61.1% 56.0% 44.4% Term Structure 0.4% -1.2% 0.8% -0.7% 0.5% VWIV 35.0% 31.5% 44.6% 42.6% 36.6% Skew 25d 1.7% 1.2% 2.4% 1.8% 1.3% Skew 10d 3.8% 2.7% 5.2% 4.1% 3.8% Call IV 25d 33.5% 30.0% 38.9% 37.9% 36.4% Put IV 25d 35.2% 31.6% 40.6% 39.7% 37.7% Bid-Ask Spread % 5.16 3.09 9.69 9.69 7.36 Gamma HHI 0.08 0.04 0.32 0.05 0.06 Net GEX 79.5M -65.5M 266.1M 86.9M 177.4M Net DEX -3.82B -6.35B -1.44B -4.76B -6.35B Net VEX -29.9M -32.6M -27.0M -27.0M -32.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.89 0.66 1.19 0.92 0.73 Total Volume 2,774,996.591 1,515,735 5,799,780 2,440,860 3,523,500 Total OI 13,647,308.182 11,376,780 15,016,230 11,376,780 14,201,340
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 2017-05-01 $21.54 $20.00 38.7% 12.0% 36.2% 39.8% 42.6% 1.8% -0.7% 86.9M -4.76B -27.0M 0.92 9.69 N/A N/A 1,273,020 1,167,840 4,762,305 6,614,475 2017-05-02 $21.25 $20.00 39.5% 12.6% 30.3% 42.6% 44.6% 1.7% -0.6% 72.5M -4.26B -27.8M 0.90 5.68 N/A N/A 831,855 750,015 5,058,240 7,006,935 2017-05-03 $20.76 $20.33 38.5% 12.4% 30.8% 39.1% 43.6% 1.4% -1.2% 50.0M -3.45B -28.1M 1.08 7.40 N/A N/A 1,314,960 1,426,560 5,210,865 7,244,010 2017-05-04 $19.73 $18.33 31.5% 9.3% 34.7% 14.7% 33.1% 1.6% 0.7% -65.5M -1.44B -27.4M 0.99 5.06 N/A N/A 2,921,490 2,878,290 5,747,640 7,844,190 2017-05-05 $20.43 $18.67 30.5% 9.1% 36.8% 11.7% 32.4% 1.7% 0.8% 82.2M -3.41B -28.8M 1.19 5.98 N/A N/A 2,307,810 2,746,500 6,185,355 8,364,405 2017-05-08 $20.48 $18.67 31.4% 9.2% 36.6% 15.0% 32.6% 1.6% 0.7% 41.7M -3.12B -28.6M 0.91 4.79 N/A N/A 1,147,695 1,043,640 5,228,505 7,632,420 2017-05-09 $21.34 $18.67 33.1% 9.6% 37.4% 21.4% 34.1% 1.6% 0.2% 131.2M -4.79B -29.7M 0.90 5.25 N/A N/A 1,859,595 1,674,810 5,501,565 7,873,425 2017-05-10 $21.63 $18.67 32.7% 9.5% 37.3% 19.7% 34.0% 1.7% 0.5% 129.8M -5.15B -30.6M 0.74 5.51 N/A N/A 1,544,025 1,136,460 5,670,150 8,307,495 2017-05-11 $21.55 $19.33 32.9% 9.5% 34.4% 20.6% 33.8% 1.6% 0.4% 130.5M -4.86B -31.0M 0.85 5.09 N/A N/A 1,210,935 1,029,915 5,905,590 8,551,860 2017-05-12 $21.65 $19.33 32.2% 9.4% 33.8% 18.0% 33.4% 1.5% 0.6% 266.1M -5.20B -30.6M 0.72 5.47 N/A N/A 1,641,420 1,175,625 6,075,600 8,704,740 2017-05-15 $21.09 $19.33 32.5% 9.4% 34.8% 18.9% 33.2% 1.5% 0.6% 40.3M -3.52B -30.3M 0.83 3.18 N/A N/A 1,386,240 1,145,100 5,440,755 7,944,345 2017-05-16 $21.12 $19.67 31.1% 8.9% 34.8% 13.8% 31.5% 1.2% 0.7% 64.6M -3.72B -30.4M 0.83 4.16 N/A N/A 828,930 686,805 5,802,405 8,251,530 2017-05-17 $20.41 $20.00 32.8% 9.4% 36.8% 20.0% 33.3% 2.4% 0.6% -64.1M -1.82B -30.2M 0.90 5.63 N/A N/A 1,482,495 1,328,670 5,925,615 8,424,375 2017-05-18 $20.84 $20.00 32.8% 9.4% 37.4% 20.2% 33.3% 2.4% 0.8% 59.8M -3.16B -30.4M 0.98 4.00 N/A N/A 1,226,580 1,206,645 6,178,800 8,524,440 2017-05-19 $20.72 $20.00 33.7% 9.6% 37.4% 23.5% 33.8% 2.1% 0.2% -64.9M -2.63B -30.7M 0.97 5.97 N/A N/A 1,311,105 1,271,400 6,300,825 8,715,405 2017-05-22 $20.67 $20.00 33.3% 9.5% 37.3% 22.1% 34.4% 2.0% 0.6% 13.1M -2.71B -30.2M 1.09 4.63 N/A N/A 773,730 844,035 5,106,255 7,567,710 2017-05-23 $20.26 $20.00 33.8% 9.6% 37.5% 24.0% 34.0% 1.8% 0.4% -24.5M -1.98B -29.9M 0.91 4.05 N/A N/A 860,355 785,850 5,344,890 7,854,540 2017-05-24 $20.63 $20.00 33.0% 9.2% 38.0% 20.7% 32.9% 1.8% 0.5% 54.2M -2.87B -30.1M 0.88 3.81 N/A N/A 831,120 730,215 5,611,890 7,984,320 2017-05-25 $21.07 $20.00 33.0% 9.2% 38.6% 20.9% 32.8% 1.2% 0.4% 190.6M -4.01B -30.4M 0.96 4.41 N/A N/A 1,143,285 1,103,040 5,807,955 8,115,495 2017-05-26 $21.64 $20.00 33.7% 9.4% 39.4% 23.5% 33.6% 1.4% 0.6% 241.9M -5.38B -31.7M 0.70 3.09 N/A N/A 2,710,125 1,892,595 5,887,275 8,366,190 2017-05-30 $22.22 $20.00 36.0% 10.2% 38.8% 31.9% 36.7% 1.4% 0.5% 135.3M -5.57B -31.8M 0.66 3.29 N/A N/A 1,746,225 1,149,420 5,502,465 7,892,190 2017-05-31 $22.67 $20.00 36.3% 10.3% 38.9% 33.0% 36.6% 1.3% 0.5% 177.4M -6.35B -32.6M 0.73 7.36 N/A N/A 2,035,170 1,488,330 5,853,990 8,347,350
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