TSLA Options History — June 2017 In June 2017, TSLA traded between $22.64 and $25.55. ATM implied volatility averaged 39.1%, placing in the 43.5% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 7.1% (HV 20d: 32.0%). Max pain ranged from $20.00 to $23.67. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.89.
Notable Days 2017-06-09 : Highest Volume — 8,947,470 contracts2017-06-08 : Largest IV spike — 6.1% change2017-06-30 : Highest IV Rank — 53.4%2017-06-14 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $24.37 $22.64 $25.55 $22.70 $24.21 Max Pain $22.65 $20.00 $23.67 $20.00 $23.67 ATM IV 39.1% 34.5% 41.8% 34.8% 41.8% Expected Move 11.0% 9.4% 11.9% 9.6% 10.7% HV 20d 32.0% 28.4% 37.6% 37.6% 33.8% HV 60d 34.6% 33.1% 35.9% 34.3% 33.1% IV Rank 43.5% 26.4% 53.4% 27.6% 53.4% IV Percentile 60.9% 28.6% 78.2% 30.6% 78.2% Term Structure 1.8% -0.5% 6.4% 0.9% 5.0% VWIV 39.2% 33.6% 42.2% 34.4% 37.7% Skew 25d 1.9% 1.0% 3.0% 1.3% 2.4% Skew 10d 4.1% 2.3% 5.8% 2.9% 4.4% Call IV 25d 38.6% 34.4% 41.4% 34.8% 39.5% Put IV 25d 40.5% 35.6% 43.5% 36.1% 41.9% Bid-Ask Spread % 16.81 3.37 31.57 3.37 12.26 Gamma HHI 0.06 0.03 0.14 0.07 0.09 Net GEX 94.2M -105.7M 226.7M 188.7M -40.3M Net DEX -6.36B -9.43B -3.18B -6.39B -3.53B Net VEX -37.6M -41.1M -32.1M -33.0M -41.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.89 0.70 1.17 0.86 0.83 Total Volume 3,320,525.455 1,776,195 8,947,470 3,098,865 2,883,165 Total OI 15,341,120.455 13,140,240 18,120,795 14,957,880 15,911,310
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 2017-06-01 $22.70 $20.00 34.8% 9.6% 37.6% 27.6% 34.4% 1.3% 0.9% 188.7M -6.39B -33.0M 0.86 3.37 N/A N/A 1,670,070 1,428,795 6,202,410 8,755,470 2017-06-02 $22.64 $20.33 34.5% 9.4% 31.6% 26.4% 33.6% 1.2% 0.8% 144.3M -6.04B -32.5M 0.94 4.64 N/A N/A 1,569,105 1,470,630 6,289,125 9,171,435 2017-06-05 $23.19 $21.33 35.6% 10.3% 30.5% 30.5% 37.1% 1.0% 0.1% 120.4M -6.46B -32.1M 0.98 19.12 N/A N/A 1,228,830 1,204,740 5,601,885 8,313,810 2017-06-06 $23.53 $21.33 36.5% 10.7% 30.6% 34.0% 38.0% 1.6% 0.3% 152.5M -7.14B -32.5M 0.87 21.28 N/A N/A 2,532,060 2,206,170 5,861,985 8,698,155 2017-06-07 $24.03 $21.67 35.8% 10.5% 28.4% 31.3% 37.5% 1.4% 0.3% 183.7M -7.92B -32.9M 0.90 25.54 N/A N/A 1,670,925 1,497,240 6,184,290 9,280,455 2017-06-08 $24.73 $22.00 38.0% 11.0% 29.4% 39.4% 39.5% 1.3% 0.0% 226.7M -9.43B -33.8M 0.95 14.06 N/A N/A 2,554,170 2,416,290 6,435,210 9,652,335 2017-06-09 $23.76 $22.00 40.2% 11.4% 33.6% 47.6% 40.2% 2.3% -0.5% -37.0M -5.84B -36.1M 1.17 31.57 N/A N/A 4,121,910 4,825,560 6,752,385 10,374,780 2017-06-12 $23.87 $22.67 41.5% 11.9% 33.6% 52.5% 42.1% 2.4% -0.0% 45.7M -6.21B -37.4M 0.98 21.36 N/A N/A 1,409,085 1,378,320 6,215,895 9,446,865 2017-06-13 $25.01 $22.67 41.0% 11.7% 34.6% 50.6% 41.8% 1.9% -0.1% 145.5M -8.72B -37.2M 0.86 16.62 N/A N/A 2,153,595 1,848,045 6,450,840 9,660,540 2017-06-14 $25.23 $22.67 41.5% 11.9% 34.5% 52.5% 42.2% 1.9% -0.1% 190.8M -9.29B -38.5M 0.70 24.02 N/A N/A 2,642,175 1,838,835 6,833,850 10,146,855 2017-06-15 $24.81 $23.33 41.0% 11.8% 32.1% 50.5% 41.8% 1.9% 0.0% 74.7M -7.70B -39.2M 0.81 24.27 N/A N/A 1,688,985 1,374,030 7,139,685 10,555,575 2017-06-16 $24.80 $23.33 40.1% 11.5% 32.0% 47.2% 41.0% 1.9% 0.0% 81.3M -7.70B -39.5M 0.78 17.72 N/A N/A 1,768,035 1,378,830 7,318,215 10,802,580 2017-06-19 $24.73 $23.33 39.2% 11.2% 31.8% 44.0% 40.3% 2.1% 2.2% 61.1M -5.33B -39.2M 0.92 12.57 N/A N/A 1,024,140 938,970 5,332,155 7,808,085 2017-06-20 $24.76 $23.33 40.2% 11.5% 31.7% 47.6% 41.3% 2.1% 1.6% 58.8M -5.33B -39.9M 0.90 17.59 N/A N/A 966,225 865,860 5,568,885 8,152,755 2017-06-21 $25.06 $23.33 38.6% 11.1% 29.8% 41.6% 39.4% 1.8% 1.8% 112.7M -5.96B -39.9M 0.97 10.86 N/A N/A 899,835 876,360 5,791,830 8,353,425 2017-06-22 $25.47 $23.33 40.0% 11.4% 29.7% 46.9% 40.6% 1.7% 1.3% 215.8M -6.99B -39.7M 0.85 30.08 N/A N/A 1,916,040 1,634,760 6,002,430 8,578,515 2017-06-23 $25.55 $23.33 39.0% 11.0% 29.6% 43.1% 39.9% 1.5% 2.1% 215.1M -6.94B -40.6M 0.79 9.32 N/A N/A 1,891,665 1,493,640 6,263,745 9,058,050 2017-06-26 $25.08 $23.67 39.6% 10.7% 30.5% 45.3% 38.1% 1.9% 6.1% 54.8M -5.41B -40.4M 0.82 11.28 N/A N/A 1,204,275 991,200 5,612,295 8,273,985 2017-06-27 $24.28 $23.67 40.9% 11.1% 32.7% 50.3% 39.6% 2.7% 6.4% -31.6M -3.70B -40.7M 0.94 12.38 N/A N/A 1,176,150 1,101,030 5,912,460 8,567,145 2017-06-28 $24.69 $23.67 39.3% 10.6% 32.5% 44.1% 37.6% 2.5% 5.9% 14.3M -4.62B -40.4M 0.72 10.03 N/A N/A 1,103,685 798,360 6,129,450 8,773,950 2017-06-29 $24.12 $23.67 40.8% 10.6% 33.9% 49.9% 37.7% 3.0% 5.9% -105.7M -3.18B -40.5M 0.98 19.85 N/A N/A 1,725,945 1,683,825 6,306,120 8,963,430 2017-06-30 $24.21 $23.67 41.8% 10.7% 33.8% 53.4% 37.7% 2.4% 5.0% -40.3M -3.53B -41.1M 0.83 12.26 N/A N/A 1,575,480 1,307,685 6,680,415 9,230,895
« May 2017 | All History | Jul 2017 » Home TSLA History June 2017