TSLA Options History — August 2017 In August 2017, TSLA traded between $21.26 and $24.35. ATM implied volatility averaged 35.6%, placing in the 31.1% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded below realized volatility by 2.4% (HV 20d: 37.9%). Max pain ranged from $21.67 to $22.67. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 0.90.
Notable Days 2017-08-03 : Highest Volume — 4,508,025 contracts2017-08-03 : Largest IV drop — 22.3% change2017-08-02 : Highest IV Rank — 75.7%2017-08-02 : Largest Expected Move — 15.6%Monthly Statistics Metric Avg Min Max Open Close Price $23.39 $21.26 $24.35 $21.26 $23.72 Max Pain $22.05 $21.67 $22.67 $22.67 $22.33 ATM IV 35.6% 32.8% 46.5% 45.8% 32.8% Expected Move 10.3% 8.7% 15.6% 14.5% 8.7% HV 20d 37.9% 30.2% 45.7% 45.7% 30.2% HV 60d 39.1% 37.6% 39.6% 37.6% 39.1% IV Rank 31.1% 11.5% 75.7% 72.8% 11.5% IV Percentile 33.2% 9.1% 92.5% 91.3% 9.1% Term Structure 0.5% -1.8% 1.3% -0.5% 1.2% VWIV 36.9% 31.2% 55.2% 52.0% 31.2% Skew 25d 3.2% 2.3% 4.8% 4.8% 3.4% Skew 10d 7.0% 4.9% 10.4% 10.4% 6.5% Call IV 25d 34.6% 31.6% 44.5% 44.1% 31.6% Put IV 25d 37.8% 35.1% 48.9% 48.9% 35.1% Bid-Ask Spread % 12.62 5.86 28.57 11.91 8.20 Gamma HHI 0.06 0.03 0.20 0.03 0.06 Net GEX 52.9M -108.9M 193.2M -30.3M 140.1M Net DEX -3.93B -5.79B -773.2M -773.2M -4.65B Net VEX -37.0M -38.6M -35.4M -36.3M -35.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.90 0.74 1.18 1.18 1.00 Total Volume 2,233,489.565 1,244,040 4,508,025 1,811,580 1,669,035 Total OI 15,533,151.522 14,166,195 16,769,700 14,555,685 15,584,340
Daily Data (23 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 2017-08-01 $21.26 $22.67 45.8% 14.5% 45.7% 72.8% 52.0% 4.8% -0.5% -30.3M -773.2M -36.3M 1.18 11.91 N/A N/A 832,230 979,350 5,711,385 8,844,300 2017-08-02 $21.65 $22.67 46.5% 15.6% 39.3% 75.7% 55.2% 4.1% -1.8% -16.2M -1.37B -37.1M 1.00 14.53 N/A N/A 1,671,180 1,667,130 5,826,075 9,039,210 2017-08-03 $23.05 $21.67 36.1% 10.2% 37.3% 34.6% 37.1% 3.3% -0.4% 120.2M -4.28B -37.3M 1.01 13.00 N/A N/A 2,246,595 2,261,430 6,350,445 9,636,930 2017-08-04 $23.70 $21.67 34.5% 10.1% 38.0% 28.3% 36.0% 2.7% -0.2% 193.2M -5.73B -38.0M 0.74 15.25 N/A N/A 2,284,200 1,696,290 6,710,445 10,059,255 2017-08-07 $23.71 $21.67 35.9% 10.5% 38.0% 33.7% 37.4% 2.8% 0.8% 77.8M -4.68B -37.6M 0.80 8.74 N/A N/A 1,013,310 806,490 5,975,745 9,183,945 2017-08-08 $24.33 $21.67 34.1% 10.0% 37.7% 26.5% 35.9% 2.4% 0.7% 126.8M -5.79B -38.2M 0.94 15.24 N/A N/A 1,532,430 1,439,220 6,166,500 9,387,600 2017-08-09 $24.35 $21.67 34.5% 10.0% 37.6% 28.1% 36.0% 2.3% 0.4% 116.9M -5.73B -37.8M 0.77 11.77 N/A N/A 1,208,505 934,110 6,372,210 9,643,425 2017-08-10 $23.72 $21.67 36.1% 10.5% 38.1% 34.7% 37.4% 3.2% 0.7% 10.1M -4.18B -38.2M 0.80 28.57 N/A N/A 1,563,150 1,248,390 6,525,375 9,807,030 2017-08-11 $23.82 $22.00 36.1% 10.5% 38.0% 34.5% 37.1% 3.2% 0.6% 7.2M -4.32B -38.6M 0.83 15.04 N/A N/A 1,275,780 1,054,920 6,650,010 9,930,630 2017-08-14 $24.26 $22.00 35.9% 10.3% 36.7% 33.7% 37.3% 2.8% -0.1% 86.6M -5.21B -37.6M 0.75 12.53 N/A N/A 871,680 651,300 6,021,135 9,332,415 2017-08-15 $24.16 $22.00 34.4% 9.9% 36.1% 27.8% 35.2% 2.7% 0.2% 78.6M -5.07B -37.1M 0.78 9.82 N/A N/A 700,935 547,095 6,243,450 9,505,410 2017-08-16 $24.18 $22.00 33.5% 9.6% 35.9% 24.1% 35.1% 3.0% 0.7% 84.1M -5.14B -36.9M 0.83 14.62 N/A N/A 705,180 586,200 6,322,185 9,618,150 2017-08-17 $23.56 $22.00 34.6% 9.9% 37.6% 28.6% 35.3% 2.8% 0.7% -30.2M -3.67B -37.3M 0.82 15.73 N/A N/A 1,315,065 1,081,155 6,444,180 9,722,130 2017-08-18 $23.22 $22.00 33.8% 9.6% 38.1% 25.4% 34.7% 3.1% 1.1% -108.9M -2.81B -37.0M 0.94 17.49 N/A N/A 1,704,855 1,605,915 6,599,400 9,913,215 2017-08-21 $22.38 $22.00 36.5% 10.5% 38.0% 36.2% 37.7% 3.5% -0.2% -22.9M -2.01B -36.0M 0.99 9.67 N/A N/A 1,193,145 1,186,035 5,571,210 8,594,985 2017-08-22 $22.70 $22.00 33.9% 9.7% 38.3% 25.9% 34.7% 3.3% 1.0% 6.3M -2.59B -36.7M 0.94 9.91 N/A N/A 659,760 618,450 5,837,460 8,900,250 2017-08-23 $23.53 $22.00 33.3% 9.6% 40.3% 23.4% 34.5% 3.3% 0.8% 87.6M -4.22B -36.6M 0.87 8.37 N/A N/A 1,210,155 1,047,945 5,944,635 9,004,710 2017-08-24 $23.61 $22.17 33.8% 9.6% 39.2% 25.5% 34.9% 3.5% 0.6% 91.4M -4.34B -37.0M 1.11 12.56 N/A N/A 947,670 1,049,850 6,133,710 9,317,550 2017-08-25 $23.28 $22.33 33.7% 9.4% 39.7% 24.0% 34.0% 3.3% 0.8% 69.7M -3.49B -36.4M 0.96 11.26 N/A N/A 1,062,270 1,019,040 6,250,620 9,542,385 2017-08-28 $23.05 $22.33 34.3% 9.5% 37.9% 26.6% 34.3% 3.3% 1.3% 1.1M -3.00B -35.4M 0.80 9.86 N/A N/A 689,505 554,535 5,733,300 8,946,510 2017-08-29 $23.13 $22.33 34.0% 9.3% 37.3% 17.9% 33.5% 3.3% 1.0% 28.3M -3.23B -35.9M 0.91 10.42 N/A N/A 823,290 751,170 5,931,885 9,072,735 2017-08-30 $23.49 $22.33 33.5% 9.0% 37.2% 15.2% 32.3% 3.6% 1.1% 98.9M -4.13B -36.1M 1.00 5.86 N/A N/A 703,650 700,665 6,120,165 9,233,850 2017-08-31 $23.72 $22.33 32.8% 8.7% 30.2% 11.5% 31.2% 3.4% 1.2% 140.1M -4.65B -35.4M 1.00 8.20 N/A N/A 833,115 835,920 6,173,790 9,410,550
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