TSLA Options History — February 2018

In February 2018, TSLA traded between $20.78 and $23.81. ATM implied volatility averaged 40.5%, placing in the 45.2% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded below realized volatility by 0.4% (HV 20d: 40.9%). Max pain ranged from $22.00 to $22.67. Net GEX was positive for 10 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.98.

Notable Days

  • 2018-02-09: Highest Volume — 4,551,105 contracts
  • 2018-02-13: Largest IV drop — 9.1% change
  • 2018-02-05: Highest IV Rank — 82.0%
  • 2018-02-05: Largest Expected Move — 13.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.40$20.78$23.81$23.30$22.88
Max Pain$22.40$22.00$22.67$22.67$22.67
ATM IV40.5%35.1%48.7%43.7%37.3%
Expected Move11.4%9.9%13.4%12.0%10.6%
HV 20d40.9%25.1%46.7%30.6%46.5%
HV 60d34.4%29.5%36.4%29.5%36.2%
IV Rank45.2%20.5%82.0%59.6%30.5%
IV Percentile66.1%37.3%98.0%84.1%54.8%
Term Structure-0.3%-1.8%0.8%-1.0%0.8%
VWIV40.8%35.6%47.6%42.6%37.5%
Skew 25d4.4%2.7%7.1%3.6%3.2%
Skew 10d9.7%5.9%16.8%8.0%7.1%
Call IV 25d38.9%34.4%46.3%42.6%36.2%
Put IV 25d43.4%37.1%51.6%46.2%39.4%
Bid-Ask Spread %14.615.7832.9915.7216.82
Gamma HHI0.040.030.100.040.03
Net GEX22.1M-110.3M182.9M74.3M-1.1M
Net DEX-583.8M-2.85B2.39B-1.82B-955.6M
Net VEX-37.4M-38.9M-35.7M-38.6M-38.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.980.591.330.820.89
Total Volume2,109,318.9471,010,1004,551,1051,770,5701,974,960
Total OI12,652,398.94711,775,34513,597,86012,656,61012,840,360

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-02-01$23.30$22.6743.7%12.0%30.6%59.6%42.6%3.6%-1.0%74.3M-1.82B-38.6M0.8215.72N/AN/A974,730795,8405,075,2057,581,405
2018-02-02$22.90$22.6746.0%12.5%31.1%69.7%44.6%3.6%-1.7%-7.7M-693.9M-38.9M0.8315.99N/AN/A1,159,290961,5005,140,3357,728,180
2018-02-05$22.27$22.6748.7%13.4%33.1%82.0%47.6%5.3%-1.3%-5.3M-229.4M-37.8M1.2532.99N/AN/A449,310560,7904,606,8457,281,075
2018-02-06$22.26$22.6747.0%13.1%25.1%74.6%46.6%4.6%-1.3%-9.3M-111.3M-37.4M0.9715.90N/AN/A571,815554,8654,688,9707,393,005
2018-02-07$23.06$22.6747.9%13.1%28.0%78.3%47.5%5.5%-1.6%24.6M-1.27B-38.6M1.0424.67N/AN/A1,022,8951,066,9654,808,7907,474,695
2018-02-08$21.04$22.6746.9%13.1%43.3%74.0%46.2%6.3%-1.8%-100.0M2.03B-36.4M1.0128.43N/AN/A1,823,1451,833,1355,089,5907,852,140
2018-02-09$20.78$22.6746.1%13.2%43.2%70.4%46.9%7.1%0.1%-110.3M2.39B-36.3M1.0716.45N/AN/A2,197,9802,353,1255,281,3957,999,950
2018-02-12$21.04$22.3342.3%12.1%43.6%53.0%42.1%6.5%-0.3%-46.6M1.36B-36.5M1.2012.97N/AN/A742,995894,9304,948,3957,599,735
2018-02-13$21.56$22.0038.4%11.0%44.4%35.6%39.1%5.8%0.6%-12.5M522.1M-36.8M1.1410.62N/AN/A691,140786,5555,139,0157,717,470
2018-02-14$21.48$22.0037.5%10.7%43.6%31.3%38.2%4.9%0.0%-7.0M619.4M-35.7M1.338.08N/AN/A580,875770,7005,251,4857,834,740
2018-02-15$22.21$22.0036.0%10.3%45.5%24.6%37.2%4.2%0.6%47.9M-666.9M-36.5M1.0010.33N/AN/A1,036,1101,032,4355,317,1257,963,710
2018-02-16$22.38$22.0035.7%10.2%45.1%23.3%36.6%3.4%0.3%36.3M-1.07B-37.1M0.8614.20N/AN/A2,098,9051,798,1705,438,1908,159,670
2018-02-20$22.35$22.0037.1%10.7%45.0%29.7%37.8%4.1%-0.4%26.5M-758.3M-37.1M0.5910.21N/AN/A1,017,975601,4704,645,0357,130,310
2018-02-21$22.26$22.3336.3%10.4%45.0%26.2%38.1%3.9%-0.2%24.5M-646.8M-37.2M1.0310.79N/AN/A542,610559,0504,907,7457,297,725
2018-02-22$23.11$22.3335.7%10.3%46.7%23.2%37.0%3.4%-0.2%113.9M-2.10B-38.3M0.9014.18N/AN/A1,245,4051,118,4904,995,0457,457,355
2018-02-23$23.43$22.3335.1%9.9%45.9%20.5%35.6%2.7%-0.2%182.9M-2.81B-38.2M0.876.51N/AN/A1,757,8801,535,1305,150,7607,704,315
2018-02-26$23.81$22.3335.9%10.3%45.9%24.1%36.8%2.9%0.8%120.0M-2.85B-37.8M0.825.78N/AN/A834,840688,2604,916,6107,381,485
2018-02-27$23.42$22.6736.7%10.5%45.8%27.8%37.9%3.0%0.6%68.9M-2.03B-38.2M0.946.99N/AN/A743,940698,8504,999,3507,598,370
2018-02-28$22.88$22.6737.3%10.6%46.5%30.5%37.5%3.2%0.8%-1.1M-955.6M-38.0M0.8916.82N/AN/A1,044,735930,2255,102,1307,738,230