TSLA Options History — June 2018 In June 2018, TSLA traded between $19.37 and $24.68. ATM implied volatility averaged 49.3%, placing in the 47.1% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 3.7% (HV 20d: 45.6%). Max pain ranged from $19.33 to $22.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.73.
Notable Days 2018-06-12 : Highest Volume — 8,318,460 contracts2018-06-18 : Largest IV spike — 11.9% change2018-06-29 : Highest IV Rank — 73.7%2018-06-25 : Largest Expected Move — 16.1%Monthly Statistics Metric Avg Min Max Open Close Price $22.38 $19.37 $24.68 $19.37 $23.06 Max Pain $20.98 $19.33 $22.00 $20.67 $22.00 ATM IV 49.3% 38.5% 59.6% 38.5% 59.6% Expected Move 13.8% 10.5% 16.1% 10.5% 16.1% HV 20d 45.6% 32.1% 52.8% 35.2% 51.7% HV 60d 51.2% 43.6% 54.4% 50.8% 43.6% IV Rank 47.1% 19.2% 73.7% 19.2% 73.7% IV Percentile 78.8% 42.1% 96.4% 42.1% 96.4% Term Structure 1.1% -1.1% 4.6% 1.8% 3.8% VWIV 49.4% 38.0% 58.3% 38.0% 57.8% Skew 25d 3.0% 1.7% 5.1% 5.1% 3.4% Skew 10d 6.3% 3.3% 10.9% 10.9% 6.0% Call IV 25d 48.5% 35.9% 58.2% 35.9% 58.2% Put IV 25d 51.5% 41.0% 61.6% 41.0% 61.6% Bid-Ask Spread % 7.60 4.62 12.57 4.62 12.13 Gamma HHI 0.05 0.03 0.21 0.21 0.03 Net GEX 77.7M -66.8M 245.7M 104.0M 62.4M Net DEX -3.55B -8.06B 1.05B 821.0M -3.54B Net VEX -55.0M -61.8M -42.5M -42.5M -61.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.73 0.56 1.04 0.80 0.60 Total Volume 4,118,582.857 1,939,365 8,318,460 3,277,560 3,234,300 Total OI 21,227,942.857 18,960,435 24,358,035 19,687,380 22,407,855
Daily Data (21 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 2018-06-01 $19.37 $20.67 38.5% 10.5% 35.2% 19.2% 38.0% 5.1% 1.8% 104.0M 821.0M -42.5M 0.80 4.62 N/A N/A 1,823,625 1,453,935 7,214,940 12,472,440 2018-06-04 $19.79 $19.33 39.6% 11.5% 33.1% 22.3% 41.3% 5.0% -0.2% 16.2M 325.7M -43.6M 0.90 6.09 N/A N/A 1,020,570 918,795 6,852,825 12,107,610 2018-06-05 $19.42 $19.33 40.4% 11.6% 32.1% 24.2% 41.1% 5.1% -0.2% -10.7M 1.05B -43.5M 0.91 6.08 N/A N/A 1,197,795 1,092,000 7,105,080 12,318,390 2018-06-06 $21.21 $19.33 43.3% 12.1% 45.3% 31.6% 43.7% 3.0% -0.6% 114.1M -3.09B -47.3M 0.73 7.80 N/A N/A 4,437,360 3,227,265 7,372,965 12,612,075 2018-06-07 $21.17 $20.00 43.2% 12.1% 45.3% 31.4% 42.8% 3.1% -0.6% 101.9M -2.58B -49.2M 0.70 7.00 N/A N/A 3,811,365 2,670,165 7,684,530 13,369,215 2018-06-08 $21.20 $20.00 41.4% 11.7% 45.3% 26.7% 41.2% 2.6% -0.1% 89.3M -2.62B -49.2M 0.61 4.97 N/A N/A 2,658,195 1,632,060 8,082,150 13,951,080 2018-06-11 $22.23 $20.00 45.0% 12.5% 47.5% 36.0% 44.9% 2.8% -1.0% 100.8M -4.24B -49.7M 0.71 6.39 N/A N/A 2,631,015 1,861,935 7,396,260 13,273,110 2018-06-12 $22.86 $20.00 46.1% 12.8% 46.4% 38.7% 45.8% 3.5% -1.1% 117.8M -5.47B -50.3M 0.68 8.15 N/A N/A 4,959,375 3,359,085 7,725,015 13,702,800 2018-06-13 $23.02 $20.67 46.2% 13.0% 43.7% 39.1% 45.9% 2.9% -0.9% 108.4M -5.96B -56.3M 0.77 6.37 N/A N/A 1,914,660 1,483,230 8,652,195 14,525,460 2018-06-14 $23.84 $21.00 46.3% 13.0% 44.6% 39.3% 46.3% 1.8% -1.0% 197.6M -8.06B -56.9M 0.73 5.38 N/A N/A 2,651,775 1,926,105 8,864,715 14,885,205 2018-06-15 $23.91 $21.33 45.9% 13.1% 44.2% 38.3% 45.9% 2.0% -0.5% 245.7M -8.03B -57.3M 0.77 5.74 N/A N/A 3,127,815 2,410,635 9,007,950 15,350,085 2018-06-18 $24.68 $21.33 51.3% 14.7% 41.9% 52.3% 52.2% 2.1% 0.9% 93.8M -6.68B -59.6M 0.59 7.32 N/A N/A 3,038,745 1,796,670 7,175,025 11,990,670 2018-06-19 $23.51 $21.67 52.7% 15.1% 47.2% 55.8% 53.8% 2.9% 1.0% 52.4M -4.39B -61.1M 0.68 5.75 N/A N/A 2,591,985 1,756,050 7,863,660 12,552,255 2018-06-20 $24.12 $22.00 54.6% 15.7% 44.8% 60.8% 56.0% 1.7% 2.1% 97.6M -5.40B -61.4M 0.56 7.59 N/A N/A 2,057,055 1,157,055 7,896,090 12,914,340 2018-06-21 $23.15 $22.00 56.0% 15.9% 48.8% 64.4% 56.6% 1.7% 2.1% 14.1M -3.25B -61.8M 0.65 9.56 N/A N/A 2,045,685 1,331,205 8,201,820 13,239,945 2018-06-22 $22.18 $22.00 55.4% 15.6% 52.4% 62.9% 56.2% 2.5% 3.1% -66.8M -943.4M -60.3M 1.04 12.57 N/A N/A 2,524,365 2,631,000 8,457,810 13,582,005 2018-06-25 $22.20 $22.00 57.5% 16.1% 52.4% 68.3% 58.3% 2.5% 3.6% 1.3K -1.75B -60.1M 0.89 6.38 N/A N/A 1,152,585 1,022,715 7,541,880 13,051,785 2018-06-26 $22.84 $22.00 55.9% 15.7% 52.8% 64.1% 56.7% 2.3% 4.6% 42.9M -3.07B -60.9M 0.69 8.29 N/A N/A 1,488,000 1,020,405 7,833,390 13,212,315 2018-06-27 $22.95 $22.00 58.0% 15.9% 52.3% 69.5% 56.6% 2.7% 3.2% 56.8M -3.36B -61.3M 0.63 9.70 N/A N/A 1,451,355 919,485 8,072,175 13,442,685 2018-06-28 $23.36 $22.00 58.9% 16.0% 51.1% 71.7% 57.0% 3.4% 3.8% 93.8M -4.31B -61.6M 0.79 11.76 N/A N/A 1,681,305 1,321,515 8,277,570 13,547,430 2018-06-29 $23.06 $22.00 59.6% 16.1% 51.7% 73.7% 57.8% 3.4% 3.8% 62.4M -3.54B -61.5M 0.60 12.13 N/A N/A 2,016,375 1,217,925 8,576,280 13,831,575
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