TSLA Options History — July 2018 In July 2018, TSLA traded between $19.39 and $22.38. ATM implied volatility averaged 58.4%, placing in the 70.5% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 11.0% (HV 20d: 47.4%). Max pain ranged from $21.33 to $22.67. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.99.
Notable Days 2018-07-05 : Highest Volume — 5,975,010 contracts2018-07-16 : Largest IV spike — 6.3% change2018-07-30 : Highest IV Rank — 84.8%2018-07-31 : Largest Expected Move — 20.0%Monthly Statistics Metric Avg Min Max Open Close Price $20.77 $19.39 $22.38 $22.38 $19.74 Max Pain $21.83 $21.33 $22.67 $22.00 $21.33 ATM IV 58.4% 54.0% 63.9% 59.1% 62.9% Expected Move 16.7% 15.0% 20.0% 15.0% 20.0% HV 20d 47.4% 43.0% 60.3% 53.2% 43.7% HV 60d 45.5% 43.9% 46.4% 43.9% 44.1% IV Rank 70.5% 59.2% 84.8% 72.4% 82.2% IV Percentile 92.2% 84.1% 99.2% 96.0% 98.4% Term Structure -1.5% -2.3% -1.0% -1.1% -2.3% VWIV 59.2% 52.8% 72.3% 52.8% 72.3% Skew 25d 8.1% 5.6% 13.4% 5.6% 13.4% Skew 10d 17.2% 9.9% 28.7% 9.9% 28.7% Call IV 25d 55.4% 52.4% 59.1% 58.6% 57.2% Put IV 25d 63.5% 58.5% 71.1% 64.2% 70.6% Bid-Ask Spread % 8.94 5.34 21.31 17.38 8.30 Gamma HHI 0.03 0.03 0.06 0.03 0.03 Net GEX -13.6M -73.8M 55.6M 16.8M -24.0M Net DEX 264.8M -2.08B 1.66B -2.08B 1.07B Net VEX -54.6M -59.3M -51.9M -59.3M -53.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.99 0.59 1.57 0.59 1.43 Total Volume 3,028,432.857 1,597,260 5,975,010 5,396,295 1,597,260 Total OI 22,329,060.714 20,278,620 23,587,215 21,164,085 22,209,630
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 2018-07-02 $22.38 $22.00 59.1% 15.0% 53.2% 72.4% 52.8% 5.6% -1.1% 16.8M -2.08B -59.3M 0.59 17.38 N/A N/A 3,389,055 2,007,240 7,907,265 13,256,820 2018-07-03 $20.72 $22.33 61.3% 15.4% 60.3% 78.0% 53.9% 7.2% -1.8% -60.4M 1.21B -56.0M 0.71 21.31 N/A N/A 2,645,070 1,888,875 8,543,895 13,708,830 2018-07-05 $20.57 $22.67 61.9% 17.0% 51.4% 79.5% 59.6% 7.6% -1.2% -73.8M 1.60B -55.3M 0.92 6.15 N/A N/A 3,118,800 2,856,210 8,734,260 13,980,030 2018-07-06 $20.55 $22.00 60.3% 16.6% 51.4% 75.5% 59.1% 6.3% -1.3% -43.2M 1.31B -55.5M 0.83 5.62 N/A N/A 2,371,380 1,976,385 9,231,060 14,356,155 2018-07-09 $21.08 $22.00 59.8% 16.6% 52.3% 74.1% 59.3% 6.7% -1.4% -2.6M -143.8M -55.7M 0.79 5.34 N/A N/A 1,266,360 998,610 8,033,910 13,652,130 2018-07-10 $21.45 $22.00 58.5% 16.2% 49.6% 70.9% 57.8% 6.6% -1.8% 25.5M -879.2M -56.5M 0.91 5.58 N/A N/A 1,305,390 1,191,660 8,361,465 13,925,595 2018-07-11 $21.26 $22.00 57.6% 15.9% 48.4% 68.6% 56.8% 6.7% -2.2% 11.6M -405.8M -55.7M 1.20 5.82 N/A N/A 833,355 998,205 8,552,940 14,226,630 2018-07-12 $21.00 $22.00 55.4% 15.5% 48.4% 62.7% 55.2% 6.1% -1.4% -19.1M 190.7M -54.4M 0.77 5.82 N/A N/A 1,226,115 950,145 8,650,065 14,315,385 2018-07-13 $21.25 $22.00 54.0% 15.2% 46.5% 59.2% 53.8% 6.1% -1.6% 55.6M -366.1M -54.5M 0.83 10.42 N/A N/A 1,839,525 1,520,115 8,762,460 14,484,735 2018-07-16 $20.63 $22.00 57.4% 16.3% 47.2% 67.9% 57.5% 7.5% -1.3% -32.1M 800.2M -53.0M 1.05 6.04 N/A N/A 1,102,440 1,161,705 7,954,035 13,913,910 2018-07-17 $21.55 $22.00 54.7% 15.6% 48.7% 61.1% 55.5% 6.6% -1.1% 38.7M -1.06B -54.7M 0.75 8.04 N/A N/A 1,434,135 1,073,070 8,191,740 14,292,840 2018-07-18 $21.64 $22.00 54.7% 15.7% 46.2% 61.1% 55.5% 6.5% -1.4% 41.2M -1.14B -54.0M 0.86 10.01 N/A N/A 1,027,440 884,340 8,211,975 14,403,945 2018-07-19 $21.41 $22.00 54.9% 15.8% 44.9% 61.6% 56.5% 6.8% -1.6% 19.7M -596.7M -54.1M 0.89 9.57 N/A N/A 1,279,290 1,132,890 8,377,695 14,559,165 2018-07-20 $20.97 $21.67 56.2% 16.3% 43.4% 64.9% 58.0% 8.1% -1.6% -37.0M 289.2M -53.3M 0.97 9.36 N/A N/A 1,819,860 1,770,660 8,501,835 14,722,275 2018-07-23 $20.16 $21.67 58.8% 17.4% 43.0% 71.5% 62.7% 10.1% -1.4% -41.8M 964.1M -51.9M 1.44 10.32 N/A N/A 1,691,100 2,434,455 6,986,610 13,292,010 2018-07-24 $19.80 $21.33 59.0% 17.4% 43.2% 72.2% 62.2% 9.7% -1.2% -51.9M 1.39B -52.4M 1.12 7.86 N/A N/A 1,444,935 1,622,100 7,453,440 14,058,795 2018-07-25 $20.44 $21.33 56.1% 16.5% 43.7% 64.6% 57.9% 8.1% -1.0% -5.7M 178.4M -54.2M 1.03 8.34 N/A N/A 1,135,575 1,174,455 7,722,750 14,424,915 2018-07-26 $20.39 $21.33 59.3% 17.8% 43.5% 72.7% 63.8% 10.1% -1.2% -3.3M 192.2M -54.9M 1.57 8.40 N/A N/A 837,855 1,315,410 7,886,430 14,626,245 2018-07-27 $19.86 $21.33 60.1% 18.1% 43.1% 75.0% 63.7% 11.0% -1.6% -59.8M 1.38B -53.8M 1.06 11.46 N/A N/A 1,476,255 1,572,000 7,965,000 14,970,120 2018-07-30 $19.39 $21.33 63.9% 20.0% 43.5% 84.8% 69.0% 13.2% -1.1% -39.4M 1.66B -53.0M 0.97 6.54 N/A N/A 1,130,970 1,096,395 7,249,245 14,252,040 2018-07-31 $19.74 $21.33 62.9% 20.0% 43.7% 82.2% 72.3% 13.4% -2.3% -24.0M 1.07B -53.9M 1.43 8.30 N/A N/A 658,665 938,595 7,648,350 14,561,280
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