TSLA Options History — August 2018 In August 2018, TSLA traded between $20.08 and $24.72. ATM implied volatility averaged 51.6%, placing in the 53.0% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded below realized volatility by 16.4% (HV 20d: 68.0%). Max pain ranged from $21.33 to $22.67. Net GEX was positive for 12 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.97.
Notable Days 2018-08-02 : Highest Volume — 9,378,525 contracts2018-08-02 : Largest IV drop — 27.4% change2018-08-20 : Highest IV Rank — 90.4%2018-08-01 : Largest Expected Move — 21.1%Monthly Statistics Metric Avg Min Max Open Close Price $22.01 $20.08 $24.72 $20.09 $20.09 Max Pain $21.96 $21.33 $22.67 $21.33 $21.67 ATM IV 51.6% 42.9% 66.1% 64.2% 49.3% Expected Move 14.8% 12.5% 21.1% 21.1% 13.5% HV 20d 68.0% 35.5% 77.7% 35.5% 54.9% HV 60d 55.7% 43.9% 59.4% 43.9% 56.1% IV Rank 53.0% 30.7% 90.4% 85.5% 47.2% IV Percentile 77.2% 57.1% 99.2% 99.2% 71.8% Term Structure 0.9% -2.0% 10.3% -2.0% 2.8% VWIV 53.3% 44.2% 74.7% 74.7% 50.5% Skew 25d 13.5% 5.1% 21.5% 14.5% 12.3% Skew 10d 29.4% 9.7% 48.9% 29.7% 26.9% Call IV 25d 46.4% 39.3% 58.2% 58.2% 43.9% Put IV 25d 59.9% 46.2% 78.9% 72.6% 56.2% Bid-Ask Spread % 13.10 4.57 87.80 28.40 6.02 Gamma HHI 0.04 0.02 0.07 0.03 0.07 Net GEX 18.2M -123.6M 184.4M -11.9M -105.3M Net DEX -978.1M -7.46B 4.68B 559.2M 2.94B Net VEX -60.9M -65.0M -54.9M -54.9M -61.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.97 0.58 1.59 1.08 0.90 Total Volume 4,357,639.565 2,089,575 9,378,525 3,575,985 3,051,075 Total OI 28,103,782.174 22,701,255 31,052,445 22,701,255 31,052,445
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 2018-08-01 $20.09 $21.33 64.2% 21.1% 35.5% 85.5% 74.7% 14.5% -2.0% -11.9M 559.2M -54.9M 1.08 28.40 N/A N/A 1,720,740 1,855,245 7,830,525 14,870,730 2018-08-02 $23.18 $21.33 46.6% 13.5% 62.3% 40.3% 49.2% 6.7% -1.1% 142.4M -5.72B -58.4M 1.02 7.22 N/A N/A 4,642,200 4,736,325 8,553,690 15,610,485 2018-08-03 $23.18 $21.33 44.5% 12.7% 62.3% 34.8% 45.6% 5.1% -0.9% 183.2M -5.92B -58.7M 0.59 6.99 N/A N/A 4,254,315 2,529,150 9,169,035 16,816,005 2018-08-06 $22.92 $21.33 42.9% 12.5% 62.2% 30.7% 46.3% 5.1% 0.4% 92.8M -3.81B -58.8M 0.76 8.48 N/A N/A 1,510,305 1,147,860 8,321,805 15,546,945 2018-08-07 $24.48 $21.33 44.0% 13.0% 65.8% 33.4% 44.2% 10.1% 10.3% 147.5M -7.46B -55.5M 0.58 87.80 N/A N/A 4,054,545 2,357,730 8,564,205 15,810,750 2018-08-08 $24.72 $21.67 45.6% 12.7% 65.6% 37.6% 45.5% 13.0% -0.4% 184.4M -7.01B -57.7M 0.86 24.68 N/A N/A 4,023,750 3,467,490 9,241,650 16,722,000 2018-08-09 $23.34 $22.00 55.7% 15.4% 69.2% 63.7% 56.8% 16.5% -1.0% 29.0M -2.55B -63.5M 1.03 15.54 N/A N/A 3,585,165 3,685,920 10,016,610 18,054,765 2018-08-10 $23.54 $22.00 52.6% 14.6% 69.2% 55.7% 56.6% 16.4% -0.4% 46.9M -2.98B -64.4M 0.83 8.38 N/A N/A 3,291,675 2,729,220 10,833,825 18,883,305 2018-08-13 $23.82 $22.67 50.2% 14.4% 68.0% 49.4% 50.6% 15.8% 0.0% 96.2M -3.90B -61.3M 0.73 10.48 N/A N/A 1,822,650 1,333,860 9,813,795 18,190,410 2018-08-14 $23.37 $22.67 48.2% 13.8% 67.2% 44.3% 47.9% 14.0% 0.1% 73.1M -2.82B -60.6M 0.90 10.16 N/A N/A 1,368,330 1,237,485 10,128,510 18,563,160 2018-08-15 $22.55 $22.67 50.6% 14.3% 68.6% 50.6% 51.8% 14.7% -0.8% -12.6M -522.7M -60.2M 0.82 10.43 N/A N/A 2,119,095 1,741,800 10,313,820 18,994,380 2018-08-16 $22.39 $22.67 49.6% 14.2% 68.5% 47.9% 51.0% 14.1% -0.1% -22.0M -27.3M -59.8M 0.91 12.81 N/A N/A 1,530,570 1,390,185 10,542,765 19,372,260 2018-08-17 $20.27 $22.67 60.1% 17.0% 77.2% 74.9% 60.1% 17.8% -0.9% -123.6M 4.68B -59.5M 1.28 9.16 N/A N/A 3,718,515 4,748,550 10,762,515 19,591,440 2018-08-20 $20.25 $22.00 66.1% 18.8% 75.9% 90.4% 68.3% 21.5% -1.0% -53.8M 2.70B -60.4M 1.59 7.45 N/A N/A 1,853,475 2,947,245 9,037,125 17,930,775 2018-08-21 $21.33 $22.00 59.8% 17.1% 77.7% 74.3% 59.6% 17.7% -0.4% -1.2M 525.7M -64.8M 1.06 8.57 N/A N/A 1,853,715 1,961,160 9,623,685 18,977,400 2018-08-22 $21.49 $22.00 57.5% 16.5% 77.0% 68.3% 59.1% 16.8% 0.4% 18.7M 99.2M -65.0M 1.21 6.14 N/A N/A 1,020,210 1,231,365 9,953,235 19,511,940 2018-08-23 $21.34 $22.00 54.1% 15.5% 77.0% 59.4% 56.4% 15.5% 0.6% 7.5M 505.2M -62.9M 1.22 5.63 N/A N/A 1,046,610 1,276,230 10,037,295 19,769,700 2018-08-24 $21.49 $22.00 49.8% 14.1% 76.3% 48.3% 54.7% 13.8% 1.6% 11.8M 345.7M -63.7M 1.02 6.26 N/A N/A 1,158,300 1,178,340 10,188,810 20,173,470 2018-08-27 $21.17 $22.00 48.5% 14.0% 75.9% 45.0% 51.0% 13.6% 3.6% -27.0M 862.5M -62.8M 1.03 4.68 N/A N/A 1,791,435 1,852,395 9,310,875 19,362,615 2018-08-28 $20.87 $22.00 47.5% 13.6% 76.1% 42.5% 49.4% 11.7% 3.9% -51.4M 1.43B -63.6M 1.00 5.79 N/A N/A 1,044,015 1,045,560 9,775,635 19,902,750 2018-08-29 $20.34 $22.00 49.3% 14.0% 76.5% 47.0% 49.3% 11.9% 3.2% -90.8M 2.56B -62.7M 0.96 4.57 N/A N/A 1,292,985 1,240,470 9,929,580 20,151,285 2018-08-30 $20.08 $21.67 49.9% 14.0% 54.9% 48.7% 47.5% 12.3% 3.4% -115.5M 3.02B -61.3M 0.85 5.61 N/A N/A 1,502,610 1,275,840 10,144,515 20,434,470 2018-08-31 $20.09 $21.67 49.3% 13.5% 54.9% 47.2% 50.5% 12.3% 2.8% -105.3M 2.94B -61.2M 0.90 6.02 N/A N/A 1,604,715 1,446,360 10,441,650 20,610,795
« Jul 2018 | All History | Sep 2018 » Home TSLA History August 2018