TSLA Options History — October 2018 In October 2018, TSLA traded between $16.71 and $22.60. ATM implied volatility averaged 71.9%, placing in the 77.3% IV rank vs the trailing year. The 30-day expected move averaged 20.5%. IV traded below realized volatility by 17.5% (HV 20d: 89.4%). Max pain ranged from $20.00 to $20.33. Net GEX was positive for 11 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.96.
Notable Days 2018-10-26 : Highest Volume — 8,402,385 contracts2018-10-25 : Largest IV drop — 25.6% change2018-10-05 : Highest IV Rank — 100.0%2018-10-24 : Largest Expected Move — 24.6%Monthly Statistics Metric Avg Min Max Open Close Price $18.97 $16.71 $22.60 $20.62 $22.60 Max Pain $20.04 $20.00 $20.33 $20.00 $20.00 ATM IV 71.9% 54.4% 87.0% 63.5% 54.4% Expected Move 20.5% 15.3% 24.6% 16.6% 16.5% HV 20d 89.4% 70.4% 101.9% 91.7% 70.4% HV 60d 73.6% 70.8% 78.2% 70.8% 72.3% IV Rank 77.3% 41.8% 100.0% 76.2% 41.8% IV Percentile 92.8% 61.5% 100.0% 96.4% 61.5% Term Structure -1.9% -4.6% 2.4% 0.9% -0.1% VWIV 72.4% 53.8% 86.4% 60.6% 61.0% Skew 25d 15.0% 9.3% 21.2% 12.4% 11.7% Skew 10d 30.3% 19.9% 43.7% 28.2% 23.2% Call IV 25d 65.4% 49.8% 78.3% 60.0% 49.8% Put IV 25d 80.5% 61.5% 98.3% 72.4% 61.5% Bid-Ask Spread % 7.45 3.66 29.53 4.15 7.69 Gamma HHI 0.04 0.03 0.10 0.03 0.04 Net GEX 11.6M -137.4M 224.8M 61.4M 126.0M Net DEX 847.0M -6.55B 5.23B -1.50B -5.41B Net VEX -56.6M -62.7M -52.0M -62.7M -60.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.96 0.69 1.29 0.89 1.07 Total Volume 3,815,964.783 1,817,085 8,402,385 5,560,260 2,101,035 Total OI 31,096,940.217 27,880,740 33,263,295 29,284,065 29,933,940
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 2018-10-01 $20.62 $20.00 63.5% 16.6% 91.7% 76.2% 60.6% 12.4% 0.9% 61.4M -1.50B -62.7M 0.89 4.15 N/A N/A 2,949,060 2,611,200 10,080,255 19,203,810 2018-10-02 $19.99 $20.17 63.8% 15.7% 91.1% 76.8% 56.0% 12.6% 1.2% 44.5M -82.6M -60.0M 0.85 4.65 N/A N/A 1,853,550 1,573,710 10,618,395 19,737,810 2018-10-03 $19.67 $20.00 63.8% 15.3% 90.8% 76.8% 53.8% 12.8% 2.4% 5.9M 907.1M -60.4M 0.99 3.66 N/A N/A 1,437,645 1,429,170 10,887,855 20,086,860 2018-10-04 $18.69 $20.33 67.4% 19.3% 92.7% 85.2% 67.8% 13.4% 2.3% -66.5M 3.04B -57.7M 0.88 5.44 N/A N/A 2,111,460 1,849,170 11,059,785 20,365,800 2018-10-05 $17.36 $20.33 78.9% 22.1% 93.1% 100.0% 81.4% 17.6% 0.4% -137.4M 5.23B -54.2M 1.15 5.47 N/A N/A 3,174,630 3,663,120 11,496,105 20,598,330 2018-10-08 $16.71 $20.00 84.7% 23.5% 88.9% 100.0% 81.1% 21.2% -2.6% -67.3M 4.91B -52.3M 1.11 6.48 N/A N/A 2,001,090 2,216,580 10,882,080 20,070,750 2018-10-09 $17.47 $20.00 82.1% 22.6% 90.5% 95.2% 80.1% 18.5% -3.0% -42.5M 3.86B -55.6M 0.89 4.36 N/A N/A 1,703,655 1,516,815 11,364,030 20,557,185 2018-10-10 $17.15 $20.00 87.0% 24.0% 89.5% 100.0% 80.5% 20.1% -3.3% -47.5M 4.21B -54.9M 0.91 8.60 N/A N/A 1,652,640 1,502,100 11,684,880 20,982,990 2018-10-11 $16.82 $20.00 85.5% 23.7% 89.5% 97.4% 84.9% 20.5% -3.2% -63.1M 4.75B -53.7M 0.88 6.92 N/A N/A 1,296,660 1,139,175 11,973,660 21,067,320 2018-10-12 $17.20 $20.00 79.3% 21.9% 89.8% 86.3% 79.8% 18.4% -4.4% -40.7M 4.14B -53.5M 1.20 6.61 N/A N/A 1,482,765 1,782,000 12,166,530 21,080,610 2018-10-15 $17.44 $20.00 77.8% 22.1% 90.1% 83.7% 74.6% 17.6% -4.6% -45.7M 3.60B -52.8M 1.09 6.00 N/A N/A 970,410 1,053,465 11,042,070 20,524,155 2018-10-16 $18.43 $20.00 73.6% 21.0% 91.8% 76.0% 74.1% 14.3% -4.3% 15.1M 1.51B -53.7M 0.75 5.51 N/A N/A 2,040,540 1,536,915 11,281,020 20,723,430 2018-10-17 $18.10 $20.00 73.5% 21.1% 90.3% 75.9% 73.3% 14.3% -4.1% -2.9M 2.29B -53.2M 0.83 5.03 N/A N/A 1,554,300 1,291,050 11,495,775 21,049,770 2018-10-18 $17.63 $20.00 74.7% 21.6% 90.5% 78.1% 73.7% 14.2% -4.1% -33.3M 3.14B -52.5M 0.83 6.68 N/A N/A 1,273,800 1,057,380 11,710,740 21,237,135 2018-10-19 $17.18 $20.00 77.9% 22.7% 90.7% 83.7% 78.6% 15.6% -3.8% -60.6M 3.85B -52.0M 1.29 6.02 N/A N/A 1,899,090 2,455,080 11,931,705 21,331,590 2018-10-22 $17.36 $20.00 78.1% 23.6% 90.9% 84.1% 83.9% 16.4% -2.2% -23.5M 2.68B -52.8M 1.18 4.70 N/A N/A 833,685 983,400 9,946,740 17,934,000 2018-10-23 $19.51 $20.00 73.9% 22.3% 100.9% 76.7% 78.9% 13.6% -3.2% 46.0M -1.23B -58.7M 0.73 7.82 N/A N/A 3,512,850 2,577,930 10,212,870 18,265,065 2018-10-24 $19.70 $20.00 79.5% 24.6% 100.1% 86.5% 86.4% 14.1% -2.9% 55.7M -1.74B -60.2M 0.69 9.97 N/A N/A 2,319,450 1,611,165 10,773,060 19,000,560 2018-10-25 $20.77 $20.00 59.1% 17.9% 101.9% 50.2% 63.7% 11.1% -0.1% 144.2M -3.77B -59.8M 1.05 6.99 N/A N/A 2,899,590 3,043,920 11,264,295 19,411,200 2018-10-26 $22.01 $20.00 58.5% 17.5% 88.2% 49.1% 63.9% 9.3% -3.9% 224.8M -6.55B -59.8M 0.90 29.53 N/A N/A 4,421,280 3,981,105 11,337,525 19,970,745 2018-10-29 $21.97 $20.00 59.1% 18.0% 71.5% 50.2% 64.8% 13.0% -0.4% 96.6M -4.38B -59.5M 0.92 10.36 N/A N/A 1,699,215 1,561,275 10,143,390 19,076,160 2018-10-30 $21.98 $20.00 58.0% 17.7% 70.4% 48.3% 62.4% 13.0% 0.0% 77.1M -3.96B -60.6M 0.89 8.78 N/A N/A 1,132,125 1,010,940 10,235,130 19,432,515 2018-10-31 $22.60 $20.00 54.4% 16.5% 70.4% 41.8% 61.0% 11.7% -0.1% 126.0M -5.41B -60.2M 1.07 7.69 N/A N/A 1,014,075 1,086,960 10,391,115 19,542,825
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