TSLA Options History — November 2018 In November 2018, TSLA traded between $21.72 and $23.69. ATM implied volatility averaged 52.4%, placing in the 38.2% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 3.6% (HV 20d: 48.8%). Max pain ranged from $20.00 to $22.33. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 1.10.
Notable Days 2018-11-30 : Highest Volume — 3,285,660 contracts2018-11-26 : Largest IV drop — 10.4% change2018-11-23 : Highest IV Rank — 50.8%2018-11-23 : Largest Expected Move — 17.4%Monthly Statistics Metric Avg Min Max Open Close Price $22.96 $21.72 $23.69 $22.91 $23.41 Max Pain $21.64 $20.00 $22.33 $20.00 $22.33 ATM IV 52.4% 49.1% 59.5% 52.9% 50.3% Expected Move 15.3% 14.1% 17.4% 15.8% 15.1% HV 20d 48.8% 35.8% 67.0% 67.0% 36.5% HV 60d 69.4% 68.0% 72.3% 72.3% 68.6% IV Rank 38.2% 32.3% 50.8% 39.1% 34.1% IV Percentile 58.0% 48.4% 81.3% 58.7% 50.8% Term Structure 0.3% -3.7% 3.4% 0.0% 3.1% VWIV 56.2% 50.0% 60.6% 56.5% 56.4% Skew 25d 13.2% 10.5% 16.6% 10.5% 11.9% Skew 10d 27.3% 20.6% 33.4% 20.6% 26.7% Call IV 25d 46.6% 43.9% 52.6% 48.5% 43.9% Put IV 25d 59.8% 55.6% 69.2% 59.0% 55.8% Bid-Ask Spread % 6.23 4.31 10.97 7.82 7.06 Gamma HHI 0.04 0.03 0.07 0.05 0.07 Net GEX 93.7M -54.7M 191.6M 143.7M 140.2M Net DEX -4.41B -6.69B -442.5M -6.02B -4.48B Net VEX -57.1M -60.3M -53.9M -60.3M -54.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.10 0.80 1.44 0.95 1.14 Total Volume 2,276,103.571 1,364,340 3,285,660 2,614,170 3,285,660 Total OI 29,140,646.429 26,431,005 31,354,590 30,253,995 28,225,920
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 2018-11-01 $22.91 $20.00 52.9% 15.8% 67.0% 39.1% 56.5% 10.5% 0.0% 143.7M -6.02B -60.3M 0.95 7.82 N/A N/A 1,337,550 1,276,620 10,463,910 19,790,085 2018-11-02 $23.12 $20.00 51.0% 15.3% 59.2% 35.7% 56.3% 10.9% 0.2% 152.1M -6.43B -59.3M 1.24 5.92 N/A N/A 1,323,240 1,634,595 10,602,765 20,020,290 2018-11-05 $22.77 $20.33 53.0% 15.3% 57.1% 39.3% 54.5% 12.5% 0.0% 109.8M -5.01B -58.7M 1.07 5.60 N/A N/A 1,016,760 1,086,660 10,020,540 19,212,930 2018-11-06 $22.85 $20.67 51.3% 14.7% 56.2% 36.3% 53.8% 12.1% 0.3% 124.9M -5.21B -58.5M 1.13 5.45 N/A N/A 853,455 968,415 10,211,880 19,478,715 2018-11-07 $23.22 $20.67 49.1% 14.1% 54.9% 32.3% 52.3% 11.4% 0.4% 151.9M -5.93B -58.5M 1.32 5.27 N/A N/A 1,011,780 1,338,195 10,330,815 19,676,595 2018-11-08 $23.24 $21.33 50.3% 14.4% 53.7% 34.4% 56.8% 12.2% 0.4% 146.5M -5.84B -59.3M 1.00 5.49 N/A N/A 1,417,650 1,420,290 10,494,555 20,032,455 2018-11-09 $23.32 $22.00 50.6% 14.7% 53.8% 35.0% 50.0% 11.6% 0.6% 123.6M -5.90B -59.5M 0.80 5.48 N/A N/A 1,549,260 1,236,930 10,657,860 20,508,300 2018-11-12 $22.19 $22.00 55.5% 15.8% 58.6% 43.7% 58.9% 14.5% -0.6% 56.3M -2.99B -57.6M 1.09 4.39 N/A N/A 1,190,445 1,301,850 10,123,650 19,933,275 2018-11-13 $22.60 $22.00 53.4% 15.4% 56.4% 40.0% 55.3% 14.8% 0.1% 84.7M -3.89B -57.5M 0.98 5.22 N/A N/A 915,465 896,835 10,281,300 20,251,185 2018-11-14 $22.89 $22.00 53.6% 15.3% 55.4% 40.3% 55.5% 14.4% -0.2% 107.4M -4.63B -58.1M 0.97 6.64 N/A N/A 909,195 886,185 10,407,330 20,430,345 2018-11-15 $23.14 $22.00 51.7% 15.0% 53.6% 36.9% 57.7% 13.6% 0.9% 153.5M -5.36B -57.7M 1.14 6.27 N/A N/A 810,795 928,065 10,557,510 20,525,760 2018-11-16 $23.54 $22.00 49.5% 14.2% 51.5% 33.1% 53.0% 12.6% -0.3% 191.6M -6.69B -56.8M 0.87 4.80 N/A N/A 1,670,040 1,460,820 10,625,670 20,728,920 2018-11-19 $23.69 $22.00 53.4% 15.3% 51.6% 39.9% 55.7% 13.7% -2.3% 79.7M -4.80B -57.3M 1.10 4.47 N/A N/A 1,411,605 1,553,445 8,881,680 17,549,325 2018-11-20 $23.24 $22.00 56.2% 16.1% 36.6% 45.0% 58.5% 15.3% -2.8% 59.4M -3.88B -57.4M 1.04 4.84 N/A N/A 1,192,335 1,237,275 9,203,955 18,016,545 2018-11-21 $22.55 $22.00 54.8% 15.7% 39.1% 42.5% 57.3% 14.8% -2.4% -4.3M -2.17B -56.5M 1.13 4.31 N/A N/A 869,820 981,690 9,246,825 18,143,610 2018-11-23 $21.72 $22.17 59.5% 17.4% 38.0% 50.8% 59.7% 16.6% -3.7% -54.7M -442.5M -54.9M 1.04 10.86 N/A N/A 987,660 1,031,985 9,334,830 18,308,370 2018-11-26 $22.84 $22.00 53.3% 16.1% 36.6% 39.8% 60.6% 14.8% 2.7% 33.2M -2.91B -54.9M 1.10 5.10 N/A N/A 1,005,105 1,103,685 8,887,005 17,842,290 2018-11-27 $22.96 $22.33 51.8% 15.7% 36.5% 37.2% 58.0% 13.8% 2.7% 53.2M -3.23B -55.0M 1.44 6.11 N/A N/A 731,640 1,050,165 9,146,355 18,179,220 2018-11-28 $23.19 $22.33 49.3% 15.1% 36.7% 32.7% 55.5% 12.7% 3.4% 72.7M -3.75B -54.3M 1.33 10.97 N/A N/A 665,835 884,835 9,220,440 18,455,295 2018-11-29 $22.86 $22.33 50.5% 15.3% 35.8% 34.4% 57.2% 12.8% 3.0% 43.1M -2.95B -53.9M 1.19 8.74 N/A N/A 623,610 740,730 9,347,835 18,597,435 2018-11-30 $23.41 $22.33 50.3% 15.1% 36.5% 34.1% 56.4% 11.9% 3.1% 140.2M -4.48B -54.1M 1.14 7.06 N/A N/A 1,536,600 1,749,060 9,461,685 18,764,235
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