TSLA Options History — January 2019 In January 2019, TSLA traded between $19.13 and $23.19. ATM implied volatility averaged 66.1%, placing in the 60.6% IV rank vs the trailing year. The 30-day expected move averaged 19.6%. IV traded below realized volatility by 2.3% (HV 20d: 68.4%). Max pain ranged from $20.67 to $22.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 1.07.
Notable Days 2019-01-18 : Highest Volume — 8,297,130 contracts2019-01-31 : Largest IV drop — 23.0% change2019-01-22 : Highest IV Rank — 75.8%2019-01-29 : Largest Expected Move — 23.2%Monthly Statistics Metric Avg Min Max Open Close Price $21.22 $19.13 $23.19 $20.63 $20.41 Max Pain $21.33 $20.67 $22.00 $22.00 $21.00 ATM IV 66.1% 53.0% 74.4% 63.6% 53.0% Expected Move 19.6% 15.3% 23.2% 17.4% 15.3% HV 20d 68.4% 59.7% 81.6% 59.7% 65.3% HV 60d 54.6% 53.4% 56.7% 54.2% 54.9% IV Rank 60.6% 34.6% 75.8% 58.0% 34.6% IV Percentile 86.8% 43.7% 95.6% 87.7% 43.7% Term Structure -0.8% -4.1% 6.8% 6.3% 0.1% VWIV 68.6% 53.5% 80.9% 62.2% 53.5% Skew 25d 12.3% 8.9% 14.7% 13.5% 8.9% Skew 10d 24.1% 17.2% 28.5% 27.2% 17.2% Call IV 25d 60.4% 49.0% 68.0% 57.3% 49.0% Put IV 25d 72.7% 58.0% 80.7% 70.8% 58.0% Bid-Ask Spread % 8.07 3.97 18.09 4.83 5.31 Gamma HHI 0.06 0.03 0.31 0.04 0.03 Net GEX 14.1M -160.5M 118.3M -47.7M 42.5M Net DEX -1.01B -4.62B 2.75B 919.1M -195.3M Net VEX -40.4M -43.2M -37.1M -40.6M -41.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.07 0.77 1.39 0.94 0.81 Total Volume 2,711,044.286 687,015 8,297,130 3,124,425 4,891,590 Total OI 24,692,815.714 17,288,250 28,925,595 26,028,765 22,640,055
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 2019-01-02 $20.63 $22.00 63.6% 17.4% 59.7% 58.0% 62.2% 13.5% 6.3% -47.7M 919.1M -40.6M 0.94 4.83 N/A N/A 1,606,365 1,518,060 8,271,285 17,757,480 2019-01-03 $20.15 $21.33 64.9% 20.0% 59.9% 60.4% 68.2% 13.1% 6.8% -58.2M 1.58B -39.3M 1.11 7.85 N/A N/A 919,110 1,020,945 8,643,015 18,132,405 2019-01-04 $21.11 $21.00 61.9% 18.8% 63.0% 54.9% 66.7% 12.0% 6.5% 13.6M -362.7M -40.4M 0.93 8.87 N/A N/A 1,310,895 1,218,765 8,785,845 18,229,545 2019-01-07 $22.30 $20.67 65.3% 18.8% 66.5% 61.0% 63.5% 13.7% -1.3% 33.2M -2.41B -40.7M 0.92 6.95 N/A N/A 424,590 390,720 8,236,920 17,796,600 2019-01-08 $22.32 $21.33 66.0% 18.7% 65.6% 61.0% 66.7% 13.3% -1.5% 42.8M -2.50B -40.7M 1.14 6.62 N/A N/A 1,038,090 1,183,215 8,548,650 18,120,300 2019-01-09 $22.62 $21.33 67.2% 18.8% 65.7% 63.2% 64.0% 12.8% -1.6% 63.7M -3.12B -42.2M 1.07 6.87 N/A N/A 1,179,960 1,261,800 8,744,160 18,472,890 2019-01-10 $23.00 $21.33 66.2% 18.6% 65.9% 61.0% 65.7% 13.8% -2.0% 99.9M -4.14B -41.6M 0.96 10.53 N/A N/A 1,156,890 1,106,580 8,991,450 18,842,910 2019-01-11 $23.19 $21.33 63.7% 17.8% 66.0% 56.4% 63.9% 12.9% -2.5% 118.3M -4.62B -42.3M 0.77 10.57 N/A N/A 1,436,820 1,107,915 9,140,655 19,241,085 2019-01-14 $22.32 $21.33 65.6% 18.7% 66.5% 59.1% 65.6% 13.3% -2.5% 15.8M -2.11B -40.7M 1.35 13.64 N/A N/A 623,070 841,500 8,710,695 18,704,835 2019-01-15 $23.03 $21.33 63.2% 18.0% 67.1% 54.1% 63.7% 13.4% -2.6% 62.2M -3.81B -39.2M 0.98 13.19 N/A N/A 911,610 893,520 8,840,925 18,981,075 2019-01-16 $23.17 $21.67 60.6% 17.4% 64.1% 49.1% 60.9% 12.6% -2.2% 68.9M -4.02B -40.8M 1.09 10.57 N/A N/A 870,495 951,960 8,975,145 19,230,285 2019-01-17 $23.19 $22.00 59.9% 17.3% 63.6% 47.9% 61.7% 13.0% -2.1% 68.0M -4.14B -40.7M 1.11 18.09 N/A N/A 801,000 888,300 9,140,190 19,497,315 2019-01-18 $20.11 $22.00 72.0% 21.0% 81.6% 71.1% 72.7% 14.7% -4.1% -160.5M 2.75B -37.1M 1.26 5.55 N/A N/A 3,670,785 4,626,345 9,207,375 19,718,220 2019-01-22 $19.82 $21.67 74.4% 22.7% 80.0% 75.8% 79.7% 12.2% -2.2% -24.5M 897.7M -38.6M 1.39 5.82 N/A N/A 1,447,020 2,012,100 5,838,645 11,449,605 2019-01-23 $19.13 $21.33 71.5% 21.8% 80.5% 70.2% 76.0% 11.2% -1.6% -44.7M 1.84B -37.4M 1.26 4.79 N/A N/A 1,677,090 2,112,675 6,393,225 12,448,635 2019-01-24 $19.40 $21.33 71.7% 22.0% 76.6% 70.6% 75.3% 11.2% -2.3% -35.3M 1.43B -38.9M 1.19 3.97 N/A N/A 1,429,275 1,703,535 6,836,040 13,045,350 2019-01-25 $19.80 $21.00 67.2% 20.7% 70.7% 61.8% 72.2% 10.2% -1.8% 8.8M 749.3M -39.6M 1.01 4.35 N/A N/A 1,641,615 1,656,120 7,236,585 13,685,670 2019-01-28 $19.78 $21.00 70.3% 22.6% 70.5% 67.9% 77.7% 11.1% -2.0% -7.6M 452.5M -41.4M 1.25 4.27 N/A N/A 305,955 381,060 6,677,760 13,101,825 2019-01-29 $19.81 $21.00 70.9% 23.2% 67.9% 69.0% 80.9% 10.7% -2.4% 4.9M 254.6M -41.4M 0.99 5.73 N/A N/A 750,225 745,050 7,160,595 13,641,300 2019-01-30 $20.44 $21.00 68.8% 22.8% 69.2% 65.1% 79.3% 10.6% -2.5% 31.6M -636.5M -43.2M 0.86 11.15 N/A N/A 1,732,950 1,486,365 7,424,940 14,007,645 2019-01-31 $20.41 $21.00 53.0% 15.3% 65.3% 34.6% 53.5% 8.9% 0.1% 42.5M -195.3M -41.0M 0.81 5.31 N/A N/A 2,707,755 2,183,835 8,013,525 14,626,530
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