TSLA Options History — February 2019 In February 2019, TSLA traded between $19.38 and $21.36. ATM implied volatility averaged 46.5%, placing in the 21.6% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded below realized volatility by 1.1% (HV 20d: 47.6%). Max pain ranged from $20.33 to $21.00. Net GEX was positive for 10 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 1.03.
Notable Days 2019-02-27 : Highest Volume — 5,080,845 contracts2019-02-22 : Largest IV drop — 6.5% change2019-02-01 : Highest IV Rank — 29.6%2019-02-01 : Largest Expected Move — 14.8%Monthly Statistics Metric Avg Min Max Open Close Price $20.50 $19.38 $21.36 $20.73 $21.28 Max Pain $20.61 $20.33 $21.00 $20.67 $20.33 ATM IV 46.5% 44.0% 50.4% 50.4% 47.9% Expected Move 13.3% 12.5% 14.8% 14.8% 14.0% HV 20d 47.6% 28.6% 65.0% 65.0% 32.8% HV 60d 54.4% 53.2% 55.5% 54.9% 54.2% IV Rank 21.6% 17.3% 29.6% 29.6% 21.4% IV Percentile 25.2% 17.9% 35.3% 35.3% 28.6% Term Structure 0.6% -0.1% 1.4% 1.0% 1.2% VWIV 47.2% 44.2% 52.3% 50.6% 51.6% Skew 25d 7.8% 6.1% 10.3% 8.1% 8.4% Skew 10d 15.3% 11.8% 21.6% 15.4% 16.1% Call IV 25d 43.2% 40.8% 46.6% 46.6% 44.6% Put IV 25d 51.0% 48.2% 54.7% 54.7% 53.0% Bid-Ask Spread % 5.19 4.05 6.77 4.90 6.30 Gamma HHI 0.04 0.03 0.07 0.07 0.04 Net GEX 10.5M -98.5M 112.3M 89.5M 112.3M Net DEX -165.8M -2.32B 1.62B -967.1M -2.32B Net VEX -39.5M -41.4M -36.9M -41.2M -41.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.03 0.72 2.01 0.79 0.72 Total Volume 2,668,884.474 1,416,510 5,080,845 3,625,935 4,424,640 Total OI 21,930,155.526 19,303,215 23,634,030 23,104,365 23,569,305
Daily Data (19 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 2019-02-01 $20.73 $20.67 50.4% 14.8% 65.0% 29.6% 50.6% 8.1% 1.0% 89.5M -967.1M -41.2M 0.79 4.90 N/A N/A 2,028,360 1,597,575 8,168,445 14,935,920 2019-02-04 $20.84 $20.67 48.2% 13.9% 62.8% 25.3% 52.3% 8.1% -0.1% 32.4M -656.9M -41.2M 1.03 4.95 N/A N/A 840,270 868,845 7,075,515 14,216,865 2019-02-05 $21.36 $20.67 45.4% 13.2% 60.1% 20.0% 46.1% 7.3% 0.5% 85.8M -1.61B -41.2M 1.02 4.37 N/A N/A 1,237,005 1,265,700 7,245,270 14,500,305 2019-02-06 $21.22 $20.67 45.2% 13.0% 60.1% 19.6% 45.6% 7.2% 0.2% 61.5M -1.22B -41.3M 0.92 4.74 N/A N/A 818,430 749,115 7,397,085 14,829,690 2019-02-07 $20.50 $21.00 47.1% 13.5% 60.8% 23.3% 47.7% 7.8% -0.1% -26.9M 327.3M -40.4M 0.86 4.48 N/A N/A 1,341,780 1,152,540 7,539,405 15,069,855 2019-02-08 $20.39 $21.00 46.8% 13.5% 60.3% 22.6% 47.4% 7.2% 0.5% -30.2M 516.1M -40.0M 0.87 5.10 N/A N/A 1,685,265 1,468,230 7,738,740 15,342,720 2019-02-11 $20.87 $20.67 47.0% 13.5% 61.0% 23.0% 47.9% 8.1% 0.7% 24.5M -534.5M -39.9M 0.75 4.85 N/A N/A 1,231,815 925,680 7,049,640 14,908,860 2019-02-12 $20.83 $20.67 46.0% 13.2% 59.8% 21.0% 45.8% 7.3% 0.1% 28.1M -424.4M -39.6M 1.05 5.23 N/A N/A 891,315 938,370 7,315,155 15,204,615 2019-02-13 $20.51 $20.67 46.1% 13.2% 58.5% 21.2% 46.9% 7.5% 0.9% -31.1M 285.7M -39.1M 0.90 4.59 N/A N/A 1,024,920 917,445 7,461,240 15,425,940 2019-02-14 $20.31 $20.67 46.7% 13.4% 58.3% 22.4% 45.4% 6.7% 0.3% -59.1M 552.7M -38.8M 0.82 4.05 N/A N/A 1,210,830 986,925 7,641,420 15,519,900 2019-02-15 $20.48 $20.67 44.8% 12.8% 58.5% 18.7% 45.3% 6.1% 0.3% 9.4M 79.9M -38.6M 1.19 4.82 N/A N/A 1,030,245 1,224,705 7,854,885 15,779,145 2019-02-19 $20.46 $20.67 44.0% 12.5% 28.6% 17.3% 44.2% 6.8% 0.4% 19.4M -82.7M -37.7M 1.12 5.15 N/A N/A 668,580 747,930 5,995,035 13,308,180 2019-02-20 $20.12 $20.67 46.9% 13.3% 28.7% 22.7% 47.5% 7.3% 0.3% -10.9M 403.3M -37.8M 1.12 5.90 N/A N/A 1,096,500 1,226,880 6,205,740 13,582,200 2019-02-21 $19.38 $20.67 48.6% 13.8% 29.1% 26.0% 48.2% 7.3% 0.2% -87.6M 1.62B -36.9M 1.06 6.77 N/A N/A 1,627,290 1,732,890 6,461,265 13,900,830 2019-02-22 $19.60 $20.33 45.4% 12.7% 29.0% 19.9% 44.3% 7.0% 0.5% -98.5M 1.29B -38.0M 0.98 6.37 N/A N/A 1,408,545 1,376,895 6,880,515 14,414,505 2019-02-25 $19.93 $20.33 44.4% 12.6% 28.7% 18.1% 45.5% 8.9% 1.1% -194.7K 465.3M -38.2M 2.01 5.69 N/A N/A 818,880 1,648,410 6,407,025 13,912,095 2019-02-26 $19.85 $20.33 46.2% 13.0% 28.7% 20.2% 47.0% 9.7% 1.4% -9.5M 608.5M -37.7M 1.65 5.51 N/A N/A 1,288,905 2,126,250 6,557,580 14,776,230 2019-02-27 $20.89 $20.33 46.1% 13.3% 33.9% 18.8% 47.5% 10.3% 1.4% 90.8M -1.48B -40.9M 0.75 4.88 N/A N/A 2,904,645 2,176,200 6,878,550 15,603,285 2019-02-28 $21.28 $20.33 47.9% 14.0% 32.8% 21.4% 51.6% 8.4% 1.2% 112.3M -2.32B -41.4M 0.72 6.30 N/A N/A 2,578,845 1,845,795 7,230,690 16,338,615
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