TSLA Options History — March 2019 In March 2019, TSLA traded between $17.32 and $19.65. ATM implied volatility averaged 56.9%, placing in the 38.3% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 10.2% (HV 20d: 46.7%). Max pain ranged from $19.33 to $20.67. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 1.11.
Notable Days 2019-03-01 : Highest Volume — 8,764,470 contracts2019-03-04 : Largest IV spike — 10.2% change2019-03-25 : Highest IV Rank — 45.7%2019-03-25 : Largest Expected Move — 18.1%Monthly Statistics Metric Avg Min Max Open Close Price $18.51 $17.32 $19.65 $19.65 $18.66 Max Pain $19.97 $19.33 $20.67 $20.67 $19.33 ATM IV 56.9% 52.5% 60.6% 52.5% 59.2% Expected Move 16.9% 14.9% 18.1% 14.9% 17.2% HV 20d 46.7% 39.6% 51.2% 43.8% 39.6% HV 60d 55.3% 50.0% 57.1% 56.2% 50.0% IV Rank 38.3% 29.8% 45.7% 29.8% 42.8% IV Percentile 56.6% 40.9% 75.0% 40.9% 68.3% Term Structure 1.2% -1.5% 6.2% 1.5% 6.2% VWIV 61.3% 52.2% 66.7% 52.2% 62.4% Skew 25d 12.6% 9.3% 15.3% 9.3% 11.0% Skew 10d 26.2% 17.8% 33.0% 17.8% 22.2% Call IV 25d 51.3% 48.1% 55.3% 48.3% 51.9% Put IV 25d 63.9% 57.7% 68.2% 57.7% 62.9% Bid-Ask Spread % 5.98 4.41 6.96 5.34 5.27 Gamma HHI 0.07 0.03 0.27 0.06 0.27 Net GEX -61.2M -236.6M 165.1M -110.8M 165.1M Net DEX 2.20B 485.9M 3.61B 1.78B 485.9M Net VEX -42.1M -43.3M -40.3M -40.3M -43.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.11 0.80 1.32 1.02 1.07 Total Volume 3,448,822.857 2,005,500 8,764,470 8,764,470 3,015,525 Total OI 25,201,642.857 20,964,255 28,521,270 24,798,540 24,913,155
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 2019-03-01 $19.65 $20.67 52.5% 14.9% 43.8% 29.8% 52.2% 9.3% 1.5% -110.8M 1.78B -40.3M 1.02 5.34 N/A N/A 4,341,975 4,422,495 7,735,200 17,063,340 2019-03-04 $19.08 $20.33 57.9% 16.9% 44.3% 40.7% 59.3% 13.8% -0.9% -59.3M 2.07B -41.0M 1.32 5.53 N/A N/A 2,259,360 2,985,885 7,340,790 16,720,335 2019-03-05 $18.47 $20.00 58.2% 16.6% 45.3% 41.3% 60.8% 15.3% 0.1% -112.4M 3.24B -41.6M 1.09 4.94 N/A N/A 2,605,605 2,831,760 7,963,260 17,885,940 2019-03-06 $18.48 $20.00 56.9% 15.9% 43.9% 38.6% 57.1% 13.6% 0.1% -96.7M 3.03B -42.3M 1.29 4.41 N/A N/A 1,303,425 1,683,570 8,425,335 18,596,025 2019-03-07 $18.41 $20.00 58.1% 16.0% 43.9% 41.1% 57.2% 12.9% -0.4% -97.5M 3.03B -42.3M 1.16 5.83 N/A N/A 1,657,935 1,920,120 8,723,430 19,100,235 2019-03-08 $18.86 $20.00 56.9% 15.6% 44.0% 38.6% 56.3% 12.9% -0.6% -50.8M 2.08B -43.3M 1.02 5.43 N/A N/A 1,892,220 1,938,345 8,873,040 19,565,100 2019-03-11 $19.36 $20.00 54.2% 16.5% 45.3% 33.0% 65.6% 13.9% -1.0% -26.1M 1.16B -43.2M 1.01 6.07 N/A N/A 1,161,255 1,167,330 7,792,815 18,683,100 2019-03-12 $18.86 $20.00 55.4% 16.6% 44.9% 34.9% 63.8% 13.6% -1.5% -74.4M 2.20B -42.4M 1.30 6.74 N/A N/A 885,690 1,150,590 7,928,370 19,118,880 2019-03-13 $19.21 $20.00 54.0% 16.4% 45.7% 32.0% 59.1% 13.0% -1.5% -40.3M 1.42B -42.8M 1.14 6.40 N/A N/A 992,310 1,128,705 8,121,255 19,452,120 2019-03-14 $19.39 $20.00 53.4% 16.4% 45.7% 30.8% 60.2% 12.2% -1.1% -12.2M 977.3M -43.2M 1.09 6.18 N/A N/A 1,148,895 1,252,050 8,261,730 19,827,270 2019-03-15 $18.34 $20.00 55.1% 17.0% 49.4% 34.3% 57.4% 13.2% -1.0% -236.6M 3.61B -41.0M 1.17 6.96 N/A N/A 2,420,265 2,827,950 8,407,935 20,113,335 2019-03-18 $17.98 $20.00 56.8% 17.4% 49.4% 37.7% 66.7% 14.0% 1.2% -87.2M 2.80B -41.2M 1.16 6.67 N/A N/A 1,442,235 1,675,575 6,197,940 14,766,315 2019-03-19 $17.82 $20.00 57.6% 17.7% 49.4% 39.4% 64.6% 13.5% 1.4% -102.5M 3.04B -41.7M 1.04 6.84 N/A N/A 1,643,790 1,717,395 6,588,180 15,758,880 2019-03-20 $18.22 $20.00 57.0% 17.4% 50.3% 38.2% 61.7% 13.1% 1.7% -46.3M 2.05B -42.1M 0.80 6.60 N/A N/A 1,112,160 893,340 6,983,940 16,017,870 2019-03-21 $18.32 $20.00 57.3% 17.5% 48.9% 38.9% 63.3% 13.1% 2.1% -25.1M 1.89B -42.5M 0.85 6.12 N/A N/A 1,266,870 1,078,980 7,108,440 16,361,685 2019-03-22 $17.62 $20.00 59.9% 18.0% 50.1% 44.1% 65.5% 12.8% 2.0% -150.5M 3.27B -41.9M 1.23 6.41 N/A N/A 1,592,910 1,953,840 7,345,245 16,583,655 2019-03-25 $17.32 $20.00 60.6% 18.1% 49.6% 45.7% 63.5% 12.9% 4.0% -99.1M 3.42B -41.0M 0.99 6.18 N/A N/A 1,645,995 1,629,210 6,589,515 15,969,585 2019-03-26 $17.81 $19.67 58.3% 17.7% 51.2% 40.8% 63.5% 11.1% 4.3% -56.8M 2.41B -42.1M 1.20 6.09 N/A N/A 1,097,625 1,320,630 7,067,280 16,512,120 2019-03-27 $18.30 $19.67 57.9% 17.0% 48.2% 40.0% 64.7% 9.6% 3.7% -7.9M 1.41B -42.7M 1.29 5.87 N/A N/A 1,310,265 1,689,975 7,303,830 16,832,520 2019-03-28 $18.54 $19.67 58.5% 17.0% 47.9% 41.2% 62.9% 10.8% 5.6% 42.1M 828.0M -43.2M 1.13 5.69 N/A N/A 1,106,610 1,254,615 7,513,365 17,122,140 2019-03-29 $18.66 $19.33 59.2% 17.2% 39.6% 42.8% 62.4% 11.0% 6.2% 165.1M 485.9M -43.1M 1.07 5.27 N/A N/A 1,459,395 1,556,130 7,702,140 17,211,015
« Feb 2019 | All History | Apr 2019 » Home TSLA History March 2019