TSLA Options History — April 2019 In April 2019, TSLA traded between $15.63 and $19.52. ATM implied volatility averaged 57.9%, placing in the 40.0% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded above realized volatility by 11.6% (HV 20d: 46.3%). Max pain ranged from $17.33 to $19.67. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.28.
Notable Days 2019-04-26 : Highest Volume — 10,842,120 contracts2019-04-25 : Largest IV drop — 10.4% change2019-04-03 : Highest IV Rank — 53.4%2019-04-22 : Largest Expected Move — 18.1%Monthly Statistics Metric Avg Min Max Open Close Price $17.78 $15.63 $19.52 $19.26 $15.88 Max Pain $18.84 $17.33 $19.67 $19.33 $17.33 ATM IV 57.9% 50.7% 64.4% 59.6% 50.7% Expected Move 16.4% 14.2% 18.1% 16.8% 14.2% HV 20d 46.3% 38.2% 50.7% 40.0% 47.5% HV 60d 46.7% 41.5% 51.5% 50.2% 43.8% IV Rank 40.0% 25.3% 53.4% 43.6% 25.3% IV Percentile 60.0% 29.4% 85.3% 70.2% 29.4% Term Structure -1.5% -2.6% 0.5% -0.1% 0.5% VWIV 59.3% 52.5% 68.2% 60.7% 52.5% Skew 25d 8.8% 5.0% 14.2% 6.9% 11.8% Skew 10d 17.4% 11.5% 27.9% 19.8% 25.2% Call IV 25d 53.9% 45.6% 59.5% 55.6% 45.8% Put IV 25d 62.7% 57.7% 68.6% 62.5% 57.7% Bid-Ask Spread % 5.70 3.97 7.83 4.85 4.62 Gamma HHI 0.06 0.04 0.14 0.04 0.06 Net GEX -66.1M -235.8M 67.4M 13.2M -126.6M Net DEX 2.25B -917.3M 6.41B -283.0M 4.61B Net VEX -41.2M -44.2M -39.3M -42.9M -42.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.28 0.98 1.67 0.98 1.39 Total Volume 4,137,539.286 1,591,980 10,842,120 2,517,120 2,838,795 Total OI 25,917,691.429 21,858,390 28,244,385 23,134,125 28,214,490
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 2019-04-01 $19.26 $19.33 59.6% 16.8% 40.0% 43.6% 60.7% 6.9% -0.1% 13.2M -283.0M -42.9M 0.98 4.85 N/A N/A 1,272,510 1,244,610 6,835,485 16,298,640 2019-04-02 $19.11 $19.33 62.5% 17.3% 38.2% 49.4% 61.3% 8.8% -1.0% 11.3M -11.2M -43.9M 1.50 4.69 N/A N/A 747,975 1,124,175 7,241,355 16,731,690 2019-04-03 $19.52 $19.67 64.4% 17.1% 38.9% 53.4% 61.1% 9.1% -2.6% 44.4M -917.3M -44.2M 0.98 7.08 N/A N/A 1,503,945 1,478,880 7,416,750 17,014,395 2019-04-04 $17.86 $19.67 61.6% 16.9% 50.6% 47.6% 60.1% 5.0% -2.0% -128.2M 2.94B -40.4M 1.16 7.02 N/A N/A 3,344,415 3,868,200 7,753,515 17,420,970 2019-04-05 $18.33 $19.33 57.7% 16.3% 50.7% 39.6% 58.8% 8.0% -1.0% 67.4M 1.25B -41.5M 1.20 7.83 N/A N/A 2,711,505 3,266,595 8,500,545 18,640,875 2019-04-08 $18.22 $19.33 59.6% 16.3% 49.7% 43.6% 59.5% 6.3% -2.3% -36.5M 1.63B -40.7M 1.11 7.19 N/A N/A 1,553,505 1,717,170 7,513,725 17,589,240 2019-04-09 $18.17 $19.33 58.4% 16.2% 49.0% 41.1% 58.6% 6.7% -1.3% -51.0M 1.79B -40.4M 1.10 6.88 N/A N/A 759,555 832,425 7,842,150 18,098,745 2019-04-10 $18.47 $19.00 56.5% 16.0% 48.9% 37.2% 57.8% 7.7% -0.3% 8.0M 975.7M -41.7M 1.13 6.47 N/A N/A 1,276,035 1,439,625 7,981,620 18,253,575 2019-04-11 $17.86 $19.00 59.0% 16.3% 49.9% 42.3% 58.7% 7.6% -2.5% -151.2M 2.81B -40.5M 1.09 6.04 N/A N/A 1,989,225 2,167,590 8,156,205 18,803,400 2019-04-12 $17.88 $19.00 58.7% 16.3% 46.1% 41.6% 58.5% 7.5% -2.6% -101.8M 2.67B -41.6M 1.21 6.24 N/A N/A 1,495,005 1,803,720 8,426,745 19,259,340 2019-04-15 $17.71 $19.00 59.2% 16.8% 45.7% 42.8% 58.7% 8.5% -1.7% -130.1M 2.84B -40.5M 1.53 5.08 N/A N/A 1,514,985 2,310,900 7,577,745 18,438,150 2019-04-16 $18.15 $19.00 57.6% 16.4% 46.4% 39.4% 59.0% 8.4% -1.9% -44.5M 1.54B -40.6M 1.22 4.71 N/A N/A 1,516,380 1,854,990 7,955,400 19,204,245 2019-04-17 $18.11 $19.00 56.7% 16.2% 45.7% 37.5% 58.3% 7.9% -2.0% -57.8M 1.67B -40.2M 1.01 6.18 N/A N/A 1,116,030 1,126,995 8,158,740 19,624,935 2019-04-18 $18.24 $18.67 56.5% 16.3% 45.7% 37.2% 59.0% 8.0% -1.4% 34.7M 1.35B -41.5M 1.67 5.49 N/A N/A 1,392,825 2,332,635 8,364,660 19,830,045 2019-04-22 $17.59 $18.67 61.0% 18.1% 45.5% 46.4% 68.2% 9.5% -2.6% -59.5M 2.12B -39.8M 1.45 6.13 N/A N/A 1,426,875 2,070,855 6,461,730 15,396,660 2019-04-23 $17.55 $18.67 59.7% 17.7% 45.0% 43.8% 64.3% 9.6% -2.4% -63.4M 2.21B -40.6M 1.45 4.09 N/A N/A 1,222,125 1,775,370 7,003,380 16,471,020 2019-04-24 $17.32 $18.67 58.4% 17.5% 44.1% 41.1% 64.5% 9.2% -2.5% -80.4M 2.74B -42.0M 1.60 5.22 N/A N/A 1,566,735 2,509,845 7,413,735 17,198,310 2019-04-25 $16.48 $18.33 52.3% 15.0% 45.8% 28.5% 56.3% 11.4% -0.8% -178.1M 4.60B -39.4M 1.46 4.32 N/A N/A 3,536,730 5,157,135 8,007,885 18,147,420 2019-04-26 $15.63 $18.00 54.5% 15.8% 48.3% 33.1% 55.5% 14.2% -0.8% -235.8M 6.41B -39.3M 1.36 5.62 N/A N/A 4,597,830 6,244,290 8,662,725 19,581,660 2019-04-29 $16.06 $17.33 51.0% 14.7% 49.7% 25.9% 54.0% 12.2% 0.4% -122.6M 4.23B -41.2M 1.34 3.97 N/A N/A 2,209,680 2,969,655 7,998,720 18,780,900 2019-04-30 $15.88 $17.33 50.7% 14.2% 47.5% 25.3% 52.5% 11.8% 0.5% -126.6M 4.61B -42.8M 1.39 4.62 N/A N/A 1,187,490 1,651,305 8,547,960 19,666,530
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