TSLA Options History — May 2019 In May 2019, TSLA traded between $12.31 and $17.02. ATM implied volatility averaged 53.7%, placing in the 31.5% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 6.7% (HV 20d: 47.0%). Max pain ranged from $15.33 to $18.00. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 1.21.
Notable Days 2019-05-23 : Highest Volume — 9,240,570 contracts2019-05-17 : Largest IV spike — 18.5% change2019-05-24 : Highest IV Rank — 62.9%2019-05-24 : Largest Expected Move — 19.9%Monthly Statistics Metric Avg Min Max Open Close Price $14.65 $12.31 $17.02 $15.62 $12.31 Max Pain $16.95 $15.33 $18.00 $17.33 $15.33 ATM IV 53.7% 44.0% 69.0% 50.3% 62.4% Expected Move 15.6% 12.9% 19.9% 14.7% 17.8% HV 20d 47.0% 41.6% 53.4% 47.5% 45.0% HV 60d 46.3% 43.8% 49.6% 43.8% 45.4% IV Rank 31.5% 11.5% 62.9% 24.5% 49.3% IV Percentile 42.7% 6.7% 90.9% 27.4% 77.8% Term Structure 0.6% -1.2% 2.7% 0.9% 2.7% VWIV 55.5% 45.2% 70.3% 54.0% 63.3% Skew 25d 11.3% 7.3% 17.6% 12.0% 14.4% Skew 10d 22.5% 13.5% 36.2% 25.7% 32.3% Call IV 25d 49.0% 40.8% 61.7% 45.9% 55.7% Put IV 25d 60.3% 49.0% 78.8% 58.0% 70.1% Bid-Ask Spread % 5.06 2.84 8.16 6.17 5.21 Gamma HHI 0.10 0.05 0.33 0.06 0.33 Net GEX -127.4M -300.2M 105.0M -155.9M -237.4M Net DEX 5.25B 928.6M 7.67B 5.21B 7.12B Net VEX -41.1M -45.3M -36.9M -42.0M -38.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.21 0.82 1.58 1.36 1.27 Total Volume 5,091,864.545 2,131,530 9,240,570 4,326,720 5,354,085 Total OI 30,969,981.818 26,981,715 35,427,780 28,921,335 35,427,780
Daily Data (22 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 2019-05-01 $15.62 $17.33 50.3% 14.7% 47.5% 24.5% 54.0% 12.0% 0.9% -155.9M 5.21B -42.0M 1.36 6.17 N/A N/A 1,832,475 2,494,245 8,771,145 20,150,190 2019-05-02 $16.29 $17.33 47.4% 13.8% 49.8% 18.5% 48.8% 9.4% 0.4% -45.0M 3.29B -43.4M 1.23 4.17 N/A N/A 3,066,330 3,765,570 9,135,750 20,790,300 2019-05-03 $16.98 $17.33 45.7% 13.2% 43.3% 14.9% 47.7% 7.3% 0.4% 105.0M 928.6M -45.1M 1.15 4.57 N/A N/A 4,038,180 4,637,685 9,586,395 20,951,040 2019-05-06 $17.02 $18.00 46.0% 13.4% 42.0% 15.6% 49.3% 7.5% 0.5% -34.9M 1.62B -45.3M 1.24 4.18 N/A N/A 1,616,700 2,002,260 8,941,605 20,261,010 2019-05-07 $16.45 $18.00 47.7% 14.0% 43.4% 19.0% 50.4% 8.4% 0.5% -98.0M 3.25B -44.8M 0.99 4.17 N/A N/A 1,829,070 1,808,085 9,252,990 20,567,460 2019-05-08 $16.37 $18.00 47.2% 13.8% 43.4% 18.1% 50.3% 7.9% 0.4% -112.6M 3.43B -43.9M 0.82 6.80 N/A N/A 1,168,470 963,060 9,436,515 20,658,885 2019-05-09 $16.10 $18.00 46.8% 13.7% 42.8% 17.2% 48.5% 8.3% 0.5% -172.2M 4.30B -43.3M 1.02 8.16 N/A N/A 1,371,870 1,401,480 9,651,885 20,749,905 2019-05-10 $15.97 $18.00 45.3% 13.4% 41.6% 14.1% 46.7% 7.8% 0.7% -300.2M 4.65B -42.5M 1.01 7.73 N/A N/A 1,558,020 1,581,270 9,821,055 20,834,130 2019-05-13 $15.10 $18.00 48.7% 14.4% 45.1% 21.1% 49.8% 9.3% 1.6% -175.9M 5.95B -38.2M 1.08 7.80 N/A N/A 1,901,775 2,049,480 8,792,700 19,642,530 2019-05-14 $15.48 $18.00 45.1% 13.3% 46.6% 13.7% 49.3% 8.9% 1.1% -151.5M 4.99B -40.2M 1.21 4.55 N/A N/A 1,170,705 1,411,185 9,593,625 20,062,470 2019-05-15 $15.44 $18.00 44.0% 12.9% 45.1% 11.5% 45.2% 8.3% 1.1% -157.5M 5.08B -39.9M 1.39 4.41 N/A N/A 1,103,205 1,531,290 9,788,895 20,216,820 2019-05-16 $15.18 $17.67 45.7% 13.1% 45.2% 14.9% 46.4% 8.4% -0.0% -178.4M 5.49B -39.6M 1.24 5.40 N/A N/A 1,294,425 1,604,355 10,016,730 20,369,025 2019-05-17 $14.14 $17.67 54.2% 15.6% 49.8% 32.4% 53.8% 11.7% 0.6% -177.9M 7.67B -37.3M 1.58 6.14 N/A N/A 3,477,330 5,508,585 10,272,285 20,757,090 2019-05-20 $13.61 $17.00 57.4% 16.4% 49.9% 39.1% 57.4% 12.5% -0.5% -131.0M 6.49B -36.9M 1.22 4.07 N/A N/A 3,639,330 4,428,975 8,782,755 18,198,960 2019-05-21 $13.72 $16.33 58.2% 16.7% 50.3% 40.8% 58.7% 11.1% -0.5% -95.1M 5.78B -40.5M 1.28 4.08 N/A N/A 2,527,470 3,235,455 10,146,705 19,314,090 2019-05-22 $12.90 $16.00 63.6% 18.2% 53.4% 51.8% 63.7% 14.4% -1.0% -119.4M 7.06B -38.5M 1.36 3.97 N/A N/A 3,204,165 4,343,325 10,904,730 20,243,880 2019-05-23 $13.02 $15.67 67.9% 19.5% 52.4% 60.7% 68.0% 16.8% -1.0% -98.0M 6.43B -41.5M 1.21 5.76 N/A N/A 4,173,990 5,066,580 11,719,005 21,090,330 2019-05-24 $12.70 $15.33 69.0% 19.9% 50.4% 62.9% 70.3% 17.1% -1.2% -161.2M 6.96B -42.3M 1.05 3.72 N/A N/A 3,715,890 3,901,230 12,929,955 21,972,000 2019-05-28 $12.54 $15.33 65.9% 19.1% 48.4% 56.6% 68.7% 17.6% 1.8% -105.6M 6.69B -39.8M 1.14 3.04 N/A N/A 2,053,200 2,345,865 11,642,820 21,285,660 2019-05-29 $12.69 $15.33 62.2% 18.0% 49.2% 49.0% 66.0% 15.4% 2.0% -93.6M 6.41B -40.4M 1.26 4.35 N/A N/A 1,781,640 2,243,280 12,144,465 21,784,680 2019-05-30 $12.55 $15.33 61.3% 17.3% 49.1% 47.0% 65.1% 13.7% 2.5% -105.8M 6.62B -39.9M 1.55 2.84 N/A N/A 1,500,345 2,319,090 12,508,560 22,170,795 2019-05-31 $12.31 $15.33 62.4% 17.8% 45.0% 49.3% 63.3% 14.4% 2.7% -237.4M 7.12B -38.3M 1.27 5.21 N/A N/A 2,360,295 2,993,790 12,849,420 22,578,360
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