TSLA Options History — June 2019 In June 2019, TSLA traded between $11.92 and $15.10. ATM implied volatility averaged 63.2%, placing in the 46.7% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded above realized volatility by 12.1% (HV 20d: 51.0%). Max pain ranged from $14.67 to $15.33. Net GEX was positive for 5 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 1.07.
Notable Days 2019-06-06 : Highest Volume — 10,384,320 contracts2019-06-26 : Largest IV spike — 6.1% change2019-06-03 : Highest IV Rank — 55.4%2019-06-11 : Largest Expected Move — 18.4%Monthly Statistics Metric Avg Min Max Open Close Price $14.24 $11.92 $15.10 $11.92 $14.95 Max Pain $14.82 $14.67 $15.33 $15.33 $14.83 ATM IV 63.2% 59.2% 66.9% 65.3% 65.9% Expected Move 17.4% 16.6% 18.4% 17.8% 17.0% HV 20d 51.0% 40.4% 58.6% 40.4% 44.6% HV 60d 48.9% 45.8% 50.1% 45.8% 48.6% IV Rank 46.7% 36.9% 55.4% 55.4% 52.1% IV Percentile 77.3% 60.3% 88.5% 85.7% 85.3% Term Structure 0.9% -1.4% 5.1% -1.2% 2.2% VWIV 61.2% 58.3% 65.3% 63.6% 62.0% Skew 25d 9.7% 8.4% 15.7% 15.7% 10.0% Skew 10d 18.3% 15.8% 31.1% 31.1% 17.0% Call IV 25d 58.9% 55.1% 62.2% 59.0% 60.8% Put IV 25d 68.6% 64.0% 74.7% 74.7% 70.8% Bid-Ask Spread % 3.28 2.28 4.47 3.14 2.55 Gamma HHI 0.06 0.04 0.08 0.05 0.08 Net GEX -17.6M -93.9M 41.5M -93.9M 33.3M Net DEX 2.51B 824.0M 7.11B 7.11B 923.0M Net VEX -46.8M -49.7M -36.8M -36.8M -46.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.07 0.67 1.47 1.06 1.47 Total Volume 4,700,262.75 2,053,395 10,384,320 4,344,255 3,909,105 Total OI 35,448,747.75 29,476,200 39,194,250 33,014,190 32,332,650
Daily Data (20 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 2019-06-03 $11.92 $15.33 65.3% 17.8% 40.4% 55.4% 63.6% 15.7% -1.2% -93.9M 7.11B -36.8M 1.06 3.14 N/A N/A 2,104,560 2,239,695 11,484,435 21,529,755 2019-06-04 $12.85 $15.00 63.0% 16.9% 51.8% 49.3% 62.8% 11.4% -1.0% -36.1M 5.08B -42.0M 0.98 3.12 N/A N/A 3,148,050 3,083,415 12,055,020 21,835,245 2019-06-05 $13.14 $15.00 65.4% 17.6% 52.8% 53.6% 61.7% 10.2% -1.4% -7.7M 4.17B -44.6M 0.74 2.67 N/A N/A 2,866,620 2,130,780 12,877,545 22,764,510 2019-06-06 $13.73 $14.67 65.6% 18.2% 56.3% 53.1% 63.4% 9.0% -1.4% 41.5M 2.48B -47.6M 1.03 4.47 N/A N/A 5,103,960 5,280,360 13,359,420 23,080,530 2019-06-07 $13.62 $14.67 64.0% 17.9% 56.2% 49.5% 62.5% 8.7% -1.3% -8.2M 3.32B -46.5M 0.99 3.84 N/A N/A 3,122,055 3,105,495 13,592,880 24,147,405 2019-06-10 $14.14 $14.67 64.3% 18.1% 58.6% 50.3% 64.1% 8.8% -0.7% -13.0M 2.58B -48.2M 1.25 4.18 N/A N/A 1,958,835 2,454,510 12,326,460 23,282,505 2019-06-11 $14.45 $14.67 65.2% 18.4% 56.3% 50.5% 62.5% 9.3% -0.9% -1.6M 1.76B -49.7M 1.03 4.00 N/A N/A 2,329,560 2,400,765 12,635,685 23,856,870 2019-06-12 $13.99 $14.67 63.5% 17.9% 56.4% 46.7% 61.1% 9.3% -1.1% -41.3M 3.43B -47.2M 0.93 4.38 N/A N/A 3,163,470 2,942,820 12,883,305 24,398,325 2019-06-13 $14.24 $14.67 61.4% 17.3% 57.0% 41.9% 60.3% 8.6% -1.1% -18.1M 2.83B -48.4M 1.19 3.57 N/A N/A 1,645,215 1,961,235 13,106,070 24,870,765 2019-06-14 $14.28 $14.67 60.5% 17.2% 56.8% 39.9% 65.3% 8.4% -1.1% -8.6M 2.67B -48.0M 1.32 3.51 N/A N/A 1,772,130 2,347,785 13,284,870 25,140,525 2019-06-17 $14.96 $14.67 61.3% 17.4% 53.4% 41.6% 59.4% 8.7% 5.0% 13.3M 1.04B -49.2M 1.13 2.72 N/A N/A 2,871,975 3,258,195 12,360,390 24,370,335 2019-06-18 $15.02 $14.67 59.7% 17.1% 51.2% 38.0% 59.3% 8.5% 5.1% 26.3M 824.0M -49.6M 1.00 3.30 N/A N/A 2,356,365 2,367,360 13,065,555 25,231,620 2019-06-19 $15.10 $15.00 59.2% 17.0% 51.2% 36.9% 58.8% 9.0% 4.4% 17.6M 940.0M -49.0M 0.86 3.05 N/A N/A 1,367,580 1,180,365 12,858,705 25,573,995 2019-06-20 $14.60 $15.00 60.8% 17.2% 47.0% 40.5% 58.4% 9.7% 4.3% -49.2M 2.60B -48.1M 1.01 3.68 N/A N/A 2,517,675 2,533,185 13,241,775 25,657,410 2019-06-21 $14.76 $15.00 60.7% 17.1% 47.0% 40.5% 61.0% 9.4% 3.7% -7.9M 1.93B -47.7M 1.11 2.33 N/A N/A 2,014,365 2,235,270 13,238,355 25,955,895 2019-06-24 $14.93 $15.00 61.4% 16.6% 45.5% 41.9% 58.3% 10.4% 1.8% -25.7M 1.18B -47.2M 1.21 3.28 N/A N/A 1,275,915 1,543,395 9,865,725 19,610,475 2019-06-25 $14.69 $14.83 63.0% 16.7% 45.8% 45.7% 58.9% 10.9% 0.9% -55.0M 1.81B -46.1M 1.02 2.28 N/A N/A 1,017,795 1,035,600 10,162,590 20,155,950 2019-06-26 $14.56 $14.83 66.9% 17.7% 46.1% 54.4% 62.4% 10.0% 1.1% -72.3M 2.06B -46.1M 1.42 3.26 N/A N/A 1,805,745 2,565,225 10,466,175 20,309,325 2019-06-27 $14.83 $14.67 66.1% 17.2% 45.8% 52.7% 58.3% 8.6% 1.4% -45.4M 1.49B -47.3M 0.67 2.29 N/A N/A 1,794,975 1,193,850 10,689,600 21,316,305 2019-06-28 $14.95 $14.83 65.9% 17.0% 44.6% 52.1% 62.0% 10.0% 2.2% 33.3M 923.0M -46.1M 1.47 2.55 N/A N/A 1,581,585 2,327,520 10,796,235 21,536,415
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