TSLA Options History — July 2019 In July 2019, TSLA traded between $14.97 and $17.68. ATM implied volatility averaged 53.7%, placing in the 24.5% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 13.8% (HV 20d: 39.9%). Max pain ranged from $14.83 to $16.33. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 1.19.
Notable Days 2019-07-25 : Highest Volume — 8,733,705 contracts2019-07-25 : Largest IV drop — 15.3% change2019-07-01 : Highest IV Rank — 54.5%2019-07-05 : Largest Expected Move — 16.8%Monthly Statistics Metric Avg Min Max Open Close Price $16.17 $14.97 $17.68 $15.15 $16.15 Max Pain $15.84 $14.83 $16.33 $14.83 $16.33 ATM IV 53.7% 42.4% 67.0% 67.0% 42.4% Expected Move 14.8% 11.6% 16.8% 16.7% 11.6% HV 20d 39.9% 28.9% 62.6% 41.7% 62.3% HV 60d 47.5% 44.3% 53.3% 45.4% 52.4% IV Rank 24.5% 0.0% 54.5% 54.5% 0.0% IV Percentile 35.6% 0.0% 88.5% 88.5% 0.0% Term Structure -1.2% -2.3% 0.7% -2.0% -0.4% VWIV 53.4% 41.0% 59.7% 58.0% 41.0% Skew 25d 7.6% 5.9% 10.7% 10.7% 6.1% Skew 10d 14.4% 11.6% 19.8% 19.8% 11.7% Call IV 25d 50.2% 40.0% 61.8% 61.1% 40.0% Put IV 25d 57.8% 46.0% 71.7% 71.7% 46.0% Bid-Ask Spread % 3.37 2.30 6.79 2.87 2.69 Gamma HHI 0.08 0.03 0.51 0.05 0.04 Net GEX 48.9M -150.3M 363.4M 5.1M -7.2M Net DEX -499.1M -3.97B 3.76B 789.8M 452.3M Net VEX -44.9M -47.0M -40.7M -46.4M -42.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.19 0.74 1.81 0.93 1.10 Total Volume 4,273,504.091 2,104,035 8,733,705 3,781,800 3,798,780 Total OI 32,824,442.045 28,590,525 37,123,575 30,422,430 32,167,650
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 2019-07-01 $15.15 $14.83 67.0% 16.7% 41.7% 54.5% 58.0% 10.7% -2.0% 5.1M 789.8M -46.4M 0.93 2.87 N/A N/A 1,954,725 1,827,075 10,055,475 20,366,955 2019-07-02 $14.97 $15.00 66.4% 16.6% 35.1% 53.4% 59.2% 9.1% -2.3% -7.8M 1.30B -46.3M 1.48 2.30 N/A N/A 1,007,730 1,491,390 10,768,485 20,959,140 2019-07-03 $15.70 $15.00 60.5% 13.8% 37.5% 39.9% 49.3% 9.6% -0.9% 91.4M -666.6M -46.6M 1.31 3.34 N/A N/A 2,500,575 3,287,385 11,012,220 21,510,675 2019-07-05 $15.54 $15.67 61.7% 16.8% 35.7% 42.6% 59.7% 9.7% -1.5% 12.4M 174.7M -47.0M 1.25 3.43 N/A N/A 2,160,060 2,708,655 11,471,745 22,768,725 2019-07-08 $15.38 $15.67 60.1% 16.7% 35.8% 38.9% 56.4% 8.9% -1.6% -5.7M 1.02B -45.4M 0.74 2.64 N/A N/A 1,687,080 1,250,925 10,535,475 21,730,665 2019-07-09 $15.32 $15.67 58.3% 16.2% 33.8% 34.9% 58.8% 8.5% -1.6% -1.6M 1.08B -44.5M 0.97 3.46 N/A N/A 1,123,350 1,089,315 10,973,250 22,007,085 2019-07-10 $15.88 $15.67 58.0% 16.0% 35.1% 34.3% 56.4% 8.3% -2.2% 108.5M -710.2M -45.9M 1.11 3.04 N/A N/A 1,925,325 2,128,395 11,135,070 22,234,650 2019-07-11 $15.91 $15.67 54.6% 15.2% 32.2% 26.5% 55.3% 7.1% -1.8% 121.1M -634.1M -44.9M 1.11 4.23 N/A N/A 2,227,980 2,480,145 11,339,310 22,902,840 2019-07-12 $16.30 $16.00 53.4% 15.0% 32.6% 23.8% 55.2% 7.1% -1.9% 267.0M -2.10B -44.8M 1.07 3.58 N/A N/A 2,843,895 3,052,380 11,460,765 23,446,035 2019-07-15 $16.94 $16.00 53.6% 15.2% 34.5% 24.2% 57.0% 7.0% -1.3% 133.6M -3.32B -44.6M 1.49 3.63 N/A N/A 2,220,315 3,310,080 10,693,875 23,024,520 2019-07-16 $16.84 $16.00 53.7% 15.3% 31.7% 24.4% 57.7% 6.7% -1.0% 104.2M -2.76B -45.8M 1.81 3.43 N/A N/A 1,532,160 2,779,200 10,903,845 24,227,205 2019-07-17 $17.04 $15.67 53.5% 15.3% 31.8% 24.1% 55.0% 6.9% -1.4% 108.2M -3.26B -45.8M 1.17 3.05 N/A N/A 2,323,395 2,724,720 10,952,415 24,926,745 2019-07-18 $16.93 $15.67 53.8% 15.5% 32.1% 24.6% 55.8% 7.0% -1.4% 51.5M -2.46B -45.7M 0.86 3.78 N/A N/A 1,182,915 1,022,490 10,993,515 26,044,635 2019-07-19 $17.28 $16.00 52.3% 15.1% 28.9% 21.2% 53.6% 7.1% -1.2% 363.4M -3.97B -45.5M 1.13 3.66 N/A N/A 1,914,300 2,167,200 10,974,885 26,148,690 2019-07-22 $17.00 $16.00 53.0% 15.6% 30.2% 23.0% 55.8% 7.6% -1.1% -2.4M -856.4M -45.3M 1.24 3.07 N/A N/A 1,151,625 1,432,530 8,282,730 20,307,795 2019-07-23 $17.35 $16.00 51.7% 15.3% 30.5% 19.9% 55.3% 7.4% -1.1% 12.6M -1.59B -45.7M 1.40 2.88 N/A N/A 876,390 1,227,645 8,589,960 20,757,795 2019-07-24 $17.68 $16.33 53.0% 15.9% 29.5% 23.0% 58.2% 7.2% -1.4% 25.0M -2.26B -46.2M 1.32 6.79 N/A N/A 2,016,675 2,662,455 8,780,415 21,193,590 2019-07-25 $15.32 $16.33 44.9% 12.6% 61.7% 4.6% 44.9% 6.6% 0.5% -150.3M 3.76B -40.7M 1.27 2.79 N/A N/A 3,854,070 4,879,635 9,460,245 21,998,445 2019-07-26 $15.28 $16.33 43.1% 12.0% 61.4% 0.5% 44.5% 6.1% 0.7% -100.5M 3.21B -41.5M 1.25 3.14 N/A N/A 2,594,985 3,239,100 10,096,080 22,714,095 2019-07-29 $15.65 $16.33 43.0% 12.1% 61.9% 0.1% 43.5% 6.4% -0.5% -58.7M 1.65B -42.4M 1.01 2.55 N/A N/A 2,109,255 2,123,115 9,012,990 21,543,630 2019-07-30 $16.12 $16.33 43.4% 12.1% 62.6% 1.2% 43.3% 5.9% -0.4% 7.0M 177.4M -43.1M 1.09 3.76 N/A N/A 1,973,655 2,154,015 9,449,895 22,213,515 2019-07-31 $16.15 $16.33 42.4% 11.6% 62.3% 0.0% 41.0% 6.1% -0.4% -7.2M 452.3M -42.8M 1.10 2.69 N/A N/A 1,811,910 1,986,870 9,445,920 22,721,730
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