TSLA Options History — August 2019 In August 2019, TSLA traded between $14.21 and $15.90. ATM implied volatility averaged 45.7%, placing in the 8.2% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded below realized volatility by 9.6% (HV 20d: 55.3%). Max pain ranged from $15.67 to $16.67. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 1.25.
Notable Days 2019-08-30 : Highest Volume — 5,354,700 contracts2019-08-14 : Largest IV spike — 12.4% change2019-08-23 : Highest IV Rank — 16.5%2019-08-05 : Largest Expected Move — 14.2%Monthly Statistics Metric Avg Min Max Open Close Price $15.02 $14.21 $15.90 $15.62 $15.00 Max Pain $16.26 $15.67 $16.67 $16.33 $15.67 ATM IV 45.7% 41.9% 49.5% 45.3% 46.3% Expected Move 13.1% 12.1% 14.2% 12.7% 12.5% HV 20d 55.3% 39.6% 65.1% 61.4% 40.5% HV 60d 50.2% 46.7% 52.5% 52.4% 46.7% IV Rank 8.2% 0.0% 16.5% 6.5% 9.7% IV Percentile 9.2% 0.0% 21.4% 5.6% 13.9% Term Structure 1.5% -0.7% 5.2% -0.7% 5.1% VWIV 47.4% 45.2% 50.7% 45.6% 45.2% Skew 25d 8.8% 6.6% 10.3% 6.6% 8.3% Skew 10d 16.5% 12.1% 20.4% 12.1% 14.9% Call IV 25d 41.7% 38.4% 45.7% 42.8% 41.0% Put IV 25d 50.5% 45.9% 54.9% 49.3% 49.3% Bid-Ask Spread % 4.28 2.70 6.61 4.24 3.75 Gamma HHI 0.07 0.05 0.22 0.05 0.22 Net GEX -108.5M -215.1M 51.5M -95.5M 51.5M Net DEX 2.94B 1.09B 5.20B 2.19B 1.69B Net VEX -40.2M -43.4M -38.2M -43.1M -39.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.25 0.79 2.04 1.08 1.06 Total Volume 2,858,896.364 1,161,195 5,354,700 3,770,115 5,354,700 Total OI 29,995,167.955 25,528,575 32,910,000 32,618,055 28,665,750
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 2019-08-01 $15.62 $16.33 45.3% 12.7% 61.4% 6.5% 45.6% 6.6% -0.7% -95.5M 2.19B -43.1M 1.08 4.24 N/A N/A 1,816,455 1,953,660 9,593,460 23,024,595 2019-08-02 $15.67 $16.33 45.5% 12.6% 61.3% 7.0% 45.2% 7.3% -0.5% -89.4M 2.03B -43.4M 1.11 3.96 N/A N/A 1,875,210 2,086,785 9,780,270 23,129,730 2019-08-05 $15.31 $16.67 49.5% 14.2% 61.8% 15.9% 49.1% 8.5% -0.0% -101.8M 2.74B -42.2M 1.33 6.61 N/A N/A 1,097,160 1,456,230 8,832,840 22,292,220 2019-08-06 $15.33 $16.67 45.8% 13.3% 61.8% 7.7% 47.7% 8.2% 0.4% -126.0M 2.89B -42.0M 1.22 3.32 N/A N/A 1,100,130 1,340,775 8,995,875 22,702,080 2019-08-07 $15.55 $16.67 44.9% 13.0% 60.7% 5.7% 46.5% 8.0% 0.4% -95.4M 2.26B -42.4M 1.18 6.17 N/A N/A 889,650 1,049,475 9,207,210 22,970,175 2019-08-08 $15.90 $16.67 41.9% 12.3% 61.2% 0.0% 47.6% 7.5% 0.9% -17.0M 1.09B -42.1M 1.27 4.28 N/A N/A 1,197,885 1,516,005 9,260,505 23,046,225 2019-08-09 $15.75 $16.67 43.0% 12.7% 60.6% 2.4% 48.7% 7.1% 0.9% -62.2M 1.49B -41.4M 1.27 5.71 N/A N/A 1,277,655 1,618,305 9,319,920 23,343,720 2019-08-12 $15.36 $16.67 44.7% 13.1% 59.2% 6.2% 45.9% 8.3% 0.8% -130.1M 2.85B -40.9M 1.01 4.68 N/A N/A 882,495 895,725 8,702,535 22,778,880 2019-08-13 $15.67 $16.67 43.2% 12.7% 59.9% 2.8% 49.0% 9.7% 1.1% -106.2M 1.99B -41.2M 1.49 4.42 N/A N/A 945,450 1,404,180 8,865,090 22,871,475 2019-08-14 $14.68 $16.67 48.5% 14.0% 63.4% 14.7% 50.7% 10.2% 0.4% -170.2M 4.52B -39.5M 1.33 3.89 N/A N/A 1,497,285 1,988,175 9,031,710 23,233,275 2019-08-15 $14.34 $16.33 48.8% 14.0% 63.7% 15.4% 49.3% 9.2% 0.0% -185.5M 5.20B -38.9M 1.54 4.51 N/A N/A 1,525,650 2,343,090 9,159,135 23,292,390 2019-08-16 $14.64 $16.33 44.6% 13.0% 63.7% 6.0% 47.4% 8.7% 1.0% -139.2M 4.07B -38.8M 1.59 4.41 N/A N/A 1,526,775 2,434,335 9,407,895 23,299,935 2019-08-19 $15.09 $16.00 43.0% 12.4% 65.1% 2.4% 46.2% 9.9% 0.6% -97.7M 2.48B -39.2M 1.32 3.64 N/A N/A 972,480 1,288,320 7,027,920 18,500,655 2019-08-20 $15.09 $16.00 42.1% 12.1% 64.4% 0.5% 45.4% 9.1% 0.6% -96.5M 2.49B -39.1M 1.32 3.35 N/A N/A 766,980 1,013,985 7,271,040 18,899,340 2019-08-21 $14.69 $16.00 45.1% 12.9% 64.0% 7.2% 47.1% 9.4% 0.6% -131.3M 3.30B -38.7M 2.04 2.70 N/A N/A 1,203,090 2,459,685 7,465,860 19,140,870 2019-08-22 $14.84 $16.00 45.2% 12.9% 39.9% 7.3% 45.7% 8.9% 0.6% -126.9M 2.95B -39.3M 1.01 4.40 N/A N/A 1,283,520 1,302,300 7,733,565 19,891,770 2019-08-23 $14.21 $16.00 49.3% 14.1% 42.6% 16.5% 48.7% 9.6% 0.2% -215.1M 4.56B -38.7M 1.65 4.88 N/A N/A 1,648,530 2,718,990 7,972,635 20,155,890 2019-08-26 $14.25 $16.00 48.6% 13.9% 41.4% 15.0% 50.0% 10.3% 4.3% -130.8M 3.92B -38.2M 0.79 2.89 N/A N/A 648,165 513,030 7,394,415 19,596,780 2019-08-27 $14.30 $16.00 47.5% 13.5% 39.6% 12.4% 47.1% 10.1% 5.2% -124.1M 3.75B -38.9M 0.90 4.53 N/A N/A 1,026,600 924,420 7,839,210 19,905,375 2019-08-28 $14.33 $15.67 46.9% 13.3% 39.6% 11.2% 47.9% 10.0% 5.2% -131.2M 3.65B -38.2M 0.88 3.65 N/A N/A 730,500 641,025 7,973,010 20,026,515 2019-08-29 $14.75 $15.67 45.6% 12.5% 40.0% 8.2% 46.4% 9.4% 5.1% -66.9M 2.49B -38.3M 1.04 4.18 N/A N/A 1,314,735 1,366,125 8,190,555 20,101,395 2019-08-30 $15.00 $15.67 46.3% 12.5% 40.5% 9.7% 45.2% 8.3% 5.1% 51.5M 1.69B -39.1M 1.06 3.75 N/A N/A 2,597,790 2,756,910 8,400,480 20,265,270
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