TSLA Options History — September 2019 In September 2019, TSLA traded between $14.73 and $16.45. ATM implied volatility averaged 48.6%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 9.8% (HV 20d: 38.7%). Max pain ranged from $15.33 to $16.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 1.16.
Notable Days 2019-09-26 : Highest Volume — 5,320,815 contracts2019-09-24 : Largest IV spike — 10.5% change2019-09-30 : Highest IV Rank — 28.5%2019-09-24 : Largest Expected Move — 14.3%Monthly Statistics Metric Avg Min Max Open Close Price $15.82 $14.73 $16.45 $15.00 $16.03 Max Pain $15.57 $15.33 $16.00 $15.67 $15.33 ATM IV 48.6% 43.2% 54.7% 51.3% 54.7% Expected Move 13.1% 12.3% 14.3% 13.1% 13.0% HV 20d 38.7% 28.2% 46.5% 39.7% 45.6% HV 60d 46.8% 45.6% 50.2% 46.7% 49.2% IV Rank 14.8% 3.0% 28.5% 20.8% 28.5% IV Percentile 22.5% 3.2% 49.6% 29.0% 49.6% Term Structure 1.9% -1.4% 7.9% -0.5% -1.4% VWIV 47.6% 44.3% 51.3% 45.9% 46.5% Skew 25d 7.9% 6.0% 9.5% 9.3% 7.6% Skew 10d 14.5% 11.0% 18.0% 17.2% 14.1% Call IV 25d 45.1% 40.5% 51.0% 47.4% 51.0% Put IV 25d 53.0% 47.0% 59.4% 56.6% 58.7% Bid-Ask Spread % 5.84 2.99 8.16 3.89 3.81 Gamma HHI 0.07 0.04 0.29 0.07 0.04 Net GEX -33.0M -188.8M 75.2M -74.3M -28.7M Net DEX 701.4M -1.18B 3.03B 2.17B 655.5M Net VEX -38.8M -40.2M -37.4M -39.1M -39.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.16 0.77 1.61 0.86 1.45 Total Volume 2,860,687.5 1,381,935 5,320,815 2,095,845 1,971,360 Total OI 28,488,484.5 25,471,410 31,389,030 27,712,860 26,926,275
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 2019-09-03 $15.00 $15.67 51.3% 13.1% 39.7% 20.8% 45.9% 9.3% -0.5% -74.3M 2.17B -39.1M 0.86 3.89 N/A N/A 1,129,620 966,225 7,833,960 19,878,900 2019-09-04 $14.73 $15.67 51.7% 13.0% 40.2% 21.8% 46.9% 9.3% -0.3% -106.4M 2.81B -37.8M 1.04 6.17 N/A N/A 996,300 1,032,975 8,025,285 20,163,255 2019-09-05 $15.28 $16.00 49.4% 14.0% 42.1% 16.7% 51.2% 8.7% -0.4% -22.7M 1.45B -38.7M 1.03 4.61 N/A N/A 1,249,530 1,291,125 8,156,520 20,241,240 2019-09-06 $15.21 $16.00 48.2% 13.5% 41.2% 13.9% 50.4% 8.0% -0.5% -50.6M 1.69B -38.1M 1.25 4.71 N/A N/A 999,960 1,252,110 8,231,535 20,576,715 2019-09-09 $15.44 $16.00 48.5% 13.9% 41.6% 14.7% 51.3% 8.5% 0.1% -52.9M 1.31B -37.5M 0.97 6.32 N/A N/A 917,745 889,845 7,742,190 20,034,135 2019-09-10 $15.67 $16.00 47.2% 13.4% 40.9% 11.7% 51.3% 9.3% -0.4% -26.6M 828.7M -37.9M 1.52 8.16 N/A N/A 909,015 1,378,620 7,913,490 20,291,580 2019-09-11 $16.45 $16.00 46.7% 13.3% 43.8% 10.6% 50.2% 7.1% -0.2% 39.5M -1.18B -39.0M 1.39 8.10 N/A N/A 2,038,410 2,826,915 8,120,160 20,733,780 2019-09-12 $16.43 $16.00 45.5% 13.1% 35.8% 8.0% 46.3% 6.8% 0.0% 33.5M -851.1M -39.8M 0.77 7.79 N/A N/A 2,162,385 1,673,835 8,312,550 21,395,160 2019-09-13 $16.38 $15.33 43.4% 12.4% 34.3% 3.3% 46.7% 6.0% -0.4% 75.2M -871.0M -39.6M 1.05 6.97 N/A N/A 1,235,040 1,296,255 8,688,930 21,831,645 2019-09-16 $16.19 $15.33 44.6% 12.7% 34.4% 6.1% 46.4% 7.3% 7.8% -23.2M 62.5M -39.0M 1.22 7.79 N/A N/A 809,580 989,145 8,145,270 21,161,550 2019-09-17 $16.30 $15.33 43.7% 12.5% 33.1% 4.1% 46.8% 6.9% 7.9% -16.4M -251.9M -38.6M 1.22 5.22 N/A N/A 621,315 760,620 8,319,375 21,478,290 2019-09-18 $16.23 $15.33 43.2% 12.4% 33.2% 3.0% 46.1% 6.9% 7.8% -25.2M -38.3M -39.1M 0.96 7.62 N/A N/A 731,985 702,345 8,439,990 21,697,560 2019-09-19 $16.44 $15.33 44.1% 12.3% 31.3% 5.0% 44.3% 6.5% 6.2% 14.6M -665.4M -39.1M 1.61 6.03 N/A N/A 1,051,365 1,688,955 8,517,540 21,885,030 2019-09-20 $16.00 $15.33 46.6% 12.7% 33.3% 10.4% 46.2% 6.9% 6.7% -188.8M 810.9M -39.3M 1.36 6.38 N/A N/A 1,751,595 2,384,250 8,661,270 22,727,760 2019-09-23 $16.13 $15.33 48.9% 12.6% 28.2% 15.5% 46.1% 7.1% 1.6% -22.6M 578.3M -39.3M 1.12 2.99 N/A N/A 771,600 861,105 7,322,910 18,148,500 2019-09-24 $14.90 $15.33 54.0% 14.3% 41.4% 26.9% 50.0% 9.5% 1.9% -101.6M 3.03B -37.4M 1.27 3.89 N/A N/A 2,101,680 2,669,565 7,481,745 18,469,965 2019-09-25 $15.23 $15.33 52.8% 13.4% 41.9% 24.1% 48.5% 8.8% 1.6% -90.3M 2.33B -37.5M 1.24 4.28 N/A N/A 1,312,095 1,629,240 7,856,640 19,067,205 2019-09-26 $16.16 $15.33 53.4% 12.9% 46.5% 25.5% 46.3% 7.9% 0.3% 5.3M -12.3M -39.7M 0.84 6.02 N/A N/A 2,890,305 2,430,510 8,015,295 19,259,700 2019-09-27 $16.10 $15.33 53.2% 12.7% 45.8% 25.2% 45.3% 9.5% 0.6% 1.9M 174.9M -40.2M 0.94 5.97 N/A N/A 2,490,870 2,348,355 8,308,425 19,708,365 2019-09-30 $16.03 $15.33 54.7% 13.0% 45.6% 28.5% 46.5% 7.6% -1.4% -28.7M 655.5M -39.1M 1.45 3.81 N/A N/A 805,155 1,166,205 7,733,385 19,192,890
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