TSLA Options History — October 2019 In October 2019, TSLA traded between $15.43 and $21.85. ATM implied volatility averaged 49.7%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded below realized volatility by 1.2% (HV 20d: 50.9%). Max pain ranged from $15.33 to $17.00. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 1.20.
Notable Days 2019-10-25 : Highest Volume — 14,761,245 contracts2019-10-24 : Largest IV drop — 19.7% change2019-10-21 : Highest IV Rank — 33.0%2019-10-21 : Largest Expected Move — 16.2%Monthly Statistics Metric Avg Min Max Open Close Price $17.75 $15.43 $21.85 $16.33 $20.94 Max Pain $15.96 $15.33 $17.00 $15.33 $17.00 ATM IV 49.7% 37.8% 56.4% 54.9% 37.8% Expected Move 14.0% 10.8% 16.2% 12.8% 10.8% HV 20d 50.9% 34.3% 71.1% 45.9% 67.8% HV 60d 48.7% 38.9% 53.9% 49.3% 53.9% IV Rank 20.1% 0.0% 33.0% 28.7% 0.0% IV Percentile 31.2% 0.0% 52.8% 50.4% 0.0% Term Structure -1.4% -3.5% 0.9% -1.2% 0.8% VWIV 50.5% 38.3% 58.0% 45.9% 38.3% Skew 25d 6.6% 1.7% 9.1% 8.0% 3.0% Skew 10d 11.7% 1.5% 16.6% 14.7% 4.7% Call IV 25d 46.9% 36.8% 53.0% 51.3% 36.8% Put IV 25d 53.4% 39.8% 60.9% 59.3% 39.8% Bid-Ask Spread % 7.04 2.53 11.14 5.62 7.35 Gamma HHI 0.05 0.03 0.10 0.04 0.04 Net GEX 7.6M -116.2M 130.0M -8.4M 17.3M Net DEX -2.30B -11.00B 2.31B 64.3M -6.50B Net VEX -39.5M -41.8M -36.1M -40.5M -41.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.20 0.70 1.97 1.12 0.97 Total Volume 4,113,959.348 1,357,140 14,761,245 2,043,615 2,851,920 Total OI 29,090,795.87 25,769,460 31,822,245 27,389,625 31,822,245
Daily Data (23 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 2019-10-01 $16.33 $15.33 54.9% 12.8% 45.9% 28.7% 45.9% 8.0% -1.2% -8.4M 64.3M -40.5M 1.12 5.62 N/A N/A 961,980 1,081,635 7,883,340 19,506,285 2019-10-02 $16.21 $15.33 56.4% 13.5% 45.4% 32.3% 48.1% 7.9% -1.6% -19.1M 326.9M -40.8M 1.77 4.66 N/A N/A 786,465 1,394,805 8,091,210 19,825,515 2019-10-03 $15.49 $16.00 53.8% 14.9% 47.2% 26.5% 53.8% 9.1% -1.3% -116.2M 2.31B -38.8M 1.20 5.64 N/A N/A 2,582,385 3,101,295 8,210,715 20,252,625 2019-10-04 $15.43 $16.00 52.0% 14.5% 47.2% 22.3% 50.8% 9.1% -1.5% -95.3M 2.07B -37.9M 1.31 9.42 N/A N/A 1,579,590 2,070,630 8,592,060 20,580,480 2019-10-07 $15.86 $16.00 52.5% 14.5% 47.9% 23.5% 52.1% 8.2% -1.4% -43.0M 985.6M -38.3M 0.96 8.80 N/A N/A 1,513,410 1,454,040 7,920,450 19,767,840 2019-10-08 $16.07 $15.67 54.6% 15.2% 47.8% 28.1% 54.3% 8.3% -1.4% -18.1M 402.8M -39.6M 0.98 7.20 N/A N/A 1,390,680 1,368,435 8,254,755 20,195,070 2019-10-09 $16.28 $15.67 52.7% 14.8% 44.7% 24.0% 56.5% 7.3% -1.1% 4.2M -205.7M -40.0M 1.61 11.14 N/A N/A 1,104,420 1,773,705 8,453,820 20,467,350 2019-10-10 $16.29 $16.00 51.9% 14.5% 44.7% 22.3% 51.9% 6.9% -1.5% 1.5M -196.7M -39.4M 1.10 6.23 N/A N/A 1,290,780 1,422,210 8,640,930 20,918,490 2019-10-11 $16.57 $15.67 50.3% 14.0% 45.1% 19.3% 52.3% 7.2% -2.0% 80.2M -1.04B -39.2M 1.22 9.76 N/A N/A 1,669,785 2,045,085 8,823,555 21,148,710 2019-10-14 $17.10 $15.67 51.4% 14.6% 46.2% 25.5% 53.1% 7.0% -1.8% 36.6M -1.73B -39.8M 1.09 7.78 N/A N/A 1,789,035 1,941,720 8,343,570 20,693,865 2019-10-15 $17.24 $15.67 51.4% 14.6% 46.2% 25.3% 52.8% 6.9% -1.4% 40.7M -2.00B -40.0M 0.70 8.27 N/A N/A 1,552,245 1,085,295 8,561,595 21,313,515 2019-10-16 $17.28 $15.67 52.1% 14.9% 46.1% 27.2% 53.9% 7.4% -2.0% 44.5M -2.14B -39.6M 1.00 6.61 N/A N/A 1,110,390 1,108,320 8,654,460 21,530,895 2019-10-17 $17.45 $15.67 52.1% 15.1% 46.0% 27.3% 53.8% 7.4% -2.4% 56.2M -2.56B -39.6M 1.97 7.69 N/A N/A 1,090,290 2,143,065 8,710,185 21,767,595 2019-10-18 $17.12 $15.67 52.7% 15.4% 45.4% 28.8% 55.0% 8.0% -2.5% -34.2M -1.41B -39.4M 1.52 6.80 N/A N/A 1,278,240 1,943,820 8,781,840 22,041,045 2019-10-21 $16.87 $15.67 54.3% 16.2% 45.9% 33.0% 58.0% 8.8% -2.9% -49.8M -102.0M -39.1M 1.84 5.54 N/A N/A 610,290 1,124,100 7,405,110 18,364,350 2019-10-22 $17.07 $15.67 53.2% 16.1% 34.4% 30.2% 57.2% 8.0% -2.9% -41.5M -529.7M -38.7M 1.16 5.89 N/A N/A 628,635 728,505 7,558,395 18,999,900 2019-10-23 $16.96 $16.00 51.6% 15.4% 34.3% 26.0% 56.2% 8.0% -3.5% -49.1M -281.5M -38.7M 1.40 9.76 N/A N/A 1,423,905 1,992,555 7,704,270 19,317,120 2019-10-24 $19.98 $16.00 41.4% 12.1% 63.6% 0.0% 43.4% 5.8% -1.4% 104.3M -7.33B -36.1M 1.30 2.53 N/A N/A 4,971,420 6,484,740 8,299,620 20,174,850 2019-10-25 $21.80 $16.33 44.7% 13.2% 68.8% 9.9% 47.6% 2.7% -1.9% 130.0M -11.00B -38.6M 0.76 7.78 N/A N/A 8,401,830 6,359,415 9,054,975 21,497,490 2019-10-28 $21.85 $16.67 42.4% 12.8% 68.6% 2.9% 45.7% 2.0% 0.1% 90.6M -8.70B -39.8M 0.75 4.89 N/A N/A 3,894,990 2,905,845 8,531,460 20,706,840 2019-10-29 $21.05 $16.67 39.9% 11.6% 71.1% 0.0% 41.5% 1.7% 0.9% 28.4M -6.73B -40.6M 0.94 6.74 N/A N/A 2,520,480 2,370,765 9,296,445 21,177,720 2019-10-30 $20.98 $17.00 38.8% 11.2% 71.0% 0.0% 40.2% 2.8% 0.9% 14.3M -6.50B -41.6M 1.04 5.89 N/A N/A 1,824,720 1,893,195 9,685,935 21,559,815 2019-10-31 $20.94 $17.00 37.8% 10.8% 67.8% 0.0% 38.3% 3.0% 0.8% 17.3M -6.50B -41.8M 0.97 7.35 N/A N/A 1,447,080 1,404,840 9,974,565 21,847,680
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