TSLA Options History — November 2019 In November 2019, TSLA traded between $20.85 and $23.97. ATM implied volatility averaged 37.6%, placing in the 4.2% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded below realized volatility by 20.3% (HV 20d: 57.9%). Max pain ranged from $17.33 to $20.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.74.
Notable Days 2019-11-22 : Highest Volume — 9,914,430 contracts2019-11-26 : Largest IV drop — 7.3% change2019-11-20 : Highest IV Rank — 8.6%2019-11-06 : Largest Expected Move — 11.4%Monthly Statistics Metric Avg Min Max Open Close Price $22.55 $20.85 $23.97 $20.85 $21.98 Max Pain $19.30 $17.33 $20.00 $17.33 $20.00 ATM IV 37.6% 33.4% 39.7% 36.4% 35.0% Expected Move 10.9% 9.7% 11.4% 10.1% 10.0% HV 20d 57.9% 33.4% 68.3% 67.8% 33.5% HV 60d 51.5% 49.5% 53.8% 53.8% 51.6% IV Rank 4.2% 0.0% 8.6% 0.0% 4.1% IV Percentile 1.9% 0.0% 6.0% 0.0% 0.8% Term Structure 0.8% -0.9% 4.6% 1.2% 3.4% VWIV 38.8% 34.6% 41.1% 36.1% 35.5% Skew 25d 1.3% -0.8% 3.5% 3.2% 2.3% Skew 10d 1.6% -3.1% 5.9% 5.2% 4.7% Call IV 25d 37.6% 32.8% 40.7% 35.0% 33.1% Put IV 25d 38.9% 34.8% 41.5% 38.2% 35.4% Bid-Ask Spread % 4.68 2.73 7.27 7.27 3.51 Gamma HHI 0.07 0.04 0.21 0.21 0.18 Net GEX 99.5M -96.7M 262.6M -96.7M -90.0M Net DEX -7.95B -11.47B -3.41B -6.16B -4.25B Net VEX -42.3M -43.5M -40.3M -40.5M -42.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.74 0.57 0.99 0.85 0.99 Total Volume 4,109,066.25 2,145,795 9,914,430 3,946,740 2,208,285 Total OI 29,615,325 25,371,285 33,166,140 32,286,000 28,977,930
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 2019-11-01 $20.85 $17.33 36.4% 10.1% 67.8% 0.0% 36.1% 3.2% 1.2% -96.7M -6.16B -40.5M 0.85 7.27 N/A N/A 2,131,500 1,815,240 10,130,925 22,155,075 2019-11-04 $21.21 $18.33 37.6% 11.2% 67.7% 3.1% 40.2% 3.5% 0.8% 69.5M -7.04B -40.8M 0.67 5.07 N/A N/A 2,073,675 1,392,240 9,086,610 20,581,995 2019-11-05 $21.20 $18.33 37.4% 11.1% 67.9% 2.7% 40.3% 3.5% 1.0% 93.0M -7.13B -41.4M 0.61 5.55 N/A N/A 1,613,730 977,325 9,499,815 20,885,355 2019-11-06 $21.74 $18.33 39.4% 11.4% 68.0% 8.0% 41.0% 3.1% 0.4% 170.1M -8.72B -41.6M 0.60 6.15 N/A N/A 2,852,340 1,720,725 9,722,895 21,106,380 2019-11-07 $22.41 $18.33 38.9% 11.2% 68.0% 6.6% 40.5% 1.8% 0.1% 259.8M -10.77B -41.2M 0.71 6.49 N/A N/A 4,528,665 3,227,385 10,070,295 21,420,345 2019-11-08 $22.48 $18.33 38.4% 11.2% 68.1% 5.4% 39.7% 1.3% 0.2% 187.0M -10.56B -41.9M 0.60 3.66 N/A N/A 2,459,670 1,472,955 10,431,930 21,751,305 2019-11-11 $23.04 $18.33 38.3% 11.1% 68.0% 5.0% 39.9% 0.8% 0.3% 184.4M -11.10B -40.3M 0.71 5.32 N/A N/A 2,905,830 2,077,545 9,819,045 20,953,185 2019-11-12 $23.24 $19.33 37.6% 10.9% 68.0% 3.2% 39.2% 0.4% 0.4% 174.2M -11.28B -42.7M 0.72 4.77 N/A N/A 1,641,060 1,175,730 10,240,710 21,548,670 2019-11-13 $23.09 $19.33 38.7% 11.2% 68.2% 6.1% 39.9% 0.0% 0.2% 161.5M -10.57B -42.1M 0.69 3.71 N/A N/A 2,619,060 1,797,405 10,299,600 21,861,210 2019-11-14 $23.29 $20.00 38.9% 11.2% 68.3% 6.6% 39.9% -0.1% 0.3% 169.1M -10.78B -43.0M 0.73 3.57 N/A N/A 2,133,255 1,562,520 10,501,155 22,274,835 2019-11-15 $23.47 $20.00 37.4% 10.8% 67.2% 2.5% 38.3% -0.3% 0.4% 262.6M -11.47B -41.9M 0.77 5.16 N/A N/A 2,050,200 1,585,485 10,705,035 22,461,105 2019-11-18 $23.33 $20.00 38.1% 10.9% 66.7% 4.4% 39.2% -0.1% -0.7% 124.1M -7.63B -42.6M 0.83 6.81 N/A N/A 1,170,960 974,835 8,636,235 16,735,050 2019-11-19 $23.97 $20.00 38.9% 11.2% 66.8% 6.7% 39.8% -0.8% -0.9% 176.9M -9.14B -42.7M 0.57 2.77 N/A N/A 2,692,800 1,525,380 8,903,475 17,074,920 2019-11-20 $23.48 $20.00 39.7% 11.4% 67.6% 8.6% 41.1% -0.4% -0.8% 114.2M -7.80B -43.1M 0.63 3.50 N/A N/A 2,093,325 1,308,810 9,253,200 17,405,505 2019-11-21 $23.66 $20.00 39.3% 11.3% 39.1% 7.6% 40.6% 0.4% -0.9% 131.0M -8.18B -43.5M 0.61 4.67 N/A N/A 1,911,645 1,161,120 9,447,360 17,689,290 2019-11-22 $22.22 $20.00 37.5% 10.8% 35.2% 2.9% 38.3% 1.6% -0.8% -86.0M -3.41B -42.8M 0.96 5.33 N/A N/A 5,062,800 4,851,630 9,763,080 17,975,430 2019-11-25 $22.39 $20.00 36.5% 10.7% 35.3% 0.3% 37.7% 2.0% 3.2% 55.2M -5.05B -43.5M 0.91 4.69 N/A N/A 2,349,090 2,135,985 9,006,105 17,640,720 2019-11-26 $21.91 $20.00 33.8% 9.9% 33.4% 0.0% 35.0% 2.0% 4.6% -60.4M -3.62B -43.5M 0.84 2.95 N/A N/A 1,972,875 1,653,060 9,503,910 18,414,885 2019-11-27 $22.07 $20.00 33.4% 9.7% 33.4% 0.0% 34.6% 2.0% 3.7% -10.1M -4.32B -43.4M 0.75 2.73 N/A N/A 1,887,780 1,407,405 9,771,855 18,600,075 2019-11-29 $21.98 $20.00 35.0% 10.0% 33.5% 4.1% 35.5% 2.3% 3.4% -90.0M -4.25B -42.9M 0.99 3.51 N/A N/A 1,109,835 1,098,450 10,099,515 18,878,415
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