TSLA Options History — December 2019 In December 2019, TSLA traded between $22.05 and $28.75. ATM implied volatility averaged 41.1%, placing in the 18.8% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 8.7% (HV 20d: 32.4%). Max pain ranged from $20.00 to $22.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.77.
Notable Days 2019-12-19 : Highest Volume — 9,680,775 contracts2019-12-26 : Largest IV spike — 7.8% change2019-12-31 : Highest IV Rank — 43.5%2019-12-26 : Largest Expected Move — 13.1%Monthly Statistics Metric Avg Min Max Open Close Price $25.16 $22.05 $28.75 $22.33 $27.97 Max Pain $20.71 $20.00 $22.00 $20.00 $22.00 ATM IV 41.1% 36.4% 51.2% 37.6% 51.2% Expected Move 11.6% 10.3% 13.1% 10.3% 12.7% HV 20d 32.4% 25.8% 37.8% 33.7% 31.3% HV 60d 49.7% 47.1% 51.6% 51.6% 47.1% IV Rank 18.8% 7.5% 43.5% 10.5% 43.5% IV Percentile 15.3% 1.6% 47.6% 4.0% 47.6% Term Structure 2.0% -1.1% 8.8% 1.5% 1.0% VWIV 41.5% 36.7% 47.4% 36.7% 45.4% Skew 25d 1.8% -0.5% 3.4% 3.1% 2.1% Skew 10d 3.3% -0.8% 6.0% 5.8% 4.3% Call IV 25d 40.7% 34.5% 52.3% 37.5% 51.5% Put IV 25d 42.6% 37.5% 54.7% 40.6% 53.6% Bid-Ask Spread % 4.78 2.54 7.40 2.54 3.89 Gamma HHI 0.08 0.03 0.26 0.04 0.03 Net GEX 167.9M -98.0M 328.3M 61.3M 85.0M Net DEX -9.98B -15.90B -4.15B -5.15B -10.54B Net VEX -46.8M -54.4M -41.7M -41.7M -54.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.56 1.00 0.76 0.91 Total Volume 5,097,017.143 2,076,195 9,680,775 2,237,430 4,019,295 Total OI 29,361,355 26,868,570 33,303,105 26,868,570 30,017,730
Daily Data (21 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 2019-12-02 $22.33 $20.00 37.6% 10.3% 33.7% 10.5% 36.7% 3.1% 1.5% 61.3M -5.15B -41.7M 0.76 2.54 N/A N/A 1,273,830 963,600 8,791,995 18,076,575 2019-12-03 $22.42 $20.00 38.6% 10.7% 33.3% 12.7% 38.0% 3.2% 1.4% 78.0M -5.47B -43.7M 0.85 2.66 N/A N/A 1,192,590 1,015,245 9,072,900 18,366,945 2019-12-04 $22.24 $20.00 38.2% 10.3% 33.5% 11.8% 36.8% 3.0% 1.3% 35.8M -4.94B -43.1M 0.86 2.74 N/A N/A 1,114,320 961,875 9,242,400 18,695,055 2019-12-05 $22.05 $20.00 36.7% 11.1% 32.6% 8.2% 39.7% 3.2% 2.0% -98.0M -4.15B -42.0M 0.76 4.70 N/A N/A 1,254,720 958,635 9,453,450 19,032,375 2019-12-06 $22.38 $20.00 36.4% 11.0% 31.1% 7.5% 39.2% 3.0% 2.3% -40.6M -5.68B -41.7M 0.70 4.70 N/A N/A 2,624,115 1,840,215 9,575,115 19,097,430 2019-12-09 $22.72 $20.00 39.1% 11.5% 31.6% 13.9% 40.4% 3.4% 0.5% 96.1M -6.12B -42.6M 0.86 5.86 N/A N/A 1,881,330 1,610,130 8,874,765 18,240,450 2019-12-10 $23.20 $20.00 39.1% 11.3% 31.3% 14.0% 40.5% 2.2% 0.2% 160.5M -7.48B -42.8M 0.68 3.54 N/A N/A 2,620,515 1,783,680 9,173,580 18,797,820 2019-12-11 $23.53 $20.00 38.1% 11.0% 31.5% 11.6% 39.1% 2.3% 0.3% 237.5M -8.56B -43.4M 0.74 7.40 N/A N/A 2,326,890 1,720,770 9,534,405 19,218,030 2019-12-12 $23.93 $20.00 37.9% 10.9% 31.9% 11.1% 39.2% 1.5% 0.3% 311.0M -9.68B -43.8M 0.84 6.81 N/A N/A 2,516,850 2,109,870 9,765,075 19,638,540 2019-12-13 $23.85 $20.00 36.8% 10.5% 31.8% 8.4% 37.4% 1.4% -0.2% 197.4M -9.14B -44.3M 0.56 6.23 N/A N/A 3,454,170 1,936,365 9,938,010 20,172,150 2019-12-16 $25.17 $20.00 38.3% 10.9% 36.9% 11.9% 38.8% 1.4% -0.0% 219.9M -11.71B -44.7M 0.68 6.41 N/A N/A 5,124,900 3,471,660 9,412,665 19,346,970 2019-12-17 $25.26 $20.67 38.7% 11.1% 36.7% 13.0% 39.4% 1.5% -0.4% 212.3M -11.56B -46.4M 1.00 5.24 N/A N/A 1,945,890 1,950,180 10,000,620 20,228,610 2019-12-18 $26.25 $20.67 39.1% 11.2% 37.8% 14.0% 39.7% 1.3% -0.6% 313.0M -14.36B -46.3M 0.58 4.88 N/A N/A 4,598,310 2,686,185 10,229,955 20,815,650 2019-12-19 $26.97 $21.00 42.0% 12.1% 37.4% 21.1% 43.1% 1.3% -0.9% 328.3M -15.90B -47.9M 0.72 5.07 N/A N/A 5,628,060 4,052,715 10,470,735 21,413,055 2019-12-20 $26.93 $21.33 43.2% 12.5% 37.6% 24.0% 44.5% 1.9% -1.1% 296.8M -14.94B -50.7M 0.68 5.85 N/A N/A 5,219,610 3,539,040 10,868,850 22,434,255 2019-12-23 $27.93 $21.33 43.8% 12.8% 28.8% 25.4% 46.0% 0.4% 7.7% 190.8M -12.62B -50.1M 0.83 5.22 N/A N/A 4,425,750 3,662,670 8,702,655 18,878,280 2019-12-24 $28.30 $22.00 43.0% 12.5% 28.7% 23.4% 45.2% 0.3% 7.9% 186.5M -13.41B -52.8M 0.75 3.51 N/A N/A 2,154,585 1,625,520 9,633,495 20,175,510 2019-12-26 $28.75 $22.00 46.3% 13.1% 25.8% 31.6% 47.4% -0.5% 8.5% 262.7M -14.70B -53.4M 0.69 4.42 N/A N/A 4,055,895 2,795,280 9,955,800 20,580,015 2019-12-27 $28.62 $22.00 47.8% 13.1% 26.6% 35.2% 47.2% 0.1% 8.8% 317.6M -13.86B -54.4M 0.77 4.56 N/A N/A 3,398,685 2,633,160 10,359,840 21,211,875 2019-12-30 $27.61 $22.00 51.0% 12.9% 31.3% 43.1% 46.9% 2.4% 1.1% 73.7M -9.66B -53.9M 0.98 4.05 N/A N/A 2,465,535 2,424,720 9,314,805 19,780,020 2019-12-31 $27.97 $22.00 51.2% 12.7% 31.3% 43.5% 45.4% 2.1% 1.0% 85.0M -10.54B -54.4M 0.91 3.89 N/A N/A 2,103,795 1,915,500 9,587,460 20,430,270
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