TSLA Options History — January 2020 In January 2020, TSLA traded between $28.64 and $43.15. ATM implied volatility averaged 64.4%, placing in the 75.3% IV rank vs the trailing year. The 30-day expected move averaged 17.7%. IV traded above realized volatility by 16.9% (HV 20d: 47.5%). Max pain ranged from $22.00 to $34.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.74.
Notable Days 2020-01-22 : Highest Volume — 14,987,460 contracts2020-01-30 : Largest IV drop — 22.2% change2020-01-22 : Highest IV Rank — 100.0%2020-01-22 : Largest Expected Move — 21.4%Monthly Statistics Metric Avg Min Max Open Close Price $35.24 $28.64 $43.15 $28.64 $43.15 Max Pain $30.15 $22.00 $34.00 $22.00 $34.00 ATM IV 64.4% 53.1% 74.8% 53.6% 53.1% Expected Move 17.7% 12.0% 21.4% 13.4% 15.3% HV 20d 47.5% 30.2% 61.6% 31.4% 61.6% HV 60d 47.4% 41.0% 54.3% 47.1% 45.1% IV Rank 75.3% 47.7% 100.0% 49.4% 47.7% IV Percentile 85.7% 56.0% 100.0% 58.7% 56.3% Term Structure -2.7% -4.4% 0.9% 0.9% -0.1% VWIV 63.9% 42.9% 79.7% 48.2% 54.9% Skew 25d 0.5% -2.0% 3.0% 2.0% 1.1% Skew 10d 0.9% -5.5% 5.2% 4.0% 2.8% Call IV 25d 65.5% 52.4% 78.9% 52.7% 53.4% Put IV 25d 66.0% 53.8% 76.9% 54.8% 54.5% Bid-Ask Spread % 7.97 3.62 18.35 3.62 18.35 Gamma HHI 0.07 0.03 0.25 0.04 0.14 Net GEX 172.9M -185.7M 492.2M 155.3M 238.1M Net DEX -19.15B -29.96B -12.17B -12.17B -28.30B Net VEX -77.3M -94.2M -54.6M -54.6M -93.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.74 0.56 0.88 0.80 0.82 Total Volume 9,120,465.714 3,574,335 14,987,460 5,099,760 9,002,685 Total OI 32,398,964.286 25,110,660 40,419,975 30,733,740 33,306,495
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 2020-01-02 $28.64 $22.00 53.6% 13.4% 31.4% 49.4% 48.2% 2.0% 0.9% 155.3M -12.17B -54.6M 0.80 3.62 N/A N/A 2,840,760 2,259,000 9,841,635 20,892,105 2020-01-03 $29.63 $22.33 53.1% 12.0% 31.4% 48.1% 42.9% 1.4% 0.9% 326.6M -15.18B -55.2M 0.69 4.47 N/A N/A 6,121,035 4,245,930 10,227,930 21,544,395 2020-01-06 $30.04 $26.67 55.1% 14.7% 30.2% 53.0% 52.5% 1.1% -1.7% 161.2M -14.34B -56.3M 0.88 5.73 N/A N/A 2,307,885 2,041,305 9,548,505 20,785,095 2020-01-07 $31.30 $26.67 58.3% 15.3% 31.5% 60.6% 54.2% -1.1% -2.5% 247.7M -17.48B -60.1M 0.60 11.19 N/A N/A 5,699,970 3,435,465 10,038,090 21,419,115 2020-01-08 $33.05 $27.67 64.9% 16.7% 34.2% 76.9% 59.7% -1.7% -3.3% 306.4M -21.75B -62.6M 0.56 8.83 N/A N/A 9,503,535 5,350,185 10,633,785 22,249,275 2020-01-09 $32.08 $29.33 66.4% 17.2% 38.3% 80.5% 61.1% -0.5% -3.7% 146.2M -17.77B -68.2M 0.65 8.42 N/A N/A 8,028,690 5,197,305 11,842,410 23,569,830 2020-01-10 $31.76 $29.33 63.6% 16.6% 39.4% 73.6% 59.3% 1.1% -4.2% 63.1M -16.14B -69.7M 0.78 7.15 N/A N/A 4,944,465 3,860,295 12,706,905 24,577,755 2020-01-13 $34.91 $29.67 65.3% 17.3% 48.5% 77.7% 61.8% -0.0% -3.3% 247.2M -22.73B -69.3M 0.75 7.14 N/A N/A 6,773,955 5,111,010 11,212,500 22,819,350 2020-01-14 $35.99 $30.00 71.5% 19.2% 47.9% 93.1% 68.9% 0.8% -3.9% 286.4M -25.08B -74.9M 0.70 4.55 N/A N/A 6,730,965 4,720,455 12,036,795 24,091,320 2020-01-15 $34.69 $30.33 70.5% 19.0% 50.3% 90.4% 68.3% 0.8% -3.8% 114.4M -20.11B -80.4M 0.76 7.16 N/A N/A 3,547,785 2,708,505 12,749,325 25,375,140 2020-01-16 $34.23 $31.00 68.1% 18.5% 51.2% 84.7% 66.5% 1.0% -4.4% -13.0M -18.28B -81.3M 0.78 6.96 N/A N/A 5,907,780 4,579,950 13,309,275 26,028,630 2020-01-17 $33.96 $31.33 64.9% 17.8% 51.1% 76.8% 63.7% 3.0% -4.2% -185.7M -17.79B -80.6M 0.74 6.78 N/A N/A 4,985,070 3,678,735 13,865,415 26,554,560 2020-01-21 $36.51 $31.33 68.7% 19.5% 55.1% 86.1% 69.9% 0.4% -3.3% 214.7M -16.83B -80.1M 0.62 6.65 N/A N/A 5,491,110 3,410,415 9,874,185 15,236,475 2020-01-22 $37.79 $31.67 74.8% 21.4% 55.1% 100.0% 79.7% -2.0% -3.6% 306.1M -20.22B -86.0M 0.65 9.82 N/A N/A 9,061,335 5,926,125 10,650,705 16,451,505 2020-01-23 $38.22 $33.00 68.9% 19.9% 54.7% 85.8% 72.7% 0.4% -3.8% 199.4M -19.60B -89.4M 0.69 8.79 N/A N/A 5,065,995 3,499,590 11,545,245 17,984,385 2020-01-24 $37.32 $33.33 68.7% 20.1% 56.4% 85.3% 72.9% 1.0% -3.8% -93.4M -16.83B -91.1M 0.87 8.17 N/A N/A 4,214,685 3,666,375 12,185,985 18,536,670 2020-01-27 $37.10 $33.33 71.2% 21.3% 56.9% 91.4% 77.4% 1.5% -3.2% 101.5M -15.05B -92.0M 0.72 5.19 N/A N/A 2,636,100 1,904,850 10,330,200 16,678,065 2020-01-28 $37.80 $33.33 68.9% 20.8% 56.5% 85.7% 75.4% 0.7% -3.2% 138.8M -17.06B -94.2M 0.80 5.81 N/A N/A 1,990,275 1,584,060 11,100,090 17,309,580 2020-01-29 $38.84 $33.33 68.9% 21.2% 53.5% 85.9% 75.9% -0.8% -2.6% 178.5M -19.57B -92.8M 0.84 17.14 N/A N/A 3,835,335 3,228,255 11,646,615 17,773,830 2020-01-30 $43.00 $33.50 53.6% 15.4% 61.3% 48.9% 55.9% -0.1% -0.2% 492.2M -29.96B -91.4M 0.79 5.44 N/A N/A 6,963,735 5,468,820 12,629,790 19,219,290 2020-01-31 $43.15 $34.00 53.1% 15.3% 61.6% 47.7% 54.9% 1.1% -0.1% 238.1M -28.30B -93.9M 0.82 18.35 N/A N/A 4,953,075 4,049,610 12,913,320 20,393,175
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