TSLA Options History — February 2020 In February 2020, TSLA traded between $43.54 and $64.04. ATM implied volatility averaged 82.4%, placing in the 51.1% IV rank vs the trailing year. The 30-day expected move averaged 23.9%. IV traded below realized volatility by 63.4% (HV 20d: 145.8%). Max pain ranged from $31.67 to $38.33. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.80.
Notable Days 2020-02-04 : Highest Volume — 18,452,385 contracts2020-02-04 : Largest IV spike — 78.9% change2020-02-03 : Highest IV Rank — 100.0%2020-02-04 : Largest Expected Move — 43.2%Monthly Statistics Metric Avg Min Max Open Close Price $53.30 $43.54 $64.04 $51.34 $43.54 Max Pain $34.54 $31.67 $38.33 $34.33 $36.67 ATM IV 82.4% 63.8% 135.5% 75.7% 98.4% Expected Move 23.9% 18.3% 43.2% 22.8% 29.9% HV 20d 145.8% 82.2% 163.1% 82.2% 160.3% HV 60d 90.1% 55.9% 99.9% 55.9% 99.9% IV Rank 51.1% 29.9% 100.0% 100.0% 63.6% IV Percentile 96.8% 84.9% 100.0% 100.0% 99.6% Term Structure -1.3% -8.0% 3.9% -2.4% -2.9% VWIV 86.9% 66.3% 150.9% 82.3% 111.3% Skew 25d -4.2% -31.2% 15.3% -3.1% 15.3% Skew 10d -6.4% -33.1% 19.5% -5.8% 19.5% Call IV 25d 87.2% 66.1% 160.0% 78.7% 93.1% Put IV 25d 83.1% 64.2% 128.8% 75.6% 108.4% Bid-Ask Spread % 20.33 14.42 28.88 14.42 27.75 Gamma HHI 0.06 0.02 0.34 0.03 0.06 Net GEX 181.3M -171.6M 732.1M 287.3M -142.0M Net DEX -32.45B -61.65B -6.28B -39.17B -6.28B Net VEX -134.1M -146.6M -96.2M -96.2M -146.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.80 0.52 1.25 0.62 1.25 Total Volume 10,572,389.211 5,355,870 18,452,385 17,607,315 10,451,670 Total OI 35,783,246.053 29,088,075 40,785,675 29,088,075 35,684,250
Daily Data (19 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 2020-02-03 $51.34 $34.33 75.7% 22.8% 82.2% 100.0% 82.3% -3.1% -2.4% 287.3M -39.17B -96.2M 0.62 14.42 N/A N/A 10,865,040 6,742,275 10,674,630 18,413,445 2020-02-04 $64.04 $36.00 135.5% 43.2% 106.8% 100.0% 150.9% -31.2% -8.0% 277.4M -61.65B -106.3M 0.78 16.07 N/A N/A 10,382,490 8,069,895 11,918,715 20,591,865 2020-02-05 $48.81 $38.33 94.4% 29.5% 153.1% 59.8% 112.2% -15.1% -3.1% -12.7M -24.93B -129.3M 1.15 16.42 N/A N/A 8,265,330 9,540,630 12,546,225 23,404,215 2020-02-06 $49.74 $31.67 96.9% 25.1% 152.7% 62.2% 91.6% -6.5% -4.6% 76.7M -27.81B -135.5M 0.78 14.96 N/A N/A 8,655,135 6,791,565 14,055,240 24,616,695 2020-02-07 $49.71 $32.00 89.1% 24.0% 151.7% 54.6% 86.6% -4.4% -3.6% 222.5M -28.75B -133.4M 0.77 16.76 N/A N/A 5,862,330 4,512,525 15,370,260 25,415,415 2020-02-10 $51.18 $32.00 88.8% 24.3% 151.3% 54.3% 88.5% -7.0% -3.3% 163.3M -30.84B -135.0M 0.66 15.82 N/A N/A 4,355,940 2,882,160 12,595,740 21,963,540 2020-02-11 $51.55 $32.00 76.4% 21.3% 149.0% 42.2% 77.7% -3.8% -1.9% 168.2M -31.08B -132.6M 0.55 19.19 N/A N/A 3,451,005 1,904,865 13,335,840 22,682,295 2020-02-12 $51.40 $33.00 67.4% 19.2% 149.2% 33.3% 69.2% 0.6% -0.0% 178.0M -30.55B -131.2M 0.72 25.39 N/A N/A 3,190,515 2,295,240 13,886,460 23,051,640 2020-02-13 $53.43 $33.33 74.2% 20.8% 147.9% 40.0% 76.0% -4.0% -2.0% 340.0M -35.61B -135.7M 0.52 19.54 N/A N/A 7,857,375 4,097,625 14,300,055 23,517,630 2020-02-14 $53.08 $33.33 63.8% 18.3% 147.7% 29.9% 66.3% -1.9% -0.3% 299.7M -34.67B -131.9M 0.72 26.22 N/A N/A 4,978,860 3,583,725 14,899,245 24,211,620 2020-02-18 $57.20 $33.33 71.3% 20.4% 148.4% 37.1% 74.4% -4.8% -0.7% 331.7M -41.06B -132.8M 0.60 15.25 N/A N/A 4,395,855 2,633,265 12,698,895 22,229,295 2020-02-19 $61.10 $33.33 75.7% 21.7% 148.2% 41.5% 78.7% -7.1% -1.0% 562.0M -50.35B -133.1M 0.59 21.43 N/A N/A 8,109,135 4,815,105 13,508,370 23,002,365 2020-02-20 $59.93 $34.67 76.6% 22.0% 149.0% 42.4% 79.6% -6.3% -0.8% 305.8M -44.70B -142.3M 0.87 19.36 N/A N/A 5,528,520 4,813,770 14,219,010 24,602,820 2020-02-21 $59.97 $35.33 79.8% 22.9% 149.1% 45.5% 82.9% -5.6% -0.5% 732.1M -45.03B -146.2M 0.78 17.77 N/A N/A 5,177,235 4,052,550 14,738,625 25,778,280 2020-02-24 $55.83 $36.33 75.7% 21.8% 152.0% 41.5% 82.1% -4.9% 3.8% 60.9M -29.51B -145.3M 0.77 19.86 N/A N/A 3,536,565 2,723,040 11,464,245 19,704,540 2020-02-25 $53.19 $36.67 71.7% 20.7% 153.7% 37.6% 75.7% 0.1% 3.9% -85.3M -24.00B -143.9M 0.89 28.88 N/A N/A 3,967,110 3,512,775 11,944,890 20,463,015 2020-02-26 $52.08 $36.67 69.9% 20.1% 154.4% 35.7% 73.0% 1.1% 3.1% -150.0M -22.02B -145.7M 0.93 25.67 N/A N/A 3,873,750 3,586,590 12,666,075 20,926,620 2020-02-27 $45.57 $37.33 83.7% 25.2% 163.1% 49.3% 92.2% 9.3% 0.3% -171.6M -8.47B -144.9M 1.17 25.60 N/A N/A 5,261,160 6,152,775 13,106,025 21,693,585 2020-02-28 $43.54 $36.67 98.4% 29.9% 160.3% 63.6% 111.3% 15.3% -2.9% -142.0M -6.28B -146.6M 1.25 27.75 N/A N/A 4,646,865 5,804,805 13,672,410 22,011,840
« Jan 2020 | All History | Mar 2020 » Home TSLA History February 2020