TSLA Options History — April 2020 In April 2020, TSLA traded between $30.14 and $53.28. ATM implied volatility averaged 96.3%, placing in the 51.2% IV rank vs the trailing year. The 30-day expected move averaged 28.1%. IV traded below realized volatility by 23.9% (HV 20d: 120.2%). Max pain ranged from $38.67 to $45.67. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.97.
Notable Days 2020-04-30 : Highest Volume — 11,008,545 contracts2020-04-28 : Largest IV drop — 11.3% change2020-04-15 : Highest IV Rank — 61.8%2020-04-15 : Largest Expected Move — 31.3%Monthly Statistics Metric Avg Min Max Open Close Price $44.23 $30.14 $53.28 $31.95 $52.83 Max Pain $41.87 $38.67 $45.67 $38.67 $45.67 ATM IV 96.3% 74.0% 109.3% 108.3% 74.0% Expected Move 28.1% 22.1% 31.3% 30.2% 22.1% HV 20d 120.2% 83.1% 153.6% 150.7% 83.1% HV 60d 136.4% 126.2% 138.9% 134.5% 126.2% IV Rank 51.2% 33.1% 61.8% 61.0% 33.1% IV Percentile 89.6% 77.4% 95.2% 95.2% 77.4% Term Structure -2.5% -4.4% 1.9% -0.7% -0.5% VWIV 102.8% 81.8% 115.5% 107.7% 81.8% Skew 25d 6.0% -2.8% 22.5% 22.5% 4.3% Skew 10d 11.3% -4.9% 39.4% 39.4% 8.2% Call IV 25d 96.0% 74.1% 113.0% 96.9% 74.1% Put IV 25d 101.9% 78.3% 119.4% 119.4% 78.3% Bid-Ask Spread % 16.75 7.16 41.24 41.24 25.20 Gamma HHI 0.03 0.02 0.15 0.02 0.03 Net GEX 58.6M -100.7M 223.7M -59.8M 102.1M Net DEX -13.82B -23.97B 3.42B 1.23B -22.31B Net VEX -139.4M -151.5M -114.5M -120.7M -145.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.97 0.69 1.65 1.59 0.93 Total Volume 6,528,790.714 3,331,605 11,008,545 4,150,845 11,008,545 Total OI 27,439,594.286 25,003,530 30,559,230 27,086,235 27,726,150
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 2020-04-01 $31.95 $38.67 108.3% 30.2% 150.7% 61.0% 107.7% 22.5% -0.7% -59.8M 1.23B -120.7M 1.59 41.24 N/A N/A 1,599,525 2,551,320 10,316,430 16,769,805 2020-04-02 $30.14 $40.00 102.9% 28.9% 151.3% 56.6% 104.3% 18.4% 1.9% -100.7M 3.42B -114.5M 1.65 26.93 N/A N/A 2,099,655 3,466,770 10,542,675 17,101,140 2020-04-03 $31.74 $40.00 101.6% 28.4% 153.6% 55.6% 101.6% 18.3% 0.9% -53.7M 1.31B -119.4M 1.21 23.16 N/A N/A 4,954,050 6,011,625 10,844,070 17,480,175 2020-04-06 $34.17 $40.00 93.7% 26.0% 151.0% 49.2% 95.2% 16.4% -2.2% -15.8M -1.48B -121.4M 1.01 22.43 N/A N/A 2,055,300 2,082,645 9,907,680 16,437,480 2020-04-07 $36.59 $40.00 89.8% 24.9% 152.5% 46.0% 90.8% 13.2% -2.6% 65.8M -5.11B -127.4M 1.01 22.34 N/A N/A 3,553,920 3,575,595 10,260,495 16,811,340 2020-04-08 $36.38 $40.00 91.6% 25.3% 152.5% 47.4% 91.2% 12.9% -3.4% 6.0M -4.46B -127.9M 1.14 22.18 N/A N/A 2,686,680 3,056,535 10,658,610 17,626,005 2020-04-09 $38.06 $40.00 88.7% 24.7% 147.6% 45.1% 90.4% 8.7% -3.3% 223.7M -7.90B -129.7M 0.96 26.46 N/A N/A 3,544,290 3,401,910 10,847,715 17,925,660 2020-04-13 $43.25 $40.00 97.2% 27.5% 152.7% 52.0% 99.5% 1.4% -2.8% 86.0M -14.12B -138.1M 0.74 11.98 N/A N/A 4,926,135 3,654,270 9,882,930 16,445,400 2020-04-14 $47.55 $40.00 102.1% 29.1% 141.8% 56.0% 109.5% -2.8% -2.9% 144.7M -21.01B -147.8M 0.74 8.40 N/A N/A 5,872,950 4,370,265 10,410,720 17,345,970 2020-04-15 $48.57 $41.33 109.3% 31.3% 138.0% 61.8% 115.5% 2.1% -3.3% 57.2M -20.91B -150.6M 0.94 7.16 N/A N/A 3,679,770 3,468,285 10,775,055 18,338,040 2020-04-16 $49.69 $42.67 107.7% 31.0% 113.3% 60.5% 113.5% 1.0% -2.8% 81.7M -23.00B -151.5M 0.79 8.03 N/A N/A 4,727,010 3,731,535 11,096,610 18,750,405 2020-04-17 $50.06 $43.33 101.9% 29.5% 97.1% 55.9% 107.7% 0.8% -3.0% 113.7M -23.97B -150.6M 0.92 8.86 N/A N/A 3,786,240 3,472,170 11,512,485 19,046,745 2020-04-20 $50.14 $43.33 101.8% 30.1% 97.5% 55.7% 109.3% 1.6% -4.3% 89.9M -19.94B -149.9M 0.90 9.42 N/A N/A 2,281,875 2,051,025 9,249,195 16,011,015 2020-04-21 $46.32 $43.33 101.8% 30.4% 103.5% 55.8% 114.4% 5.5% -4.4% 7.3M -13.79B -149.4M 1.01 11.48 N/A N/A 3,075,690 3,117,120 9,700,965 16,553,730 2020-04-22 $48.36 $43.33 100.1% 30.2% 91.3% 54.3% 109.1% 3.1% -4.0% 68.9M -17.66B -148.7M 0.80 10.14 N/A N/A 2,883,255 2,318,265 9,961,965 16,881,780 2020-04-23 $47.17 $43.33 98.2% 29.6% 89.8% 52.8% 109.5% 2.0% -4.2% 8.4M -15.59B -147.7M 0.82 11.03 N/A N/A 2,780,010 2,269,305 10,214,220 17,164,320 2020-04-24 $48.41 $43.33 91.8% 28.0% 86.5% 47.6% 102.4% 0.6% -4.0% 147.4M -18.00B -146.0M 0.85 13.17 N/A N/A 3,473,040 2,954,070 10,436,040 17,388,300 2020-04-27 $52.92 $43.33 93.3% 29.9% 90.0% 48.8% 109.0% -0.8% -2.4% 95.9M -22.97B -148.0M 0.69 10.70 N/A N/A 3,031,605 2,079,225 9,114,510 15,889,020 2020-04-28 $51.22 $43.33 82.7% 26.4% 90.0% 40.2% 96.8% -1.0% -1.8% 67.6M -20.47B -147.7M 0.82 14.18 N/A N/A 1,833,915 1,497,690 9,525,075 16,641,300 2020-04-29 $53.28 $44.33 83.3% 27.4% 90.2% 40.7% 99.6% -2.4% -2.4% 94.1M -23.50B -144.7M 0.79 17.31 N/A N/A 2,306,355 1,815,165 9,684,465 16,955,790 2020-04-30 $52.83 $45.67 74.0% 22.1% 83.1% 33.1% 81.8% 4.3% -0.5% 102.1M -22.31B -145.8M 0.93 25.20 N/A N/A 5,718,555 5,289,990 10,160,040 17,566,110
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