TSLA Options History — May 2020 In May 2020, TSLA traded between $46.79 and $55.19. ATM implied volatility averaged 67.7%, placing in the 28.0% IV rank vs the trailing year. The 30-day expected move averaged 19.4%. IV traded below realized volatility by 9.0% (HV 20d: 76.7%). Max pain ranged from $40.00 to $46.67. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.76.
Notable Days 2020-05-01 : Highest Volume — 16,238,580 contracts2020-05-22 : Largest IV drop — 6.7% change2020-05-01 : Highest IV Rank — 41.2%2020-05-01 : Largest Expected Move — 26.2%Monthly Statistics Metric Avg Min Max Open Close Price $53.26 $46.79 $55.19 $46.79 $55.16 Max Pain $42.38 $40.00 $46.67 $46.67 $45.00 ATM IV 67.7% 56.7% 83.9% 83.9% 57.3% Expected Move 19.4% 15.9% 26.2% 26.2% 15.9% HV 20d 76.7% 58.5% 94.7% 93.8% 59.2% HV 60d 114.1% 107.6% 117.2% 115.9% 107.7% IV Rank 28.0% 19.0% 41.2% 41.2% 19.5% IV Percentile 66.3% 50.0% 81.7% 81.7% 50.4% Term Structure 0.4% -1.5% 2.9% -1.5% 2.9% VWIV 70.4% 57.2% 96.6% 96.6% 57.3% Skew 25d 3.2% -0.9% 16.5% 16.5% 0.9% Skew 10d 5.9% -4.9% 37.0% 37.0% 1.6% Call IV 25d 67.9% 57.0% 78.1% 78.1% 57.0% Put IV 25d 71.2% 57.7% 94.6% 94.6% 57.9% Bid-Ask Spread % 21.75 10.45 32.67 26.75 30.68 Gamma HHI 0.05 0.02 0.18 0.13 0.13 Net GEX 115.6M -260.4M 381.5M -260.4M 381.5M Net DEX -21.43B -27.74B -9.83B -9.83B -23.78B Net VEX -145.1M -149.2M -140.4M -142.3M -140.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.52 1.19 1.19 0.69 Total Volume 6,797,436 3,985,800 16,238,580 16,238,580 8,735,850 Total OI 27,768,399.75 24,904,815 30,039,105 28,672,200 28,020,030
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 2020-05-01 $46.79 $46.67 83.9% 26.2% 93.8% 41.2% 96.6% 16.5% -1.5% -260.4M -9.83B -142.3M 1.19 26.75 N/A N/A 7,401,030 8,837,550 10,541,970 18,130,230 2020-05-04 $50.08 $40.00 78.4% 22.1% 94.7% 36.7% 82.0% 8.6% -0.7% 45.6M -17.35B -147.6M 0.84 10.45 N/A N/A 3,281,505 2,772,330 9,865,560 17,138,520 2020-05-05 $51.16 $40.00 74.7% 21.1% 92.8% 33.7% 77.6% 6.1% -0.6% 113.7M -20.06B -147.0M 0.90 16.06 N/A N/A 3,344,445 3,004,800 10,360,605 17,630,790 2020-05-06 $52.27 $40.00 72.2% 20.5% 91.0% 31.7% 74.7% 3.6% -0.3% 146.1M -22.08B -145.0M 0.80 15.58 N/A N/A 2,688,135 2,151,975 10,558,950 18,101,250 2020-05-07 $51.94 $40.00 70.5% 20.1% 91.0% 30.3% 72.8% 4.0% -0.2% 123.7M -21.32B -143.5M 0.78 12.82 N/A N/A 3,247,500 2,517,855 10,732,065 18,390,360 2020-05-08 $54.67 $40.00 69.0% 19.8% 91.3% 29.0% 71.0% 0.9% 0.2% 349.3M -27.74B -142.8M 0.72 16.52 N/A N/A 5,896,935 4,275,480 11,015,865 18,601,950 2020-05-11 $54.47 $41.33 71.3% 20.3% 81.7% 30.9% 73.3% -0.3% -0.5% 129.9M -24.17B -148.8M 0.64 15.51 N/A N/A 3,210,435 2,046,825 9,950,715 17,224,080 2020-05-12 $54.23 $41.33 71.9% 20.5% 75.7% 31.4% 73.5% 1.7% -0.3% 143.4M -24.07B -144.5M 0.78 18.77 N/A N/A 3,403,155 2,662,575 10,507,335 17,669,055 2020-05-13 $52.34 $42.00 73.4% 20.7% 76.9% 32.6% 74.9% 4.9% -0.4% 30.0M -19.89B -148.1M 1.04 21.93 N/A N/A 3,944,775 4,101,270 10,683,555 17,968,140 2020-05-14 $53.49 $42.00 70.1% 20.2% 76.9% 29.9% 72.4% 4.2% 0.2% 94.7M -22.17B -149.2M 0.96 18.07 N/A N/A 3,633,960 3,489,375 10,922,925 18,503,670 2020-05-15 $53.40 $42.00 66.5% 19.1% 76.9% 27.0% 69.1% 4.3% 0.4% 246.0M -22.32B -147.2M 0.80 18.52 N/A N/A 3,784,860 3,033,615 11,184,315 18,854,790 2020-05-18 $54.17 $42.67 66.1% 19.0% 77.0% 26.7% 69.4% 2.7% 0.1% 92.4M -20.91B -146.9M 0.83 19.61 N/A N/A 2,464,590 2,050,845 8,738,685 16,166,130 2020-05-19 $54.17 $43.33 64.4% 18.5% 70.5% 25.3% 66.3% 3.1% 0.6% 120.2M -21.54B -144.2M 0.58 19.64 N/A N/A 2,560,395 1,494,990 9,303,810 16,685,370 2020-05-20 $54.31 $43.33 62.9% 18.0% 69.2% 24.0% 64.4% 1.8% 0.6% 118.3M -21.70B -146.4M 0.55 23.59 N/A N/A 2,579,085 1,406,715 9,620,490 17,015,595 2020-05-21 $55.19 $43.33 64.5% 18.5% 68.4% 25.4% 67.5% -0.9% 0.3% 236.0M -24.18B -144.9M 0.57 25.00 N/A N/A 4,914,330 2,811,165 9,887,265 17,302,425 2020-05-22 $54.40 $43.33 60.2% 17.1% 68.4% 21.9% 62.8% 1.7% 1.2% -19.7M -22.06B -143.1M 0.52 30.71 N/A N/A 5,104,395 2,653,695 10,218,150 17,573,445 2020-05-26 $54.54 $43.33 60.5% 17.2% 60.9% 22.1% 62.7% -0.1% 1.8% 104.7M -21.70B -142.9M 0.63 30.33 N/A N/A 2,578,890 1,614,105 9,318,930 16,532,385 2020-05-27 $54.69 $44.00 59.8% 17.0% 59.6% 21.6% 62.0% 0.3% 2.2% 121.2M -21.98B -146.1M 0.69 31.86 N/A N/A 3,870,315 2,684,655 9,880,605 16,980,405 2020-05-28 $53.65 $44.00 56.7% 15.9% 58.5% 19.0% 57.2% 0.4% 2.7% -5.4M -19.87B -140.4M 0.65 32.67 N/A N/A 3,461,010 2,233,305 10,208,550 17,379,030 2020-05-29 $55.16 $45.00 57.3% 15.9% 59.2% 19.5% 57.3% 0.9% 2.9% 381.5M -23.78B -140.6M 0.69 30.68 N/A N/A 5,165,550 3,570,300 10,417,410 17,602,620
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