TSLA Options History — June 2020 In June 2020, TSLA traded between $57.55 and $71.96. ATM implied volatility averaged 67.7%, placing in the 28.0% IV rank vs the trailing year. The 30-day expected move averaged 18.4%. IV traded above realized volatility by 14.5% (HV 20d: 53.2%). Max pain ranged from $46.00 to $60.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.76.
Notable Days 2020-06-12 : Highest Volume — 13,493,280 contracts2020-06-08 : Largest IV spike — 13.9% change2020-06-30 : Highest IV Rank — 36.9%2020-06-15 : Largest Expected Move — 20.7%Monthly Statistics Metric Avg Min Max Open Close Price $64.22 $57.55 $71.96 $59.88 $71.96 Max Pain $54.03 $46.00 $60.00 $46.00 $60.00 ATM IV 67.7% 58.5% 78.6% 64.1% 78.6% Expected Move 18.4% 15.4% 20.7% 18.4% 18.2% HV 20d 53.2% 41.0% 60.7% 45.3% 59.3% HV 60d 85.9% 67.7% 108.8% 108.8% 68.4% IV Rank 28.0% 20.5% 36.9% 25.0% 36.9% IV Percentile 66.1% 52.0% 79.8% 60.7% 79.8% Term Structure 1.7% -1.6% 5.4% 1.1% -1.5% VWIV 66.6% 56.4% 74.5% 66.4% 66.7% Skew 25d -0.1% -4.9% 6.6% 1.7% -0.5% Skew 10d 2.8% -2.8% 14.2% 8.1% 5.3% Call IV 25d 69.2% 57.6% 81.6% 64.3% 80.6% Put IV 25d 69.2% 58.5% 80.1% 66.0% 80.1% Bid-Ask Spread % 15.99 9.47 32.19 22.93 16.94 Gamma HHI 0.07 0.02 0.53 0.05 0.03 Net GEX 230.8M -223.0M 1.10B 281.9M 310.3M Net DEX -32.50B -46.81B -24.53B -31.32B -38.98B Net VEX -148.9M -156.7M -141.9M -142.4M -149.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.48 1.13 0.52 0.68 Total Volume 7,250,675.455 3,003,135 13,493,280 7,960,230 10,334,025 Total OI 27,456,385.227 22,350,210 31,803,480 26,283,780 23,876,910
Daily Data (22 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 2020-06-01 $59.88 $46.00 64.1% 18.4% 45.3% 25.0% 66.4% 1.7% 1.1% 281.9M -31.32B -142.4M 0.52 22.93 N/A N/A 5,242,200 2,718,030 9,529,800 16,753,980 2020-06-02 $58.92 $46.00 61.7% 16.5% 41.2% 23.1% 60.7% 0.8% 2.2% 280.7M -29.66B -144.7M 0.52 32.19 N/A N/A 4,737,420 2,486,070 10,297,575 17,408,355 2020-06-03 $59.05 $46.67 59.3% 15.4% 41.0% 21.1% 56.4% 1.9% 1.9% 293.8M -29.42B -147.2M 0.62 30.39 N/A N/A 3,096,015 1,906,650 10,664,670 17,813,145 2020-06-04 $57.55 $49.33 58.5% 17.2% 42.2% 20.5% 61.2% 1.9% 1.9% 258.7K -24.81B -141.9M 0.80 13.61 N/A N/A 4,206,240 3,353,775 10,913,520 18,113,460 2020-06-05 $58.88 $50.00 58.5% 16.9% 42.5% 20.5% 60.4% -2.2% 1.6% 348.6M -28.93B -145.0M 0.59 12.85 N/A N/A 4,539,795 2,694,015 11,176,365 18,426,045 2020-06-08 $63.09 $50.00 66.6% 18.8% 45.4% 27.1% 67.7% -4.9% -1.1% 338.2M -35.79B -148.6M 0.48 11.67 N/A N/A 5,243,820 2,528,520 9,919,695 17,095,260 2020-06-09 $62.89 $51.33 64.3% 18.2% 45.4% 25.2% 65.4% -3.8% -0.7% 380.8M -35.76B -146.2M 0.52 10.47 N/A N/A 3,812,415 1,970,625 10,637,085 17,737,155 2020-06-10 $68.00 $52.00 69.8% 19.8% 51.6% 29.6% 71.4% -2.2% -0.6% 525.0M -46.81B -151.5M 0.62 12.03 N/A N/A 7,116,630 4,427,280 10,949,415 18,156,210 2020-06-11 $65.35 $53.33 72.2% 20.4% 52.2% 31.7% 73.8% 0.3% -1.4% 61.5M -36.23B -156.7M 0.91 13.71 N/A N/A 5,333,415 4,878,300 11,282,490 19,103,505 2020-06-12 $62.31 $53.33 71.1% 20.1% 56.0% 30.8% 71.5% 6.6% -1.6% -153.8M -26.00B -155.6M 1.13 16.02 N/A N/A 6,335,595 7,157,685 11,271,930 19,510,350 2020-06-15 $66.12 $53.33 72.6% 20.7% 58.7% 31.9% 74.5% -0.0% 2.8% 237.4M -36.69B -154.9M 0.65 11.16 N/A N/A 4,243,830 2,776,395 9,943,410 18,381,270 2020-06-16 $65.33 $54.67 71.1% 20.3% 59.3% 30.8% 73.6% -0.3% 2.7% 218.9M -35.40B -155.9M 0.80 9.47 N/A N/A 3,931,275 3,141,405 10,392,660 18,980,160 2020-06-17 $66.03 $56.33 68.2% 19.5% 59.2% 28.4% 70.7% -0.5% 4.6% 217.7M -36.78B -150.4M 0.74 11.04 N/A N/A 3,286,350 2,430,615 10,768,995 19,670,310 2020-06-18 $66.71 $56.67 68.0% 19.3% 59.1% 28.3% 69.7% -0.8% 4.8% 378.7M -38.83B -154.5M 0.81 11.31 N/A N/A 3,556,635 2,869,125 11,064,795 20,010,510 2020-06-19 $66.69 $56.67 65.4% 18.2% 59.2% 26.1% 66.0% 0.6% 5.4% 1.10B -39.07B -148.3M 0.83 12.21 N/A N/A 4,040,970 3,362,850 11,344,665 20,458,815 2020-06-22 $66.36 $57.33 66.1% 17.3% 58.8% 26.7% 62.5% -0.1% 2.7% 143.9M -28.99B -145.7M 1.00 15.30 N/A N/A 1,498,470 1,504,665 8,326,545 14,023,665 2020-06-23 $66.68 $58.00 66.1% 16.9% 58.7% 26.7% 61.1% -0.2% 2.9% 177.7M -29.74B -146.3M 0.81 15.89 N/A N/A 2,268,480 1,834,440 8,628,555 14,448,795 2020-06-24 $64.50 $58.67 69.1% 17.8% 60.7% 29.1% 64.0% 0.8% 2.3% -76.9M -24.53B -146.6M 1.10 16.25 N/A N/A 3,027,060 3,318,045 8,991,285 14,921,370 2020-06-25 $65.36 $59.33 68.8% 17.5% 59.8% 28.8% 63.6% 0.5% 3.8% 116.0M -27.04B -149.6M 0.96 17.82 N/A N/A 3,497,490 3,361,440 9,289,560 15,263,850 2020-06-26 $64.18 $59.67 70.9% 18.2% 60.2% 30.6% 65.1% 0.9% 4.0% -223.0M -24.56B -148.4M 0.93 15.85 N/A N/A 3,652,305 3,398,625 9,623,160 16,004,115 2020-06-29 $66.92 $60.00 77.9% 19.7% 55.1% 36.2% 72.2% -2.0% -0.6% 117.0M -29.60B -146.7M 0.68 22.56 N/A N/A 2,619,870 1,776,000 8,251,365 14,615,700 2020-06-30 $71.96 $60.00 78.6% 18.2% 59.3% 36.9% 66.7% -0.5% -1.5% 310.3M -38.98B -149.4M 0.68 16.94 N/A N/A 6,137,610 4,196,415 8,896,350 14,980,560
« May 2020 | All History | Jul 2020 » Home TSLA History June 2020