TSLA Options History — July 2020 In July 2020, TSLA traded between $74.74 and $108.86. ATM implied volatility averaged 94.3%, placing in the 49.7% IV rank vs the trailing year. The 30-day expected move averaged 25.9%. IV traded above realized volatility by 21.9% (HV 20d: 72.4%). Max pain ranged from $60.00 to $86.67. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.74.
Notable Days 2020-07-10 : Highest Volume — 16,679,820 contracts2020-07-23 : Largest IV drop — 27.5% change2020-07-15 : Highest IV Rank — 77.0%2020-07-15 : Largest Expected Move — 35.6%Monthly Statistics Metric Avg Min Max Open Close Price $97.57 $74.74 $108.86 $74.74 $95.66 Max Pain $73.79 $60.00 $86.67 $60.00 $86.67 ATM IV 94.3% 67.8% 128.0% 78.4% 70.5% Expected Move 25.9% 17.1% 35.6% 17.7% 19.6% HV 20d 72.4% 60.0% 85.5% 60.0% 82.1% HV 60d 66.4% 62.8% 70.7% 67.4% 63.8% IV Rank 49.7% 28.1% 77.0% 36.7% 30.2% IV Percentile 82.3% 55.6% 97.6% 79.4% 61.9% Term Structure -1.7% -4.5% 2.1% -1.8% 1.9% VWIV 93.4% 62.5% 128.0% 64.6% 70.5% Skew 25d -6.3% -19.1% 2.3% 0.6% 2.3% Skew 10d -9.3% -37.1% 7.5% 7.5% 6.3% Call IV 25d 101.0% 69.3% 144.1% 79.2% 70.6% Put IV 25d 94.7% 69.3% 126.5% 79.8% 72.9% Bid-Ask Spread % 19.60 11.63 25.80 18.33 19.49 Gamma HHI 0.04 0.02 0.26 0.05 0.03 Net GEX 208.8M -299.3M 726.9M 442.4M -24.7M Net DEX -59.43B -81.65B -40.63B -44.50B -43.33B Net VEX -184.6M -204.8M -149.1M -149.1M -193.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.74 0.45 1.11 0.59 0.92 Total Volume 8,557,215 4,031,160 16,679,820 8,961,120 8,853,720 Total OI 28,056,389.318 24,693,420 31,228,890 25,703,610 29,487,705
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 2020-07-01 $74.74 $60.00 78.4% 17.7% 60.0% 36.7% 64.6% 0.6% -1.8% 442.4M -44.50B -149.1M 0.59 18.33 N/A N/A 5,635,230 3,325,890 9,709,260 15,994,350 2020-07-02 $80.71 $60.00 76.3% 17.1% 62.5% 34.9% 62.5% 0.8% 0.5% 726.9M -55.31B -153.0M 0.82 20.13 N/A N/A 7,102,215 5,815,590 10,142,085 16,617,120 2020-07-06 $90.47 $60.00 91.1% 24.8% 71.4% 47.1% 89.4% -5.5% -2.8% 327.9M -59.83B -157.1M 0.68 18.65 N/A N/A 6,020,640 4,093,605 8,972,775 15,720,645 2020-07-07 $93.06 $63.33 94.8% 25.7% 69.2% 50.0% 94.2% -8.8% -2.8% 353.8M -63.49B -166.9M 0.88 19.64 N/A N/A 5,336,505 4,675,485 9,696,750 16,937,340 2020-07-08 $90.57 $64.67 92.8% 25.1% 70.8% 48.4% 91.1% -5.9% -3.4% 217.8M -58.18B -170.9M 1.11 16.63 N/A N/A 4,066,305 4,532,880 10,309,875 17,667,870 2020-07-09 $92.84 $66.00 94.5% 25.8% 67.2% 49.8% 93.4% -3.5% -2.1% 288.1M -62.35B -180.4M 1.04 16.12 N/A N/A 3,472,695 3,628,080 10,614,960 18,346,395 2020-07-10 $102.41 $66.67 108.4% 29.5% 70.0% 61.1% 106.8% -12.3% -3.8% 465.0M -81.65B -173.6M 0.61 20.11 N/A N/A 10,347,645 6,332,175 10,797,870 18,700,110 2020-07-13 $103.48 $66.67 127.4% 34.8% 65.1% 76.6% 125.9% -17.7% -4.5% 273.8M -71.68B -189.5M 0.81 20.65 N/A N/A 7,606,710 6,125,445 9,842,595 16,528,185 2020-07-14 $100.94 $69.33 126.0% 34.6% 66.1% 75.4% 124.4% -19.1% -4.4% 147.0M -63.38B -199.4M 0.80 20.21 N/A N/A 4,142,925 3,311,730 10,596,105 17,793,915 2020-07-15 $102.54 $70.00 128.0% 35.6% 65.0% 77.0% 128.0% -16.0% -3.9% 186.8M -66.11B -204.8M 0.81 15.74 N/A N/A 4,170,840 3,365,580 11,281,800 18,129,090 2020-07-16 $100.31 $70.33 118.5% 33.4% 66.8% 69.4% 118.3% -13.3% -2.5% 155.6M -62.24B -201.8M 0.55 18.20 N/A N/A 4,256,595 2,332,530 11,660,970 18,855,690 2020-07-17 $100.02 $73.33 106.6% 30.0% 67.3% 59.7% 107.7% -8.8% -3.2% 241.6M -62.41B -188.2M 0.66 19.13 N/A N/A 4,144,080 2,723,835 12,067,650 19,161,240 2020-07-20 $108.86 $74.00 111.2% 31.6% 70.5% 63.4% 112.3% -12.3% -3.1% 175.1M -66.97B -190.6M 0.45 21.47 N/A N/A 4,431,405 1,998,480 9,246,765 15,700,470 2020-07-21 $104.80 $78.67 104.6% 29.8% 73.3% 58.0% 106.7% -10.9% -2.7% 207.5M -63.11B -197.6M 0.60 19.33 N/A N/A 3,354,315 2,025,270 10,199,415 16,319,550 2020-07-22 $106.81 $80.00 106.3% 30.5% 73.0% 59.4% 106.9% -7.8% -3.4% 250.7M -67.25B -188.3M 0.76 25.80 N/A N/A 3,534,270 2,685,840 10,841,730 16,869,570 2020-07-23 $101.43 $83.33 77.0% 22.1% 75.1% 35.5% 80.5% -3.3% 0.1% 43.4M -56.69B -189.3M 0.80 21.81 N/A N/A 6,986,100 5,595,225 11,656,035 17,794,500 2020-07-24 $94.67 $84.00 75.7% 21.7% 81.9% 34.5% 78.0% 1.9% -0.1% -299.3M -40.63B -189.4M 0.96 22.38 N/A N/A 5,672,985 5,444,295 12,387,045 18,670,890 2020-07-27 $102.81 $86.67 76.4% 21.9% 83.7% 35.0% 79.1% 0.3% 0.5% 162.8M -58.06B -190.2M 0.58 20.68 N/A N/A 3,932,685 2,293,065 10,018,710 16,538,295 2020-07-28 $99.67 $86.33 75.0% 21.4% 85.5% 33.9% 77.1% 0.8% 0.7% 121.8M -52.92B -198.3M 0.60 25.22 N/A N/A 3,862,065 2,302,200 10,628,130 17,029,815 2020-07-29 $100.11 $86.67 68.0% 19.0% 83.4% 28.2% 68.5% 0.5% 1.7% 82.7M -54.08B -193.3M 0.59 19.91 N/A N/A 2,955,360 1,735,080 11,059,515 17,470,800 2020-07-30 $99.71 $86.67 67.8% 18.7% 83.3% 28.1% 67.8% -0.1% 2.1% 46.1M -53.32B -195.9M 0.76 11.63 N/A N/A 2,286,765 1,744,395 11,277,570 17,899,410 2020-07-31 $95.66 $86.67 70.5% 19.6% 82.1% 30.2% 70.5% 2.3% 1.9% -24.7M -43.33B -193.6M 0.92 19.49 N/A N/A 4,608,855 4,244,865 11,425,245 18,062,460
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