TSLA Options History — August 2020 In August 2020, TSLA traded between $91.39 and $165.91. ATM implied volatility averaged 76.0%, placing in the 34.8% IV rank vs the trailing year. The 30-day expected move averaged 21.2%. IV traded above realized volatility by 2.2% (HV 20d: 73.8%). Max pain ranged from $72.67 to $220.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.59.
Notable Days 2020-08-21 : Highest Volume — 15,926,295 contracts2020-08-31 : Largest IV spike — 13.1% change2020-08-31 : Highest IV Rank — 63.1%2020-08-31 : Largest Expected Move — 28.9%Monthly Statistics Metric Avg Min Max Open Close Price $120.02 $91.39 $165.91 $98.91 $165.91 Max Pain $89.70 $72.67 $220.00 $87.33 $220.00 ATM IV 76.0% 63.4% 110.8% 69.2% 110.8% Expected Move 21.2% 17.0% 28.9% 18.8% 28.9% HV 20d 73.8% 62.3% 83.5% 72.8% 76.1% HV 60d 68.6% 63.0% 73.7% 63.9% 73.7% IV Rank 34.8% 24.4% 63.1% 29.2% 63.1% IV Percentile 65.5% 46.8% 93.7% 59.9% 93.7% Term Structure 1.2% -3.8% 4.7% 0.4% -3.8% VWIV 77.5% 61.7% 105.7% 68.1% 105.7% Skew 25d -3.0% -10.3% 0.9% -1.0% -10.3% Skew 10d -1.6% -18.6% 8.1% 7.1% -11.4% Call IV 25d 80.1% 65.8% 121.5% 72.8% 121.5% Put IV 25d 77.2% 64.5% 111.2% 71.8% 111.2% Bid-Ask Spread % 17.91 8.01 27.58 18.04 8.01 Gamma HHI 0.06 0.02 0.26 0.02 0.06 Net GEX 585.3M -182.4M 1.47B 114.9M -44.3M Net DEX -77.15B -128.59B -493.7M -51.53B -493.7M Net VEX -198.2M -231.5M -52.2M -189.3M -52.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.43 1.02 0.54 0.52 Total Volume 8,832,622.571 2,973,885 15,926,295 3,913,185 6,858,729 Total OI 27,645,216.857 2,570,994 32,487,945 26,206,095 2,570,994
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 2020-08-03 $98.91 $87.33 69.2% 18.8% 72.8% 29.2% 68.1% -1.0% 0.4% 114.9M -51.53B -189.3M 0.54 18.04 N/A N/A 2,544,645 1,368,540 9,694,305 16,511,790 2020-08-04 $98.52 $87.67 67.3% 18.0% 72.3% 27.7% 66.2% -0.1% 0.5% 81.5M -50.39B -197.2M 0.66 22.54 N/A N/A 2,153,565 1,412,460 10,074,075 16,852,035 2020-08-05 $99.10 $88.00 65.4% 17.0% 71.4% 26.1% 61.7% -0.7% 1.0% 145.9M -51.78B -195.8M 0.62 12.06 N/A N/A 1,834,920 1,138,965 10,360,110 17,114,145 2020-08-06 $99.69 $72.67 63.4% 19.1% 71.0% 24.4% 70.0% -1.3% 1.2% 274.3M -53.73B -194.6M 0.58 20.47 N/A N/A 2,634,825 1,541,115 10,688,790 17,261,985 2020-08-07 $96.92 $73.33 63.8% 19.3% 62.3% 24.8% 70.5% -1.2% 1.6% 97.1M -46.93B -187.2M 0.88 20.20 N/A N/A 4,446,120 3,901,020 10,973,565 17,715,165 2020-08-10 $93.66 $73.33 66.1% 19.4% 63.0% 26.7% 71.7% -0.6% 1.3% -79.4M -42.83B -187.7M 1.02 22.32 N/A N/A 1,920,180 1,955,250 10,149,300 16,732,080 2020-08-11 $91.39 $74.67 65.9% 19.3% 63.0% 26.5% 69.8% 0.9% 1.5% -182.4M -37.94B -190.8M 0.86 21.42 N/A N/A 1,949,370 1,669,980 10,439,565 17,072,460 2020-08-12 $103.34 $76.00 72.6% 21.0% 77.5% 32.0% 77.0% -4.2% 0.5% 476.2M -63.44B -199.1M 0.46 20.33 N/A N/A 9,580,485 4,425,495 10,731,945 17,303,070 2020-08-13 $108.16 $80.00 72.1% 20.7% 78.6% 31.5% 75.4% -1.2% 0.2% 860.1M -74.21B -202.9M 0.43 22.68 N/A N/A 9,009,585 3,913,035 11,685,825 18,100,845 2020-08-14 $109.55 $80.00 69.7% 20.0% 78.6% 29.6% 73.7% 0.1% 0.0% 1.20B -76.41B -206.4M 0.62 26.07 N/A N/A 6,687,945 4,158,975 12,274,995 18,587,040 2020-08-17 $123.03 $80.67 75.1% 21.5% 83.5% 34.0% 76.9% -6.6% 4.0% 677.7M -94.48B -202.1M 0.47 27.58 N/A N/A 7,934,565 3,704,910 10,943,460 17,242,230 2020-08-18 $126.68 $80.00 72.7% 20.8% 82.2% 32.1% 75.9% -6.8% 4.2% 796.7M -100.21B -204.4M 0.54 17.21 N/A N/A 6,164,715 3,358,470 11,495,160 18,052,860 2020-08-19 $125.45 $80.67 69.2% 19.8% 82.4% 29.2% 73.2% -3.6% 4.7% 717.7M -95.06B -210.6M 0.59 15.78 N/A N/A 4,326,690 2,571,255 12,040,350 18,719,160 2020-08-20 $134.06 $83.33 73.0% 20.7% 81.7% 32.3% 76.3% -3.9% 4.6% 1.23B -114.96B -209.5M 0.51 16.12 N/A N/A 9,700,320 4,942,290 12,291,480 19,130,865 2020-08-21 $136.18 $85.33 78.5% 22.1% 75.6% 36.7% 80.1% -0.8% 3.7% 1.01B -115.82B -209.1M 0.50 17.43 N/A N/A 10,582,650 5,343,645 12,459,720 20,028,225 2020-08-24 $133.65 $86.67 84.1% 23.2% 72.7% 41.3% 84.7% -2.6% -0.1% 686.2M -91.26B -223.1M 0.57 14.25 N/A N/A 5,141,880 2,930,265 10,856,850 16,313,145 2020-08-25 $134.66 $93.33 82.7% 22.5% 70.8% 40.2% 83.1% -2.4% 0.2% 763.6M -92.37B -218.9M 0.52 8.79 N/A N/A 2,902,260 1,497,570 11,551,530 16,972,005 2020-08-26 $143.52 $93.33 83.6% 22.2% 72.7% 40.9% 79.8% -2.4% 0.7% 1.47B -116.60B -224.7M 0.51 11.33 N/A N/A 6,457,350 3,307,530 11,930,115 17,244,840 2020-08-27 $149.36 $93.33 93.5% 25.1% 72.6% 49.0% 92.5% -5.3% -0.1% 1.20B -128.59B -231.5M 0.47 15.37 N/A N/A 10,588,875 4,995,705 12,162,225 17,559,495 2020-08-28 $148.75 $94.00 98.0% 26.2% 69.6% 52.6% 95.9% -8.5% -0.3% 781.0M -121.03B -225.4M 0.61 18.12 N/A N/A 8,676,045 5,252,880 12,234,255 18,427,500 2020-08-31 $165.91 $220.00 110.8% 28.9% 76.1% 63.1% 105.7% -10.3% -3.8% -44.3M -493.7M -52.2M 0.52 8.01 N/A N/A 4,516,206 2,342,523 494,016 2,076,978
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