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S&P News Helps TSLA Brush Off Production Shutdown

TSLA has tacked on over 638% this year

Deputy Editor
Dec 14, 2020 at 10:02 AM
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The shares of Tesla Inc (NASDAQ:TSLA) are pivoting higher this morning, up 1.4% to trade at $618.80, after it was reported the 2020 darling would join the S&P 500 and S&P 100 at the close this Friday, Dec. 18. This news is helping offset news that the electric car company's Model S and Model X production lines will close in its Fremont, California, factory from Dec. 24 to January 11. Those models represent 11% of Tesla's vehicle delivers for the period ending Sept. 30, 2020.

Although the shares pulled back after their Dec. 8 all-time high of $649.88, the dip was contained by their ascending 10-day moving average. TSLA's exploits this year have been well-documented, but it almost has to be restated to believed; year-to-date, the stock is up 638.5% in 2020.

In the options pits, calls have been popular over the last 10 weeks. This is per Tesla stock's 50-day call/put volume ratio of 1.74 at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), which stands higher than 98% of readings in its annual range. This indicates a much healthier-than-usual appetite for long calls of late. 

The good news for options traders is that premium can be had for a bargain. The security's Schaeffer's Volatility Index (SVI) of 91% is in the low 11th percentile of its annual range, meaning options players are pricing in relatively low volatility expectations right now. Plus, the equity's Schaeffer's Volatility Scorecard (SVS) sits up at 95 (out of 100.) This means the stock has greatly exceeded option traders' volatility expectations during the past year -- a boon for options buyers.

 
 

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