AAPL Options History — April 2008 In April 2008, AAPL traded between $5.25 and $6.25. ATM implied volatility averaged 46.2%, placing in the 47.7% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 4.7% (HV 20d: 41.6%). Max pain ranged from $4.82 to $5.71. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.76.
Notable Days 2008-04-24 : Highest Volume — 17,029,180 contracts2008-04-24 : Largest IV drop — 37.5% change2008-04-22 : Highest IV Rank — 79.8%2008-04-22 : Largest Expected Move — 18.1%Monthly Statistics Metric Avg Min Max Open Close Price $5.65 $5.25 $6.25 $5.34 $6.21 Max Pain $5.33 $4.82 $5.71 $4.82 $5.71 ATM IV 46.2% 35.8% 63.3% 40.8% 35.8% Expected Move 13.8% 10.3% 18.1% 11.7% 10.3% HV 20d 41.6% 37.0% 44.8% 43.0% 40.7% HV 60d 47.7% 43.1% 53.8% 53.8% 44.1% IV Rank 47.7% 28.2% 79.8% 37.6% 28.2% IV Percentile 63.5% 23.4% 96.4% 55.2% 23.4% Term Structure -3.2% -11.1% 7.6% 6.8% 2.2% VWIV 48.7% 36.3% 63.3% 42.2% 36.3% Skew 25d 3.0% 1.4% 4.0% 3.3% 1.9% Skew 10d 5.6% 0.5% 7.5% 7.0% 4.6% Call IV 25d 47.0% 35.3% 62.7% 39.9% 35.3% Put IV 25d 50.0% 37.2% 64.1% 43.2% 37.2% Bid-Ask Spread % 2.77 2.10 3.58 3.44 2.81 Gamma HHI 0.08 0.05 0.16 0.06 0.09 Net GEX 85.6M 19.2M 164.8M 54.6M 160.3M Net DEX -5.63B -8.37B -3.25B -4.38B -8.11B Net VEX -49.3M -52.5M -46.7M -48.3M -52.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.45 1.15 0.84 0.67 Total Volume 8,955,751.636 4,801,272 17,029,180 8,418,480 10,837,988 Total OI 66,537,514.909 49,114,828 74,537,120 65,979,480 63,044,184
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 2008-04-01 $5.34 $4.82 40.8% 11.7% 43.0% 37.6% 42.2% 3.3% 6.8% 54.6M -4.38B -48.3M 0.84 3.44 N/A N/A 4,582,956 3,835,524 34,487,292 31,492,188 2008-04-02 $5.27 $4.82 43.0% 12.3% 43.5% 41.6% 43.0% 2.9% 6.2% 40.8M -3.73B -48.4M 1.10 2.35 N/A N/A 4,503,296 4,955,188 34,809,992 32,312,084 2008-04-03 $5.41 $4.82 41.0% 11.7% 43.8% 37.9% 41.8% 2.8% 7.6% 67.1M -4.88B -48.9M 0.80 2.79 N/A N/A 3,837,316 3,086,888 35,255,836 33,151,916 2008-04-04 $5.47 $5.18 39.1% 14.2% 41.4% 34.4% 50.6% 3.2% 0.0% 72.3M -5.21B -48.7M 0.99 3.49 N/A N/A 3,626,868 3,575,516 35,442,288 33,660,284 2008-04-07 $5.57 $5.18 41.9% 14.5% 41.4% 39.6% 50.6% 2.9% -5.7% 78.1M -6.02B -48.9M 0.69 2.56 N/A N/A 6,550,964 4,540,228 35,883,148 34,481,944 2008-04-08 $5.46 $5.36 38.7% 14.7% 41.3% 33.6% 51.8% 2.6% -6.0% 63.3M -5.12B -48.8M 0.73 3.22 N/A N/A 3,990,280 2,922,332 36,634,724 34,698,048 2008-04-09 $5.41 $5.36 39.1% 15.0% 37.4% 34.4% 52.4% 2.8% -6.9% 53.5M -4.64B -48.7M 1.03 3.12 N/A N/A 2,514,204 2,587,732 36,819,608 35,015,204 2008-04-10 $5.52 $5.36 51.4% 14.7% 37.0% 57.4% 52.2% 3.6% -7.0% 78.7M -5.64B -49.0M 1.15 2.66 N/A N/A 3,627,540 4,175,164 37,099,496 35,440,160 2008-04-11 $5.25 $5.36 54.2% 15.5% 42.4% 62.7% 53.5% 3.0% -7.9% 19.2M -3.25B -48.9M 0.70 2.98 N/A N/A 5,226,116 3,636,892 37,412,704 36,555,344 2008-04-14 $5.28 $5.36 54.3% 15.6% 42.0% 62.8% 54.7% 3.8% -7.8% 40.4M -3.47B -48.3M 0.94 3.58 N/A N/A 3,261,524 3,054,072 37,912,196 36,286,432 2008-04-15 $5.30 $5.36 54.1% 15.5% 41.9% 62.5% 54.5% 4.0% -7.8% 50.8M -3.67B -47.3M 0.79 2.74 N/A N/A 2,678,144 2,123,128 37,828,840 36,236,508 2008-04-16 $5.49 $5.36 51.9% 14.9% 40.7% 58.4% 52.6% 3.8% -7.1% 92.3M -5.49B -47.3M 0.72 2.24 N/A N/A 4,323,564 3,124,856 37,857,260 36,326,304 2008-04-17 $5.52 $5.36 50.5% 14.5% 39.0% 55.7% 50.5% 3.9% -6.5% 103.1M -5.69B -47.0M 0.67 2.85 N/A N/A 3,573,612 2,380,364 37,830,688 36,552,852 2008-04-18 $5.75 $5.36 49.7% 14.2% 40.2% 54.2% 49.8% 2.4% -6.4% 111.6M -8.23B -46.7M 0.45 2.21 N/A N/A 8,894,704 4,016,516 37,876,160 36,660,960 2008-04-21 $6.01 $5.36 59.0% 16.9% 39.9% 71.7% 59.7% 3.0% -9.0% 70.3M -6.02B -48.7M 0.56 2.26 N/A N/A 7,498,008 4,179,028 24,355,828 24,781,372 2008-04-22 $5.72 $5.36 63.3% 18.1% 44.8% 79.8% 63.3% 1.4% -11.1% 54.8M -4.68B -48.5M 0.72 2.10 N/A N/A 7,359,716 5,310,228 24,335,696 24,779,132 2008-04-23 $5.82 $5.54 60.5% 17.3% 44.2% 74.5% 60.4% 3.6% -9.9% 73.5M -5.23B -52.1M 0.57 2.68 N/A N/A 9,328,928 5,345,424 27,867,084 27,861,400 2008-04-24 $6.03 $5.54 37.8% 10.8% 42.9% 32.0% 38.8% 2.8% 2.3% 140.3M -6.99B -52.4M 0.70 2.49 N/A N/A 10,001,292 7,027,888 30,690,016 29,896,272 2008-04-25 $6.06 $5.54 36.4% 10.4% 42.8% 29.2% 36.8% 2.4% 3.1% 142.1M -7.21B -52.5M 0.64 3.20 N/A N/A 4,124,540 2,625,392 31,266,704 30,185,344 2008-04-28 $6.15 $5.54 37.8% 10.8% 42.8% 31.9% 37.9% 2.4% 2.0% 151.4M -7.77B -50.9M 0.63 2.80 N/A N/A 3,353,364 2,096,164 30,926,336 30,203,824 2008-04-29 $6.25 $5.71 36.7% 10.5% 41.2% 29.8% 38.0% 3.4% 2.1% 164.8M -8.37B -52.1M 0.71 2.28 N/A N/A 5,119,464 3,613,624 31,129,868 30,481,808 2008-04-30 $6.21 $5.71 35.8% 10.3% 40.7% 28.2% 36.3% 1.9% 2.2% 160.3M -8.11B -52.1M 0.67 2.81 N/A N/A 6,473,796 4,364,192 31,775,576 31,268,608
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