AAPL Options History — October 2008 In October 2008, AAPL traded between $3.17 and $3.97. ATM implied volatility averaged 86.7%, placing in the 66.2% IV rank vs the trailing year. The 30-day expected move averaged 24.0%. IV traded below realized volatility by 19.8% (HV 20d: 106.4%). Max pain ranged from $3.57 to $4.82. Net GEX was positive for 7 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.93.
Notable Days 2008-10-07 : Highest Volume — 18,972,464 contracts2008-10-22 : Largest IV drop — 20.2% change2008-10-09 : Highest IV Rank — 97.5%2008-10-09 : Largest Expected Move — 30.3%Monthly Statistics Metric Avg Min Max Open Close Price $3.54 $3.17 $3.97 $3.90 $3.84 Max Pain $3.96 $3.57 $4.82 $4.82 $3.57 ATM IV 86.7% 60.0% 113.1% 83.0% 63.9% Expected Move 24.0% 17.2% 30.3% 23.8% 18.3% HV 20d 106.4% 93.3% 120.1% 93.3% 95.5% HV 60d 73.3% 62.0% 81.2% 62.0% 81.2% IV Rank 66.2% 34.2% 97.5% 62.9% 38.9% IV Percentile 95.3% 85.7% 99.6% 99.2% 87.7% Term Structure -7.1% -16.4% 2.1% -3.7% 1.1% VWIV 83.7% 62.4% 106.2% 83.4% 67.9% Skew 25d 15.7% 10.5% 25.4% 10.5% 12.6% Skew 10d 32.4% 18.7% 52.8% 18.7% 26.1% Call IV 25d 75.8% 55.2% 94.0% 78.0% 59.7% Put IV 25d 91.5% 67.2% 117.0% 88.5% 72.3% Bid-Ask Spread % 5.43 3.18 19.40 3.18 5.14 Gamma HHI 0.06 0.04 0.09 0.07 0.05 Net GEX -5.3M -29.8M 27.5M -29.8M 9.8M Net DEX 2.65B -245.4M 4.43B 3.67B 299.0M Net VEX -24.6M -29.7M -20.3M -28.8M -27.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.93 0.58 2.07 0.82 0.74 Total Volume 9,680,608 4,891,376 18,972,464 6,473,572 6,388,508 Total OI 67,121,274.957 53,595,388 76,686,092 66,668,196 64,172,500
Daily Data (23 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 2008-10-01 $3.90 $4.82 83.0% 23.8% 93.3% 62.9% 83.4% 10.5% -3.7% -29.8M 3.67B -28.8M 0.82 3.18 N/A N/A 3,554,012 2,919,560 38,340,792 28,327,404 2008-10-02 $3.57 $4.82 91.6% 26.3% 96.0% 72.8% 89.8% 11.8% 1.4% -22.6M 4.05B -25.8M 0.84 4.84 N/A N/A 6,202,756 5,191,676 39,139,856 27,730,500 2008-10-03 $3.47 $4.64 88.5% 25.4% 95.8% 69.2% 86.8% 14.3% 2.1% -22.9M 4.38B -24.2M 0.86 5.03 N/A N/A 6,026,020 5,209,344 40,215,700 28,125,272 2008-10-06 $3.50 $4.29 96.5% 26.8% 96.6% 78.4% 95.2% 21.0% -14.5% -21.5M 4.17B -24.7M 0.72 6.09 N/A N/A 8,171,352 5,865,664 41,281,912 28,406,644 2008-10-07 $3.18 $4.11 107.9% 29.6% 99.8% 91.4% 101.0% 20.4% -16.4% -14.6M 4.43B -21.4M 2.07 4.37 N/A N/A 6,183,940 12,788,524 43,979,516 28,943,544 2008-10-08 $3.21 $4.11 111.0% 30.0% 100.1% 95.1% 106.2% 25.4% -15.4% -11.2M 4.17B -21.9M 0.88 6.51 N/A N/A 5,669,804 5,007,408 44,487,184 28,369,292 2008-10-09 $3.17 $4.11 113.1% 30.3% 99.5% 97.5% 103.1% 22.8% -16.4% -9.3M 3.94B -21.7M 0.87 7.85 N/A N/A 3,829,700 3,339,812 44,654,372 28,330,568 2008-10-10 $3.46 $3.93 108.0% 26.9% 107.5% 91.5% 92.6% 18.0% -12.0% 2.0M 3.18B -24.9M 0.69 19.40 N/A N/A 6,114,164 4,247,740 45,415,552 28,405,048 2008-10-13 $3.94 $3.93 93.5% 24.1% 119.1% 74.2% 85.0% 15.7% -8.0% 27.5M 1.24B -29.7M 0.58 5.77 N/A N/A 5,945,688 3,430,560 45,944,892 28,285,096 2008-10-14 $3.72 $3.93 100.6% 26.1% 120.1% 82.7% 89.3% 17.7% -13.4% 9.4M 2.50B -26.2M 1.04 4.42 N/A N/A 6,032,432 6,296,080 45,559,780 28,556,696 2008-10-15 $3.50 $3.93 112.3% 28.2% 118.1% 96.6% 98.6% 17.4% -13.5% -684.1K 3.13B -24.8M 0.81 3.30 N/A N/A 5,565,560 4,498,284 46,237,492 28,478,968 2008-10-16 $3.64 $3.93 97.0% 27.8% 117.5% 78.4% 96.6% 20.2% -14.9% 9.3M 2.69B -26.3M 1.15 5.03 N/A N/A 6,013,560 6,887,356 47,276,936 28,550,228 2008-10-17 $3.48 $4.11 94.1% 27.0% 115.6% 74.9% 92.2% 15.3% -12.0% -7.2M 3.35B -24.3M 0.66 4.43 N/A N/A 5,931,716 3,903,648 47,570,264 29,115,828 2008-10-20 $3.52 $3.93 81.6% 23.4% 114.2% 60.0% 82.0% 12.9% -8.3% -11.0M 2.20B -23.1M 0.73 3.42 N/A N/A 4,376,484 3,214,680 31,142,132 22,453,256 2008-10-21 $3.27 $3.93 83.7% 24.0% 115.9% 62.4% 82.4% 11.2% -10.0% -11.6M 2.68B -20.3M 0.79 6.46 N/A N/A 6,749,512 5,361,524 32,841,256 22,783,376 2008-10-22 $3.46 $3.57 66.7% 19.1% 118.4% 42.3% 66.8% 11.3% -1.0% -5.8M 2.23B -22.8M 1.04 3.81 N/A N/A 5,186,552 5,379,696 35,283,136 24,452,456 2008-10-23 $3.51 $3.57 60.0% 17.2% 118.0% 34.2% 62.4% 12.0% -0.0% -6.7M 1.99B -23.1M 1.60 5.36 N/A N/A 3,009,804 4,824,624 35,676,368 24,624,992 2008-10-24 $3.44 $3.57 67.8% 19.4% 117.9% 43.5% 69.1% 15.5% -0.6% -8.0M 2.08B -23.2M 1.12 4.63 N/A N/A 2,835,476 3,178,924 36,022,168 24,980,788 2008-10-27 $3.29 $3.57 73.2% 21.0% 97.1% 49.9% 70.0% 17.1% -2.4% -13.8M 2.57B -21.2M 0.84 5.07 N/A N/A 2,658,404 2,232,972 36,350,496 25,189,836 2008-10-28 $3.57 $3.57 66.8% 19.1% 97.6% 42.3% 68.8% 14.3% -2.0% -3.9M 1.59B -23.9M 0.76 3.22 N/A N/A 3,697,036 2,820,860 36,899,324 25,160,772 2008-10-29 $3.73 $3.57 65.7% 18.8% 98.4% 41.0% 68.1% 10.7% -1.5% 5.8M 782.6M -26.2M 0.83 4.10 N/A N/A 5,147,940 4,259,080 37,098,096 25,310,572 2008-10-30 $3.97 $3.57 66.6% 19.1% 95.5% 42.1% 68.9% 13.1% -1.0% 15.6M -245.4M -29.2M 0.97 3.52 N/A N/A 3,304,392 3,201,156 37,586,584 26,031,880 2008-10-31 $3.84 $3.57 63.9% 18.3% 95.5% 38.9% 67.9% 12.6% 1.1% 9.8M 299.0M -27.9M 0.74 5.14 N/A N/A 3,676,260 2,712,248 37,926,924 26,245,576
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