AAPL Options History — April 2009 In April 2009, AAPL traded between $3.88 and $4.49. ATM implied volatility averaged 43.5%, placing in the 14.5% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 5.4% (HV 20d: 38.1%). Max pain ranged from $3.57 to $4.11. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.83.
Notable Days 2009-04-22 : Highest Volume — 8,490,272 contracts2009-04-09 : Largest IV spike — 28.5% change2009-04-14 : Highest IV Rank — 24.5%2009-04-07 : Largest Expected Move — 15.1%Monthly Statistics Metric Avg Min Max Open Close Price $4.29 $3.88 $4.49 $3.88 $4.49 Max Pain $4.00 $3.57 $4.11 $3.57 $4.11 ATM IV 43.5% 34.0% 51.8% 42.2% 34.0% Expected Move 13.1% 9.7% 15.1% 12.1% 9.7% HV 20d 38.1% 30.3% 49.2% 49.2% 30.3% HV 60d 45.0% 42.1% 47.6% 47.1% 42.1% IV Rank 14.5% 3.2% 24.5% 13.0% 3.2% IV Percentile 35.0% 4.0% 61.9% 34.1% 4.0% Term Structure -0.0% -4.9% 8.2% 7.2% 4.5% VWIV 46.5% 34.8% 54.4% 44.2% 34.8% Skew 25d 5.4% 3.5% 7.8% 7.1% 3.5% Skew 10d 10.9% 7.2% 15.6% 13.6% 9.2% Call IV 25d 43.5% 32.9% 50.0% 40.0% 32.9% Put IV 25d 48.9% 36.4% 56.6% 47.1% 36.4% Bid-Ask Spread % 2.61 1.93 3.36 1.93 2.87 Gamma HHI 0.13 0.09 0.18 0.12 0.12 Net GEX 57.1M 32.4M 74.7M 41.2M 67.4M Net DEX -3.04B -4.55B -1.92B -2.03B -2.75B Net VEX -21.1M -22.0M -20.2M -20.2M -21.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.83 0.40 1.32 0.93 0.77 Total Volume 5,260,697.333 2,546,544 8,490,272 4,220,020 4,274,900 Total OI 40,978,342.667 31,175,900 47,156,508 41,650,728 38,666,488
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 2009-04-01 $3.88 $3.57 42.2% 12.1% 49.2% 13.0% 44.2% 7.1% 7.2% 41.2M -2.03B -20.2M 0.93 1.93 N/A N/A 2,187,976 2,032,044 22,946,252 18,704,476 2009-04-02 $4.03 $3.57 40.2% 11.5% 48.3% 10.6% 42.9% 6.3% 8.2% 52.2M -2.81B -20.7M 0.99 2.45 N/A N/A 3,480,148 3,457,412 23,237,676 19,192,124 2009-04-03 $4.14 $3.75 40.5% 14.3% 44.4% 10.9% 50.8% 7.8% -1.5% 59.1M -3.38B -21.3M 0.84 2.76 N/A N/A 3,831,212 3,234,560 23,550,072 19,423,796 2009-04-06 $4.23 $3.93 42.4% 14.9% 41.7% 13.2% 52.7% 7.4% -2.8% 59.4M -3.74B -22.0M 0.90 2.70 N/A N/A 3,196,872 2,887,668 24,172,456 20,065,388 2009-04-07 $4.11 $3.93 41.9% 15.1% 41.1% 12.6% 52.5% 6.3% -2.5% 53.0M -3.04B -21.4M 0.86 2.55 N/A N/A 3,495,772 3,009,160 23,753,324 20,381,956 2009-04-08 $4.15 $3.93 37.7% 14.6% 39.3% 7.6% 50.6% 6.0% -1.6% 66.4M -3.33B -21.4M 0.84 2.99 N/A N/A 2,508,156 2,101,484 24,359,580 20,684,300 2009-04-09 $4.27 $3.93 48.5% 13.9% 38.5% 20.4% 49.5% 6.1% -1.1% 74.7M -3.96B -21.4M 0.94 2.49 N/A N/A 2,496,172 2,351,636 24,520,468 20,972,308 2009-04-13 $4.29 $3.93 51.3% 14.7% 38.1% 23.8% 51.4% 5.7% -3.5% 68.8M -3.97B -21.5M 0.60 2.26 N/A N/A 3,192,084 1,931,188 24,460,576 21,477,484 2009-04-14 $4.23 $4.11 51.8% 14.9% 38.9% 24.5% 54.4% 6.1% -3.4% 63.1M -3.57B -21.0M 1.32 3.32 N/A N/A 3,055,080 4,023,936 24,700,704 21,361,144 2009-04-15 $4.20 $4.11 50.8% 14.6% 37.3% 23.3% 51.6% 5.7% -2.9% 55.7M -3.35B -21.3M 0.40 2.74 N/A N/A 2,700,208 1,067,136 25,013,632 22,142,876 2009-04-16 $4.34 $4.11 49.4% 14.2% 38.1% 21.5% 50.0% 5.5% -2.7% 71.1M -4.13B -20.6M 0.59 2.35 N/A N/A 4,433,212 2,616,012 24,478,160 21,645,400 2009-04-17 $4.41 $4.11 46.7% 13.4% 38.0% 18.3% 48.1% 5.1% -2.1% 43.1M -4.55B -20.3M 0.70 2.08 N/A N/A 3,073,476 2,153,676 24,800,888 21,964,712 2009-04-20 $4.30 $4.11 50.8% 14.6% 39.8% 23.3% 50.9% 4.5% -3.4% 32.4M -1.92B -20.5M 0.41 2.31 N/A N/A 3,302,264 1,349,292 17,006,668 14,169,232 2009-04-21 $4.35 $4.11 49.4% 14.2% 35.2% 21.5% 49.5% 4.6% -4.4% 44.4M -2.20B -20.7M 0.89 2.43 N/A N/A 2,140,488 1,910,048 18,047,652 14,554,624 2009-04-22 $4.34 $4.11 51.7% 14.8% 34.9% 24.3% 52.2% 5.0% -4.9% 40.1M -2.10B -21.3M 0.92 2.70 N/A N/A 4,417,056 4,073,216 18,447,072 15,368,696 2009-04-23 $4.48 $4.11 38.1% 10.9% 35.8% 8.1% 39.3% 4.7% 2.8% 64.5M -2.76B -21.2M 0.83 3.36 N/A N/A 4,130,504 3,425,520 19,441,940 16,614,528 2009-04-24 $4.42 $4.11 37.6% 10.8% 35.4% 7.5% 38.7% 3.5% 2.9% 54.9M -2.47B -21.7M 1.07 2.41 N/A N/A 2,129,428 2,268,840 20,018,572 17,164,280 2009-04-27 $4.45 $4.11 38.0% 10.9% 33.1% 8.0% 38.8% 4.7% 2.2% 59.6M -2.60B -21.3M 0.99 2.65 N/A N/A 1,276,464 1,270,080 19,975,228 17,357,760 2009-04-28 $4.42 $4.11 36.8% 10.5% 31.6% 6.5% 37.6% 3.9% 4.2% 58.1M -2.44B -21.4M 0.86 2.97 N/A N/A 1,830,976 1,583,456 20,101,900 17,488,464 2009-04-29 $4.47 $4.11 34.3% 9.8% 31.6% 3.5% 35.1% 3.6% 4.3% 70.1M -2.69B -21.1M 0.74 2.54 N/A N/A 1,483,300 1,092,532 20,456,128 17,656,212 2009-04-30 $4.49 $4.11 34.0% 9.7% 30.3% 3.2% 34.8% 3.5% 4.5% 67.4M -2.75B -21.3M 0.77 2.87 N/A N/A 2,413,348 1,861,552 20,638,632 18,027,856
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