AAPL Options History — May 2009 In May 2009, AAPL traded between $4.27 and $4.85. ATM implied volatility averaged 36.8%, placing in the 6.5% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 3.8% (HV 20d: 33.0%). Max pain ranged from $4.29 to $4.82. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 0.72.
Notable Days 2009-05-07 : Highest Volume — 8,803,200 contracts2009-05-13 : Largest IV spike — 9.7% change2009-05-13 : Highest IV Rank — 12.7%2009-05-13 : Largest Expected Move — 12.1%Monthly Statistics Metric Avg Min Max Open Close Price $4.58 $4.27 $4.85 $4.54 $4.85 Max Pain $4.62 $4.29 $4.82 $4.29 $4.64 ATM IV 36.8% 33.4% 42.0% 33.4% 37.3% Expected Move 10.9% 9.6% 12.1% 9.6% 10.7% HV 20d 33.0% 25.9% 40.9% 28.3% 40.9% HV 60d 40.7% 38.9% 42.3% 42.1% 40.3% IV Rank 6.5% 2.5% 12.7% 2.5% 7.1% IV Percentile 12.5% 3.2% 33.3% 3.2% 14.3% Term Structure 1.6% 0.2% 5.1% 5.1% 1.5% VWIV 38.2% 33.7% 41.7% 33.7% 38.6% Skew 25d 4.9% 3.9% 5.9% 4.1% 3.9% Skew 10d 10.0% 7.3% 12.5% 9.9% 7.3% Call IV 25d 36.0% 31.6% 39.8% 31.6% 36.4% Put IV 25d 40.9% 35.6% 45.6% 35.6% 40.3% Bid-Ask Spread % 3.81 2.11 5.29 2.90 5.29 Gamma HHI 0.12 0.08 0.15 0.13 0.13 Net GEX 58.2M -3.7M 106.3M 80.4M 84.5M Net DEX -2.55B -4.24B -593.7M -3.03B -3.65B Net VEX -22.1M -23.4M -21.1M -21.7M -23.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.72 0.54 0.93 0.93 0.60 Total Volume 4,778,865 2,662,464 8,803,200 3,056,900 4,277,924 Total OI 40,255,054 34,845,356 45,708,572 39,401,348 39,148,648
Daily Data (20 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 2009-05-01 $4.54 $4.29 33.4% 9.6% 28.3% 2.5% 33.7% 4.1% 5.1% 80.4M -3.03B -21.7M 0.93 2.90 N/A N/A 1,587,376 1,469,524 21,117,404 18,283,944 2009-05-04 $4.72 $4.46 36.0% 11.2% 29.4% 5.6% 39.3% 5.1% 0.7% 106.3M -4.19B -21.6M 0.82 3.26 N/A N/A 3,019,576 2,461,872 21,414,064 18,674,096 2009-05-05 $4.74 $4.46 34.3% 10.7% 28.9% 3.6% 38.2% 4.8% 1.1% 105.4M -4.24B -21.6M 0.84 3.26 N/A N/A 2,207,744 1,845,396 21,451,836 18,869,144 2009-05-06 $4.73 $4.46 35.7% 11.6% 25.9% 5.2% 40.0% 4.9% 0.8% 101.3M -4.16B -21.9M 0.67 4.35 N/A N/A 2,914,296 1,937,908 21,689,976 19,220,908 2009-05-07 $4.61 $4.46 36.7% 11.7% 28.4% 6.4% 40.3% 5.8% 0.7% 88.1M -3.37B -22.3M 0.65 3.21 N/A N/A 5,327,420 3,475,780 22,015,868 19,500,012 2009-05-08 $4.61 $4.82 34.3% 11.1% 27.2% 3.6% 39.0% 5.8% 1.1% 75.0M -3.08B -23.4M 0.77 4.89 N/A N/A 3,889,088 2,995,720 22,929,508 20,987,624 2009-05-11 $4.63 $4.82 37.1% 11.2% 27.2% 6.9% 39.2% 5.9% 0.8% 67.0M -3.00B -23.3M 0.55 4.34 N/A N/A 2,665,824 1,473,472 23,083,172 21,053,732 2009-05-12 $4.44 $4.82 38.3% 12.0% 30.7% 8.3% 41.6% 5.7% 0.2% 26.8M -1.77B -22.6M 0.69 3.74 N/A N/A 4,086,880 2,815,988 23,334,360 21,279,972 2009-05-13 $4.27 $4.64 42.0% 12.1% 34.2% 12.7% 41.7% 5.8% 0.2% -3.7M -593.7M -21.4M 0.63 2.11 N/A N/A 4,426,464 2,791,572 23,915,276 21,378,280 2009-05-14 $4.39 $4.64 38.5% 11.0% 33.8% 8.6% 39.4% 5.4% 1.1% 41.7M -1.47B -21.5M 0.80 4.76 N/A N/A 2,872,912 2,302,328 24,292,576 21,415,996 2009-05-15 $4.37 $4.64 39.1% 11.2% 33.4% 9.3% 38.6% 4.8% 0.5% 18.1M -1.34B -21.1M 0.93 4.24 N/A N/A 2,029,972 1,896,888 24,072,972 21,459,368 2009-05-18 $4.52 $4.64 35.7% 10.2% 34.3% 5.2% 35.9% 5.0% 1.3% 30.3M -1.69B -21.4M 0.73 3.97 N/A N/A 1,747,396 1,270,864 19,286,932 15,558,424 2009-05-19 $4.55 $4.64 35.9% 10.3% 34.2% 5.5% 35.8% 4.5% 1.8% 37.2M -1.91B -21.8M 0.65 3.35 N/A N/A 1,780,324 1,160,712 19,745,236 15,749,272 2009-05-20 $4.50 $4.64 35.0% 10.0% 34.5% 4.3% 34.8% 4.4% 2.7% 29.1M -1.60B -21.5M 0.56 4.02 N/A N/A 2,058,084 1,155,952 19,818,932 15,993,180 2009-05-21 $4.43 $4.64 35.3% 10.1% 33.1% 4.7% 35.7% 4.0% 3.7% 30.5M -1.41B -21.6M 0.77 3.90 N/A N/A 2,063,852 1,585,360 20,444,116 16,016,084 2009-05-22 $4.38 $4.64 37.1% 10.6% 33.1% 6.9% 36.4% 4.7% 2.9% 27.5M -1.17B -21.4M 0.90 3.65 N/A N/A 1,401,288 1,261,176 20,829,284 16,260,636 2009-05-26 $4.67 $4.64 38.8% 11.1% 40.6% 8.8% 39.3% 5.5% 1.9% 62.3M -2.72B -22.5M 0.65 4.39 N/A N/A 3,512,376 2,285,444 21,129,780 16,503,088 2009-05-27 $4.75 $4.64 36.9% 10.6% 40.7% 6.6% 38.1% 4.3% 1.6% 74.5M -3.17B -22.8M 0.74 3.31 N/A N/A 3,304,252 2,440,032 21,485,716 16,827,020 2009-05-28 $4.82 $4.64 37.6% 10.8% 40.9% 7.5% 38.3% 4.4% 1.8% 81.6M -3.53B -23.1M 0.54 3.23 N/A N/A 2,446,668 1,331,596 21,621,992 17,242,652 2009-05-29 $4.85 $4.64 37.3% 10.7% 40.9% 7.1% 38.6% 3.9% 1.5% 84.5M -3.65B -23.0M 0.60 5.29 N/A N/A 2,681,308 1,596,616 21,738,892 17,409,756
« Apr 2009 | All History | Jun 2009 » Home AAPL History May 2009