AAPL Options History — June 2009 In June 2009, AAPL traded between $4.79 and $5.17. ATM implied volatility averaged 36.4%, placing in the 6.4% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 4.1% (HV 20d: 32.3%). Max pain ranged from $3.93 to $4.64. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 0.77.
Notable Days 2009-06-10 : Highest Volume — 9,039,436 contracts2009-06-11 : Largest IV spike — 12.6% change2009-06-18 : Highest IV Rank — 10.4%2009-06-05 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $4.98 $4.79 $5.17 $4.98 $5.09 Max Pain $4.41 $3.93 $4.64 $4.64 $4.64 ATM IV 36.4% 29.5% 40.1% 38.4% 31.3% Expected Move 10.6% 8.4% 11.7% 11.0% 9.0% HV 20d 32.3% 23.5% 41.6% 41.6% 23.9% HV 60d 34.5% 31.4% 39.9% 39.9% 31.4% IV Rank 6.4% 0.0% 10.4% 8.4% 2.1% IV Percentile 14.3% 0.0% 27.4% 19.0% 0.4% Term Structure 3.5% 0.9% 6.2% 0.9% 6.0% VWIV 37.6% 29.8% 41.5% 39.7% 31.6% Skew 25d 3.5% 2.3% 5.0% 3.9% 2.3% Skew 10d 7.4% 5.0% 10.3% 7.8% 5.0% Call IV 25d 35.9% 27.8% 39.9% 37.4% 30.2% Put IV 25d 39.4% 31.2% 43.3% 41.3% 32.5% Bid-Ask Spread % 2.95 1.56 4.15 3.25 1.56 Gamma HHI 0.14 0.08 0.54 0.13 0.13 Net GEX 81.8M 33.7M 218.4M 103.9M 80.1M Net DEX -3.92B -5.57B -2.29B -4.54B -3.90B Net VEX -23.4M -24.5M -22.0M -23.6M -23.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.50 1.09 0.55 0.95 Total Volume 5,569,174.545 3,153,976 9,039,436 5,794,852 3,287,284 Total OI 43,455,353.455 36,494,472 49,080,472 40,135,368 41,597,332
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 2009-06-01 $4.98 $4.64 38.4% 11.0% 41.6% 8.4% 39.7% 3.9% 0.9% 103.9M -4.54B -23.6M 0.55 3.25 N/A N/A 3,741,276 2,053,576 22,396,472 17,738,896 2009-06-02 $4.98 $4.64 38.5% 11.0% 39.7% 8.5% 39.5% 3.1% 0.9% 99.0M -4.47B -23.8M 0.54 2.88 N/A N/A 3,013,836 1,627,976 22,436,988 18,200,784 2009-06-03 $5.03 $4.64 38.6% 11.1% 39.8% 8.6% 39.8% 2.9% 2.0% 107.5M -4.82B -23.9M 0.73 3.65 N/A N/A 3,555,580 2,601,984 22,680,280 18,393,788 2009-06-04 $5.13 $4.64 38.2% 11.0% 40.2% 8.2% 39.5% 2.7% 1.0% 119.7M -5.45B -24.0M 0.52 3.61 N/A N/A 4,447,744 2,296,140 23,094,792 19,156,788 2009-06-05 $5.17 $3.93 39.9% 11.7% 38.6% 10.2% 41.5% 3.4% 1.7% 110.2M -5.57B -24.5M 0.73 3.39 N/A N/A 5,188,260 3,782,884 23,134,776 19,816,692 2009-06-08 $5.14 $4.11 37.5% 11.4% 38.8% 7.4% 41.0% 3.3% 2.3% 107.8M -5.22B -23.9M 0.90 4.15 N/A N/A 3,795,960 3,421,740 23,771,356 20,144,096 2009-06-09 $5.10 $4.11 34.6% 10.7% 39.0% 3.9% 38.6% 3.7% 2.8% 111.1M -5.01B -23.4M 0.72 3.17 N/A N/A 3,679,368 2,659,300 24,362,548 20,783,168 2009-06-10 $5.01 $4.11 33.2% 10.9% 36.2% 2.2% 38.5% 3.3% 3.3% 92.5M -4.28B -23.9M 0.62 3.81 N/A N/A 5,579,084 3,460,352 24,892,504 21,004,844 2009-06-11 $5.00 $4.29 37.4% 10.7% 32.0% 7.3% 38.0% 3.4% 3.6% 92.2M -4.22B -24.2M 0.80 4.10 N/A N/A 3,052,924 2,450,364 25,617,340 21,219,408 2009-06-12 $4.89 $4.29 38.3% 11.0% 32.7% 8.3% 38.6% 2.7% 3.3% 48.9M -3.29B -24.1M 0.68 2.91 N/A N/A 3,264,380 2,212,840 25,948,048 21,887,516 2009-06-15 $4.86 $4.29 39.2% 11.2% 32.8% 9.4% 39.2% 3.4% 2.9% 36.6M -3.07B -23.5M 0.50 3.61 N/A N/A 2,902,200 1,442,196 26,260,444 21,987,672 2009-06-16 $4.87 $4.29 38.6% 11.1% 31.0% 8.7% 38.8% 3.5% 3.8% 49.6M -3.25B -23.3M 0.85 2.57 N/A N/A 2,953,972 2,521,428 26,605,376 21,675,136 2009-06-17 $4.84 $4.29 39.8% 11.4% 31.1% 10.1% 40.1% 4.6% 2.7% 50.8M -3.08B -23.2M 1.06 2.84 N/A N/A 3,571,176 3,774,484 26,630,996 21,770,896 2009-06-18 $4.85 $4.46 40.1% 11.5% 30.6% 10.4% 40.0% 4.6% 2.7% 46.6M -3.12B -23.4M 0.88 2.30 N/A N/A 3,015,208 2,649,640 26,547,808 22,373,960 2009-06-19 $4.98 $4.46 36.1% 10.4% 30.8% 5.7% 37.3% 4.4% 4.8% 218.4M -4.06B -23.2M 0.70 2.99 N/A N/A 3,391,780 2,366,224 26,674,928 22,405,544 2009-06-22 $4.91 $4.46 38.6% 11.1% 31.0% 8.7% 39.1% 5.0% 4.1% 45.0M -2.88B -23.2M 0.96 2.69 N/A N/A 2,393,356 2,300,704 20,147,652 16,346,820 2009-06-23 $4.79 $4.46 35.9% 10.3% 23.6% 5.4% 38.2% 4.6% 5.4% 33.7M -2.29B -22.6M 1.09 2.58 N/A N/A 2,719,668 2,971,444 20,751,948 17,025,624 2009-06-24 $4.86 $4.46 34.1% 9.8% 23.5% 3.3% 34.4% 3.5% 5.7% 41.6M -2.73B -23.3M 0.68 2.61 N/A N/A 1,882,272 1,271,704 21,237,916 18,337,648 2009-06-25 $5.00 $4.46 32.1% 9.2% 24.7% 0.9% 33.0% 3.6% 5.9% 59.7M -3.40B -23.4M 0.78 2.48 N/A N/A 2,109,576 1,636,600 21,417,648 18,555,096 2009-06-26 $5.09 $4.64 29.5% 8.4% 25.4% 0.0% 29.8% 3.4% 6.2% 74.1M -3.84B -22.3M 0.76 2.01 N/A N/A 1,804,544 1,373,176 21,452,088 18,780,020 2009-06-29 $5.07 $4.64 31.8% 9.1% 23.9% 2.7% 32.2% 2.9% 5.6% 70.6M -3.76B -22.0M 0.97 1.78 N/A N/A 2,182,768 2,114,868 21,658,700 19,095,440 2009-06-30 $5.09 $4.64 31.3% 9.0% 23.9% 2.1% 31.6% 2.3% 6.0% 80.1M -3.90B -23.2M 0.95 1.56 N/A N/A 1,682,352 1,604,932 22,182,608 19,414,724
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