AAPL Options History — April 2013 In April 2013, AAPL traded between $13.95 and $15.81. ATM implied volatility averaged 36.9%, placing in the 70.9% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 9.3% (HV 20d: 27.7%). Max pain ranged from $13.57 to $16.07. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.76.
Notable Days 2013-04-17 : Highest Volume — 28,488,012 contracts2013-04-24 : Largest IV drop — 33.6% change2013-04-17 : Highest IV Rank — 92.6%2013-04-18 : Largest Expected Move — 12.6%Monthly Statistics Metric Avg Min Max Open Close Price $14.99 $13.95 $15.81 $15.32 $15.81 Max Pain $15.15 $13.57 $16.07 $15.71 $15.00 ATM IV 36.9% 24.9% 44.1% 38.9% 26.9% Expected Move 10.6% 7.2% 12.6% 11.0% 7.7% HV 20d 27.7% 22.1% 33.7% 28.3% 33.7% HV 60d 35.1% 27.6% 38.9% 38.9% 29.4% IV Rank 70.9% 36.3% 92.6% 76.4% 42.7% IV Percentile 75.7% 19.4% 98.4% 86.9% 31.0% Term Structure -3.2% -7.9% -0.3% -2.9% -0.4% VWIV 37.1% 25.5% 43.7% 38.9% 27.3% Skew 25d 1.4% 0.4% 2.4% 0.5% 1.6% Skew 10d 2.4% -0.2% 3.8% 1.0% 2.6% Call IV 25d 36.4% 24.6% 42.7% 38.5% 26.5% Put IV 25d 37.8% 26.1% 44.5% 39.0% 28.2% Bid-Ask Spread % 7.22 3.27 13.88 3.27 9.77 Gamma HHI 0.06 0.03 0.23 0.04 0.06 Net GEX 28.3M -324.8M 604.5M -48.7M 604.5M Net DEX 11.91B 1.04B 20.40B 12.39B 1.04B Net VEX -143.2M -165.6M -124.5M -149.4M -165.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.58 0.93 0.77 0.58 Total Volume 15,251,379.818 7,778,456 28,488,012 12,755,120 20,298,460 Total OI 83,685,780.182 70,454,328 92,160,180 79,982,196 83,906,592
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 2013-04-01 $15.32 $15.71 38.9% 11.0% 28.3% 76.4% 38.9% 0.5% -2.9% -48.7M 12.39B -149.4M 0.77 3.27 N/A N/A 7,224,308 5,530,812 50,622,544 29,359,652 2013-04-02 $15.35 $15.54 38.4% 10.9% 26.8% 74.9% 38.4% 1.1% -2.8% -30.5M 12.01B -150.6M 0.93 6.65 N/A N/A 6,700,792 6,215,748 52,343,620 30,130,324 2013-04-03 $15.43 $15.54 38.5% 11.0% 25.2% 75.2% 38.6% 1.3% -2.9% 9.9M 10.95B -152.4M 0.91 7.02 N/A N/A 5,595,044 5,111,708 53,416,944 30,715,524 2013-04-04 $15.28 $15.54 39.0% 11.2% 25.0% 76.9% 39.3% 1.4% -3.4% -139.7M 12.68B -149.8M 0.79 4.19 N/A N/A 5,763,688 4,543,252 54,210,548 31,247,272 2013-04-05 $15.11 $15.54 40.1% 11.5% 24.9% 80.3% 40.2% 1.4% -2.9% -231.0M 14.17B -148.5M 0.83 4.29 N/A N/A 8,509,732 7,027,664 55,179,264 31,889,592 2013-04-08 $15.22 $15.54 40.7% 11.7% 25.1% 81.9% 40.8% 1.2% -3.5% 21.4M 11.56B -149.6M 0.81 5.76 N/A N/A 4,640,664 3,737,216 52,738,588 30,149,252 2013-04-09 $15.25 $15.54 39.5% 11.3% 24.5% 78.4% 39.7% 1.5% -3.7% 30.4M 11.92B -148.0M 0.69 4.83 N/A N/A 4,600,904 3,177,552 53,778,004 31,022,824 2013-04-10 $15.56 $15.54 38.9% 11.2% 24.3% 76.6% 39.0% 1.6% -3.7% 338.7M 7.70B -155.6M 0.65 6.75 N/A N/A 7,312,116 4,737,796 54,589,444 31,360,616 2013-04-11 $15.51 $0.00 37.1% 10.8% 24.4% 71.1% 38.2% 1.3% -2.9% 270.3M 8.44B -153.6M 0.70 3.47 N/A N/A 6,320,832 4,402,636 54,968,844 31,879,344 2013-04-12 $15.35 $15.36 36.7% 10.8% 24.4% 69.8% 37.6% 0.4% -2.7% -324.3M 11.07B -150.0M 0.72 4.37 N/A N/A 6,859,636 4,964,064 55,659,128 32,228,532 2013-04-15 $14.99 $16.07 39.5% 11.0% 23.8% 78.4% 38.7% 0.6% -5.8% -113.6M 13.68B -143.9M 0.76 11.81 N/A N/A 5,302,864 4,048,436 53,152,764 30,614,500 2013-04-16 $15.22 $16.07 37.1% 10.5% 22.1% 71.1% 36.5% 1.4% -5.8% 28.7M 11.62B -145.5M 0.86 6.24 N/A N/A 5,185,292 4,466,952 54,328,064 31,108,756 2013-04-17 $14.39 $16.07 44.1% 12.5% 29.1% 92.6% 43.7% 1.9% -7.9% -282.7M 18.18B -133.0M 0.93 8.15 N/A N/A 14,775,236 13,712,776 54,838,336 31,335,052 2013-04-18 $14.00 $15.89 43.8% 12.6% 30.0% 91.5% 43.7% 1.8% -1.7% -257.2M 20.40B -125.5M 0.83 9.28 N/A N/A 12,407,500 10,360,000 57,334,788 32,345,320 2013-04-19 $13.95 $15.71 42.4% 12.3% 29.9% 87.1% 42.5% 2.0% -2.2% -324.8M 20.27B -124.5M 0.85 6.23 N/A N/A 12,674,508 10,735,648 59,340,904 32,819,276 2013-04-22 $14.24 $13.57 41.4% 11.7% 29.9% 84.3% 41.2% 2.4% -5.7% 3.5M 13.85B -126.3M 0.62 5.05 N/A N/A 6,848,492 4,279,128 43,680,980 26,773,348 2013-04-23 $14.50 $13.57 42.7% 12.1% 31.1% 88.1% 42.2% 1.3% -7.2% 92.9M 11.33B -134.3M 0.71 13.88 N/A N/A 11,370,604 8,038,464 45,855,572 27,984,824 2013-04-24 $14.48 $13.93 28.3% 8.1% 31.2% 44.0% 28.9% 1.8% -0.9% 71.4M 12.53B -129.6M 0.68 9.16 N/A N/A 15,464,484 10,446,996 49,326,480 31,079,272 2013-04-25 $14.58 $13.93 26.5% 7.6% 31.1% 38.3% 27.2% 1.6% -0.3% 240.2M 11.67B -131.8M 0.73 8.76 N/A N/A 6,844,236 5,020,540 50,998,192 32,060,728 2013-04-26 $14.90 $13.93 24.9% 7.2% 31.8% 36.3% 25.5% 1.6% -0.4% 266.7M 8.67B -131.5M 0.80 11.18 N/A N/A 12,678,512 10,129,532 51,366,504 32,621,652 2013-04-29 $15.36 $14.64 27.4% 7.8% 32.1% 44.6% 27.5% 1.4% -1.0% 396.7M 5.94B -152.0M 0.66 8.72 N/A N/A 10,529,904 6,935,628 49,147,252 31,578,148 2013-04-30 $15.81 $15.00 26.9% 7.7% 33.7% 42.7% 27.3% 1.6% -0.4% 604.5M 1.04B -165.6M 0.58 9.77 N/A N/A 12,848,808 7,449,652 50,715,336 33,191,256
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