AAPL Options History — August 2013 In August 2013, AAPL traded between $16.23 and $18.13. ATM implied volatility averaged 25.6%, placing in the 35.1% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 0.5% (HV 20d: 25.2%). Max pain ranged from $15.89 to $17.86. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.57.
Notable Days 2013-08-07 : Highest Volume — 31,157,000 contracts2013-08-13 : Largest IV spike — 16.1% change2013-08-19 : Highest IV Rank — 51.0%2013-08-27 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $17.32 $16.23 $18.13 $16.31 $17.40 Max Pain $16.77 $15.89 $17.86 $15.89 $17.50 ATM IV 25.6% 20.2% 30.0% 21.5% 29.4% Expected Move 7.3% 5.8% 8.6% 6.2% 8.5% HV 20d 25.2% 22.6% 29.6% 23.0% 25.9% HV 60d 23.0% 21.0% 24.1% 22.5% 23.8% IV Rank 35.1% 20.6% 51.0% 24.9% 43.1% IV Percentile 29.6% 2.8% 59.9% 4.4% 54.8% Term Structure -0.4% -1.9% 1.4% -0.2% -0.5% VWIV 25.9% 20.5% 30.3% 21.8% 30.1% Skew 25d -0.4% -2.0% 0.9% 0.6% -0.3% Skew 10d -1.4% -4.8% 1.4% 0.8% -1.1% Call IV 25d 26.2% 20.2% 30.5% 21.5% 30.2% Put IV 25d 25.8% 20.9% 30.2% 22.2% 30.0% Bid-Ask Spread % 9.62 3.27 16.86 16.30 4.23 Gamma HHI 0.08 0.05 0.21 0.10 0.07 Net GEX 772.7M -198.0M 1.23B 990.2M 495.8M Net DEX -14.34B -25.28B 382.3M -6.85B -9.79B Net VEX -173.5M -189.1M -150.5M -150.5M -181.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.57 0.14 0.73 0.71 0.68 Total Volume 14,731,334.545 8,014,776 31,157,000 8,014,776 12,431,496 Total OI 74,307,895.455 69,431,124 80,070,340 72,319,212 78,730,764
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 2013-08-01 $16.31 $15.89 21.5% 6.2% 23.0% 24.9% 21.8% 0.6% -0.2% 990.2M -6.85B -150.5M 0.71 16.30 N/A N/A 4,689,244 3,325,532 44,905,980 27,413,232 2013-08-02 $16.52 $15.89 21.4% 6.2% 22.7% 24.6% 21.8% 0.3% -0.1% 827.9M -10.61B -155.3M 0.64 11.88 N/A N/A 7,538,384 4,816,168 45,221,372 27,813,632 2013-08-05 $16.77 $16.25 22.7% 6.5% 22.6% 29.0% 22.9% 0.1% -0.1% 857.3M -11.39B -154.9M 0.51 11.50 N/A N/A 8,504,524 4,364,052 43,447,432 26,364,940 2013-08-06 $16.62 $16.25 21.9% 6.3% 22.8% 26.4% 22.3% 0.2% -0.0% 812.6M -9.20B -154.5M 0.53 16.27 N/A N/A 7,342,972 3,881,836 44,813,020 27,259,400 2013-08-07 $16.61 $16.25 21.4% 6.1% 22.6% 24.7% 21.7% 0.4% 0.0% 774.0M -9.19B -157.5M 0.14 10.88 N/A N/A 27,361,684 3,795,316 45,321,864 27,929,468 2013-08-08 $16.46 $16.25 20.8% 6.0% 22.8% 22.5% 21.1% 0.9% 0.3% 443.8M -3.14B -158.2M 0.73 12.60 N/A N/A 4,796,540 3,512,012 43,391,376 28,605,976 2013-08-09 $16.23 $16.25 20.2% 5.8% 23.6% 20.6% 20.5% 0.7% 0.5% -198.0M 382.3M -153.4M 0.64 15.06 N/A N/A 6,911,100 4,408,348 43,681,092 28,695,716 2013-08-12 $16.69 $16.43 21.4% 6.1% 25.2% 24.6% 21.6% 0.3% 1.4% 871.2M -7.59B -160.6M 0.51 14.12 N/A N/A 8,917,328 4,556,216 42,412,356 27,018,768 2013-08-13 $17.48 $16.43 24.8% 7.1% 29.3% 36.0% 25.2% -2.0% 0.5% 1.03B -19.84B -169.8M 0.45 16.86 N/A N/A 21,394,352 9,634,632 44,118,284 28,057,512 2013-08-14 $17.80 $16.79 26.0% 7.5% 29.4% 39.9% 26.3% -1.6% 0.7% 1.12B -24.08B -176.6M 0.50 4.53 N/A N/A 19,607,644 9,816,324 46,062,408 29,775,984 2013-08-15 $17.78 $0.00 27.4% 7.9% 29.6% 44.7% 27.8% -1.5% -0.6% 1.11B -22.41B -183.1M 0.54 13.75 N/A N/A 11,455,528 6,242,684 47,680,248 30,870,224 2013-08-16 $17.94 $17.68 28.0% 8.1% 28.3% 46.4% 28.6% -1.5% -0.9% 1.23B -25.28B -185.1M 0.58 7.36 N/A N/A 9,894,192 5,749,408 48,612,648 31,457,692 2013-08-19 $18.13 $16.61 29.3% 8.3% 28.2% 51.0% 29.3% -1.2% -1.9% 954.7M -23.18B -185.3M 0.57 6.34 N/A N/A 11,493,104 6,608,028 44,426,088 25,825,156 2013-08-20 $17.90 $16.61 28.9% 8.2% 27.8% 41.3% 29.2% -1.5% -1.5% 807.3M -19.39B -187.9M 0.54 7.20 N/A N/A 7,913,052 4,263,728 46,256,448 27,284,908 2013-08-21 $17.94 $16.79 28.2% 8.1% 23.2% 38.6% 28.5% -1.0% -1.3% 833.9M -19.75B -189.1M 0.69 8.39 N/A N/A 6,685,896 4,583,124 47,249,832 28,061,208 2013-08-22 $17.96 $16.79 27.7% 8.0% 22.9% 36.7% 27.9% -1.1% -0.1% 870.1M -20.16B -187.9M 0.51 7.89 N/A N/A 5,871,992 2,978,304 47,953,276 28,718,228 2013-08-23 $17.89 $16.79 27.1% 7.8% 23.2% 34.0% 27.4% -0.8% 0.0% 664.1M -19.16B -186.6M 0.58 6.60 N/A N/A 6,715,604 3,909,724 48,569,696 28,878,584 2013-08-26 $17.96 $17.86 27.6% 7.9% 23.0% 36.1% 27.9% -0.7% -1.0% 875.9M -19.02B -185.5M 0.51 7.84 N/A N/A 7,365,484 3,757,768 45,998,624 26,700,576 2013-08-27 $17.45 $17.86 30.0% 8.6% 25.9% 45.4% 30.3% -0.3% -1.7% 523.4M -10.95B -183.8M 0.59 4.87 N/A N/A 10,568,488 6,205,584 47,148,752 27,570,200 2013-08-28 $17.53 $17.50 29.3% 8.4% 25.8% 42.5% 29.5% 0.3% -1.5% 597.8M -12.37B -185.4M 0.67 3.27 N/A N/A 6,924,036 4,637,108 48,465,956 28,162,876 2013-08-29 $17.56 $17.50 28.6% 8.2% 25.8% 40.1% 29.1% 0.2% -0.5% 521.0M -12.59B -183.9M 0.64 3.94 N/A N/A 5,296,004 3,364,816 49,027,412 28,814,492 2013-08-30 $17.40 $17.50 29.4% 8.5% 25.9% 43.1% 30.1% -0.3% -0.5% 495.8M -9.79B -181.8M 0.68 4.23 N/A N/A 7,415,072 5,016,424 49,590,184 29,140,580
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