AAPL Options History — October 2013 In October 2013, AAPL traded between $17.23 and $18.99. ATM implied volatility averaged 31.7%, placing in the 48.0% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 7.0% (HV 20d: 24.7%). Max pain ranged from $16.07 to $17.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.55.
Notable Days 2013-10-29 : Highest Volume — 24,721,424 contracts2013-10-29 : Largest IV drop — 24.1% change2013-10-09 : Highest IV Rank — 66.7%2013-10-09 : Largest Expected Move — 9.0%Monthly Statistics Metric Avg Min Max Open Close Price $18.03 $17.23 $18.99 $17.45 $18.67 Max Pain $17.28 $16.07 $17.50 $16.07 $17.50 ATM IV 31.7% 24.3% 36.2% 32.5% 24.3% Expected Move 8.8% 8.6% 9.0% 8.9% 8.6% HV 20d 24.7% 15.4% 36.9% 36.9% 17.1% HV 60d 27.8% 26.5% 28.8% 28.8% 27.4% IV Rank 48.0% 17.0% 66.7% 51.6% 17.0% IV Percentile 61.6% 7.1% 79.4% 70.6% 7.1% Term Structure -2.3% -4.5% 0.1% -1.8% 0.1% VWIV 30.8% 30.2% 31.3% 31.1% 30.2% Skew 25d 0.1% -0.8% 1.1% -0.8% 0.3% Skew 10d -0.9% -2.7% 0.9% -1.8% -0.1% Call IV 25d 31.9% 24.2% 36.3% 33.3% 24.2% Put IV 25d 32.0% 24.6% 36.6% 32.4% 24.6% Bid-Ask Spread % 2.63 1.85 5.54 2.29 2.60 Gamma HHI 0.10 0.06 0.28 0.08 0.08 Net GEX 1.11B 670.7M 1.88B 979.5M 1.15B Net DEX -18.29B -29.85B -8.98B -13.20B -20.36B Net VEX -166.6M -175.7M -158.9M -171.7M -163.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.40 0.69 0.57 0.62 Total Volume 12,796,176.522 7,840,224 24,721,424 11,060,924 9,420,992 Total OI 79,339,901.565 68,131,056 83,918,212 77,893,256 83,039,936
Daily Data (23 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 2013-10-01 $17.45 $16.07 32.5% 8.9% 36.9% 51.6% 31.1% -0.8% -1.8% 979.5M -13.20B -171.7M 0.57 2.29 N/A N/A 7,022,680 4,038,244 49,701,344 28,191,912 2013-10-02 $17.48 $16.79 31.8% 8.9% 36.1% 48.5% 31.1% -0.7% -1.9% 1.08B -13.72B -169.7M 0.55 1.85 N/A N/A 6,352,836 3,480,764 50,599,304 28,804,916 2013-10-03 $17.26 $16.79 32.3% 8.9% 36.3% 50.7% 30.8% -0.4% -1.9% 702.5M -9.65B -167.1M 0.52 2.35 N/A N/A 7,337,540 3,791,704 51,250,640 29,309,728 2013-10-04 $17.25 $16.79 32.0% 8.9% 36.2% 49.4% 31.0% -0.2% -2.0% 746.7M -9.44B -165.1M 0.62 1.95 N/A N/A 7,019,712 4,372,480 51,869,188 29,724,576 2013-10-07 $17.39 $16.79 33.6% 8.9% 35.8% 55.9% 31.3% -0.0% -2.4% 853.1M -12.30B -165.9M 0.53 2.20 N/A N/A 6,210,092 3,277,036 49,737,464 28,603,652 2013-10-08 $17.23 $16.79 35.8% 9.0% 35.0% 65.0% 31.2% -0.0% -2.9% 670.7M -8.98B -165.2M 0.59 2.03 N/A N/A 5,959,044 3,507,952 50,677,844 29,199,520 2013-10-09 $17.38 $17.50 36.2% 9.0% 28.5% 66.7% 31.3% 0.3% -3.2% 875.1M -11.64B -168.2M 0.60 2.29 N/A N/A 5,982,480 3,580,052 51,499,924 29,886,892 2013-10-10 $17.48 $17.50 33.5% 9.0% 28.4% 55.7% 31.2% 0.5% -1.8% 1.13B -13.85B -168.3M 0.61 2.40 N/A N/A 7,108,500 4,321,464 52,263,792 30,455,012 2013-10-11 $17.61 $17.50 32.3% 8.9% 27.6% 50.4% 31.3% 0.6% -1.7% 982.7M -15.65B -167.0M 0.55 2.11 N/A N/A 8,291,640 4,589,620 52,993,220 30,924,992 2013-10-14 $17.72 $17.50 31.3% 8.8% 24.3% 46.6% 30.9% 0.4% -3.3% 1.14B -16.61B -163.3M 0.58 2.16 N/A N/A 5,708,416 3,291,288 51,085,860 29,434,860 2013-10-15 $17.84 $17.50 30.7% 8.8% 24.1% 44.1% 31.1% 0.7% -3.1% 1.28B -18.07B -160.7M 0.69 2.03 N/A N/A 6,829,144 4,735,388 51,661,484 29,974,644 2013-10-16 $17.86 $17.50 30.2% 8.8% 23.4% 41.7% 30.7% 1.1% -3.5% 1.32B -18.72B -161.1M 0.56 3.18 N/A N/A 5,040,028 2,800,196 52,263,456 30,882,460 2013-10-17 $18.04 $17.50 29.2% 8.7% 23.1% 37.4% 30.4% 1.0% -0.7% 1.65B -21.72B -159.8M 0.58 1.99 N/A N/A 6,243,384 3,591,084 52,078,404 30,589,272 2013-10-18 $18.18 $17.50 31.2% 8.7% 22.6% 45.9% 30.3% 0.5% -1.2% 1.88B -24.29B -158.9M 0.47 2.27 N/A N/A 9,380,420 4,454,268 52,341,072 30,939,356 2013-10-21 $18.63 $17.50 32.6% 8.7% 17.3% 51.7% 30.4% -0.5% -3.8% 1.02B -23.46B -162.7M 0.47 2.47 N/A N/A 12,057,780 5,663,364 43,614,452 24,516,604 2013-10-22 $18.58 $17.50 33.8% 8.8% 17.3% 56.6% 30.8% -0.7% -4.4% 1.03B -22.70B -168.8M 0.58 3.12 N/A N/A 12,506,732 7,200,564 45,601,080 25,945,304 2013-10-23 $18.76 $17.50 33.4% 8.8% 16.0% 55.2% 30.8% -0.4% -4.5% 1.19B -25.60B -174.1M 0.47 3.13 N/A N/A 6,947,668 3,242,568 47,601,540 27,451,928 2013-10-24 $18.99 $17.50 32.6% 8.7% 16.1% 51.8% 30.6% -0.2% -2.1% 1.49B -29.85B -172.5M 0.46 2.80 N/A N/A 10,644,200 4,920,692 48,469,960 27,516,776 2013-10-25 $18.78 $17.50 35.1% 8.8% 16.5% 62.1% 30.9% -0.4% -2.6% 1.13B -25.63B -175.7M 0.40 3.45 N/A N/A 12,356,708 4,955,720 49,356,188 28,328,020 2013-10-28 $18.92 $17.50 33.9% 8.7% 15.4% 57.3% 30.5% 0.5% -3.5% 1.07B -25.64B -172.3M 0.54 5.54 N/A N/A 12,583,088 6,822,004 47,703,208 26,352,172 2013-10-29 $18.45 $17.50 25.8% 8.7% 17.2% 23.3% 30.5% 0.1% 0.0% 976.7M -17.56B -165.3M 0.61 4.03 N/A N/A 15,339,772 9,381,652 51,103,500 29,126,860 2013-10-30 $18.75 $17.50 24.9% 8.7% 17.8% 19.8% 30.2% 0.4% 0.1% 1.18B -21.97B -165.1M 0.58 2.22 N/A N/A 7,568,260 4,382,840 52,022,432 30,122,988 2013-10-31 $18.67 $17.50 24.3% 8.6% 17.1% 17.0% 30.2% 0.3% 0.1% 1.15B -20.36B -163.2M 0.62 2.60 N/A N/A 5,809,944 3,611,048 52,635,128 30,404,808
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