AAPL Options History — January 2014 In January 2014, AAPL traded between $17.85 and $19.91. ATM implied volatility averaged 30.8%, placing in the 46.4% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 6.6% (HV 20d: 24.2%). Max pain ranged from $18.57 to $18.57. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.63.
Notable Days 2014-01-28 : Highest Volume — 26,128,928 contracts2014-01-28 : Largest IV drop — 26.1% change2014-01-03 : Highest IV Rank — 61.5%2014-01-06 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $19.19 $17.85 $19.91 $19.75 $17.88 Max Pain $18.57 $18.57 $18.57 $18.57 $18.57 ATM IV 30.8% 22.6% 34.6% 33.1% 22.6% Expected Move 8.0% 7.3% 8.4% 8.4% 7.3% HV 20d 24.2% 19.2% 36.2% 19.2% 35.7% HV 60d 21.2% 19.0% 26.4% 19.0% 26.3% IV Rank 46.4% 13.3% 61.5% 55.5% 13.3% IV Percentile 67.6% 12.3% 86.9% 82.1% 12.3% Term Structure -2.1% -4.2% 0.2% -0.8% -0.0% VWIV 27.9% 25.6% 29.4% 29.4% 25.6% Skew 25d 0.9% 0.0% 2.0% 0.4% 0.4% Skew 10d 0.2% -1.3% 1.7% -0.3% 0.4% Call IV 25d 30.4% 22.7% 34.9% 33.2% 22.7% Put IV 25d 31.2% 23.1% 34.9% 33.6% 23.1% Bid-Ask Spread % 6.72 4.33 12.45 5.01 6.80 Gamma HHI 0.08 0.04 0.17 0.06 0.17 Net GEX 602.2M -282.9M 1.82B 710.1M -282.9M Net DEX -12.24B -29.20B 6.66B -21.04B 6.66B Net VEX -139.4M -147.1M -121.1M -146.1M -133.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.52 0.80 0.58 0.79 Total Volume 14,876,893.333 7,782,208 26,128,928 9,607,780 19,500,376 Total OI 66,896,757.333 46,937,548 81,036,508 74,105,192 63,143,416
Daily Data (21 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 2014-01-02 $19.75 $18.57 33.1% 8.4% 19.2% 55.5% 29.4% 0.4% -0.8% 710.1M -21.04B -146.1M 0.58 5.01 N/A N/A 6,071,492 3,536,288 45,629,864 28,475,328 2014-01-03 $19.32 $18.57 34.6% 8.4% 20.6% 61.5% 29.4% 0.0% -1.1% 160.9M -12.99B -144.1M 0.73 4.33 N/A N/A 11,784,472 8,574,468 46,752,916 29,265,404 2014-01-06 $19.43 $18.57 33.9% 8.4% 20.6% 58.7% 29.4% 0.7% -2.7% 723.6M -17.23B -142.6M 0.60 5.99 N/A N/A 8,032,416 4,820,536 45,005,884 27,954,248 2014-01-07 $19.29 $18.57 33.3% 8.3% 20.3% 56.6% 29.0% 0.7% -2.9% 687.4M -15.31B -141.6M 0.53 5.14 N/A N/A 6,775,076 3,602,844 46,669,644 28,965,272 2014-01-08 $19.41 $18.57 32.7% 8.2% 19.9% 54.1% 28.6% 0.7% -3.1% 901.6M -17.19B -139.9M 0.59 6.44 N/A N/A 4,897,256 2,884,952 47,417,636 29,451,856 2014-01-09 $19.16 $18.57 32.9% 8.0% 20.3% 54.8% 28.0% 0.7% -3.0% 508.0M -12.65B -139.3M 0.57 4.89 N/A N/A 8,564,584 4,871,356 48,031,900 29,800,960 2014-01-10 $19.03 $18.57 32.8% 8.0% 20.2% 54.3% 28.1% 0.9% -3.4% 182.3M -10.32B -136.4M 0.74 5.47 N/A N/A 9,299,556 6,836,676 49,083,076 30,262,036 2014-01-13 $19.13 $18.57 33.8% 7.9% 20.4% 58.5% 27.6% 0.9% -4.2% 626.3M -13.72B -135.9M 0.65 9.74 N/A N/A 7,826,364 5,071,892 46,421,144 28,897,652 2014-01-14 $19.51 $18.57 32.5% 7.9% 21.6% 53.3% 27.5% 0.9% -3.9% 1.24B -20.64B -138.5M 0.59 6.91 N/A N/A 6,771,352 4,006,296 47,950,532 29,673,476 2014-01-15 $19.91 $18.57 32.5% 7.9% 22.7% 53.0% 27.7% 0.9% -3.9% 1.82B -29.20B -141.7M 0.59 6.65 N/A N/A 11,264,344 6,696,368 48,603,016 29,677,788 2014-01-16 $19.79 $18.57 31.1% 8.0% 22.7% 47.7% 27.8% 1.1% -2.0% 1.48B -25.57B -143.7M 0.60 6.27 N/A N/A 6,873,608 4,143,636 49,340,032 30,490,124 2014-01-17 $19.31 $18.57 33.5% 8.1% 24.2% 57.1% 28.4% 1.4% -2.0% 104.9M -14.31B -141.7M 0.61 6.75 N/A N/A 13,969,928 8,476,860 50,032,360 31,004,148 2014-01-21 $19.61 $18.57 31.1% 8.0% 24.6% 47.8% 28.0% 1.5% -2.8% 800.1M -13.51B -143.4M 0.57 6.68 N/A N/A 6,779,724 3,838,856 29,641,780 17,295,768 2014-01-22 $19.70 $18.57 30.8% 8.0% 24.4% 46.2% 27.8% 1.1% -3.1% 1.06B -15.08B -145.4M 0.61 5.51 N/A N/A 8,204,364 4,986,884 31,203,900 18,119,780 2014-01-23 $19.86 $18.57 30.4% 7.9% 20.4% 44.9% 27.6% 1.2% -0.6% 1.35B -17.15B -146.8M 0.57 5.19 N/A N/A 9,447,816 5,384,260 31,882,396 19,080,880 2014-01-24 $19.50 $18.57 32.8% 8.0% 21.2% 54.4% 28.0% 1.1% -1.0% 386.0M -11.48B -147.1M 0.66 6.42 N/A N/A 10,328,416 6,823,432 32,624,032 19,758,816 2014-01-27 $19.66 $18.57 32.0% 7.9% 21.4% 51.4% 27.6% 2.0% -3.2% 698.8M -13.63B -146.4M 0.52 9.96 N/A N/A 9,264,556 4,794,552 30,314,844 17,893,652 2014-01-28 $18.09 $18.57 23.7% 7.7% 36.2% 17.8% 27.0% 0.5% -0.3% -181.8M 4.77B -121.1M 0.64 6.87 N/A N/A 15,930,768 10,198,160 32,945,976 19,528,124 2014-01-29 $17.88 $18.57 23.2% 7.5% 36.2% 15.8% 26.4% 0.4% -0.3% -184.3M 6.20B -125.5M 0.70 7.68 N/A N/A 9,061,276 6,321,868 35,399,756 21,642,880 2014-01-30 $17.85 $18.57 23.9% 7.5% 35.7% 18.6% 26.1% 0.4% 0.2% -147.5M 6.33B -128.2M 0.80 12.45 N/A N/A 8,841,280 7,055,552 37,127,804 22,371,804 2014-01-31 $17.88 $18.57 22.6% 7.3% 35.7% 13.3% 25.6% 0.4% -0.0% -282.9M 6.66B -133.0M 0.79 6.80 N/A N/A 10,910,648 8,589,728 39,080,132 24,063,284
« Dec 2013 | All History | Feb 2014 » Home AAPL History January 2014