AAPL Options History — February 2014 In February 2014, AAPL traded between $17.91 and $19.50. ATM implied volatility averaged 20.9%, placing in the 6.6% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded below realized volatility by 11.5% (HV 20d: 32.4%). Max pain ranged from $18.57 to $18.57. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 0.68.
Notable Days 2014-02-05 : Highest Volume — 19,852,336 contracts2014-02-04 : Largest IV drop — 8.7% change2014-02-03 : Highest IV Rank — 20.4%2014-02-07 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $18.81 $17.91 $19.50 $17.91 $18.79 Max Pain $18.57 $18.57 $18.57 $18.57 $18.57 ATM IV 20.9% 19.8% 24.3% 24.3% 19.8% Expected Move 7.5% 7.4% 7.6% 7.5% 7.4% HV 20d 32.4% 16.5% 36.7% 35.1% 17.1% HV 60d 26.4% 26.0% 26.7% 26.3% 26.1% IV Rank 6.6% 2.3% 20.4% 20.4% 2.3% IV Percentile 6.5% 1.6% 18.7% 18.7% 1.6% Term Structure 0.4% -0.2% 0.9% -0.1% 0.5% VWIV 26.2% 25.9% 26.6% 26.3% 26.0% Skew 25d 0.7% 0.3% 1.2% 0.6% 0.6% Skew 10d 1.1% 0.6% 2.0% 1.1% 1.0% Call IV 25d 20.7% 19.5% 24.3% 24.3% 19.5% Put IV 25d 21.4% 20.1% 24.9% 24.9% 20.1% Bid-Ask Spread % 6.17 4.21 9.25 7.03 6.42 Gamma HHI 0.07 0.03 0.31 0.03 0.06 Net GEX 729.3M 112.1M 1.52B 184.1M 633.3M Net DEX -5.47B -16.42B 4.04B 4.04B -4.62B Net VEX -154.4M -164.3M -139.7M -139.7M -152.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.68 0.28 0.81 0.67 0.72 Total Volume 12,426,806.737 8,512,756 19,852,336 10,235,764 18,867,016 Total OI 60,031,992.632 53,508,784 64,607,872 56,752,752 59,497,872
Daily Data (19 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 2014-02-03 $17.91 $18.57 24.3% 7.5% 35.1% 20.4% 26.3% 0.6% -0.1% 184.1M 4.04B -139.7M 0.67 7.03 N/A N/A 6,146,784 4,088,980 34,620,572 22,132,180 2014-02-04 $18.17 $18.57 22.2% 7.5% 35.6% 12.0% 26.2% 0.7% 0.5% 394.6M 1.25B -144.2M 0.64 6.59 N/A N/A 6,064,744 3,889,256 36,159,956 22,963,472 2014-02-05 $18.31 $18.57 21.6% 7.5% 35.8% 9.6% 26.4% 0.7% 0.8% 746.4M -712.3M -147.5M 0.28 5.02 N/A N/A 15,537,312 4,315,024 37,317,980 23,782,472 2014-02-06 $18.30 $18.57 21.2% 7.5% 35.6% 7.9% 26.2% 1.2% 0.4% 753.6M 606.2M -149.2M 0.75 5.07 N/A N/A 4,909,100 3,676,680 36,969,100 24,364,060 2014-02-07 $18.56 $18.57 21.7% 7.6% 35.9% 9.8% 26.4% 0.9% 0.9% 1.46B -4.23B -154.0M 0.74 4.92 N/A N/A 9,677,948 7,199,220 37,564,128 24,789,632 2014-02-10 $18.89 $18.57 21.1% 7.5% 36.5% 7.2% 25.9% 1.2% 0.1% 805.4M -7.44B -156.6M 0.67 5.50 N/A N/A 7,190,204 4,838,176 35,457,716 23,009,812 2014-02-11 $19.14 $18.57 21.1% 7.5% 36.7% 7.2% 26.2% 0.9% 0.1% 1.04B -11.30B -161.9M 0.64 6.12 N/A N/A 6,788,684 4,344,900 36,369,984 23,934,204 2014-02-12 $19.14 $18.57 21.2% 7.6% 36.0% 7.7% 26.6% 0.3% -0.2% 1.01B -11.37B -164.2M 0.69 4.81 N/A N/A 6,480,068 4,462,360 37,133,824 24,531,192 2014-02-13 $19.44 $18.57 20.2% 7.5% 35.7% 3.8% 26.3% 0.4% 0.0% 1.52B -16.42B -164.3M 0.81 6.79 N/A N/A 7,479,696 6,061,580 38,007,704 25,275,796 2014-02-14 $19.43 $18.57 20.0% 7.5% 35.7% 3.1% 26.2% 0.6% 0.0% 1.41B -15.36B -164.0M 0.75 6.42 N/A N/A 7,968,996 6,015,212 38,329,928 26,277,944 2014-02-18 $19.50 $18.57 19.9% 7.5% 34.6% 2.5% 26.4% 0.8% 0.6% 1.04B -13.91B -160.7M 0.72 5.04 N/A N/A 6,062,000 4,356,212 36,091,412 24,239,880 2014-02-19 $19.19 $18.57 20.5% 7.5% 34.6% 5.0% 26.2% 0.5% 0.6% 652.6M -8.20B -158.8M 0.64 7.31 N/A N/A 7,244,776 4,647,020 36,789,340 25,073,272 2014-02-20 $18.97 $18.57 20.0% 7.5% 34.7% 3.1% 26.3% 0.6% 0.5% 315.0M -4.05B -153.1M 0.65 5.46 N/A N/A 7,776,860 5,087,460 37,300,928 25,323,032 2014-02-21 $18.76 $18.57 20.5% 7.5% 34.6% 5.2% 26.2% 0.7% 0.8% 112.1M -1.20B -154.6M 0.78 4.21 N/A N/A 8,594,432 6,738,480 38,451,308 25,766,776 2014-02-24 $18.84 $18.57 19.9% 7.5% 34.2% 2.5% 26.2% 0.4% 0.4% 486.1M -4.44B -153.4M 0.66 9.25 N/A N/A 5,548,228 3,682,280 31,962,196 21,546,588 2014-02-25 $18.64 $18.57 20.3% 7.5% 34.1% 4.3% 25.9% 0.7% 0.1% 307.9M -1.77B -150.9M 0.73 7.00 N/A N/A 4,918,648 3,594,108 32,956,644 22,284,808 2014-02-26 $18.48 $18.57 21.1% 7.5% 16.5% 7.5% 26.2% 0.5% 0.3% 134.9M 593.1M -149.6M 0.63 7.08 N/A N/A 6,021,708 3,811,164 33,555,984 22,803,844 2014-02-27 $18.85 $18.57 20.3% 7.5% 17.0% 4.3% 26.1% 0.6% 0.4% 853.1M -5.33B -153.4M 0.68 7.18 N/A N/A 7,157,864 4,866,148 34,571,432 23,400,888 2014-02-28 $18.79 $18.57 19.8% 7.4% 17.1% 2.3% 26.0% 0.6% 0.5% 633.3M -4.62B -152.9M 0.72 6.42 N/A N/A 10,954,748 7,912,268 35,311,892 24,185,980
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