AAPL Options History — March 2014 In March 2014, AAPL traded between $18.74 and $19.46. ATM implied volatility averaged 19.3%, placing in the 5.6% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 5.2% (HV 20d: 14.2%). Max pain ranged from $17.86 to $18.57. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.71.
Notable Days 2014-03-14 : Highest Volume — 13,608,028 contracts2014-03-24 : Largest IV spike — 12.9% change2014-03-31 : Highest IV Rank — 26.0%2014-03-14 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $19.04 $18.74 $19.46 $18.85 $19.17 Max Pain $18.13 $17.86 $18.57 $18.57 $17.86 ATM IV 19.3% 17.4% 24.4% 20.4% 24.4% Expected Move 7.3% 7.1% 7.4% 7.4% 7.1% HV 20d 14.2% 11.1% 17.1% 17.1% 11.1% HV 60d 24.9% 23.9% 25.5% 25.4% 23.9% IV Rank 5.6% 0.0% 26.0% 4.5% 26.0% IV Percentile 6.7% 0.0% 34.1% 6.7% 34.1% Term Structure 1.8% -0.2% 5.6% 0.2% -0.2% VWIV 25.6% 24.8% 26.0% 25.9% 24.8% Skew 25d 0.7% 0.2% 1.2% 0.6% 0.9% Skew 10d 1.4% 0.8% 2.2% 1.1% 1.8% Call IV 25d 19.0% 16.3% 24.5% 20.2% 24.5% Put IV 25d 19.8% 17.3% 25.4% 20.8% 25.4% Bid-Ask Spread % 5.45 4.01 7.66 4.66 7.01 Gamma HHI 0.07 0.05 0.16 0.05 0.06 Net GEX 757.2M -134.5M 1.25B 610.6M 632.0M Net DEX -6.51B -13.14B -784.4M -4.90B -6.72B Net VEX -145.4M -152.3M -139.5M -152.3M -139.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.61 0.84 0.66 0.62 Total Volume 8,996,884 5,513,228 13,608,028 7,549,192 5,513,228 Total OI 57,228,809.333 51,429,532 60,817,764 55,476,652 51,755,480
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 2014-03-03 $18.85 $18.57 20.4% 7.4% 17.1% 4.5% 25.9% 0.6% 0.2% 610.6M -4.90B -152.3M 0.66 4.66 N/A N/A 4,543,980 3,005,212 33,027,876 22,448,776 2014-03-04 $18.97 $18.57 18.8% 7.4% 17.1% 0.0% 25.7% 0.7% 0.1% 873.7M -6.83B -151.0M 0.63 4.92 N/A N/A 4,341,288 2,743,636 33,733,868 22,959,776 2014-03-05 $19.01 $18.57 18.8% 7.4% 16.6% 0.0% 25.8% 0.5% 0.3% 1.01B -7.22B -150.3M 0.72 4.36 N/A N/A 4,119,276 2,945,740 34,487,600 23,463,524 2014-03-06 $18.96 $18.57 18.6% 7.3% 16.6% 0.0% 25.7% 0.4% 0.5% 805.1M -5.96B -147.4M 0.70 5.65 N/A N/A 4,737,012 3,336,508 34,683,684 23,734,424 2014-03-07 $18.94 $18.57 17.9% 7.3% 16.6% 0.0% 25.8% 0.2% 0.8% 1.01B -5.49B -147.0M 0.71 7.22 N/A N/A 6,692,392 4,761,428 35,257,936 24,356,052 2014-03-10 $18.96 $18.57 17.9% 7.3% 15.9% 0.0% 25.7% 0.8% 0.0% 673.7M -5.52B -146.5M 0.76 5.78 N/A N/A 3,282,188 2,486,316 33,277,104 23,045,512 2014-03-11 $19.15 $18.21 18.1% 7.3% 15.0% 0.9% 25.9% 0.5% 0.2% 1.03B -8.58B -149.6M 0.67 5.70 N/A N/A 6,069,896 4,053,924 34,083,364 23,540,020 2014-03-12 $19.16 $18.21 17.9% 7.3% 14.3% 0.0% 25.9% 0.7% 0.4% 1.04B -8.43B -151.6M 0.82 4.83 N/A N/A 4,178,300 3,425,884 34,883,884 24,099,684 2014-03-13 $18.95 $18.21 19.2% 7.4% 14.9% 5.1% 25.9% 0.4% -0.1% 392.5M -4.64B -149.0M 0.61 4.97 N/A N/A 7,100,100 4,364,836 35,278,936 24,683,708 2014-03-14 $18.74 $18.21 19.4% 7.4% 14.0% 5.9% 26.0% 0.5% 0.2% -134.5M -784.4M -147.4M 0.67 4.81 N/A N/A 8,167,320 5,440,708 35,920,276 24,897,488 2014-03-17 $18.81 $17.86 18.7% 7.3% 14.2% 2.9% 25.7% 0.5% 3.9% 454.3M -3.06B -145.1M 0.76 6.58 N/A N/A 3,478,832 2,645,860 34,100,528 23,655,660 2014-03-18 $18.98 $17.86 17.4% 7.3% 14.5% 0.0% 25.7% 0.7% 4.1% 773.4M -5.53B -144.6M 0.79 4.94 N/A N/A 3,683,708 2,892,484 34,642,104 24,038,448 2014-03-19 $18.97 $17.86 17.4% 7.3% 13.5% 0.0% 25.5% 0.6% 4.0% 780.2M -5.80B -143.7M 0.71 4.77 N/A N/A 4,442,732 3,170,972 34,988,884 24,295,124 2014-03-20 $18.88 $17.86 17.5% 7.2% 12.9% 0.5% 25.3% 0.7% 4.4% 448.4M -3.84B -140.7M 0.73 4.86 N/A N/A 4,950,176 3,620,148 35,377,944 24,465,924 2014-03-21 $19.03 $17.86 17.9% 7.3% 12.6% 1.7% 25.5% 1.0% 5.6% 1.00B -6.42B -139.9M 0.78 7.21 N/A N/A 6,938,092 5,384,512 35,848,120 24,806,068 2014-03-24 $19.26 $17.86 20.2% 7.2% 13.1% 10.4% 25.4% 1.2% 2.5% 944.4M -10.07B -140.1M 0.72 5.02 N/A N/A 5,402,292 3,915,100 30,417,352 21,012,180 2014-03-25 $19.46 $17.86 20.1% 7.2% 12.8% 10.0% 25.2% 1.1% 2.3% 1.25B -13.14B -141.6M 0.66 4.01 N/A N/A 6,064,268 3,992,520 31,441,648 21,726,180 2014-03-26 $19.28 $17.86 20.8% 7.2% 12.8% 12.7% 25.2% 1.1% 2.8% 923.5M -9.54B -141.3M 0.78 4.75 N/A N/A 7,328,692 5,734,428 32,074,588 22,533,196 2014-03-27 $19.20 $17.86 21.9% 7.2% 11.2% 16.6% 25.1% 1.0% 2.2% 678.1M -7.30B -142.3M 0.64 4.74 N/A N/A 6,047,384 3,877,272 32,606,168 23,287,320 2014-03-28 $19.17 $17.86 22.9% 7.2% 11.1% 20.5% 25.2% 0.9% 2.9% 713.2M -6.99B -143.5M 0.84 7.66 N/A N/A 5,468,064 4,587,856 33,211,248 23,657,340 2014-03-31 $19.17 $17.86 24.4% 7.1% 11.1% 26.0% 24.8% 0.9% -0.2% 632.0M -6.72B -139.5M 0.62 7.01 N/A N/A 3,398,668 2,114,560 30,419,536 21,335,944
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