AAPL Options History — April 2014 In April 2014, AAPL traded between $18.50 and $21.22. ATM implied volatility averaged 24.2%, placing in the 26.5% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 6.1% (HV 20d: 18.1%). Max pain ranged from $17.86 to $17.86. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.71.
Notable Days 2014-04-24 : Highest Volume — 25,075,484 contracts2014-04-24 : Largest IV drop — 26.9% change2014-04-11 : Highest IV Rank — 40.8%2014-04-07 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $19.32 $18.50 $21.22 $19.34 $21.07 Max Pain $17.86 $17.86 $17.86 $17.86 $17.86 ATM IV 24.2% 18.4% 28.3% 24.3% 19.3% Expected Move 6.9% 6.6% 7.2% 7.1% 6.7% HV 20d 18.1% 11.3% 34.0% 11.3% 34.0% HV 60d 22.9% 21.4% 23.8% 23.5% 22.7% IV Rank 26.5% 5.4% 40.8% 25.8% 10.3% IV Percentile 37.2% 3.2% 64.7% 33.3% 6.3% Term Structure -0.8% -2.3% 0.6% 0.3% 0.5% VWIV 24.4% 23.0% 25.2% 24.8% 23.3% Skew 25d 1.5% -0.3% 3.0% 1.6% -0.3% Skew 10d 1.8% -0.8% 3.3% 2.5% -0.8% Call IV 25d 23.3% 18.4% 27.7% 23.3% 19.7% Put IV 25d 24.8% 18.3% 30.4% 24.9% 19.4% Bid-Ask Spread % 6.56 5.07 12.44 5.27 7.54 Gamma HHI 0.09 0.04 0.55 0.08 0.10 Net GEX 573.1M -552.1M 1.96B 971.8M 1.00B Net DEX -8.80B -30.01B 2.34B -9.20B -28.07B Net VEX -137.5M -149.7M -130.9M -139.4M -149.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.55 0.92 0.60 0.55 Total Volume 10,856,350.667 4,819,136 25,075,484 6,908,496 12,509,168 Total OI 54,198,708 43,442,588 59,864,560 54,254,900 54,184,116
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 2014-04-01 $19.34 $17.86 24.3% 7.1% 11.3% 25.8% 24.8% 1.6% 0.3% 971.8M -9.20B -139.4M 0.60 5.27 N/A N/A 4,316,872 2,591,624 31,590,440 22,664,460 2014-04-02 $19.38 $17.86 24.4% 7.1% 11.3% 26.2% 24.7% 1.6% -0.1% 1.07B -9.74B -140.4M 0.81 5.57 N/A N/A 3,527,244 2,871,680 32,234,664 23,281,440 2014-04-03 $19.24 $17.86 24.9% 7.1% 11.6% 27.9% 25.0% 1.4% -0.1% 638.1M -7.08B -138.3M 0.85 5.54 N/A N/A 3,789,856 3,224,900 32,742,920 23,901,052 2014-04-04 $18.99 $17.86 26.4% 7.2% 12.6% 33.8% 25.1% 1.9% -0.5% 50.1M -2.78B -141.9M 0.78 6.92 N/A N/A 7,534,044 5,854,380 33,161,716 24,325,420 2014-04-07 $18.70 $17.86 28.2% 7.2% 13.8% 40.5% 25.2% 1.7% -1.8% 156.7M -167.2M -137.8M 0.69 5.48 N/A N/A 5,220,544 3,608,304 31,720,304 23,231,432 2014-04-08 $18.69 $17.86 27.8% 7.2% 13.2% 38.9% 25.2% 2.2% -2.0% 159.3M -205.2M -137.1M 0.72 5.27 N/A N/A 4,288,116 3,089,660 32,744,376 23,944,648 2014-04-09 $18.94 $17.86 26.9% 7.1% 14.2% 35.5% 24.8% 2.7% -2.1% 663.6M -4.18B -137.4M 0.72 5.42 N/A N/A 3,956,232 2,843,764 33,425,896 24,259,312 2014-04-10 $18.70 $17.86 27.4% 7.2% 14.4% 37.3% 25.0% 2.1% -2.1% 143.8M -251.9M -136.6M 0.70 5.07 N/A N/A 5,202,960 3,665,648 33,770,296 24,586,408 2014-04-11 $18.56 $17.86 28.3% 7.2% 14.0% 40.8% 25.1% 2.7% -2.1% -552.1M 2.34B -135.8M 0.90 5.30 N/A N/A 7,031,304 6,333,824 34,150,676 25,046,336 2014-04-14 $18.63 $17.86 26.7% 7.1% 14.0% 34.6% 25.0% 1.9% -1.0% 157.3M 186.0M -132.9M 0.67 7.45 N/A N/A 3,893,008 2,617,720 32,514,720 24,014,424 2014-04-15 $18.50 $17.86 26.3% 7.1% 13.8% 33.1% 24.9% 1.9% -1.0% 10.7M 1.92B -131.4M 0.70 6.93 N/A N/A 6,395,340 4,450,516 33,196,604 24,455,144 2014-04-16 $18.54 $17.86 25.3% 6.9% 13.8% 29.4% 24.6% 1.7% -0.8% 239.1M 856.8M -132.5M 0.81 8.02 N/A N/A 4,529,280 3,681,328 34,032,348 24,925,012 2014-04-17 $18.75 $17.86 23.7% 6.9% 14.4% 23.8% 24.3% 2.3% -0.8% 1.96B -3.18B -131.5M 0.92 6.37 N/A N/A 7,337,148 6,766,900 34,595,904 25,268,656 2014-04-21 $18.97 $17.86 23.4% 6.8% 14.8% 23.7% 23.9% 1.9% -1.3% 331.6M -5.59B -130.9M 0.65 6.13 N/A N/A 3,067,568 1,991,192 24,886,764 18,555,824 2014-04-22 $18.99 $17.86 23.3% 6.8% 14.1% 23.1% 24.1% 3.0% -1.2% 394.0M -6.00B -132.0M 0.73 5.69 N/A N/A 2,791,460 2,027,676 25,881,856 19,171,040 2014-04-23 $18.74 $17.86 25.4% 6.8% 14.1% 31.5% 23.6% 2.0% -2.3% 278.0M -3.16B -131.5M 0.68 12.44 N/A N/A 6,090,196 4,162,676 26,541,564 19,678,792 2014-04-24 $20.28 $17.86 18.5% 6.6% 31.7% 6.1% 23.0% -0.1% -0.2% 1.17B -24.64B -136.9M 0.60 6.79 N/A N/A 15,623,356 9,452,128 28,389,200 21,082,908 2014-04-25 $20.43 $17.86 18.4% 6.6% 31.6% 5.4% 23.0% 0.2% -0.2% 1.19B -26.50B -143.3M 0.65 5.84 N/A N/A 9,917,320 6,494,180 31,066,140 22,931,860 2014-04-28 $21.22 $17.86 20.7% 6.7% 33.9% 17.5% 23.4% -0.2% 0.6% 938.1M -30.01B -144.3M 0.58 7.50 N/A N/A 13,552,308 7,803,936 28,844,452 20,724,200 2014-04-29 $21.15 $17.86 19.4% 6.7% 34.0% 10.8% 23.4% -0.1% 0.6% 1.06B -29.36B -145.5M 0.66 7.23 N/A N/A 8,346,240 5,531,764 30,438,492 22,011,052 2014-04-30 $21.07 $17.86 19.3% 6.7% 34.0% 10.3% 23.3% -0.3% 0.5% 1.00B -28.07B -149.7M 0.55 7.54 N/A N/A 8,047,564 4,461,604 31,427,844 22,756,272
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