AAPL Options History — May 2014 In May 2014, AAPL traded between $20.91 and $22.69. ATM implied volatility averaged 18.9%, placing in the 8.4% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded below realized volatility by 8.9% (HV 20d: 27.8%). Max pain ranged from $17.86 to $22.32. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.62.
Notable Days 2014-05-30 : Highest Volume — 31,945,088 contracts2014-05-27 : Largest IV spike — 9.8% change2014-05-30 : Highest IV Rank — 30.2%2014-05-30 : Largest Expected Move — 6.7%Monthly Statistics Metric Avg Min Max Open Close Price $21.54 $20.91 $22.69 $21.12 $22.61 Max Pain $18.30 $17.86 $22.32 $17.86 $22.32 ATM IV 18.9% 17.3% 23.0% 18.8% 23.0% Expected Move 6.7% 6.5% 6.7% 6.6% 6.7% HV 20d 27.8% 13.4% 34.0% 34.0% 14.5% HV 60d 22.2% 21.6% 22.7% 22.5% 22.1% IV Rank 8.4% 0.0% 30.2% 7.3% 30.2% IV Percentile 9.5% 0.0% 39.3% 4.8% 39.3% Term Structure 0.3% -0.7% 1.9% 0.6% -0.6% VWIV 22.6% 11.6% 23.7% 23.2% 23.6% Skew 25d 0.0% -0.9% 0.4% 0.2% -0.9% Skew 10d -0.4% -1.6% 0.8% 0.0% -1.6% Call IV 25d 19.1% 17.1% 24.1% 18.7% 24.1% Put IV 25d 19.1% 17.5% 23.3% 19.0% 23.3% Bid-Ask Spread % 6.05 2.14 10.37 6.42 10.37 Gamma HHI 0.11 0.07 0.33 0.10 0.07 Net GEX 1.21B -58.8M 2.24B 1.02B 1.61B Net DEX -25.66B -38.75B -13.83B -28.09B -36.52B Net VEX -144.8M -149.4M -135.5M -148.4M -148.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.62 0.20 0.80 0.67 0.58 Total Volume 12,637,720 5,674,088 31,945,088 10,430,560 31,945,088 Total OI 53,345,421.333 47,160,120 57,982,064 55,955,396 57,982,064
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 2014-05-01 $21.12 $17.86 18.8% 6.6% 34.0% 7.3% 23.2% 0.2% 0.6% 1.02B -28.09B -148.4M 0.67 6.42 N/A N/A 6,257,412 4,173,148 32,495,344 23,460,052 2014-05-02 $21.16 $17.86 18.2% 6.6% 33.8% 4.4% 23.2% 0.3% 0.8% 1.15B -28.90B -149.4M 0.75 6.28 N/A N/A 5,464,060 4,088,448 33,049,828 23,887,612 2014-05-05 $21.46 $17.86 19.4% 6.7% 33.3% 10.7% 23.2% 0.1% 1.4% 1.10B -30.19B -145.9M 0.61 6.54 N/A N/A 6,600,972 4,029,480 30,756,012 21,632,072 2014-05-06 $21.23 $17.86 18.8% 6.7% 32.9% 7.2% 23.7% 0.0% 1.7% 984.7M -27.09B -148.4M 0.56 8.88 N/A N/A 7,693,644 4,306,092 31,897,684 22,879,444 2014-05-07 $21.15 $17.86 18.1% 6.6% 33.0% 4.0% 11.6% -0.0% 1.9% 726.2M -25.30B -147.5M 0.20 6.24 N/A N/A 25,223,072 5,168,856 32,740,960 24,149,328 2014-05-08 $21.00 $17.86 17.8% 6.7% 33.2% 2.0% 22.0% 0.4% 1.8% 402.8M -14.65B -147.6M 0.79 5.71 N/A N/A 4,875,108 3,846,948 29,173,620 25,341,652 2014-05-09 $20.91 $17.86 17.9% 6.7% 32.7% 2.5% 23.4% 0.4% 1.9% -58.8M -13.83B -146.2M 0.80 5.88 N/A N/A 7,549,640 6,011,880 29,405,152 25,403,560 2014-05-12 $21.17 $17.86 17.9% 6.7% 32.4% 2.9% 23.2% 0.3% -0.4% 1.06B -19.44B -145.3M 0.65 6.03 N/A N/A 3,975,608 2,598,764 28,297,332 23,027,200 2014-05-13 $21.21 $17.86 17.3% 6.6% 32.5% 0.0% 23.1% 0.1% -0.5% 1.19B -20.06B -145.9M 0.74 5.10 N/A N/A 3,258,304 2,415,784 28,844,648 23,352,476 2014-05-14 $21.21 $17.86 18.0% 6.6% 32.2% 3.6% 23.2% 0.1% -0.4% 1.26B -20.26B -145.8M 0.69 5.52 N/A N/A 4,077,276 2,817,976 29,571,192 23,782,864 2014-05-15 $21.03 $17.86 18.1% 6.7% 32.6% 4.3% 23.4% -0.0% -0.6% 622.6M -16.77B -144.2M 0.77 6.26 N/A N/A 4,570,216 3,516,940 29,749,804 23,758,700 2014-05-16 $21.34 $17.86 18.7% 6.7% 32.7% 7.3% 23.2% 0.1% -0.6% 2.24B -22.53B -143.5M 0.59 6.23 N/A N/A 9,155,272 5,418,868 30,227,764 24,096,940 2014-05-19 $21.59 $17.86 18.8% 6.6% 32.7% 7.7% 23.2% 0.1% -0.1% 1.21B -24.36B -138.4M 0.58 5.55 N/A N/A 7,412,860 4,284,896 27,633,312 19,526,808 2014-05-20 $21.60 $17.86 18.6% 6.6% 32.7% 7.1% 23.2% 0.0% 0.2% 1.30B -24.30B -142.9M 0.61 5.89 N/A N/A 4,644,248 2,850,904 29,226,344 20,531,728 2014-05-21 $21.65 $17.86 17.9% 6.6% 31.9% 3.2% 23.2% -0.0% 0.2% 1.44B -25.49B -143.6M 0.65 5.77 N/A N/A 3,890,068 2,544,612 30,038,960 21,088,508 2014-05-22 $21.69 $17.86 18.4% 6.6% 17.4% 5.8% 23.1% 0.1% 0.2% 1.62B -26.27B -143.7M 0.59 6.04 N/A N/A 5,350,128 3,156,356 30,559,144 21,298,368 2014-05-23 $21.93 $17.86 18.4% 6.6% 17.6% 5.8% 23.2% 0.0% 0.1% 2.10B -30.41B -142.6M 0.59 6.18 N/A N/A 8,372,896 4,918,900 31,033,240 21,820,680 2014-05-27 $22.34 $17.86 20.2% 6.7% 13.4% 15.5% 23.4% 0.1% -0.3% 1.35B -33.03B -135.5M 0.46 6.40 N/A N/A 11,335,548 5,231,744 29,674,316 20,410,516 2014-05-28 $22.29 $0.00 21.0% 6.5% 13.4% 19.7% 22.7% -0.4% -0.6% 1.45B -32.68B -144.3M 0.53 3.68 N/A N/A 8,179,724 4,355,680 31,693,088 21,546,784 2014-05-29 $22.69 $22.32 21.9% 6.7% 14.3% 24.3% 23.2% -0.4% -0.7% 1.73B -38.75B -142.5M 0.53 2.14 N/A N/A 12,969,236 6,855,464 32,782,148 22,426,600 2014-05-30 $22.61 $22.32 23.0% 6.7% 14.5% 30.2% 23.6% -0.9% -0.6% 1.61B -36.52B -148.9M 0.58 10.37 N/A N/A 20,212,780 11,732,308 34,212,892 23,769,172
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