AAPL Options History — June 2014 In June 2014, AAPL traded between $22.45 and $23.56. ATM implied volatility averaged 21.8%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 7.0% (HV 20d: 14.9%). Max pain ranged from $22.32 to $22.68. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.50.
Notable Days 2014-06-06 : Highest Volume — 19,643,680 contracts2014-06-23 : Largest IV spike — 15.8% change2014-06-30 : Highest IV Rank — 52.1%2014-06-30 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $22.97 $22.45 $23.56 $22.45 $23.23 Max Pain $22.57 $22.32 $22.68 $22.50 $22.50 ATM IV 21.8% 18.9% 27.1% 21.1% 27.1% Expected Move 7.0% 6.6% 7.3% 6.6% 7.3% HV 20d 14.9% 13.5% 16.4% 14.9% 14.3% HV 60d 22.4% 22.0% 22.6% 22.1% 22.6% IV Rank 24.0% 8.6% 52.1% 19.9% 52.1% IV Percentile 31.9% 11.9% 63.9% 27.8% 63.9% Term Structure 1.5% -0.8% 7.0% -0.5% 0.1% VWIV 24.7% 23.4% 25.7% 23.4% 25.7% Skew 25d 0.1% -0.4% 0.9% 0.4% 0.2% Skew 10d 0.1% -1.4% 1.7% 1.0% 0.3% Call IV 25d 22.0% 18.8% 27.5% 21.3% 27.5% Put IV 25d 22.1% 19.0% 27.7% 21.6% 27.7% Bid-Ask Spread % 10.83 7.91 24.59 9.94 12.71 Gamma HHI 0.07 0.05 0.15 0.07 0.05 Net GEX 1.25B 211.9M 2.08B 1.25B 1.08B Net DEX -33.20B -44.90B -6.18B -31.33B -32.88B Net VEX -144.3M -161.6M -21.6M -151.8M -140.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.50 0.34 0.60 0.56 0.34 Total Volume 6,538,654.857 2,127,652 19,643,680 14,555,212 4,163,988 Total OI 53,917,976.19 8,207,928 64,954,064 55,589,772 48,594,548
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 2014-06-02 $22.45 $22.50 21.1% 6.6% 14.9% 19.9% 23.4% 0.4% -0.5% 1.25B -31.33B -151.8M 0.56 9.94 N/A N/A 9,342,592 5,212,620 33,471,956 22,117,816 2014-06-03 $22.77 $22.32 20.3% 6.7% 14.9% 15.8% 23.5% 0.2% -0.4% 1.72B -37.19B -148.4M 0.52 9.60 N/A N/A 8,864,128 4,640,608 35,086,492 23,213,848 2014-06-04 $23.03 $22.50 21.9% 7.0% 14.3% 24.3% 24.2% -0.1% -0.3% 1.98B -41.81B -154.5M 0.47 11.09 N/A N/A 12,872,104 6,106,464 36,473,752 23,875,124 2014-06-05 $23.12 $22.68 22.4% 7.1% 14.0% 26.8% 24.7% 0.2% -0.6% 2.08B -43.63B -159.3M 0.60 8.80 N/A N/A 9,201,360 5,506,928 38,209,556 24,812,284 2014-06-06 $23.06 $22.50 22.3% 7.0% 13.6% 26.5% 24.5% -0.4% -0.2% 1.69B -42.04B -161.6M 0.60 9.58 N/A N/A 12,298,244 7,345,436 39,187,736 25,766,328 2014-06-09 $23.43 $22.50 20.2% 7.0% 13.7% 15.2% 24.5% -0.3% 0.2% 211.9M -6.18B -21.6M 0.43 11.08 N/A N/A 3,651,068 1,570,248 4,978,856 3,229,072 2014-06-10 $23.56 $22.50 19.8% 7.2% 13.5% 13.4% 25.1% -0.3% 0.3% 1.58B -44.90B -152.9M 0.58 10.47 N/A N/A 3,387,264 1,962,640 35,795,068 23,519,748 2014-06-11 $23.46 $22.50 19.6% 7.0% 13.8% 12.1% 24.5% -0.1% 0.1% 1.47B -42.98B -154.9M 0.52 9.98 N/A N/A 2,634,708 1,378,568 36,115,920 24,015,948 2014-06-12 $23.07 $22.68 19.7% 6.6% 15.8% 12.4% 24.3% -0.1% 0.3% 1.14B -36.36B -153.5M 0.58 7.91 N/A N/A 3,280,536 1,897,328 35,928,500 24,060,048 2014-06-13 $22.82 $22.68 19.9% 7.0% 16.1% 13.6% 24.5% -0.4% 0.4% 1.11B -31.98B -155.5M 0.50 9.99 N/A N/A 3,545,316 1,760,180 36,115,136 24,152,964 2014-06-16 $23.05 $22.68 20.0% 7.1% 15.8% 14.2% 24.8% 0.0% 5.6% 1.22B -35.37B -155.0M 0.45 9.15 N/A N/A 1,733,916 788,476 34,415,704 22,704,084 2014-06-17 $23.02 $22.50 20.1% 7.2% 15.6% 14.5% 25.1% 0.3% 6.0% 1.22B -35.29B -153.6M 0.45 8.77 N/A N/A 1,551,660 697,824 34,642,084 22,780,604 2014-06-18 $23.05 $22.68 19.0% 7.2% 15.6% 9.1% 25.2% 0.1% 6.9% 1.23B -35.41B -150.6M 0.50 11.22 N/A N/A 1,415,120 713,788 34,844,564 22,936,836 2014-06-19 $22.96 $22.68 18.9% 7.2% 15.7% 8.6% 25.2% -0.2% 7.0% 1.18B -33.59B -146.2M 0.43 13.79 N/A N/A 1,709,400 734,492 34,305,636 22,544,612 2014-06-20 $22.73 $22.68 20.4% 7.2% 16.4% 16.2% 25.5% 0.2% 6.7% 816.0M -30.66B -148.1M 0.50 24.59 N/A N/A 2,511,932 1,250,960 34,543,684 22,678,544 2014-06-23 $22.71 $22.68 23.6% 7.0% 16.1% 33.3% 24.6% 0.3% -0.2% 890.3M -26.64B -144.5M 0.52 10.69 N/A N/A 1,396,132 731,520 29,430,292 18,794,128 2014-06-24 $22.57 $22.68 24.7% 7.0% 15.1% 39.2% 24.7% 0.5% -0.8% 869.5M -25.19B -144.6M 0.56 8.18 N/A N/A 1,686,488 938,432 29,825,664 18,988,540 2014-06-25 $22.59 $22.50 26.2% 7.1% 15.0% 47.4% 24.9% 0.7% -0.3% 852.2M -25.57B -143.2M 0.44 9.02 N/A N/A 2,009,240 882,244 30,146,480 19,210,344 2014-06-26 $22.73 $22.50 25.8% 7.1% 13.7% 45.2% 24.9% 0.9% 0.1% 1.05B -27.43B -143.4M 0.41 9.36 N/A N/A 1,758,856 722,544 30,689,772 19,379,888 2014-06-27 $23.00 $22.50 25.5% 7.2% 14.2% 43.6% 25.1% 0.9% 0.6% 1.65B -30.87B -145.8M 0.51 11.48 N/A N/A 2,296,600 1,159,800 31,169,252 19,526,088 2014-06-30 $23.23 $22.50 27.1% 7.3% 14.3% 52.1% 25.7% 0.2% 0.1% 1.08B -32.88B -140.9M 0.34 12.71 N/A N/A 3,112,660 1,051,328 29,884,868 18,709,680
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