AAPL Options History — July 2014 In July 2014, AAPL traded between $23.27 and $24.75. ATM implied volatility averaged 25.4%, placing in the 42.7% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 10.3% (HV 20d: 15.1%). Max pain ranged from $22.50 to $22.68. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.48.
Notable Days 2014-07-23 : Highest Volume — 7,741,460 contracts2014-07-23 : Largest IV drop — 30.9% change2014-07-17 : Highest IV Rank — 68.0%2014-07-31 : Largest Expected Move — 7.5%Monthly Statistics Metric Avg Min Max Open Close Price $23.91 $23.27 $24.75 $23.38 $23.90 Max Pain $22.52 $22.50 $22.68 $22.50 $22.50 ATM IV 25.4% 19.4% 30.1% 26.2% 22.9% Expected Move 7.1% 6.9% 7.5% 7.1% 7.5% HV 20d 15.1% 12.1% 20.2% 13.7% 20.2% HV 60d 19.4% 15.1% 22.5% 22.3% 16.1% IV Rank 42.7% 10.9% 68.0% 47.2% 29.7% IV Percentile 54.9% 13.9% 81.3% 60.7% 44.4% Term Structure -0.7% -2.2% 0.4% -0.2% -0.4% VWIV 25.0% 24.2% 26.3% 24.9% 26.3% Skew 25d 0.3% -0.5% 1.3% 0.5% 1.3% Skew 10d 0.0% -1.3% 2.2% 0.3% 2.2% Call IV 25d 25.1% 19.3% 29.9% 26.0% 22.9% Put IV 25d 25.4% 19.6% 29.9% 26.5% 24.3% Bid-Ask Spread % 9.06 5.55 48.56 10.89 8.59 Gamma HHI 0.08 0.05 0.20 0.05 0.07 Net GEX 1.21B 747.4M 2.06B 1.30B 747.4M Net DEX -35.20B -41.06B -27.12B -35.09B -27.92B Net VEX -132.2M -142.6M -119.6M -141.6M -136.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.48 0.32 0.64 0.37 0.60 Total Volume 3,837,894.909 1,921,788 7,741,460 3,283,892 4,663,016 Total OI 48,170,394.182 41,021,704 52,930,452 50,243,528 44,252,932
Daily Data (22 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 2014-07-01 $23.38 $22.50 26.2% 7.1% 13.7% 47.2% 24.9% 0.5% -0.2% 1.30B -35.09B -141.6M 0.37 10.89 N/A N/A 2,397,448 886,444 30,988,736 19,254,792 2014-07-02 $23.37 $22.50 26.2% 7.1% 13.2% 46.9% 25.0% 0.4% -0.0% 1.29B -34.64B -142.6M 0.44 13.36 N/A N/A 1,720,020 752,780 31,261,648 19,389,396 2014-07-03 $23.51 $22.50 26.4% 7.1% 13.2% 47.9% 25.1% 0.4% -0.2% 2.06B -36.57B -139.9M 0.48 7.62 N/A N/A 1,398,508 672,312 31,545,956 19,512,696 2014-07-07 $23.99 $22.50 26.7% 7.0% 14.9% 49.8% 24.7% 0.4% -1.4% 1.31B -40.71B -136.3M 0.35 6.65 N/A N/A 3,811,736 1,337,616 30,868,200 19,045,536 2014-07-08 $23.84 $22.68 28.1% 7.2% 14.2% 57.3% 25.4% 0.5% -1.8% 1.34B -38.67B -140.4M 0.46 6.18 N/A N/A 3,449,692 1,589,816 31,388,628 19,447,324 2014-07-09 $23.85 $22.68 27.6% 7.1% 14.1% 54.8% 25.2% 0.5% -1.8% 1.37B -38.63B -138.8M 0.47 6.34 N/A N/A 1,791,664 837,544 31,816,988 19,769,076 2014-07-10 $23.76 $22.68 27.7% 7.1% 14.0% 55.0% 25.0% 0.5% -1.8% 1.40B -37.26B -138.8M 0.56 6.04 N/A N/A 2,238,100 1,260,668 31,956,228 19,963,540 2014-07-11 $23.80 $22.50 28.1% 7.1% 12.4% 57.0% 25.1% 0.5% -2.2% 1.35B -37.98B -136.5M 0.42 7.08 N/A N/A 2,745,384 1,166,160 32,051,732 20,164,636 2014-07-14 $24.11 $22.50 27.5% 7.0% 12.1% 54.2% 24.7% 0.2% -0.8% 1.41B -41.06B -127.6M 0.32 6.48 N/A N/A 3,075,092 993,380 31,333,184 19,651,028 2014-07-15 $23.83 $22.50 27.9% 7.1% 12.8% 56.0% 25.1% 0.1% -0.9% 1.28B -37.52B -129.2M 0.45 5.55 N/A N/A 2,015,936 914,108 31,682,304 19,946,496 2014-07-16 $23.70 $22.50 28.1% 7.1% 13.1% 57.0% 24.9% -0.2% -1.1% 1.19B -35.77B -128.8M 0.44 7.55 N/A N/A 2,842,164 1,255,676 31,940,616 20,193,304 2014-07-17 $23.27 $22.50 30.1% 7.3% 14.8% 68.0% 25.6% 0.0% -1.4% 804.8M -29.69B -136.0M 0.55 8.55 N/A N/A 3,464,748 1,915,332 31,960,324 20,410,948 2014-07-18 $23.61 $22.50 27.5% 7.2% 15.5% 53.9% 25.4% -0.0% -0.6% 1.03B -34.03B -133.9M 0.50 6.32 N/A N/A 3,012,956 1,516,728 32,339,392 20,591,060 2014-07-21 $23.48 $22.50 27.7% 7.2% 15.0% 55.3% 25.5% -0.3% -0.9% 817.9M -27.12B -132.9M 0.64 6.05 N/A N/A 1,582,576 1,018,300 25,520,576 15,501,128 2014-07-22 $23.68 $22.50 29.3% 7.1% 15.2% 63.8% 24.9% -0.5% -1.1% 854.0M -28.52B -130.7M 0.51 48.56 N/A N/A 3,259,724 1,666,232 26,014,452 15,954,776 2014-07-23 $24.30 $22.50 20.3% 6.9% 17.0% 15.7% 24.2% -0.1% 0.1% 1.29B -35.32B -119.6M 0.46 6.45 N/A N/A 5,294,968 2,446,492 27,039,784 16,683,884 2014-07-24 $24.26 $22.50 19.4% 7.0% 17.1% 10.9% 24.7% 0.3% 0.4% 1.27B -34.24B -123.7M 0.60 5.68 N/A N/A 2,056,096 1,236,612 27,526,080 17,110,656 2014-07-25 $24.42 $22.50 20.0% 6.9% 17.1% 14.0% 24.2% 0.5% 0.2% 1.09B -36.14B -122.2M 0.52 6.19 N/A N/A 2,602,504 1,350,156 27,837,464 17,384,440 2014-07-28 $24.75 $22.50 20.2% 7.1% 17.2% 15.5% 24.8% 0.5% 0.2% 1.13B -37.03B -123.7M 0.43 6.29 N/A N/A 2,732,196 1,171,644 26,312,212 16,500,724 2014-07-29 $24.59 $22.50 20.4% 7.1% 17.4% 16.3% 25.1% 0.1% 0.1% 1.11B -35.64B -123.4M 0.47 6.29 N/A N/A 1,608,268 761,104 26,792,896 16,824,200 2014-07-30 $24.54 $22.50 19.8% 7.1% 17.5% 13.0% 25.0% 0.3% -0.0% 1.13B -34.90B -124.8M 0.48 6.63 N/A N/A 1,298,460 623,328 27,025,936 16,992,764 2014-07-31 $23.90 $22.50 22.9% 7.5% 20.2% 29.7% 26.3% 1.3% -0.4% 747.4M -27.92B -136.4M 0.60 8.59 N/A N/A 2,913,712 1,749,304 27,118,300 17,134,632
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