AAPL Options History — August 2014 In August 2014, AAPL traded between $23.62 and $25.63. ATM implied volatility averaged 23.2%, placing in the 31.3% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 6.5% (HV 20d: 16.7%). Max pain ranged from $22.50 to $23.21. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.52.
Notable Days 2014-08-06 : Highest Volume — 11,709,416 contracts2014-08-04 : Largest IV drop — 5.8% change2014-08-11 : Highest IV Rank — 38.0%2014-08-07 : Largest Expected Move — 8.0%Monthly Statistics Metric Avg Min Max Open Close Price $24.61 $23.62 $25.63 $24.03 $25.63 Max Pain $22.88 $22.50 $23.21 $22.50 $23.21 ATM IV 23.2% 22.0% 24.5% 23.8% 24.1% Expected Move 7.4% 7.0% 8.0% 7.7% 7.0% HV 20d 16.7% 10.6% 20.2% 20.2% 10.6% HV 60d 15.7% 15.1% 16.1% 16.1% 15.1% IV Rank 31.3% 25.0% 38.0% 34.5% 36.0% IV Percentile 45.4% 37.7% 54.0% 49.2% 53.6% Term Structure 0.6% -0.9% 3.5% -0.4% -0.9% VWIV 26.2% 24.6% 28.0% 27.0% 24.6% Skew 25d 1.1% 0.5% 1.8% 1.4% 0.6% Skew 10d 2.0% 0.9% 3.3% 3.1% 1.6% Call IV 25d 23.0% 21.6% 24.9% 23.7% 24.4% Put IV 25d 24.1% 22.6% 26.4% 25.2% 25.0% Bid-Ask Spread % 6.40 5.58 8.34 8.34 7.21 Gamma HHI 0.08 0.06 0.12 0.07 0.07 Net GEX 1.04B 699.0M 1.31B 857.1M 1.03B Net DEX -29.89B -36.40B -20.24B -29.73B -36.40B Net VEX -126.8M -140.3M -114.5M -133.9M -119.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.10 0.71 0.69 0.65 Total Volume 3,733,398.476 2,076,796 11,709,416 4,189,452 3,529,536 Total OI 42,388,372.952 38,601,940 45,320,480 45,057,668 43,883,356
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 2014-08-01 $24.03 $22.50 23.8% 7.7% 20.2% 34.5% 27.0% 1.4% -0.4% 857.1M -29.73B -133.9M 0.69 8.34 N/A N/A 2,475,604 1,713,848 27,584,488 17,473,180 2014-08-04 $23.90 $22.68 22.4% 7.6% 19.0% 27.1% 27.0% 0.9% 0.4% 814.1M -28.31B -136.8M 0.50 7.42 N/A N/A 1,580,468 785,536 26,796,712 17,142,064 2014-08-05 $23.78 $22.68 23.5% 7.8% 18.9% 32.9% 27.3% 1.2% 2.6% 772.3M -27.17B -137.1M 0.53 6.13 N/A N/A 2,355,584 1,244,108 27,036,396 17,320,132 2014-08-06 $23.74 $22.68 22.8% 7.8% 18.9% 29.0% 27.5% 1.4% 3.0% 831.4M -26.66B -138.6M 0.10 7.44 N/A N/A 10,599,204 1,110,212 27,569,476 17,751,004 2014-08-07 $23.62 $22.68 23.8% 8.0% 19.0% 34.7% 28.0% 1.3% 3.0% 699.0M -20.24B -140.3M 0.66 6.77 N/A N/A 2,016,988 1,341,084 25,533,944 18,213,428 2014-08-08 $23.68 $22.86 23.4% 7.9% 19.0% 32.1% 27.7% 1.3% 3.5% 791.8M -20.88B -138.2M 0.59 6.67 N/A N/A 2,157,904 1,266,512 25,701,292 18,335,064 2014-08-11 $24.00 $22.68 24.5% 7.8% 19.0% 38.0% 27.6% 1.5% 0.1% 926.6M -24.21B -135.2M 0.56 5.58 N/A N/A 1,455,476 821,036 25,096,372 17,549,568 2014-08-12 $23.99 $22.68 23.9% 7.7% 18.5% 35.1% 27.1% 1.4% 0.4% 960.3M -24.40B -134.1M 0.65 5.81 N/A N/A 1,492,332 972,244 25,367,704 17,798,260 2014-08-13 $24.31 $22.86 23.4% 7.5% 18.9% 32.1% 26.6% 1.4% -0.2% 1.21B -27.59B -130.7M 0.71 5.83 N/A N/A 1,468,596 1,043,084 25,551,712 17,685,108 2014-08-14 $24.38 $23.04 22.7% 7.4% 17.5% 28.3% 25.7% 1.2% -0.1% 1.30B -28.17B -125.9M 0.54 6.12 N/A N/A 1,475,408 797,064 25,458,212 17,640,876 2014-08-15 $24.50 $23.04 23.2% 7.4% 16.9% 31.4% 26.2% 1.8% -0.0% 1.30B -29.13B -126.4M 0.50 6.45 N/A N/A 2,889,416 1,450,168 25,508,352 17,764,916 2014-08-18 $24.79 $23.04 23.3% 7.3% 17.1% 31.5% 25.8% 1.3% 0.4% 984.9M -29.89B -122.6M 0.37 5.67 N/A N/A 2,614,680 957,732 23,036,120 15,565,820 2014-08-19 $25.13 $23.04 22.8% 7.2% 17.4% 29.2% 25.4% 0.9% 0.3% 1.13B -33.14B -119.1M 0.38 6.76 N/A N/A 3,950,580 1,512,528 23,431,100 15,831,904 2014-08-20 $25.14 $23.04 22.4% 7.3% 15.2% 27.3% 25.7% 0.9% 0.5% 1.20B -33.45B -120.4M 0.46 6.33 N/A N/A 2,227,472 1,024,268 24,137,836 16,355,776 2014-08-21 $25.14 $22.86 22.0% 7.2% 15.2% 25.1% 25.3% 0.9% 0.6% 1.25B -33.33B -120.2M 0.42 6.13 N/A N/A 1,542,248 644,972 24,333,068 16,606,612 2014-08-22 $25.33 $22.86 22.0% 7.1% 15.2% 25.0% 25.0% 1.0% 0.5% 1.31B -35.51B -118.8M 0.56 5.61 N/A N/A 2,611,268 1,473,548 24,561,784 16,702,412 2014-08-25 $25.39 $22.86 22.9% 7.2% 14.6% 29.6% 25.4% 1.0% -0.1% 1.06B -34.43B -117.6M 0.49 6.00 N/A N/A 1,752,656 851,104 23,870,344 16,337,324 2014-08-26 $25.22 $23.04 22.6% 7.1% 14.6% 27.8% 25.1% 0.8% -0.0% 1.05B -32.92B -117.0M 0.55 5.85 N/A N/A 1,339,848 736,948 24,129,656 16,580,636 2014-08-27 $25.53 $23.04 23.5% 7.1% 15.0% 32.9% 25.2% 0.6% -0.3% 1.12B -35.78B -115.9M 0.43 5.77 N/A N/A 2,545,016 1,084,528 24,354,904 16,836,220 2014-08-28 $25.56 $23.13 24.3% 7.0% 10.6% 36.8% 24.6% 0.5% -0.7% 1.20B -36.34B -114.5M 0.60 6.38 N/A N/A 3,429,864 2,060,696 24,670,244 17,052,456 2014-08-29 $25.63 $23.21 24.1% 7.0% 10.6% 36.0% 24.6% 0.6% -0.9% 1.03B -36.40B -119.8M 0.65 7.21 N/A N/A 2,142,040 1,387,496 25,691,912 18,191,444
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