AAPL Options History — October 2014 In October 2014, AAPL traded between $24.07 and $27.00. ATM implied volatility averaged 25.1%, placing in the 42.9% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 1.5% (HV 20d: 23.6%). Max pain ranged from $23.75 to $25.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.60.
Notable Days 2014-10-15 : Highest Volume — 6,166,724 contracts2014-10-21 : Largest IV drop — 29.2% change2014-10-15 : Highest IV Rank — 85.8%2014-10-16 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $25.45 $24.07 $27.00 $24.80 $27.00 Max Pain $24.26 $23.75 $25.00 $23.75 $25.00 ATM IV 25.1% 17.7% 32.6% 29.9% 17.7% Expected Move 7.3% 6.6% 8.1% 7.4% 6.6% HV 20d 23.6% 21.0% 27.8% 23.9% 21.1% HV 60d 21.0% 20.4% 22.0% 20.6% 21.3% IV Rank 42.9% 2.1% 85.8% 67.0% 2.1% IV Percentile 55.4% 1.6% 93.3% 82.9% 1.6% Term Structure -0.5% -2.0% 0.9% -0.7% 0.9% VWIV 25.5% 23.7% 28.6% 26.0% 23.7% Skew 25d 2.5% 1.1% 3.9% 2.8% 1.1% Skew 10d 4.8% 2.5% 7.9% 5.2% 3.2% Call IV 25d 24.1% 17.3% 31.2% 28.3% 17.3% Put IV 25d 26.5% 18.3% 35.0% 31.1% 18.3% Bid-Ask Spread % 7.56 6.02 12.16 6.08 6.28 Gamma HHI 0.10 0.06 0.38 0.07 0.38 Net GEX 972.4M 372.9M 2.33B 797.1M 2.33B Net DEX -27.47B -34.65B -16.17B -24.83B -34.65B Net VEX -110.8M -120.7M -101.4M -120.7M -102.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.43 0.92 0.59 0.51 Total Volume 3,716,028 2,028,628 6,166,724 3,452,924 3,614,604 Total OI 42,425,442.783 35,987,672 47,077,172 45,504,480 38,482,424
Daily Data (23 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 2014-10-01 $24.80 $23.75 29.9% 7.4% 23.9% 67.0% 26.0% 2.8% -0.7% 797.1M -24.83B -120.7M 0.59 6.08 N/A N/A 2,176,676 1,276,248 26,426,024 19,078,456 2014-10-02 $24.98 $23.75 28.5% 7.3% 23.8% 59.3% 25.4% 2.8% -0.5% 965.8M -26.80B -119.2M 0.56 6.46 N/A N/A 2,204,440 1,225,512 26,725,504 19,148,764 2014-10-03 $24.91 $23.75 28.4% 7.2% 23.7% 58.7% 25.2% 2.9% -0.6% 883.7M -25.90B -116.6M 0.59 7.38 N/A N/A 1,892,264 1,122,916 26,700,364 19,318,972 2014-10-06 $24.91 $23.75 27.7% 7.1% 23.6% 55.3% 24.9% 2.1% -1.0% 927.4M -25.80B -118.4M 0.59 6.94 N/A N/A 1,493,708 881,980 25,816,124 18,717,180 2014-10-07 $24.69 $23.75 29.5% 7.3% 23.7% 64.6% 25.7% 2.2% -1.5% 819.2M -24.01B -115.2M 0.48 6.89 N/A N/A 1,688,392 817,776 26,123,704 18,956,632 2014-10-08 $25.24 $23.75 27.7% 7.1% 22.5% 54.8% 24.9% 2.4% -1.4% 1.18B -30.41B -112.8M 0.50 6.02 N/A N/A 2,362,820 1,169,944 26,511,248 19,077,776 2014-10-09 $25.30 $23.75 28.1% 7.2% 22.5% 57.3% 25.5% 2.4% -1.1% 1.27B -30.62B -117.7M 0.66 6.40 N/A N/A 3,229,440 2,147,192 26,676,660 19,247,160 2014-10-10 $25.39 $23.75 27.8% 7.2% 22.5% 59.0% 25.7% 2.8% -1.2% 1.33B -31.54B -112.3M 0.92 8.29 N/A N/A 1,564,840 1,442,284 26,780,364 19,630,588 2014-10-13 $24.99 $23.75 30.4% 7.6% 23.2% 73.9% 27.1% 3.0% -1.3% 886.6M -26.22B -113.8M 0.79 7.72 N/A N/A 1,572,548 1,245,208 25,964,036 19,190,820 2014-10-14 $25.05 $23.75 28.5% 7.5% 23.1% 63.0% 26.5% 2.6% -1.3% 968.4M -27.01B -111.8M 0.89 6.59 N/A N/A 1,072,988 955,640 26,239,080 19,359,908 2014-10-15 $24.43 $23.75 32.6% 8.1% 24.5% 85.8% 28.4% 3.8% -1.7% 580.7M -19.97B -116.5M 0.70 6.95 N/A N/A 3,636,516 2,530,208 26,423,188 19,663,760 2014-10-16 $24.07 $23.75 30.9% 8.1% 24.9% 76.3% 28.6% 3.9% -2.0% 436.3M -16.17B -114.7M 0.62 7.19 N/A N/A 3,020,560 1,887,156 26,653,644 19,784,540 2014-10-17 $24.42 $23.75 28.1% 7.8% 25.5% 60.6% 27.1% 3.5% -1.1% 372.9M -20.53B -111.9M 0.56 7.56 N/A N/A 3,243,444 1,819,172 26,952,900 20,124,272 2014-10-20 $24.96 $0.00 28.4% 7.6% 26.9% 62.7% 26.5% 3.3% -0.6% 591.0M -21.22B -109.3M 0.43 9.91 N/A N/A 3,988,344 1,717,844 21,095,272 14,892,400 2014-10-21 $25.59 $25.00 20.1% 7.1% 27.8% 15.9% 24.1% 2.7% -0.0% 1.05B -26.88B -105.6M 0.55 12.16 N/A N/A 3,067,588 1,677,808 22,471,152 15,617,092 2014-10-22 $25.76 $25.00 20.3% 7.0% 27.7% 17.0% 25.6% 2.4% -0.1% 1.04B -27.63B -110.2M 0.57 8.89 N/A N/A 3,143,536 1,778,116 22,615,104 15,979,876 2014-10-23 $26.19 $25.00 19.3% 6.9% 24.0% 11.3% 24.9% 2.2% -0.0% 1.17B -31.30B -104.9M 0.50 6.86 N/A N/A 2,968,172 1,496,516 22,744,520 16,293,804 2014-10-24 $26.27 $25.00 19.2% 6.9% 22.0% 10.7% 24.6% 2.1% 0.1% 819.8M -32.08B -103.4M 0.60 7.64 N/A N/A 2,133,532 1,284,256 22,840,216 16,646,044 2014-10-27 $26.30 $25.00 19.4% 7.0% 21.8% 11.9% 24.3% 1.8% 0.7% 874.6M -29.68B -103.2M 0.54 8.22 N/A N/A 1,418,464 762,000 21,408,496 15,645,112 2014-10-28 $26.65 $25.00 18.4% 6.9% 22.1% 6.3% 24.1% 1.5% 0.8% 991.5M -32.45B -102.7M 0.53 8.05 N/A N/A 1,990,880 1,056,248 21,765,096 15,851,848 2014-10-29 $26.83 $25.00 18.4% 6.9% 21.0% 6.1% 24.2% 1.4% 0.7% 1.04B -33.66B -101.4M 0.60 7.70 N/A N/A 2,090,884 1,245,876 21,873,996 15,993,908 2014-10-30 $26.73 $25.00 18.5% 6.9% 21.1% 7.1% 24.2% 1.5% 0.8% 1.04B -32.54B -104.0M 0.63 7.63 N/A N/A 1,447,116 906,988 22,057,468 16,219,688 2014-10-31 $27.00 $25.00 17.7% 6.6% 21.1% 2.1% 23.7% 1.1% 0.9% 2.33B -34.65B -102.0M 0.51 6.28 N/A N/A 2,398,456 1,216,148 22,147,168 16,335,256
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