AAPL Options History — December 2014 In December 2014, AAPL traded between $26.68 and $29.02. ATM implied volatility averaged 26.7%, placing in the 54.5% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 3.3% (HV 20d: 23.4%). Max pain ranged from $27.50 to $27.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.61.
Notable Days 2014-12-12 : Highest Volume — 4,929,116 contracts2014-12-08 : Largest IV spike — 16.2% change2014-12-31 : Highest IV Rank — 88.9%2014-12-16 : Largest Expected Move — 9.9%Monthly Statistics Metric Avg Min Max Open Close Price $28.09 $26.68 $29.02 $28.73 $27.59 Max Pain $27.50 $27.50 $27.50 $27.50 $27.50 ATM IV 26.7% 21.3% 32.6% 25.8% 32.6% Expected Move 8.5% 7.8% 9.9% 8.1% 8.8% HV 20d 23.4% 19.2% 27.0% 19.4% 24.5% HV 60d 21.7% 20.6% 23.4% 21.3% 21.8% IV Rank 54.5% 22.9% 88.9% 49.1% 88.9% IV Percentile 72.9% 38.9% 96.0% 70.6% 96.0% Term Structure 1.5% -0.3% 4.3% -0.3% -0.1% VWIV 30.0% 27.1% 34.4% 28.9% 31.0% Skew 25d 2.1% 1.2% 3.0% 1.2% 2.4% Skew 10d 4.0% 2.5% 6.2% 2.9% 4.8% Call IV 25d 26.1% 20.9% 31.9% 25.6% 31.9% Put IV 25d 28.2% 22.1% 34.2% 26.7% 34.2% Bid-Ask Spread % 3.43 1.96 5.21 5.21 3.12 Gamma HHI 0.06 0.05 0.08 0.06 0.05 Net GEX 686.3M 391.2M 897.1M 639.0M 553.6M Net DEX -22.62B -28.78B -13.07B -26.16B -18.64B Net VEX -105.5M -111.2M -98.9M -103.3M -100.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.61 0.52 0.72 0.57 0.60 Total Volume 3,333,571.455 1,267,320 4,929,116 4,829,024 3,130,420 Total OI 37,632,822 35,023,688 39,988,224 35,023,688 37,314,908
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 2014-12-01 $28.73 $27.50 25.8% 8.1% 19.4% 49.1% 28.9% 1.2% -0.3% 639.0M -26.16B -103.3M 0.57 5.21 N/A N/A 3,078,660 1,750,364 18,569,592 16,454,096 2014-12-02 $28.61 $27.50 24.1% 8.0% 19.2% 39.6% 28.1% 1.4% 0.3% 650.3M -25.26B -107.3M 0.56 3.15 N/A N/A 2,643,796 1,491,960 19,177,972 16,900,520 2014-12-03 $29.02 $27.50 22.7% 7.8% 19.4% 31.5% 27.5% 1.4% 0.4% 809.0M -28.78B -106.2M 0.56 3.69 N/A N/A 1,578,816 882,632 19,669,028 17,381,104 2014-12-04 $28.87 $27.50 23.0% 7.9% 19.6% 32.9% 28.4% 1.4% 0.6% 777.1M -27.65B -105.3M 0.60 3.91 N/A N/A 1,934,888 1,166,664 19,968,712 17,577,172 2014-12-05 $28.68 $27.50 21.3% 7.8% 19.9% 22.9% 27.1% 1.2% 0.9% 729.8M -25.95B -105.5M 0.56 3.70 N/A N/A 1,903,864 1,065,160 20,270,308 17,868,536 2014-12-08 $28.07 $27.50 24.7% 8.4% 21.6% 42.8% 29.2% 1.4% 0.2% 608.4M -21.86B -104.7M 0.54 3.07 N/A N/A 2,629,628 1,427,916 19,508,236 17,309,348 2014-12-09 $28.55 $27.50 24.0% 8.2% 22.2% 38.7% 28.9% 1.6% 0.3% 766.2M -25.68B -106.5M 0.62 3.61 N/A N/A 2,582,880 1,607,152 20,069,512 17,632,004 2014-12-10 $27.92 $27.50 27.4% 8.9% 23.7% 58.6% 30.9% 2.0% 0.4% 603.5M -21.08B -111.2M 0.66 3.09 N/A N/A 1,927,592 1,276,684 20,439,796 17,877,532 2014-12-11 $27.86 $27.50 26.7% 8.8% 23.3% 54.7% 30.8% 1.9% 0.3% 565.0M -20.56B -110.7M 0.62 3.40 N/A N/A 1,695,712 1,055,360 20,616,796 18,045,084 2014-12-12 $27.40 $27.50 29.3% 9.3% 23.4% 69.4% 32.6% 2.6% 0.2% 391.2M -16.89B -110.6M 0.72 3.55 N/A N/A 2,865,032 2,064,084 20,760,152 18,155,380 2014-12-15 $27.12 $27.50 29.7% 9.4% 23.0% 72.0% 33.1% 2.7% 3.1% 540.8M -15.87B -109.2M 0.62 4.20 N/A N/A 2,942,268 1,835,436 20,346,872 17,728,016 2014-12-16 $26.68 $27.50 31.6% 9.9% 23.5% 82.7% 34.4% 3.0% 2.7% 492.5M -13.07B -110.5M 0.71 4.12 N/A N/A 2,476,544 1,770,708 20,936,976 18,025,464 2014-12-17 $27.38 $27.50 26.9% 9.0% 25.0% 55.8% 31.7% 2.7% 3.5% 665.2M -17.88B -109.6M 0.62 4.64 N/A N/A 2,109,756 1,301,124 21,200,672 18,301,304 2014-12-18 $28.11 $27.50 25.1% 8.8% 27.0% 45.4% 30.5% 2.3% 4.3% 897.1M -24.24B -106.0M 0.58 3.29 N/A N/A 2,500,836 1,448,120 21,284,560 18,276,920 2014-12-19 $27.95 $27.50 25.4% 8.8% 26.4% 46.9% 30.5% 2.4% 3.5% 894.6M -22.78B -107.1M 0.52 4.44 N/A N/A 2,366,992 1,241,712 21,511,492 18,476,732 2014-12-22 $28.22 $27.50 26.2% 8.3% 26.7% 51.8% 29.6% 2.4% 3.1% 755.0M -24.26B -100.7M 0.65 2.21 N/A N/A 1,547,256 1,006,760 19,237,592 16,704,952 2014-12-23 $28.17 $27.50 26.0% 8.2% 25.5% 50.4% 29.1% 2.3% 3.2% 784.2M -23.65B -103.4M 0.62 1.96 N/A N/A 983,028 612,144 19,667,840 17,072,288 2014-12-24 $28.00 $27.50 26.4% 8.3% 25.5% 52.5% 29.2% 2.2% 3.4% 701.8M -22.34B -102.8M 0.61 2.64 N/A N/A 785,484 481,836 19,800,888 17,262,548 2014-12-26 $28.52 $27.50 28.1% 8.3% 26.2% 62.7% 29.5% 2.3% 3.1% 768.0M -26.76B -101.6M 0.63 2.40 N/A N/A 2,315,672 1,447,972 19,865,776 17,315,068 2014-12-29 $28.47 $27.50 30.2% 8.3% 26.2% 74.8% 29.7% 2.5% -0.3% 800.2M -25.47B -99.4M 0.65 2.77 N/A N/A 1,296,344 846,344 19,291,748 17,090,288 2014-12-30 $28.13 $27.50 30.4% 8.3% 23.6% 76.0% 29.4% 2.4% -0.2% 705.4M -22.80B -98.9M 0.61 3.19 N/A N/A 1,409,512 853,460 19,589,976 17,368,324 2014-12-31 $27.59 $27.50 32.6% 8.8% 24.5% 88.9% 31.0% 2.4% -0.1% 553.6M -18.64B -100.1M 0.60 3.12 N/A N/A 1,953,672 1,176,748 19,758,744 17,556,164
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