AAPL Options History — February 2015 In February 2015, AAPL traded between $29.66 and $33.21. ATM implied volatility averaged 24.2%, placing in the 29.8% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded below realized volatility by 6.5% (HV 20d: 30.7%). Max pain ranged from $27.50 to $28.75. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.51.
Notable Days 2015-02-04 : Highest Volume — 8,147,656 contracts2015-02-23 : Largest IV spike — 10.8% change2015-02-27 : Highest IV Rank — 40.4%2015-02-27 : Largest Expected Move — 7.8%Monthly Statistics Metric Avg Min Max Open Close Price $31.34 $29.66 $33.21 $29.66 $32.07 Max Pain $28.57 $27.50 $28.75 $27.50 $28.75 ATM IV 24.2% 22.2% 26.6% 25.7% 26.6% Expected Move 7.0% 6.3% 7.8% 7.2% 7.8% HV 20d 30.7% 20.5% 37.4% 37.4% 20.5% HV 60d 28.2% 27.9% 28.8% 27.9% 28.1% IV Rank 29.8% 21.3% 40.4% 36.3% 40.4% IV Percentile 57.9% 40.9% 72.6% 67.5% 72.6% Term Structure 0.3% -0.4% 1.0% 0.5% -0.3% VWIV 24.9% 22.9% 27.7% 25.8% 27.7% Skew 25d 1.6% 0.9% 2.5% 2.5% 1.1% Skew 10d 3.4% 1.6% 5.7% 5.7% 2.2% Call IV 25d 23.8% 22.0% 26.7% 25.0% 26.7% Put IV 25d 25.4% 23.5% 27.8% 27.4% 27.8% Bid-Ask Spread % 1.92 1.11 3.40 3.40 2.21 Gamma HHI 0.13 0.07 0.31 0.13 0.11 Net GEX 837.8M 323.7M 1.49B 755.9M 323.7M Net DEX -26.49B -32.82B -19.05B -20.56B -23.24B Net VEX -102.0M -111.6M -93.1M -109.0M -111.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.25 0.72 0.45 0.72 Total Volume 4,665,776.842 2,496,104 8,147,656 2,992,544 4,662,740 Total OI 25,580,376.632 22,269,964 27,246,788 24,772,952 26,606,916
Daily Data (19 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 2015-02-02 $29.66 $27.50 25.7% 7.2% 37.4% 36.3% 25.8% 2.5% 0.5% 755.9M -20.56B -109.0M 0.45 3.40 N/A N/A 2,064,096 928,448 15,369,168 9,403,784 2015-02-03 $29.67 $27.50 24.4% 6.8% 35.4% 30.8% 24.7% 2.5% 0.4% 883.6M -20.95B -108.3M 0.53 2.42 N/A N/A 1,636,164 859,940 15,856,376 9,718,596 2015-02-04 $29.87 $27.75 25.0% 6.9% 35.3% 33.2% 23.3% 1.9% 0.6% 1.01B -22.67B -105.7M 0.25 2.48 N/A N/A 6,532,540 1,615,116 16,000,768 9,930,432 2015-02-05 $29.95 $28.75 24.3% 7.2% 35.2% 30.0% 25.9% 2.2% 0.5% 1.01B -20.94B -105.0M 0.61 1.77 N/A N/A 2,030,444 1,230,604 15,416,240 10,334,256 2015-02-06 $29.72 $28.75 25.6% 7.5% 33.4% 35.7% 26.9% 2.3% 0.5% 947.2M -19.05B -108.3M 0.56 1.46 N/A N/A 2,402,980 1,344,428 15,583,828 10,573,432 2015-02-09 $29.93 $28.75 24.4% 7.1% 33.4% 30.7% 25.2% 2.1% 0.4% 873.8M -20.70B -103.9M 0.66 1.72 N/A N/A 1,565,744 1,036,364 14,820,908 9,731,488 2015-02-10 $30.52 $28.75 23.0% 6.9% 32.3% 24.6% 24.2% 2.1% 1.0% 1.06B -25.31B -100.7M 0.53 1.67 N/A N/A 2,839,348 1,492,968 15,134,572 10,119,844 2015-02-11 $31.19 $28.75 23.2% 6.8% 32.8% 25.3% 24.4% 1.8% 0.6% 1.00B -29.36B -99.7M 0.47 2.09 N/A N/A 4,335,676 2,040,820 15,319,212 10,376,172 2015-02-12 $31.62 $28.75 23.3% 6.8% 32.7% 25.7% 24.0% 1.3% 0.5% 972.4M -31.87B -96.2M 0.44 1.81 N/A N/A 4,468,456 1,984,644 15,548,292 10,903,460 2015-02-13 $31.76 $28.75 22.9% 6.7% 30.4% 24.3% 24.0% 1.1% 0.7% 1.49B -31.97B -101.1M 0.52 1.64 N/A N/A 3,025,800 1,581,376 15,930,400 11,316,388 2015-02-17 $31.92 $28.75 23.7% 6.8% 29.7% 27.7% 24.4% 1.2% 0.3% 749.8M -30.81B -96.6M 0.46 1.69 N/A N/A 2,893,748 1,319,188 15,216,012 10,567,064 2015-02-18 $32.16 $28.75 22.4% 6.4% 29.1% 21.8% 22.9% 1.3% 0.4% 798.5M -31.74B -97.6M 0.41 1.11 N/A N/A 2,067,648 845,860 15,486,008 10,926,464 2015-02-19 $32.11 $28.75 22.5% 6.4% 29.3% 22.4% 23.2% 1.2% 0.3% 808.1M -30.80B -97.9M 0.51 1.30 N/A N/A 1,660,480 849,520 15,508,860 11,029,072 2015-02-20 $32.38 $28.75 22.2% 6.3% 28.6% 21.3% 23.0% 1.5% 0.3% 781.7M -32.82B -93.1M 0.45 1.58 N/A N/A 2,726,764 1,223,780 15,825,156 11,237,768 2015-02-23 $33.21 $28.75 24.6% 7.0% 29.3% 31.6% 24.9% 1.0% -0.2% 603.6M -30.14B -94.9M 0.50 1.61 N/A N/A 4,168,812 2,074,492 13,419,828 8,850,136 2015-02-24 $33.02 $28.75 24.1% 6.9% 29.6% 29.3% 24.3% 0.9% -0.1% 654.4M -29.48B -97.6M 0.44 1.69 N/A N/A 3,790,848 1,657,264 14,105,740 9,574,276 2015-02-25 $32.21 $28.75 25.6% 7.4% 27.7% 35.8% 26.5% 1.3% -0.1% 494.6M -24.16B -105.0M 0.59 1.93 N/A N/A 3,884,392 2,284,568 14,671,900 10,047,952 2015-02-26 $32.59 $28.75 26.5% 7.7% 20.5% 39.9% 27.3% 1.0% -0.4% 701.2M -26.71B -105.9M 0.58 2.99 N/A N/A 4,762,908 2,760,792 15,156,020 10,410,368 2015-02-27 $32.07 $28.75 26.6% 7.8% 20.5% 40.4% 27.7% 1.1% -0.3% 323.7M -23.24B -111.6M 0.72 2.21 N/A N/A 2,716,088 1,946,652 15,686,388 10,920,528
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