AAPL Options History — April 2015 In April 2015, AAPL traded between $31.03 and $33.09. ATM implied volatility averaged 31.3%, placing in the 60.4% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 11.3% (HV 20d: 20.0%). Max pain ranged from $30.00 to $31.25. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.56.
Notable Days 2015-04-28 : Highest Volume — 8,280,184 contracts2015-04-28 : Largest IV drop — 25.8% change2015-04-13 : Highest IV Rank — 71.4%2015-04-27 : Largest Expected Move — 10.9%Monthly Statistics Metric Avg Min Max Open Close Price $31.81 $31.03 $33.09 $31.03 $31.25 Max Pain $30.37 $30.00 $31.25 $30.00 $31.25 ATM IV 31.3% 24.4% 33.8% 33.4% 26.7% Expected Move 9.0% 7.0% 10.9% 7.0% 8.1% HV 20d 20.0% 17.2% 23.3% 22.6% 20.0% HV 60d 24.0% 19.7% 26.8% 26.7% 20.7% IV Rank 60.4% 30.6% 71.4% 69.5% 40.7% IV Percentile 84.8% 49.2% 94.0% 94.0% 65.1% Term Structure -1.3% -2.1% 0.1% -0.7% -0.1% VWIV 31.5% 24.6% 38.1% 24.6% 28.7% Skew 25d 2.5% 1.3% 3.3% 2.5% 1.8% Skew 10d 5.0% 2.6% 7.1% 5.1% 4.2% Call IV 25d 30.1% 24.1% 33.1% 32.2% 26.4% Put IV 25d 32.6% 25.5% 36.2% 34.7% 28.2% Bid-Ask Spread % 1.91 1.48 3.67 1.78 1.69 Gamma HHI 0.12 0.07 0.50 0.07 0.08 Net GEX 759.4M 296.8M 2.26B 498.0M 296.8M Net DEX -19.01B -23.50B -10.78B -15.94B -10.78B Net VEX -107.7M -113.6M -103.4M -109.8M -112.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.56 0.43 0.75 0.75 0.59 Total Volume 3,634,617.714 1,864,304 8,280,184 3,558,084 6,322,468 Total OI 25,890,144 22,233,672 28,174,236 26,404,008 27,840,432
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 2015-04-01 $31.03 $30.00 33.4% 7.0% 22.6% 69.5% 24.6% 2.5% -0.7% 498.0M -15.94B -109.8M 0.75 1.78 N/A N/A 2,032,700 1,525,384 15,692,628 10,711,380 2015-04-02 $31.36 $30.00 32.5% 8.8% 22.4% 65.6% 30.8% 2.5% -0.7% 801.6M -18.13B -113.6M 0.65 1.60 N/A N/A 1,950,840 1,270,404 16,021,296 10,982,116 2015-04-06 $31.84 $30.00 32.1% 8.8% 23.1% 64.1% 30.7% 2.6% -0.9% 727.8M -21.66B -107.5M 0.49 1.79 N/A N/A 2,025,500 1,000,540 15,325,556 10,156,720 2015-04-07 $31.51 $30.00 32.6% 9.0% 23.3% 66.3% 31.4% 2.8% -1.1% 667.9M -19.32B -107.2M 0.61 2.00 N/A N/A 1,541,084 947,348 15,723,268 10,429,564 2015-04-08 $31.40 $30.00 33.2% 9.1% 22.1% 68.7% 32.0% 2.5% -1.6% 617.0M -18.47B -106.1M 0.59 2.03 N/A N/A 1,538,620 913,116 15,927,172 10,640,600 2015-04-09 $31.61 $30.00 33.4% 9.2% 21.0% 69.5% 31.7% 2.4% -2.0% 786.5M -20.11B -109.2M 0.58 1.75 N/A N/A 1,640,524 945,768 16,111,568 10,779,860 2015-04-10 $31.75 $30.00 33.0% 9.2% 20.2% 67.9% 32.1% 2.7% -1.4% 2.26B -21.56B -106.4M 0.52 1.60 N/A N/A 2,408,620 1,243,548 16,266,908 10,909,516 2015-04-13 $31.71 $30.00 33.8% 9.6% 20.0% 71.4% 33.3% 2.5% -1.9% 708.0M -20.81B -104.5M 0.50 1.76 N/A N/A 1,715,912 862,872 15,790,392 10,524,472 2015-04-14 $31.54 $30.00 33.4% 9.5% 19.8% 69.4% 32.9% 2.6% -1.6% 655.5M -19.30B -104.8M 0.64 2.16 N/A N/A 1,160,264 747,136 16,063,040 10,722,568 2015-04-15 $31.70 $30.00 32.7% 9.4% 18.9% 66.5% 33.0% 2.6% -2.0% 747.4M -20.45B -103.4M 0.58 2.07 N/A N/A 1,291,260 749,420 16,241,944 10,843,400 2015-04-16 $31.58 $30.00 31.9% 9.2% 18.5% 63.0% 32.1% 2.8% -1.8% 728.8M -20.08B -103.7M 0.56 1.72 N/A N/A 1,436,896 803,068 16,746,136 11,428,100 2015-04-17 $31.16 $30.00 33.7% 9.9% 18.9% 71.0% 34.6% 3.1% -2.1% 436.1M -16.24B -105.3M 0.59 1.68 N/A N/A 2,948,816 1,743,608 16,485,716 11,166,088 2015-04-20 $31.88 $30.00 30.0% 9.1% 20.2% 55.1% 31.5% 3.0% -1.5% 603.9M -17.11B -108.1M 0.52 1.75 N/A N/A 2,173,984 1,135,456 13,562,888 8,670,784 2015-04-21 $31.74 $30.00 30.6% 9.3% 19.9% 57.4% 32.7% 3.3% -1.5% 613.7M -16.32B -109.1M 0.60 1.65 N/A N/A 1,168,652 695,652 14,038,160 9,046,088 2015-04-22 $32.13 $30.25 29.9% 9.2% 20.3% 54.6% 32.6% 3.2% -1.4% 803.0M -18.98B -107.6M 0.54 1.69 N/A N/A 1,643,128 886,660 14,330,528 9,227,664 2015-04-23 $32.44 $31.25 29.7% 9.2% 17.8% 53.6% 32.4% 3.0% -1.7% 910.3M -20.92B -107.9M 0.43 1.77 N/A N/A 2,442,100 1,052,320 14,538,756 9,403,692 2015-04-24 $32.56 $31.25 31.7% 10.0% 17.7% 62.4% 34.8% 2.9% -1.7% 1.03B -21.83B -109.3M 0.44 1.48 N/A N/A 2,797,036 1,235,080 14,837,628 9,640,816 2015-04-27 $33.09 $31.25 33.2% 10.9% 17.8% 68.6% 38.1% 2.0% -1.5% 655.3M -23.50B -109.1M 0.50 3.67 N/A N/A 4,672,084 2,335,220 14,536,168 9,117,544 2015-04-28 $32.58 $31.25 24.6% 7.3% 17.2% 31.5% 26.3% 1.3% -0.0% 805.9M -20.70B -107.8M 0.54 2.38 N/A N/A 5,364,488 2,915,696 15,935,292 10,121,172 2015-04-29 $32.08 $31.25 24.4% 7.3% 17.4% 30.6% 25.7% 1.4% 0.1% 588.5M -17.02B -109.5M 0.53 2.10 N/A N/A 3,286,844 1,756,856 16,582,640 10,572,764 2015-04-30 $31.25 $31.25 26.7% 8.1% 20.0% 40.7% 28.7% 1.8% -0.1% 296.8M -10.78B -112.3M 0.59 1.69 N/A N/A 3,967,560 2,354,908 16,951,328 10,889,104
« Mar 2015 | All History | May 2015 » Home AAPL History April 2015