AAPL Options History — June 2015 In June 2015, AAPL traded between $31.16 and $32.61. ATM implied volatility averaged 20.4%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 6.0% (HV 20d: 14.4%). Max pain ranged from $31.25 to $32.75. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.68.
Notable Days 2015-06-24 : Highest Volume — 4,874,820 contracts2015-06-29 : Largest IV spike — 21.7% change2015-06-29 : Highest IV Rank — 41.7%2015-06-29 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $31.96 $31.16 $32.61 $32.61 $31.42 Max Pain $31.44 $31.25 $32.75 $32.75 $31.25 ATM IV 20.4% 17.8% 27.2% 19.3% 26.5% Expected Move 5.4% 4.6% 6.2% 5.5% 5.5% HV 20d 14.4% 9.3% 19.3% 19.2% 11.4% HV 60d 19.4% 17.7% 21.0% 21.0% 17.8% IV Rank 12.0% 0.8% 41.7% 7.0% 38.8% IV Percentile 17.9% 0.4% 66.7% 8.3% 62.3% Term Structure 1.4% -0.4% 3.8% 0.1% -0.4% VWIV 19.1% 16.4% 22.3% 18.9% 19.3% Skew 25d 2.0% 1.5% 2.5% 2.0% 2.5% Skew 10d 3.9% 2.8% 5.1% 3.8% 4.9% Call IV 25d 19.5% 17.0% 27.0% 18.3% 25.2% Put IV 25d 21.4% 19.1% 29.2% 20.3% 27.7% Bid-Ask Spread % 2.13 1.58 3.41 2.27 2.19 Gamma HHI 0.13 0.10 0.18 0.11 0.11 Net GEX 605.8M 287.5M 916.4M 791.4M 427.6M Net DEX -12.48B -16.71B -8.31B -16.71B -9.80B Net VEX -110.1M -115.9M -103.8M -115.9M -108.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.68 0.47 0.87 0.52 0.68 Total Volume 3,050,492 1,970,284 4,874,820 2,252,196 2,782,448 Total OI 27,315,584.727 25,142,524 29,295,592 25,927,464 27,702,780
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 2015-06-01 $32.61 $32.75 19.3% 5.5% 19.2% 7.0% 18.9% 2.0% 0.1% 791.4M -16.71B -115.9M 0.52 2.27 N/A N/A 1,486,608 765,588 15,423,464 10,504,000 2015-06-02 $32.49 $32.75 19.3% 5.4% 19.3% 7.0% 19.1% 2.0% 0.0% 791.8M -15.93B -113.3M 0.49 2.40 N/A N/A 1,539,572 747,416 15,726,792 10,727,436 2015-06-03 $32.51 $32.50 19.2% 5.5% 17.3% 6.8% 19.0% 2.1% 0.1% 824.2M -16.04B -112.7M 0.55 1.96 N/A N/A 1,274,924 695,360 15,903,460 10,911,612 2015-06-04 $32.30 $31.25 20.3% 5.9% 17.2% 11.5% 20.6% 2.0% -0.2% 598.3M -14.32B -112.7M 0.68 1.93 N/A N/A 1,865,172 1,266,904 16,035,896 11,034,492 2015-06-05 $32.18 $31.25 20.1% 5.9% 17.3% 10.8% 20.6% 2.0% 0.1% 511.1M -13.29B -111.7M 0.73 1.88 N/A N/A 1,781,536 1,302,716 16,331,952 11,229,308 2015-06-08 $31.98 $31.25 20.5% 6.0% 16.2% 12.3% 21.0% 1.8% 0.4% 550.4M -12.39B -110.4M 0.60 1.63 N/A N/A 2,257,592 1,353,732 15,567,912 10,759,656 2015-06-09 $31.85 $31.25 20.4% 6.0% 15.8% 12.2% 20.8% 1.8% 0.5% 497.9M -11.49B -112.1M 0.60 1.69 N/A N/A 2,509,048 1,514,140 16,027,532 11,189,740 2015-06-10 $32.24 $31.25 18.7% 5.4% 16.3% 4.7% 19.4% 1.9% 0.2% 774.9M -14.55B -112.3M 0.61 1.58 N/A N/A 1,763,828 1,071,668 16,436,960 11,452,796 2015-06-11 $32.17 $31.25 18.8% 5.5% 16.3% 5.1% 19.5% 1.8% 0.4% 744.6M -13.93B -111.7M 0.67 2.10 N/A N/A 1,768,384 1,190,952 16,579,924 11,596,168 2015-06-12 $31.81 $31.25 19.3% 5.7% 14.8% 7.4% 19.6% 1.8% 0.8% 287.5M -10.67B -112.1M 0.75 3.41 N/A N/A 1,828,308 1,368,532 16,728,112 11,745,964 2015-06-15 $31.75 $31.25 20.0% 5.8% 14.8% 10.2% 19.8% 2.0% 2.7% 514.5M -11.22B -109.7M 0.78 1.65 N/A N/A 2,626,848 2,048,148 16,042,244 11,098,672 2015-06-16 $31.85 $31.25 19.8% 5.7% 14.2% 9.4% 19.5% 2.1% 2.4% 582.8M -11.53B -110.4M 0.58 1.89 N/A N/A 1,434,320 828,284 16,505,628 11,583,656 2015-06-17 $31.84 $31.25 19.3% 5.5% 14.2% 7.1% 19.1% 2.2% 2.5% 531.8M -11.37B -109.5M 0.87 2.01 N/A N/A 1,487,248 1,297,812 16,661,536 11,774,516 2015-06-18 $31.95 $31.25 17.8% 4.9% 14.2% 0.8% 17.7% 2.1% 3.8% 745.2M -12.43B -108.4M 0.87 1.90 N/A N/A 1,400,180 1,215,352 16,809,976 12,187,972 2015-06-19 $31.66 $31.25 19.1% 5.2% 14.0% 6.5% 18.0% 2.0% 2.7% 504.4M -10.10B -108.1M 0.78 1.63 N/A N/A 1,730,612 1,347,088 16,858,804 12,436,788 2015-06-22 $31.89 $31.25 19.6% 4.7% 13.8% 8.5% 17.1% 2.0% 2.5% 651.1M -12.19B -106.1M 0.75 2.07 N/A N/A 1,449,280 1,088,212 14,757,736 10,384,788 2015-06-23 $31.77 $31.25 19.8% 4.6% 11.4% 9.2% 16.4% 2.3% 3.1% 619.9M -11.44B -103.8M 0.67 2.05 N/A N/A 1,224,308 815,852 15,183,180 10,802,612 2015-06-24 $32.03 $31.25 20.5% 4.8% 9.6% 12.6% 17.3% 1.6% 3.4% 916.4M -13.64B -107.9M 0.47 2.59 N/A N/A 3,305,076 1,569,744 15,404,888 11,093,740 2015-06-25 $31.91 $31.25 21.1% 4.8% 9.7% 15.0% 17.5% 1.5% 3.5% 687.0M -12.45B -108.9M 0.79 2.30 N/A N/A 1,436,212 1,129,920 15,920,660 11,448,188 2015-06-26 $31.70 $31.25 22.3% 5.0% 9.3% 20.4% 17.8% 1.8% 3.3% 441.2M -10.70B -108.3M 0.82 2.97 N/A N/A 1,831,872 1,510,720 16,110,024 11,829,988 2015-06-29 $31.16 $31.25 27.2% 6.2% 10.8% 41.7% 22.3% 2.3% -0.4% 332.9M -8.31B -106.9M 0.75 2.71 N/A N/A 2,392,844 1,806,464 15,352,488 11,078,824 2015-06-30 $31.42 $31.25 26.5% 5.5% 11.4% 38.8% 19.3% 2.5% -0.4% 427.6M -9.80B -108.9M 0.68 2.19 N/A N/A 1,654,960 1,127,488 16,097,888 11,604,892
« May 2015 | All History | Jul 2015 » Home AAPL History June 2015