AAPL Options History — December 2015 In December 2015, AAPL traded between $26.38 and $29.76. ATM implied volatility averaged 25.4%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 0.9% (HV 20d: 24.4%). Max pain ranged from $27.50 to $29.75. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.70.
Notable Days 2015-12-18 : Highest Volume — 5,199,864 contracts2015-12-11 : Largest IV spike — 21.1% change2015-12-31 : Highest IV Rank — 38.6%2015-12-18 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $27.92 $26.38 $29.76 $29.34 $26.38 Max Pain $28.24 $27.50 $29.75 $29.75 $27.50 ATM IV 25.4% 19.2% 32.2% 21.0% 32.2% Expected Move 6.8% 5.9% 8.1% 6.1% 6.8% HV 20d 24.4% 22.1% 26.4% 24.1% 25.6% HV 60d 25.6% 25.0% 26.4% 25.7% 25.7% IV Rank 20.3% 3.8% 38.6% 8.5% 38.6% IV Percentile 41.6% 4.0% 73.4% 13.9% 73.4% Term Structure 1.1% -0.5% 4.2% 0.3% -0.5% VWIV 24.1% 20.7% 28.4% 21.5% 24.3% Skew 25d 4.6% 3.2% 6.1% 3.2% 4.7% Skew 10d 9.6% 6.5% 13.7% 6.6% 10.1% Call IV 25d 23.6% 17.8% 30.3% 19.7% 30.3% Put IV 25d 28.2% 21.1% 35.0% 22.9% 35.0% Bid-Ask Spread % 2.56 1.95 4.28 4.28 2.16 Gamma HHI 0.10 0.06 0.25 0.11 0.12 Net GEX 186.7M -81.6M 900.3M 374.7M -67.1M Net DEX -351.0M -8.72B 6.33B -5.62B 4.87B Net VEX -78.6M -87.5M -69.9M -87.5M -70.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.70 0.47 0.95 0.55 0.70 Total Volume 2,459,779.818 1,157,856 5,199,864 1,796,528 2,731,272 Total OI 24,700,308.727 23,684,336 26,449,560 24,090,020 24,854,848
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 2015-12-01 $29.34 $29.75 21.0% 6.1% 24.1% 8.5% 21.5% 3.2% 0.3% 374.7M -5.62B -87.5M 0.55 4.28 N/A N/A 1,160,716 635,812 13,828,268 10,261,752 2015-12-02 $29.05 $29.75 21.7% 6.4% 23.0% 10.4% 22.4% 3.4% 0.2% 298.7M -4.21B -86.5M 0.57 2.24 N/A N/A 1,111,308 631,036 13,976,068 10,374,332 2015-12-03 $28.76 $28.39 23.1% 6.7% 22.9% 14.1% 23.4% 3.8% 0.0% 198.4M -2.88B -85.8M 0.58 2.47 N/A N/A 1,672,196 974,796 14,041,560 10,406,488 2015-12-04 $29.76 $28.39 19.2% 5.9% 26.3% 3.8% 20.7% 3.3% 0.5% 900.3M -8.72B -87.3M 0.57 2.51 N/A N/A 2,236,916 1,274,712 14,269,688 10,549,644 2015-12-07 $29.57 $28.39 20.8% 6.1% 26.4% 8.1% 21.6% 3.7% 0.4% 443.4M -7.13B -85.7M 0.64 2.57 N/A N/A 1,037,932 665,116 13,843,064 10,254,132 2015-12-08 $29.58 $28.39 21.4% 6.3% 26.3% 9.5% 22.1% 3.7% 0.5% 484.7M -7.23B -85.5M 0.63 2.64 N/A N/A 991,332 625,268 14,025,884 10,407,768 2015-12-09 $28.84 $28.57 24.7% 7.1% 24.8% 18.5% 24.8% 4.3% 0.0% 245.5M -3.29B -85.2M 0.70 2.26 N/A N/A 1,604,272 1,129,164 14,148,276 10,508,212 2015-12-10 $28.98 $28.39 23.0% 6.8% 24.9% 13.8% 23.5% 4.1% 0.6% 297.9M -4.23B -85.0M 0.58 1.95 N/A N/A 1,048,540 605,652 14,366,336 10,592,336 2015-12-11 $28.27 $28.39 27.8% 8.0% 26.4% 26.8% 27.8% 5.8% 0.4% 79.4M -739.0M -83.7M 0.87 3.58 N/A N/A 2,007,312 1,746,376 14,454,800 10,616,056 2015-12-14 $28.04 $28.39 27.4% 7.8% 24.5% 25.8% 28.4% 5.6% 1.8% 112.2M -22.1M -80.9M 0.78 2.83 N/A N/A 1,728,232 1,342,836 14,119,116 10,472,564 2015-12-15 $27.63 $28.39 28.0% 8.1% 24.4% 27.4% 27.7% 6.1% 0.4% 58.6M 1.77B -78.1M 0.77 2.02 N/A N/A 1,235,720 954,376 14,432,556 10,743,628 2015-12-16 $27.82 $28.21 24.6% 7.1% 24.6% 18.2% 25.2% 4.8% 2.3% 85.3M 933.8M -77.4M 0.81 2.74 N/A N/A 1,821,956 1,469,124 14,613,428 10,867,896 2015-12-17 $27.29 $28.21 26.4% 7.5% 22.1% 23.0% 25.7% 4.9% 0.9% -15.6M 3.36B -74.1M 0.84 2.14 N/A N/A 1,429,504 1,201,676 14,891,976 11,183,244 2015-12-18 $26.51 $28.21 28.6% 8.1% 22.8% 28.9% 28.2% 5.5% 1.1% -81.6M 6.33B -71.3M 0.95 2.54 N/A N/A 2,665,500 2,534,364 15,080,096 11,369,464 2015-12-21 $26.80 $28.21 26.6% 7.1% 23.4% 23.6% 26.0% 4.2% 4.1% 21.8M 3.45B -73.8M 0.73 2.07 N/A N/A 1,484,216 1,089,688 13,355,240 10,329,096 2015-12-22 $26.80 $27.86 25.8% 6.7% 23.4% 21.3% 23.9% 5.0% 4.2% 70.4M 3.23B -73.2M 0.67 2.42 N/A N/A 1,083,592 723,648 13,690,892 10,455,200 2015-12-23 $27.15 $27.86 23.5% 6.2% 23.6% 15.3% 21.6% 4.8% 4.2% 196.2M 1.85B -73.2M 0.73 2.87 N/A N/A 1,347,900 987,024 13,905,676 10,594,112 2015-12-24 $27.01 $27.50 25.1% 6.4% 23.6% 19.6% 22.7% 5.3% 4.2% 201.5M 2.37B -73.3M 0.86 2.77 N/A N/A 623,268 534,588 14,137,796 10,790,716 2015-12-28 $26.67 $27.50 28.8% 6.8% 23.8% 29.6% 24.6% 5.6% 0.0% 1.3M 3.76B -69.9M 0.61 2.21 N/A N/A 1,056,792 646,580 13,542,296 10,351,300 2015-12-29 $27.19 $27.50 28.2% 6.1% 25.1% 27.9% 21.6% 5.0% -0.3% 160.2M 1.46B -71.4M 0.47 2.45 N/A N/A 1,737,352 814,820 13,710,568 10,447,108 2015-12-30 $26.86 $27.50 30.1% 6.3% 25.2% 33.0% 22.2% 5.1% -0.5% 40.8M 2.96B -71.6M 0.85 2.51 N/A N/A 928,044 784,628 13,939,480 10,603,832 2015-12-31 $26.38 $27.50 32.2% 6.8% 25.6% 38.6% 24.3% 4.7% -0.5% -67.1M 4.87B -70.0M 0.70 2.16 N/A N/A 1,607,836 1,123,436 14,121,432 10,733,416
« Nov 2015 | All History | Jan 2016 » Home AAPL History December 2015