AAPL Options History — April 2016 In April 2016, AAPL traded between $23.43 and $28.00. ATM implied volatility averaged 28.2%, placing in the 27.9% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 8.4% (HV 20d: 19.8%). Max pain ranged from $25.00 to $26.25. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.76.
Notable Days 2016-04-27 : Highest Volume — 6,239,956 contracts2016-04-27 : Largest IV drop — 24.0% change2016-04-07 : Highest IV Rank — 38.8%2016-04-26 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $26.67 $23.43 $28.00 $27.48 $23.43 Max Pain $26.06 $25.00 $26.25 $25.00 $26.00 ATM IV 28.2% 22.0% 32.2% 27.2% 25.1% Expected Move 7.8% 5.2% 8.8% 5.2% 7.4% HV 20d 19.8% 15.2% 29.6% 16.0% 29.1% HV 60d 25.2% 20.8% 27.8% 27.8% 24.9% IV Rank 27.9% 11.1% 38.8% 25.3% 19.5% IV Percentile 59.2% 25.4% 75.8% 56.0% 41.7% Term Structure -1.1% -1.7% -0.3% -0.5% -0.6% VWIV 27.5% 18.6% 30.0% 18.6% 26.1% Skew 25d 3.0% 1.7% 3.9% 2.6% 2.6% Skew 10d 5.5% 2.8% 7.2% 5.6% 4.8% Call IV 25d 26.9% 21.7% 30.6% 26.5% 24.6% Put IV 25d 29.9% 23.4% 34.4% 29.1% 27.2% Bid-Ask Spread % 2.16 1.42 5.15 2.26 1.79 Gamma HHI 0.13 0.07 0.40 0.40 0.08 Net GEX 295.3M -183.1M 865.6M 865.6M -103.8M Net DEX -3.91B -10.85B 8.00B -9.10B 8.00B Net VEX -80.7M -88.4M -63.9M -85.0M -64.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.61 0.95 0.69 0.81 Total Volume 2,602,993.905 1,381,076 6,239,956 2,075,272 5,002,880 Total OI 20,384,020 17,769,752 22,129,236 21,025,340 21,977,136
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 2016-04-01 $27.48 $25.00 27.2% 5.2% 16.0% 25.3% 18.6% 2.6% -0.5% 865.6M -9.10B -85.0M 0.69 2.26 N/A N/A 1,229,600 845,672 12,719,184 8,306,156 2016-04-04 $27.78 $25.00 29.0% 7.7% 15.6% 30.2% 27.4% 3.0% -1.3% 473.5M -9.89B -85.8M 0.62 1.78 N/A N/A 1,631,208 1,012,344 12,405,688 7,910,608 2016-04-05 $27.42 $25.00 29.7% 7.9% 15.6% 31.9% 27.9% 3.4% -1.4% 418.4M -8.06B -87.3M 0.65 1.58 N/A N/A 835,476 545,600 12,723,992 8,247,808 2016-04-06 $27.72 $26.25 29.9% 8.0% 15.2% 32.4% 28.3% 3.0% -1.4% 495.6M -9.61B -88.4M 0.63 2.32 N/A N/A 924,480 578,608 12,870,392 8,238,444 2016-04-07 $27.12 $26.25 32.2% 8.4% 17.8% 38.8% 29.7% 3.9% -1.6% 340.9M -6.62B -86.9M 0.64 1.42 N/A N/A 1,353,980 869,708 12,961,740 8,370,588 2016-04-08 $27.15 $26.25 30.3% 8.1% 17.8% 33.7% 28.6% 3.4% -1.7% 368.8M -6.80B -86.3M 0.72 1.64 N/A N/A 1,200,620 865,400 13,295,336 8,545,676 2016-04-11 $27.32 $26.25 29.8% 8.0% 17.6% 32.3% 28.5% 3.5% -1.5% 422.5M -7.56B -86.2M 0.85 1.86 N/A N/A 898,396 762,808 12,924,796 8,308,304 2016-04-12 $27.59 $26.25 29.0% 7.9% 17.8% 30.1% 28.6% 3.3% -1.1% 499.0M -8.85B -86.1M 0.86 1.58 N/A N/A 811,804 702,112 13,034,668 8,452,580 2016-04-13 $27.98 $26.25 28.9% 8.0% 17.3% 29.7% 28.1% 3.3% -0.6% 552.8M -10.85B -87.5M 0.76 1.60 N/A N/A 1,251,604 956,156 13,121,448 8,564,184 2016-04-14 $28.00 $26.25 28.0% 7.9% 17.0% 27.5% 29.1% 3.3% -0.7% 484.3M -10.60B -86.1M 0.95 1.92 N/A N/A 785,164 746,856 13,179,188 8,785,016 2016-04-15 $27.45 $26.25 28.8% 8.0% 18.8% 29.6% 28.7% 3.7% -1.3% 731.8M -7.00B -84.3M 0.86 2.04 N/A N/A 2,386,952 2,051,080 13,241,608 8,887,628 2016-04-18 $26.91 $26.25 29.8% 8.4% 20.3% 32.3% 29.5% 3.4% -1.3% 179.5M -2.71B -82.2M 0.82 3.03 N/A N/A 1,790,812 1,463,700 10,735,196 7,034,556 2016-04-19 $26.71 $26.25 29.2% 8.3% 20.5% 30.6% 29.5% 3.0% -1.0% 155.1M -1.94B -80.4M 0.78 2.15 N/A N/A 875,584 680,016 11,074,360 7,322,360 2016-04-20 $26.84 $26.25 27.3% 7.8% 20.3% 25.4% 27.4% 2.4% -1.3% 194.0M -2.40B -81.2M 0.70 2.94 N/A N/A 1,032,864 718,984 11,209,044 7,434,288 2016-04-21 $26.49 $26.25 28.1% 8.1% 20.7% 27.7% 28.3% 2.7% -1.3% 102.2M -975.4M -79.4M 0.61 1.76 N/A N/A 1,069,644 653,012 11,385,260 7,532,952 2016-04-22 $26.41 $26.25 26.9% 7.8% 20.7% 24.3% 27.3% 2.7% -1.2% 119.0M -654.8M -78.2M 0.71 2.59 N/A N/A 1,391,660 990,860 11,587,008 7,620,992 2016-04-25 $26.23 $26.25 27.8% 8.3% 20.8% 26.7% 29.2% 2.6% -1.5% 121.9M -430.1M -76.1M 0.93 1.98 N/A N/A 913,312 852,212 10,908,572 7,259,776 2016-04-26 $26.05 $26.25 28.9% 8.8% 19.0% 29.8% 30.0% 2.9% -1.7% 103.6M 136.6M -75.7M 0.82 5.15 N/A N/A 1,976,472 1,630,208 11,236,176 7,483,428 2016-04-27 $24.41 $26.25 22.0% 6.3% 28.1% 11.1% 22.5% 1.7% -0.3% -183.1M 6.20B -63.9M 0.70 1.77 N/A N/A 3,674,380 2,565,576 11,862,244 8,076,832 2016-04-28 $23.64 $26.25 24.3% 7.1% 29.6% 17.3% 24.9% 2.4% -0.5% -140.6M 7.53B -64.0M 0.88 2.28 N/A N/A 2,198,880 1,936,188 12,893,316 8,335,892 2016-04-29 $23.43 $26.00 25.1% 7.4% 29.1% 19.5% 26.1% 2.6% -0.6% -103.8M 8.00B -64.2M 0.81 1.79 N/A N/A 2,757,684 2,245,196 13,449,988 8,527,148
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