AAPL Options History — May 2017 In May 2017, AAPL traded between $36.62 and $38.98. ATM implied volatility averaged 17.0%, placing in the 27.4% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded below realized volatility by 0.8% (HV 20d: 17.8%). Max pain ranged from $32.50 to $37.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.47.
Notable Days 2017-05-10 : Highest Volume — 8,222,864 contracts2017-05-03 : Largest IV drop — 27.5% change2017-05-17 : Highest IV Rank — 54.9%2017-05-02 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $38.04 $36.62 $38.98 $36.77 $38.20 Max Pain $35.40 $32.50 $37.50 $35.00 $37.50 ATM IV 17.0% 13.3% 21.2% 20.4% 16.7% Expected Move 4.9% 4.0% 7.0% 6.8% 4.7% HV 20d 17.8% 13.6% 21.2% 13.8% 19.4% HV 60d 13.6% 11.6% 15.3% 11.7% 14.7% IV Rank 27.4% 3.8% 54.9% 49.9% 25.8% IV Percentile 26.3% 0.4% 67.5% 52.8% 23.4% Term Structure 0.0% -1.0% 0.4% -0.8% -0.5% VWIV 17.7% 14.2% 24.2% 24.2% 16.6% Skew 25d 1.2% 0.2% 3.0% 1.0% 1.1% Skew 10d 2.4% 0.4% 6.6% 1.5% 2.2% Call IV 25d 16.8% 12.9% 20.4% 19.9% 16.5% Put IV 25d 18.0% 14.3% 22.9% 20.9% 17.6% Bid-Ask Spread % 1.63 1.02 4.64 1.79 1.94 Gamma HHI 0.17 0.12 0.29 0.14 0.17 Net GEX 713.9M 465.8M 970.8M 471.7M 698.4M Net DEX -16.66B -22.32B -11.74B -16.09B -13.90B Net VEX -77.1M -84.0M -69.0M -69.0M -79.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.09 0.64 0.59 0.49 Total Volume 2,683,091.273 1,151,216 8,222,864 2,506,000 1,303,424 Total OI 16,953,209.455 14,775,656 18,120,180 14,775,656 17,127,936
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 2017-05-01 $36.77 $35.00 20.4% 6.8% 13.8% 49.9% 24.2% 1.0% -0.8% 471.7M -16.09B -69.0M 0.59 1.79 N/A N/A 1,580,872 925,128 8,233,328 6,542,328 2017-05-02 $36.85 $35.00 20.3% 7.0% 13.8% 48.8% 24.2% 0.9% -1.0% 466.7M -16.09B -71.0M 0.58 4.64 N/A N/A 2,414,908 1,402,816 8,520,276 6,974,048 2017-05-03 $36.74 $35.00 14.7% 4.4% 13.7% 12.8% 15.8% 1.0% 0.2% 612.2M -15.81B -72.1M 0.57 1.89 N/A N/A 2,702,156 1,528,864 9,396,288 7,628,504 2017-05-04 $36.62 $32.50 13.3% 4.0% 13.6% 3.8% 14.2% 1.5% 0.4% 607.5M -15.41B -70.7M 0.47 1.15 N/A N/A 1,170,512 544,308 9,808,904 7,925,848 2017-05-05 $37.16 $32.50 13.6% 4.0% 14.4% 5.7% 14.6% 1.2% 0.4% 888.2M -18.38B -70.7M 0.51 1.37 N/A N/A 1,935,132 986,660 9,872,420 7,982,204 2017-05-08 $38.21 $32.50 15.8% 4.5% 17.1% 19.7% 16.3% 0.7% 0.1% 742.8M -21.61B -70.1M 0.40 1.17 N/A N/A 3,560,732 1,411,164 9,313,652 7,249,068 2017-05-09 $38.44 $32.50 16.3% 4.7% 16.9% 23.4% 16.7% 0.2% -0.0% 808.5M -22.32B -74.7M 0.37 1.06 N/A N/A 2,570,032 938,840 9,787,592 7,663,688 2017-05-10 $38.25 $33.75 16.2% 4.7% 16.1% 22.3% 16.4% 0.6% 0.1% 746.9M -21.34B -77.1M 0.09 1.15 N/A N/A 7,564,876 657,988 10,193,020 7,869,632 2017-05-11 $38.49 $36.25 16.1% 4.6% 16.1% 21.6% 16.9% 0.8% 0.2% 854.8M -16.31B -76.7M 0.41 1.07 N/A N/A 1,666,268 685,932 8,676,036 8,032,120 2017-05-12 $38.98 $36.25 16.9% 4.9% 16.3% 26.8% 17.4% 0.7% 0.1% 970.8M -18.79B -77.3M 0.32 1.43 N/A N/A 3,276,044 1,037,228 8,843,008 8,194,684 2017-05-15 $38.85 $36.25 17.7% 5.1% 16.5% 32.5% 18.3% 0.5% 0.1% 804.7M -17.75B -78.5M 0.31 1.02 N/A N/A 1,664,520 521,452 8,818,008 7,793,660 2017-05-16 $38.85 $36.25 17.1% 4.9% 16.4% 28.6% 17.6% 0.6% 0.1% 883.6M -17.90B -79.1M 0.36 1.15 N/A N/A 1,117,052 404,716 9,158,408 7,972,036 2017-05-17 $37.55 $36.25 21.2% 6.1% 21.2% 54.9% 21.3% 2.5% -0.4% 465.8M -11.74B -84.0M 0.57 1.74 N/A N/A 2,197,232 1,259,444 9,366,800 8,071,876 2017-05-18 $38.20 $36.25 19.7% 5.6% 21.2% 45.0% 20.3% 3.0% 0.3% 685.7M -14.83B -84.0M 0.49 1.23 N/A N/A 1,420,052 691,824 9,688,312 8,235,496 2017-05-19 $38.17 $36.25 18.4% 5.2% 21.0% 36.7% 19.0% 2.0% 0.4% 760.1M -14.87B -83.7M 0.50 1.48 N/A N/A 1,175,400 593,268 9,765,548 8,354,632 2017-05-22 $38.48 $36.25 17.1% 4.8% 20.9% 28.4% 17.4% 1.5% 0.2% 657.1M -15.61B -81.3M 0.54 1.88 N/A N/A 876,096 471,724 8,916,260 7,145,372 2017-05-23 $38.39 $36.25 17.5% 4.9% 21.0% 31.0% 17.8% 1.4% 0.3% 671.7M -15.39B -81.2M 0.64 1.68 N/A N/A 703,460 447,756 9,120,956 7,281,056 2017-05-24 $38.31 $36.25 16.9% 4.7% 20.7% 26.9% 16.8% 1.2% 0.4% 675.9M -15.19B -80.4M 0.56 1.81 N/A N/A 782,180 437,012 9,300,788 7,368,768 2017-05-25 $38.49 $36.25 16.1% 4.5% 20.7% 21.8% 16.4% 0.9% 0.2% 789.3M -16.19B -79.3M 0.52 1.84 N/A N/A 946,000 489,900 9,437,376 7,489,856 2017-05-26 $38.39 $36.25 15.6% 4.3% 20.7% 18.4% 15.3% 1.1% 0.2% 700.0M -15.76B -78.7M 0.61 1.74 N/A N/A 1,096,268 671,056 9,591,504 7,538,176 2017-05-30 $38.50 $37.50 15.6% 4.4% 19.0% 18.7% 15.8% 0.9% -0.1% 742.9M -15.26B -77.6M 0.46 1.63 N/A N/A 818,076 379,636 9,330,760 7,390,376 2017-05-31 $38.20 $37.50 16.7% 4.7% 19.4% 25.8% 16.6% 1.1% -0.5% 698.4M -13.90B -79.6M 0.49 1.94 N/A N/A 876,952 426,472 9,608,932 7,519,004
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