AAPL Options History — June 2017 In June 2017, AAPL traded between $35.63 and $38.87. ATM implied volatility averaged 18.7%, placing in the 38.5% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded below realized volatility by 4.3% (HV 20d: 22.9%). Max pain ranged from $36.25 to $37.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.67.
Notable Days 2017-06-09 : Highest Volume — 4,441,080 contracts2017-06-09 : Largest IV spike — 43.8% change2017-06-09 : Highest IV Rank — 69.2%2017-06-09 : Largest Expected Move — 6.5%Monthly Statistics Metric Avg Min Max Open Close Price $36.95 $35.63 $38.87 $38.23 $36.18 Max Pain $37.20 $36.25 $37.50 $37.50 $37.25 ATM IV 18.7% 15.7% 23.4% 15.9% 21.1% Expected Move 5.2% 4.4% 6.5% 4.5% 5.2% HV 20d 22.9% 17.0% 25.9% 19.3% 25.0% HV 60d 18.2% 14.6% 20.1% 14.6% 20.1% IV Rank 38.5% 19.6% 69.2% 20.7% 54.2% IV Percentile 45.5% 15.9% 83.3% 17.9% 70.2% Term Structure 1.1% -1.2% 3.9% -0.3% 3.9% VWIV 18.4% 15.9% 22.8% 16.2% 18.6% Skew 25d 1.8% 0.8% 3.7% 0.9% 2.1% Skew 10d 3.8% 1.2% 6.5% 2.0% 4.7% Call IV 25d 18.1% 15.8% 23.3% 15.8% 19.1% Put IV 25d 19.9% 16.7% 25.5% 16.7% 21.2% Bid-Ask Spread % 2.04 1.49 3.00 1.70 2.08 Gamma HHI 0.13 0.07 0.42 0.17 0.12 Net GEX 521.3M 97.4M 1.63B 726.5M 468.7M Net DEX -8.92B -17.31B -1.99B -14.05B -6.40B Net VEX -80.8M -83.6M -78.5M -79.2M -81.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.39 0.98 0.55 0.75 Total Volume 1,880,826.364 1,065,248 4,441,080 1,065,248 1,561,944 Total OI 18,190,734.545 16,660,228 20,532,452 17,489,540 18,321,300
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 2017-06-01 $38.23 $37.50 15.9% 4.5% 19.3% 20.7% 16.2% 0.9% -0.3% 726.5M -14.05B -79.2M 0.55 1.70 N/A N/A 685,448 379,800 9,850,372 7,639,168 2017-06-02 $38.79 $37.50 15.7% 4.4% 19.7% 19.6% 15.9% 1.0% -0.1% 1.63B -17.31B -79.1M 0.49 1.62 N/A N/A 1,409,744 697,708 10,037,712 7,737,628 2017-06-05 $38.45 $36.25 16.1% 4.7% 19.6% 21.9% 16.9% 0.8% 0.2% 789.2M -14.88B -78.5M 0.39 1.62 N/A N/A 1,268,184 489,044 9,852,904 7,626,552 2017-06-06 $38.67 $36.25 16.3% 4.8% 17.1% 23.2% 17.1% 0.9% 0.3% 912.9M -16.18B -79.6M 0.41 1.58 N/A N/A 1,477,012 604,248 10,165,008 7,768,796 2017-06-07 $38.87 $36.25 16.4% 4.8% 17.0% 24.0% 17.1% 1.2% 0.2% 967.0M -17.17B -79.7M 0.54 1.62 N/A N/A 994,444 534,284 10,326,884 7,906,324 2017-06-08 $38.75 $36.25 16.3% 4.8% 17.0% 23.2% 17.2% 1.2% 0.2% 952.3M -16.35B -79.0M 0.68 1.54 N/A N/A 670,576 456,896 10,444,472 8,066,976 2017-06-09 $36.97 $36.25 23.4% 6.5% 23.8% 69.2% 22.8% 2.2% -1.2% 329.7M -7.47B -83.6M 0.67 2.54 N/A N/A 2,655,520 1,785,560 10,543,652 8,165,492 2017-06-12 $36.03 $37.50 22.6% 6.3% 24.6% 64.0% 22.4% 2.7% -0.6% 219.5M -4.39B -79.7M 0.81 2.01 N/A N/A 1,929,292 1,558,940 10,429,900 8,061,316 2017-06-13 $36.66 $37.50 18.2% 5.3% 25.7% 35.3% 17.4% 2.0% 0.2% 378.6M -7.00B -80.6M 0.71 1.49 N/A N/A 1,310,512 933,012 10,727,204 8,452,592 2017-06-14 $36.17 $37.50 19.4% 5.5% 25.9% 43.4% 19.5% 2.4% -0.3% 249.9M -4.58B -82.2M 0.68 1.96 N/A N/A 1,161,088 791,268 11,101,692 8,687,528 2017-06-15 $35.97 $37.50 19.6% 5.6% 23.3% 44.6% 20.0% 2.8% -0.2% 185.0M -3.45B -81.5M 0.83 1.92 N/A N/A 1,118,036 932,324 11,326,152 8,891,408 2017-06-16 $35.63 $37.50 18.9% 5.4% 22.3% 40.1% 19.1% 2.5% -0.1% 97.4M -1.99B -80.4M 0.79 1.92 N/A N/A 1,101,020 873,676 11,514,356 9,018,096 2017-06-19 $36.59 $37.50 18.0% 5.2% 24.7% 34.3% 18.2% 1.8% 1.7% 381.1M -7.90B -80.9M 0.59 3.00 N/A N/A 1,284,660 757,192 9,665,932 6,994,296 2017-06-20 $36.27 $37.50 17.9% 5.1% 24.6% 33.5% 18.4% 1.7% 1.7% 348.8M -6.74B -81.5M 0.65 1.96 N/A N/A 826,068 536,428 10,015,380 7,223,372 2017-06-21 $36.50 $37.50 17.8% 5.1% 24.8% 32.8% 18.2% 1.8% 1.9% 465.4M -7.75B -82.1M 0.84 2.00 N/A N/A 599,020 505,880 10,166,692 7,342,708 2017-06-22 $36.47 $37.50 17.9% 5.0% 24.8% 33.3% 17.9% 1.4% 2.2% 476.1M -7.60B -82.3M 0.58 2.26 N/A N/A 823,480 476,424 10,289,648 7,440,876 2017-06-23 $36.65 $37.50 17.5% 4.8% 24.8% 30.8% 17.3% 1.3% 2.1% 619.8M -8.60B -80.7M 0.71 2.20 N/A N/A 1,029,292 735,712 10,413,828 7,504,976 2017-06-26 $36.49 $37.50 19.2% 5.1% 24.8% 41.8% 17.8% 1.8% 2.7% 387.6M -7.65B -80.6M 0.59 2.28 N/A N/A 964,260 565,344 9,914,692 7,216,572 2017-06-27 $36.11 $37.50 20.7% 5.5% 24.9% 51.6% 19.5% 2.2% 3.0% 273.9M -5.91B -81.0M 0.98 2.23 N/A N/A 756,816 744,408 10,110,572 7,323,788 2017-06-28 $36.51 $37.50 19.3% 5.0% 25.3% 42.6% 17.9% 2.3% 3.8% 407.8M -7.60B -81.9M 0.62 2.31 N/A N/A 916,172 567,676 10,265,268 7,581,504 2017-06-29 $35.98 $37.50 22.3% 5.8% 25.6% 62.4% 20.1% 3.7% 3.1% 198.1M -5.31B -81.5M 0.77 2.93 N/A N/A 1,080,976 828,792 10,393,368 7,669,204 2017-06-30 $36.18 $37.25 21.1% 5.2% 25.0% 54.2% 18.6% 2.1% 3.9% 468.7M -6.40B -81.0M 0.75 2.08 N/A N/A 893,504 668,440 10,575,288 7,746,012
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