AAPL Options History — August 2017 In August 2017, AAPL traded between $37.45 and $41.01. ATM implied volatility averaged 21.6%, placing in the 57.9% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded below realized volatility by 3.6% (HV 20d: 25.2%). Max pain ranged from $36.25 to $38.75. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 0.50.
Notable Days 2017-08-02 : Highest Volume — 5,018,220 contracts2017-08-02 : Largest IV drop — 19.7% change2017-08-24 : Highest IV Rank — 74.9%2017-08-01 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $39.76 $37.45 $41.01 $37.45 $41.01 Max Pain $38.12 $36.25 $38.75 $36.25 $38.75 ATM IV 21.6% 18.1% 24.3% 23.9% 22.0% Expected Move 6.3% 5.5% 7.6% 7.6% 6.3% HV 20d 25.2% 13.2% 28.9% 13.2% 20.1% HV 60d 22.6% 19.9% 23.5% 19.9% 23.0% IV Rank 57.9% 34.6% 74.9% 72.3% 60.3% IV Percentile 69.6% 41.7% 88.1% 86.5% 69.8% Term Structure 0.4% -0.7% 1.3% -0.7% 0.1% VWIV 22.4% 19.9% 27.3% 27.3% 22.7% Skew 25d 2.3% 1.2% 3.9% 1.4% 2.1% Skew 10d 4.5% 2.3% 7.3% 2.9% 3.9% Call IV 25d 21.0% 17.6% 23.5% 23.5% 21.6% Put IV 25d 23.2% 19.1% 26.1% 24.9% 23.7% Bid-Ask Spread % 1.92 1.17 5.38 5.38 1.63 Gamma HHI 0.19 0.12 0.41 0.12 0.20 Net GEX 727.3M 357.5M 1.24B 378.4M 894.7M Net DEX -15.78B -19.95B -10.11B -10.11B -19.95B Net VEX -76.9M -79.7M -73.7M -75.7M -75.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.50 0.14 0.72 0.66 0.46 Total Volume 2,278,744.174 1,285,844 5,018,220 2,175,392 1,918,052 Total OI 16,537,309.217 15,436,988 17,566,452 15,923,348 17,065,652
Daily Data (23 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 2017-08-01 $37.45 $36.25 23.9% 7.6% 13.2% 72.3% 27.3% 1.4% -0.7% 378.4M -10.11B -75.7M 0.66 5.38 N/A N/A 1,308,792 866,600 9,088,684 6,834,664 2017-08-02 $39.45 $36.75 19.2% 5.5% 22.2% 41.9% 19.9% 1.3% -0.0% 838.5M -18.45B -73.7M 0.50 2.06 N/A N/A 3,336,712 1,681,508 9,528,288 7,277,212 2017-08-03 $38.87 $37.50 19.2% 6.0% 22.6% 41.8% 21.1% 1.2% 0.1% 653.3M -14.90B -75.6M 0.51 1.58 N/A N/A 1,467,464 743,504 9,669,208 7,596,404 2017-08-04 $39.00 $37.50 18.2% 5.8% 22.4% 35.6% 20.5% 1.3% 0.0% 686.2M -15.69B -75.6M 0.61 1.43 N/A N/A 1,142,828 702,748 9,836,764 7,729,688 2017-08-07 $39.67 $37.50 18.1% 5.6% 22.9% 34.6% 20.2% 1.6% 1.3% 724.4M -16.85B -74.5M 0.54 1.69 N/A N/A 1,029,180 559,072 9,201,664 6,928,172 2017-08-08 $40.03 $37.50 20.0% 5.9% 22.9% 47.3% 21.0% 1.8% 0.8% 771.8M -18.12B -75.3M 0.45 2.80 N/A N/A 2,287,968 1,033,732 9,303,976 7,098,748 2017-08-09 $40.24 $37.50 19.9% 6.0% 22.9% 46.6% 21.0% 1.5% 0.9% 811.2M -18.77B -76.3M 0.14 1.35 N/A N/A 4,373,908 597,644 9,543,412 7,277,812 2017-08-10 $38.84 $38.75 22.8% 6.7% 26.8% 65.5% 23.6% 3.5% 0.6% 357.5M -10.91B -79.5M 0.53 1.95 N/A N/A 2,245,304 1,192,652 8,975,508 7,377,564 2017-08-11 $39.36 $38.75 22.6% 6.7% 27.0% 64.1% 23.0% 3.9% 1.3% 708.6M -13.21B -79.7M 0.63 2.14 N/A N/A 1,560,012 982,280 9,281,608 7,443,536 2017-08-14 $39.96 $38.75 20.6% 5.9% 27.3% 50.8% 21.2% 2.3% 0.4% 752.7M -15.75B -76.6M 0.50 1.56 N/A N/A 951,244 472,288 9,070,568 7,148,376 2017-08-15 $40.48 $38.75 21.0% 6.0% 27.5% 53.6% 21.4% 2.4% 0.1% 873.9M -17.78B -75.4M 0.38 1.34 N/A N/A 1,444,600 542,812 9,181,296 7,276,872 2017-08-16 $40.19 $38.75 19.9% 5.7% 27.8% 46.5% 20.3% 1.9% 0.6% 876.4M -16.45B -75.2M 0.42 1.82 N/A N/A 1,420,352 590,520 9,308,408 7,417,476 2017-08-17 $39.55 $38.75 23.0% 6.5% 28.6% 66.6% 23.7% 2.6% 1.0% 621.8M -13.74B -79.4M 0.57 3.21 N/A N/A 1,361,620 773,840 9,575,364 7,498,804 2017-08-18 $39.54 $38.75 22.7% 6.4% 28.5% 64.7% 23.1% 3.0% 1.3% 552.1M -13.63B -79.7M 0.54 1.71 N/A N/A 1,467,700 790,548 9,768,568 7,643,968 2017-08-21 $39.26 $38.75 23.2% 6.5% 28.3% 68.1% 23.4% 2.7% -0.2% 525.8M -12.50B -78.7M 0.50 1.17 N/A N/A 999,376 502,168 8,936,372 6,500,616 2017-08-22 $39.96 $38.75 22.9% 6.3% 28.9% 66.1% 22.4% 2.5% 0.2% 700.7M -15.25B -78.8M 0.42 1.31 N/A N/A 1,070,088 444,664 9,121,800 6,627,940 2017-08-23 $40.02 $38.75 22.5% 6.3% 28.9% 63.4% 22.4% 2.3% 0.7% 728.6M -15.46B -78.2M 0.58 1.60 N/A N/A 811,772 474,072 9,271,700 6,737,040 2017-08-24 $39.83 $38.75 24.3% 6.6% 27.6% 74.9% 23.4% 2.8% 0.4% 675.4M -14.68B -79.1M 0.57 1.80 N/A N/A 950,552 540,520 9,379,164 6,825,332 2017-08-25 $40.00 $38.75 22.8% 6.2% 27.5% 65.4% 24.0% 2.6% 0.4% 1.24B -15.72B -78.8M 0.72 1.37 N/A N/A 1,144,444 825,564 9,560,992 6,948,296 2017-08-28 $40.34 $37.50 22.9% 6.4% 27.5% 66.1% 22.8% 2.4% -0.0% 770.9M -17.30B -76.5M 0.50 2.03 N/A N/A 1,098,844 546,868 9,404,812 6,820,696 2017-08-29 $40.77 $37.50 23.2% 6.6% 27.6% 67.9% 23.4% 2.5% -0.1% 806.9M -19.00B -75.6M 0.41 1.32 N/A N/A 1,673,184 685,572 9,509,816 6,932,184 2017-08-30 $40.75 $37.50 23.0% 6.6% 21.0% 66.7% 23.6% 2.3% 0.0% 779.2M -18.81B -76.1M 0.39 2.02 N/A N/A 1,291,844 506,100 9,672,196 7,160,892 2017-08-31 $41.01 $38.75 22.0% 6.3% 20.1% 60.3% 22.7% 2.1% 0.1% 894.7M -19.95B -75.4M 0.46 1.63 N/A N/A 1,312,068 605,984 9,785,672 7,279,980
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