AAPL Options History — October 2017 In October 2017, AAPL traded between $38.37 and $42.27. ATM implied volatility averaged 25.1%, placing in the 87.7% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 9.2% (HV 20d: 15.9%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.60.
Notable Days 2017-10-27 : Highest Volume — 3,947,424 contracts2017-10-19 : Largest IV spike — 9.5% change2017-10-30 : Highest IV Rank — 100.0%2017-10-31 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $39.44 $38.37 $42.27 $38.47 $42.27 Max Pain $37.50 $37.50 $37.50 $37.50 $37.50 ATM IV 25.1% 23.3% 28.4% 24.3% 28.4% Expected Move 7.1% 5.2% 9.5% 5.3% 9.5% HV 20d 15.9% 13.5% 19.5% 16.8% 19.5% HV 60d 20.0% 17.4% 20.9% 20.1% 19.0% IV Rank 87.7% 77.3% 100.0% 77.3% 100.0% IV Percentile 93.2% 82.1% 100.0% 88.9% 100.0% Term Structure -0.8% -1.4% 0.1% 0.1% -0.9% VWIV 24.9% 18.1% 34.2% 19.2% 34.2% Skew 25d 1.5% 0.9% 2.2% 1.6% 0.9% Skew 10d 2.7% 1.5% 3.4% 2.7% 1.5% Call IV 25d 24.6% 22.9% 28.3% 24.9% 28.3% Put IV 25d 26.1% 24.4% 29.2% 26.5% 29.2% Bid-Ask Spread % 1.77 0.87 3.75 1.60 3.48 Gamma HHI 0.13 0.09 0.22 0.10 0.11 Net GEX 562.9M 280.4M 832.6M 387.5M 683.9M Net DEX -13.64B -22.01B -9.41B -10.07B -22.01B Net VEX -80.0M -85.4M -76.8M -85.4M -80.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.36 0.86 0.72 0.37 Total Volume 1,596,359.818 777,004 3,947,424 1,169,468 2,343,016 Total OI 19,121,773.818 16,964,252 20,688,928 19,236,136 17,418,116
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 2017-10-02 $38.47 $37.50 24.3% 5.3% 16.8% 77.3% 19.2% 1.6% 0.1% 387.5M -10.07B -85.4M 0.72 1.60 N/A N/A 681,208 488,260 11,302,112 7,934,024 2017-10-03 $38.59 $37.50 24.9% 5.2% 16.5% 81.3% 18.5% 1.3% -0.1% 405.8M -10.66B -85.2M 0.73 1.21 N/A N/A 716,668 521,032 11,493,932 8,076,120 2017-10-04 $38.37 $37.50 25.6% 5.2% 16.6% 85.8% 18.1% 1.3% -0.2% 280.4M -9.41B -83.3M 0.74 1.19 N/A N/A 671,304 497,116 11,656,408 8,235,988 2017-10-05 $38.83 $37.50 25.8% 7.1% 17.4% 88.0% 24.9% 1.2% -0.2% 543.0M -11.92B -84.6M 0.76 1.86 N/A N/A 822,688 625,052 11,746,072 8,316,420 2017-10-06 $38.81 $37.50 25.1% 6.9% 16.4% 85.4% 24.3% 1.1% -0.5% 708.1M -11.91B -83.4M 0.69 2.39 N/A N/A 791,304 545,224 11,840,888 8,389,556 2017-10-09 $38.97 $37.50 24.7% 6.8% 15.1% 83.2% 23.9% 1.4% -0.9% 519.6M -12.36B -79.4M 0.67 1.13 N/A N/A 785,924 526,796 11,497,880 7,995,640 2017-10-10 $38.94 $37.50 25.3% 6.9% 15.1% 87.0% 24.5% 1.3% -1.1% 527.2M -12.15B -80.8M 0.45 1.16 N/A N/A 772,540 349,636 11,655,192 8,117,764 2017-10-11 $39.15 $37.50 24.5% 6.8% 15.1% 81.6% 23.6% 1.4% -0.9% 671.6M -13.37B -79.9M 0.61 0.87 N/A N/A 687,948 418,576 11,901,312 8,190,864 2017-10-12 $38.99 $37.50 24.6% 6.8% 14.9% 83.6% 23.8% 1.3% -1.4% 586.1M -12.37B -79.8M 0.50 1.78 N/A N/A 747,060 373,436 11,976,664 8,219,300 2017-10-13 $39.21 $37.50 23.9% 6.7% 14.4% 78.9% 23.5% 1.4% -1.0% 554.6M -13.42B -79.3M 0.56 1.08 N/A N/A 896,044 504,124 12,028,544 8,298,092 2017-10-16 $39.98 $37.50 24.2% 6.8% 15.9% 86.2% 24.2% 1.6% -1.2% 776.5M -16.94B -78.0M 0.52 0.88 N/A N/A 1,223,148 630,732 11,620,792 8,047,816 2017-10-17 $40.12 $37.50 23.8% 6.8% 15.9% 83.0% 23.7% 1.6% -1.2% 806.0M -17.59B -76.9M 0.36 1.22 N/A N/A 1,150,960 419,624 11,730,348 8,142,148 2017-10-18 $39.94 $37.50 23.3% 6.7% 14.8% 79.0% 23.8% 1.5% -1.1% 802.8M -16.49B -76.9M 0.44 1.65 N/A N/A 949,008 413,888 11,718,028 8,202,376 2017-10-19 $38.97 $37.50 25.5% 7.4% 16.1% 95.5% 25.6% 1.8% -1.3% 396.7M -11.42B -77.6M 0.61 1.35 N/A N/A 1,847,292 1,117,736 11,825,976 8,278,244 2017-10-20 $38.99 $37.50 24.8% 7.2% 15.5% 90.3% 25.0% 1.8% -1.3% 358.4M -11.96B -78.8M 0.56 1.61 N/A N/A 1,336,076 749,448 12,170,772 8,518,156 2017-10-23 $39.01 $37.50 25.6% 7.7% 15.1% 96.7% 26.7% 1.8% -0.6% 380.6M -10.98B -78.6M 0.66 2.20 N/A N/A 761,656 502,304 10,028,488 6,935,764 2017-10-24 $39.22 $37.50 24.5% 7.5% 14.0% 88.1% 26.2% 1.5% -0.4% 468.9M -11.89B -78.3M 0.86 2.05 N/A N/A 418,716 358,288 10,231,672 7,073,364 2017-10-25 $39.10 $37.50 24.4% 7.5% 13.8% 87.9% 26.5% 1.8% -0.3% 449.0M -11.41B -78.4M 0.85 1.79 N/A N/A 536,308 453,796 10,289,940 7,135,848 2017-10-26 $39.38 $37.50 24.9% 7.8% 13.5% 91.0% 26.9% 2.1% -0.6% 565.6M -12.57B -76.8M 0.68 1.88 N/A N/A 619,820 423,560 10,351,448 7,200,768 2017-10-27 $40.73 $37.50 25.9% 8.3% 17.7% 98.5% 29.1% 2.2% -0.8% 832.6M -18.77B -79.3M 0.44 3.75 N/A N/A 2,747,696 1,199,728 10,473,072 7,292,800 2017-10-30 $41.73 $37.50 27.4% 9.1% 19.2% 100.0% 32.5% 1.3% -0.9% 679.1M -20.45B -79.0M 0.40 2.71 N/A N/A 1,782,552 712,624 10,138,824 6,981,492 2017-10-31 $42.27 $37.50 28.4% 9.5% 19.5% 100.0% 34.2% 0.9% -0.9% 683.9M -22.01B -80.0M 0.37 3.48 N/A N/A 1,712,540 630,476 10,247,504 7,170,612
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