AAPL Options History — November 2017 In November 2017, AAPL traded between $41.69 and $44.03. ATM implied volatility averaged 19.2%, placing in the 41.5% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded below realized volatility by 1.9% (HV 20d: 21.1%). Max pain ranged from $37.50 to $41.25. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.47.
Notable Days 2017-11-09 : Highest Volume — 10,772,608 contracts2017-11-03 : Largest IV drop — 25.5% change2017-11-01 : Highest IV Rank — 98.4%2017-11-01 : Largest Expected Move — 9.9%Monthly Statistics Metric Avg Min Max Open Close Price $43.10 $41.69 $44.03 $41.69 $42.99 Max Pain $40.60 $37.50 $41.25 $37.50 $41.25 ATM IV 19.2% 16.5% 28.1% 28.1% 18.6% Expected Move 5.6% 4.5% 9.9% 9.9% 5.4% HV 20d 21.1% 18.4% 23.1% 20.2% 19.1% HV 60d 18.2% 17.5% 19.2% 19.1% 18.9% IV Rank 41.5% 24.2% 98.4% 98.4% 37.3% IV Percentile 43.6% 23.4% 99.6% 99.6% 40.5% Term Structure 0.2% -1.0% 0.7% -1.0% 0.1% VWIV 20.1% 16.3% 35.0% 35.0% 19.5% Skew 25d 1.4% 0.5% 2.5% 0.7% 1.4% Skew 10d 3.2% 0.4% 5.8% 0.7% 3.1% Call IV 25d 19.0% 16.4% 28.4% 28.4% 18.5% Put IV 25d 20.5% 17.6% 29.1% 29.1% 19.9% Bid-Ask Spread % 2.13 1.04 4.58 2.44 3.14 Gamma HHI 0.19 0.11 0.74 0.11 0.15 Net GEX 978.0M 451.4M 4.16B 637.3M 776.5M Net DEX -18.28B -26.40B -12.04B -19.66B -15.26B Net VEX -75.0M -80.0M -70.4M -80.0M -74.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.10 0.58 0.41 0.56 Total Volume 2,660,380.952 1,322,636 10,772,608 2,032,484 2,557,112 Total OI 17,495,051.619 15,789,256 19,306,324 17,810,616 17,279,620
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 2017-11-01 $41.69 $37.50 28.1% 9.9% 20.2% 98.4% 35.0% 0.7% -1.0% 637.3M -19.66B -80.0M 0.41 2.44 N/A N/A 1,442,832 589,652 10,497,284 7,313,332 2017-11-02 $42.05 $38.75 27.0% 7.2% 20.1% 91.1% 25.7% 0.5% -0.8% 702.9M -21.11B -78.3M 0.51 4.58 N/A N/A 2,353,564 1,205,960 10,740,868 7,489,384 2017-11-03 $43.10 $38.75 20.1% 6.0% 21.3% 47.2% 21.4% 0.6% 0.2% 2.21B -25.68B -75.8M 0.50 1.04 N/A N/A 3,747,796 1,870,736 11,352,868 7,953,456 2017-11-06 $43.60 $40.00 18.8% 5.5% 21.4% 38.9% 20.5% 1.0% 0.5% 902.9M -25.14B -75.5M 0.54 1.34 N/A N/A 1,601,640 859,820 10,906,368 7,342,592 2017-11-07 $43.69 $40.00 19.0% 5.6% 21.3% 39.9% 20.2% 1.1% 0.4% 889.5M -25.10B -75.4M 0.53 1.52 N/A N/A 1,060,660 562,468 11,023,216 7,573,580 2017-11-08 $44.03 $40.00 18.0% 5.4% 21.4% 33.7% 19.0% 1.4% 0.7% 1.01B -26.40B -74.0M 0.56 1.47 N/A N/A 1,254,920 707,472 11,105,932 7,734,536 2017-11-09 $43.95 $40.00 18.2% 5.3% 21.2% 34.8% 19.8% 1.6% 0.2% 990.1M -25.75B -75.5M 0.10 3.22 N/A N/A 9,763,524 1,009,084 11,219,048 7,936,488 2017-11-10 $43.67 $41.25 18.1% 5.3% 21.7% 34.3% 19.1% 1.8% 0.6% 753.6M -16.70B -75.8M 0.43 1.86 N/A N/A 1,861,964 808,572 9,577,156 8,209,648 2017-11-13 $43.45 $41.25 18.5% 5.3% 21.3% 36.8% 19.5% 2.1% 0.5% 744.7M -16.86B -74.9M 0.35 1.46 N/A N/A 1,142,652 394,400 9,527,164 7,740,252 2017-11-14 $42.86 $41.25 19.4% 5.6% 22.2% 43.0% 19.6% 2.3% 0.1% 618.5M -14.56B -74.8M 0.41 1.56 N/A N/A 1,389,436 574,644 9,651,880 7,842,492 2017-11-15 $42.20 $41.25 20.2% 5.8% 23.1% 48.0% 20.8% 2.5% 0.3% 451.4M -12.12B -75.5M 0.44 1.75 N/A N/A 1,523,308 673,692 9,754,464 7,901,428 2017-11-16 $42.86 $41.25 18.5% 5.3% 21.1% 36.7% 18.9% 1.6% 0.1% 748.2M -15.00B -75.4M 0.50 2.19 N/A N/A 1,128,668 564,188 9,955,656 8,000,380 2017-11-17 $42.49 $41.25 18.3% 5.2% 21.6% 35.3% 18.3% 1.8% 0.6% 582.0M -13.22B -76.6M 0.49 1.94 N/A N/A 1,234,804 608,552 10,069,840 8,107,028 2017-11-20 $42.49 $41.25 18.1% 5.2% 21.6% 34.1% 18.2% 1.8% -0.1% 627.4M -13.44B -75.0M 0.38 1.98 N/A N/A 1,012,992 383,088 9,152,088 6,637,168 2017-11-21 $43.27 $41.25 17.3% 4.8% 22.2% 28.9% 17.1% 1.1% -0.0% 855.7M -16.73B -74.6M 0.46 2.04 N/A N/A 1,578,856 721,552 9,278,192 6,780,020 2017-11-22 $43.75 $41.25 16.5% 4.5% 22.1% 24.3% 16.3% 0.9% 0.2% 985.2M -18.50B -72.3M 0.47 2.83 N/A N/A 1,274,360 600,632 9,287,256 6,959,292 2017-11-24 $43.74 $41.25 16.5% 4.5% 22.2% 24.2% 16.3% 1.4% -0.2% 4.16B -18.39B -71.8M 0.48 2.02 N/A N/A 1,011,340 487,696 9,396,176 7,068,796 2017-11-27 $43.54 $41.25 16.7% 4.6% 19.7% 25.1% 16.8% 1.3% 0.6% 742.9M -16.76B -70.4M 0.58 1.69 N/A N/A 835,304 487,332 9,047,456 6,894,156 2017-11-28 $43.21 $41.25 17.7% 5.0% 18.4% 31.9% 18.1% 1.4% 0.0% 689.8M -15.45B -72.1M 0.57 2.03 N/A N/A 1,190,112 679,780 9,278,352 7,041,660 2017-11-29 $42.39 $41.25 20.2% 5.9% 19.3% 47.9% 21.5% 2.2% 0.3% 458.6M -12.04B -76.1M 0.50 2.71 N/A N/A 2,077,428 1,035,408 9,495,608 7,273,904 2017-11-30 $42.99 $41.25 18.6% 5.4% 19.1% 37.3% 19.5% 1.4% 0.1% 776.5M -15.26B -74.5M 0.56 3.14 N/A N/A 1,641,352 915,760 9,782,148 7,497,472
« Oct 2017 | All History | Dec 2017 » Home AAPL History November 2017