AAPL Options History — March 2018 In March 2018, AAPL traded between $41.35 and $45.48. ATM implied volatility averaged 22.4%, placing in the 47.8% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded below realized volatility by 0.6% (HV 20d: 23.0%). Max pain ranged from $40.00 to $42.50. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.69.
Notable Days 2018-03-01 : Highest Volume — 3,103,924 contracts2018-03-23 : Largest IV spike — 16.3% change2018-03-28 : Highest IV Rank — 78.9%2018-03-28 : Largest Expected Move — 8.3%Monthly Statistics Metric Avg Min Max Open Close Price $43.65 $41.35 $45.48 $43.78 $42.27 Max Pain $42.26 $40.00 $42.50 $40.00 $42.50 ATM IV 22.4% 17.8% 28.7% 24.3% 26.7% Expected Move 6.5% 5.2% 8.3% 7.3% 7.4% HV 20d 23.0% 15.9% 33.0% 32.9% 26.9% HV 60d 23.3% 22.6% 25.6% 22.7% 25.6% IV Rank 47.8% 25.1% 78.9% 57.7% 68.7% IV Percentile 58.9% 19.8% 97.2% 78.6% 91.7% Term Structure 0.8% -0.8% 4.7% -0.5% 4.7% VWIV 22.9% 19.0% 28.8% 26.0% 26.1% Skew 25d 3.5% 2.3% 7.2% 3.2% 2.9% Skew 10d 6.7% 4.5% 11.6% 6.3% 6.1% Call IV 25d 21.0% 16.7% 26.4% 23.3% 23.7% Put IV 25d 24.5% 19.3% 33.6% 26.5% 26.7% Bid-Ask Spread % 2.06 1.11 4.84 1.53 2.09 Gamma HHI 0.12 0.06 0.50 0.11 0.07 Net GEX 337.7M -34.3M 1.30B 256.0M 156.6M Net DEX -10.57B -17.62B -2.06B -12.14B -4.96B Net VEX -83.0M -88.3M -79.7M -88.3M -84.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.51 0.91 0.75 0.72 Total Volume 1,829,795.238 947,964 3,103,924 3,103,924 2,033,288 Total OI 13,282,853.905 11,491,992 14,580,936 13,883,292 13,058,536
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 2018-03-01 $43.78 $40.00 24.3% 7.3% 32.9% 57.7% 26.0% 3.2% -0.5% 256.0M -12.14B -88.3M 0.75 1.53 N/A N/A 1,776,576 1,327,348 7,751,448 6,131,844 2018-03-02 $44.06 $40.00 22.8% 6.6% 33.0% 50.4% 23.4% 3.4% -0.1% 332.6M -13.67B -86.3M 0.83 1.38 N/A N/A 1,467,412 1,219,440 7,921,640 6,258,192 2018-03-05 $44.25 $42.50 21.3% 6.4% 27.5% 42.6% 22.1% 3.2% 0.1% 394.4M -14.11B -84.4M 0.61 1.77 N/A N/A 822,456 502,144 7,533,132 5,926,652 2018-03-06 $44.09 $42.50 20.9% 6.3% 26.5% 40.8% 22.1% 2.8% 0.3% 401.1M -13.81B -83.5M 0.51 1.23 N/A N/A 771,568 396,984 7,657,768 6,033,940 2018-03-07 $43.71 $42.50 21.0% 6.2% 25.0% 41.3% 22.0% 3.0% 0.1% 326.3M -12.49B -83.4M 0.71 1.70 N/A N/A 817,496 583,660 7,810,204 6,113,240 2018-03-08 $44.17 $42.50 19.7% 5.9% 23.8% 34.5% 20.3% 3.0% 0.2% 472.0M -13.96B -83.5M 0.67 2.46 N/A N/A 803,292 539,604 7,906,280 6,226,008 2018-03-09 $44.95 $42.50 17.8% 5.2% 22.0% 25.1% 19.4% 2.6% 0.3% 1.30B -16.91B -80.3M 0.63 1.54 N/A N/A 1,401,332 880,576 7,941,084 6,284,504 2018-03-12 $45.48 $42.50 18.7% 5.6% 21.8% 29.9% 19.8% 2.3% 0.7% 574.5M -17.62B -79.7M 0.51 1.60 N/A N/A 1,243,400 639,308 7,604,652 6,029,876 2018-03-13 $44.96 $42.50 20.5% 5.9% 19.2% 38.7% 21.4% 2.6% -0.1% 472.4M -15.87B -80.8M 0.75 1.11 N/A N/A 1,203,168 898,036 7,744,320 6,189,008 2018-03-14 $44.58 $42.50 21.1% 5.9% 19.6% 41.6% 21.5% 2.7% -0.5% 379.9M -14.31B -82.1M 0.67 1.45 N/A N/A 961,232 647,564 7,836,884 6,333,120 2018-03-15 $44.70 $42.50 19.4% 5.6% 18.9% 33.0% 20.3% 2.4% 0.1% 435.7M -14.70B -81.9M 0.70 1.32 N/A N/A 759,780 535,120 7,983,968 6,470,896 2018-03-16 $44.58 $42.50 18.3% 5.2% 15.9% 27.6% 19.0% 2.7% -0.1% 339.4M -14.24B -80.6M 0.70 1.72 N/A N/A 812,076 566,980 8,040,476 6,540,460 2018-03-19 $43.82 $42.50 20.9% 6.0% 17.2% 40.7% 21.5% 3.4% 0.6% 249.4M -7.93B -81.6M 0.80 3.33 N/A N/A 978,372 779,928 6,511,164 4,980,828 2018-03-20 $43.81 $42.50 20.6% 5.9% 17.1% 39.3% 20.3% 3.5% 0.1% 272.3M -8.11B -81.9M 0.79 2.54 N/A N/A 528,812 419,152 6,686,488 5,162,260 2018-03-21 $42.84 $42.50 21.8% 6.2% 19.0% 43.4% 22.1% 3.6% 0.5% 131.1M -5.44B -81.5M 0.55 2.02 N/A N/A 1,018,436 562,080 6,795,348 5,234,744 2018-03-22 $42.26 $42.50 24.5% 7.0% 19.4% 57.4% 24.8% 4.4% -0.0% 87.3M -4.13B -82.5M 0.67 2.67 N/A N/A 1,300,044 870,024 6,969,744 5,292,144 2018-03-23 $41.35 $42.50 28.5% 8.2% 19.6% 77.8% 28.0% 5.3% -0.8% -34.3M -2.06B -82.3M 0.91 3.44 N/A N/A 1,163,356 1,063,320 7,144,296 5,414,892 2018-03-26 $43.27 $42.50 24.6% 7.0% 25.0% 58.0% 24.9% 5.2% 3.1% 294.8M -7.51B -84.6M 0.53 1.81 N/A N/A 1,171,244 626,368 6,883,748 5,283,860 2018-03-27 $42.13 $42.50 28.3% 8.2% 26.6% 76.8% 27.6% 4.9% 3.9% 160.7M -4.58B -84.8M 0.63 4.84 N/A N/A 1,355,164 847,748 7,086,892 5,411,384 2018-03-28 $41.66 $42.50 28.7% 8.3% 26.7% 78.9% 28.8% 7.2% 4.1% 93.1M -3.38B -84.7M 0.75 1.76 N/A N/A 1,217,768 914,044 7,269,724 5,484,284 2018-03-29 $42.27 $42.50 26.7% 7.4% 26.9% 68.7% 26.1% 2.9% 4.7% 156.6M -4.96B -84.8M 0.72 2.09 N/A N/A 1,184,512 848,776 7,435,416 5,623,120
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