AAPL Options History — August 2018 In August 2018, AAPL traded between $50.30 and $56.97. ATM implied volatility averaged 17.3%, placing in the 8.1% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded below realized volatility by 5.3% (HV 20d: 22.7%). Max pain ranged from $46.25 to $51.25. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 0.61.
Notable Days 2018-08-02 : Highest Volume — 6,781,296 contracts2018-08-30 : Largest IV spike — 14.1% change2018-08-31 : Highest IV Rank — 36.0%2018-08-31 : Largest Expected Move — 6.5%Monthly Statistics Metric Avg Min Max Open Close Price $53.37 $50.30 $56.97 $50.30 $56.97 Max Pain $48.78 $46.25 $51.25 $46.88 $51.25 ATM IV 17.3% 15.8% 22.2% 18.7% 22.2% Expected Move 5.0% 4.5% 6.5% 5.7% 6.5% HV 20d 22.7% 12.8% 24.8% 22.7% 13.2% HV 60d 18.2% 17.0% 18.6% 17.0% 18.6% IV Rank 8.1% 0.0% 36.0% 15.6% 36.0% IV Percentile 13.3% 0.0% 54.8% 23.4% 54.8% Term Structure 0.2% -0.5% 0.7% -0.5% -0.4% VWIV 18.3% 16.6% 23.3% 20.4% 23.3% Skew 25d 2.2% 0.5% 3.5% 2.7% 0.5% Skew 10d 4.5% 1.6% 7.0% 5.1% 2.1% Call IV 25d 16.6% 14.9% 22.9% 17.5% 22.9% Put IV 25d 18.8% 17.0% 23.4% 20.2% 23.4% Bid-Ask Spread % 1.29 0.98 2.50 1.19 2.50 Gamma HHI 0.16 0.12 0.27 0.15 0.17 Net GEX 628.5M -12.3M 1.09B 868.8M 760.7M Net DEX -20.39B -27.11B -15.13B -18.90B -27.11B Net VEX -69.4M -75.2M -63.5M -64.6M -75.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.61 0.26 0.89 0.55 0.53 Total Volume 2,865,865.391 1,385,472 6,781,296 4,961,956 4,604,984 Total OI 13,844,415.13 12,953,888 15,207,600 12,953,888 15,207,600
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 2018-08-01 $50.30 $46.88 18.7% 5.7% 22.7% 15.6% 20.4% 2.7% -0.5% 868.8M -18.90B -64.6M 0.55 1.19 N/A N/A 3,201,728 1,760,228 6,634,784 6,319,104 2018-08-02 $51.90 $47.50 18.1% 5.3% 24.6% 12.2% 19.8% 2.5% -0.4% 878.6M -23.13B -63.5M 0.60 1.10 N/A N/A 4,241,880 2,539,416 6,796,976 6,681,924 2018-08-03 $51.90 $47.50 17.3% 4.9% 24.5% 7.7% 17.5% 2.3% -0.2% 1.09B -21.67B -67.6M 0.51 1.23 N/A N/A 2,406,872 1,218,220 7,038,656 7,516,188 2018-08-06 $52.30 $46.25 16.1% 4.8% 24.4% 0.9% 17.9% 2.5% 0.5% 676.8M -20.62B -65.7M 0.55 1.06 N/A N/A 1,255,220 686,580 6,635,532 6,793,676 2018-08-07 $51.80 $46.25 16.4% 5.0% 24.8% 2.8% 18.1% 2.9% 0.3% 558.1M -18.55B -67.7M 0.70 1.45 N/A N/A 1,090,960 767,524 6,727,328 6,961,316 2018-08-08 $51.82 $47.50 16.1% 5.0% 23.9% 0.8% 18.4% 2.9% 0.5% 538.8M -18.46B -67.7M 0.75 0.98 N/A N/A 990,120 741,508 6,800,856 7,160,060 2018-08-09 $52.40 $47.50 15.9% 4.8% 23.6% 0.0% 17.3% 2.3% 0.4% 711.8M -20.21B -67.8M 0.26 1.02 N/A N/A 3,402,396 896,108 6,832,856 7,348,088 2018-08-10 $51.91 $47.50 16.2% 4.8% 24.2% 1.5% 17.3% 2.7% 0.7% -12.3M -15.13B -67.0M 0.77 1.25 N/A N/A 1,387,788 1,071,568 6,285,300 7,583,424 2018-08-13 $52.34 $48.75 16.6% 4.9% 24.0% 3.5% 17.6% 2.6% 0.4% 502.3M -16.92B -68.4M 0.48 1.14 N/A N/A 1,330,220 638,820 6,059,916 7,109,940 2018-08-14 $52.41 $48.75 15.8% 4.7% 24.1% 0.0% 16.7% 2.6% 0.5% 594.5M -17.12B -68.3M 0.63 1.15 N/A N/A 851,944 533,528 6,263,508 7,253,896 2018-08-15 $52.58 $48.75 17.4% 5.2% 23.7% 8.9% 19.0% 3.5% 0.6% 578.3M -17.34B -71.8M 0.89 1.45 N/A N/A 848,336 758,444 6,386,516 7,421,984 2018-08-16 $53.39 $48.75 17.3% 5.0% 23.9% 8.4% 19.0% 2.8% 0.2% 761.0M -20.08B -69.5M 0.66 1.31 N/A N/A 1,784,772 1,172,980 6,453,140 7,566,724 2018-08-17 $54.43 $48.75 17.1% 4.9% 23.8% 7.0% 18.4% 2.2% 0.1% 962.0M -23.59B -67.2M 0.68 1.30 N/A N/A 2,481,560 1,692,532 6,650,320 7,859,484 2018-08-20 $53.90 $50.00 17.5% 5.0% 24.5% 9.3% 18.1% 2.2% 0.4% 450.1M -19.26B -72.3M 0.64 1.31 N/A N/A 1,417,708 907,308 6,420,448 6,578,604 2018-08-21 $53.83 $50.00 17.5% 5.0% 24.6% 9.5% 18.1% 2.3% 0.3% 453.2M -18.80B -73.5M 0.60 1.31 N/A N/A 1,279,760 767,844 6,662,836 6,853,604 2018-08-22 $53.89 $50.00 16.7% 4.8% 24.7% 4.9% 17.1% 2.3% 0.3% 475.3M -18.98B -73.2M 0.56 1.25 N/A N/A 915,528 512,864 6,838,668 7,010,804 2018-08-23 $53.98 $50.00 17.0% 4.9% 24.6% 6.5% 17.3% 2.1% 0.4% 504.3M -19.50B -70.6M 0.62 1.17 N/A N/A 976,360 602,836 6,917,284 7,093,840 2018-08-24 $54.08 $50.00 15.8% 4.5% 23.0% 0.0% 16.6% 1.7% 0.5% 488.3M -19.71B -74.2M 0.74 1.33 N/A N/A 864,172 639,704 7,029,048 7,165,268 2018-08-27 $54.47 $50.00 16.5% 4.6% 22.7% 3.8% 16.7% 1.9% 0.2% 573.6M -20.91B -70.4M 0.63 1.17 N/A N/A 1,015,388 634,592 6,674,440 6,743,328 2018-08-28 $55.02 $50.00 17.4% 4.9% 22.8% 9.0% 17.7% 1.4% 0.2% 648.2M -22.57B -70.4M 0.55 1.21 N/A N/A 1,470,780 809,152 6,814,364 6,890,940 2018-08-29 $55.76 $50.00 18.0% 5.1% 16.1% 12.0% 18.2% 1.3% 0.1% 700.6M -24.91B -68.8M 0.53 1.20 N/A N/A 1,791,724 946,044 6,934,800 7,095,108 2018-08-30 $56.16 $50.00 20.5% 5.9% 12.8% 26.4% 21.3% 0.8% -0.0% 687.1M -25.55B -71.9M 0.52 1.54 N/A N/A 3,956,976 2,049,928 7,061,380 7,287,688 2018-08-31 $56.97 $51.25 22.2% 6.5% 13.2% 36.0% 23.3% 0.5% -0.4% 760.7M -27.11B -75.2M 0.53 2.50 N/A N/A 3,005,408 1,599,576 7,487,508 7,720,092
« Jul 2018 | All History | Sep 2018 » Home AAPL History August 2018