AAPL Options History — October 2018 In October 2018, AAPL traded between $52.08 and $57.98. ATM implied volatility averaged 32.8%, placing in the 79.1% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 8.6% (HV 20d: 24.2%). Max pain ranged from $52.50 to $53.75. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.77.
Notable Days 2018-10-05 : Highest Volume — 3,767,836 contracts2018-10-10 : Largest IV spike — 23.8% change2018-10-10 : Highest IV Rank — 100.0%2018-10-29 : Largest Expected Move — 14.5%Monthly Statistics Metric Avg Min Max Open Close Price $55.29 $52.08 $57.98 $56.66 $54.95 Max Pain $53.32 $52.50 $53.75 $53.75 $53.75 ATM IV 32.8% 24.1% 42.6% 24.1% 35.6% Expected Move 9.5% 5.5% 14.5% 5.5% 12.1% HV 20d 24.2% 19.7% 32.3% 20.8% 32.3% HV 60d 22.0% 20.1% 23.6% 20.1% 23.6% IV Rank 79.1% 46.8% 100.0% 46.8% 74.1% IV Percentile 94.4% 64.3% 100.0% 64.3% 97.6% Term Structure -1.4% -3.8% 0.5% -0.5% -1.2% VWIV 33.5% 19.9% 49.6% 19.9% 43.2% Skew 25d 6.0% 2.7% 8.5% 2.7% 6.8% Skew 10d 12.0% 5.0% 20.0% 5.0% 13.0% Call IV 25d 29.9% 24.4% 38.3% 24.4% 32.3% Put IV 25d 35.9% 27.0% 46.3% 27.0% 39.2% Bid-Ask Spread % 4.12 0.95 54.57 1.30 1.45 Gamma HHI 0.09 0.06 0.23 0.11 0.07 Net GEX 297.1M 41.7M 693.3M 584.2M 281.0M Net DEX -14.82B -23.85B -7.21B -20.27B -13.96B Net VEX -83.0M -88.3M -75.0M -75.2M -84.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.52 0.90 0.68 0.74 Total Volume 2,158,462.609 1,343,732 3,767,836 1,655,144 1,659,236 Total OI 14,266,603.304 12,639,008 15,879,888 13,526,468 13,370,896
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 2018-10-01 $56.66 $53.75 24.1% 5.5% 20.8% 46.8% 19.9% 2.7% -0.5% 584.2M -20.27B -75.2M 0.68 1.30 N/A N/A 984,748 670,396 7,019,752 6,506,716 2018-10-02 $57.34 $53.75 25.6% 5.8% 21.3% 55.1% 21.0% 2.9% -0.6% 620.6M -21.92B -75.0M 0.52 1.54 N/A N/A 1,191,948 625,156 7,124,308 6,662,428 2018-10-03 $57.98 $53.75 27.0% 6.0% 21.4% 63.0% 21.5% 2.8% -0.5% 693.3M -23.85B -75.8M 0.73 1.35 N/A N/A 1,767,576 1,290,764 7,263,072 6,787,916 2018-10-04 $56.93 $52.50 29.4% 7.8% 21.5% 76.6% 27.6% 3.6% -0.9% 344.3M -19.20B -80.1M 0.81 1.02 N/A N/A 1,588,448 1,287,596 7,405,488 7,089,036 2018-10-05 $56.10 $52.50 30.1% 8.2% 22.2% 80.4% 28.9% 4.8% -0.7% 76.1M -15.65B -83.0M 0.80 1.31 N/A N/A 2,096,464 1,671,372 7,624,692 7,270,260 2018-10-08 $56.13 $52.50 30.0% 8.2% 21.0% 79.9% 29.7% 4.8% -1.1% 286.8M -16.58B -82.3M 0.82 0.99 N/A N/A 1,126,436 918,236 7,312,620 7,012,492 2018-10-09 $56.73 $52.50 29.6% 8.2% 19.7% 77.6% 28.9% 4.6% -0.8% 426.7M -18.82B -82.3M 0.76 1.03 N/A N/A 911,064 693,976 7,548,556 7,272,816 2018-10-10 $54.73 $52.50 36.6% 9.6% 23.3% 100.0% 33.2% 8.5% -3.8% 99.6M -12.07B -85.0M 0.80 4.11 N/A N/A 1,300,212 1,044,012 7,654,804 7,371,760 2018-10-11 $53.97 $52.50 37.7% 10.3% 22.4% 100.0% 36.0% 7.1% -2.3% 41.7M -9.78B -88.3M 0.76 2.27 N/A N/A 1,956,772 1,488,812 7,870,652 7,410,044 2018-10-12 $55.25 $53.75 33.3% 9.1% 24.0% 79.8% 32.5% 8.5% -2.7% 324.6M -14.56B -85.8M 0.87 3.97 N/A N/A 1,578,408 1,371,144 8,115,900 7,534,276 2018-10-15 $54.62 $53.75 32.9% 9.2% 22.8% 78.0% 33.6% 6.5% -1.2% 162.9M -12.69B -84.7M 0.77 1.33 N/A N/A 865,944 663,960 7,710,244 7,312,332 2018-10-16 $55.62 $53.75 31.3% 8.9% 23.6% 70.7% 31.8% 5.9% -2.2% 349.0M -16.35B -83.2M 0.74 0.95 N/A N/A 954,036 710,548 7,844,704 7,387,728 2018-10-17 $55.27 $52.50 31.0% 8.9% 23.8% 69.5% 31.5% 6.2% -1.7% 334.3M -15.34B -82.3M 0.77 1.23 N/A N/A 758,108 585,624 7,954,240 7,458,664 2018-10-18 $54.03 $52.50 34.3% 9.9% 24.9% 84.2% 34.9% 6.5% -2.2% 55.0M -10.86B -83.5M 0.75 1.49 N/A N/A 1,295,268 968,396 8,044,528 7,508,032 2018-10-19 $54.94 $53.75 32.2% 9.4% 25.1% 74.6% 33.0% 6.6% -1.9% 554.6M -14.35B -84.5M 0.85 1.06 N/A N/A 1,466,448 1,244,044 8,267,180 7,612,708 2018-10-22 $55.45 $53.75 31.1% 9.4% 24.7% 69.7% 33.6% 6.2% -1.0% 295.3M -14.57B -83.4M 0.69 1.15 N/A N/A 932,312 643,176 6,817,052 5,821,956 2018-10-23 $55.80 $53.75 32.5% 10.0% 24.7% 76.2% 35.7% 6.5% -1.3% 351.4M -15.53B -82.6M 0.71 3.12 N/A N/A 1,244,504 884,092 6,952,404 5,964,140 2018-10-24 $54.66 $53.75 35.8% 11.2% 25.8% 91.2% 38.9% 7.1% -1.5% 245.8M -12.63B -86.6M 0.66 1.65 N/A N/A 955,992 631,748 7,088,116 6,104,564 2018-10-25 $55.30 $53.75 34.0% 10.7% 25.6% 83.0% 37.0% 6.7% -1.5% 368.5M -14.59B -84.5M 0.80 2.13 N/A N/A 826,620 663,852 7,236,048 6,196,480 2018-10-26 $53.97 $53.75 38.0% 12.0% 26.9% 100.0% 42.1% 8.1% -1.8% 73.5M -10.52B -85.7M 0.84 2.31 N/A N/A 1,631,376 1,372,548 7,286,956 6,288,384 2018-10-29 $52.08 $53.75 42.6% 14.5% 29.2% 100.0% 49.6% 8.1% 0.5% 104.1M -7.21B -84.2M 0.86 54.57 N/A N/A 952,388 821,108 6,887,740 5,967,084 2018-10-30 $53.28 $53.75 39.3% 13.3% 30.2% 88.0% 46.6% 7.6% -1.8% 161.2M -9.65B -85.7M 0.90 3.49 N/A N/A 712,140 637,632 7,076,320 6,115,788 2018-10-31 $54.95 $53.75 35.6% 12.1% 32.3% 74.1% 43.2% 6.8% -1.2% 281.0M -13.96B -84.5M 0.74 1.45 N/A N/A 953,716 705,520 7,152,524 6,218,372
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