AAPL Options History — January 2019 In January 2019, AAPL traded between $35.68 and $41.62. ATM implied volatility averaged 33.0%, placing in the 59.6% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded below realized volatility by 14.0% (HV 20d: 46.9%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.74.
Notable Days 2019-01-03 : Highest Volume — 5,148,228 contracts2019-01-30 : Largest IV drop — 29.4% change2019-01-03 : Highest IV Rank — 93.5%2019-01-29 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $38.51 $35.68 $41.62 $39.27 $41.62 Max Pain $41.85 $40.00 $45.00 $41.25 $41.25 ATM IV 33.0% 23.5% 42.8% 39.9% 23.5% Expected Move 9.6% 6.9% 11.5% 10.3% 6.9% HV 20d 46.9% 35.2% 49.8% 35.2% 48.9% HV 60d 42.6% 38.4% 44.3% 38.4% 42.0% IV Rank 59.6% 26.7% 93.5% 83.6% 26.7% IV Percentile 82.3% 42.9% 99.6% 97.6% 42.9% Term Structure -1.0% -2.3% 0.1% -0.5% 0.1% VWIV 33.4% 24.3% 40.0% 36.0% 24.3% Skew 25d 5.0% 3.1% 7.8% 6.6% 3.1% Skew 10d 9.2% 5.8% 14.3% 11.7% 5.8% Call IV 25d 30.5% 22.5% 39.3% 36.9% 22.5% Put IV 25d 35.5% 25.7% 47.1% 43.5% 25.7% Bid-Ask Spread % 1.79 1.19 2.60 1.40 1.27 Gamma HHI 0.10 0.05 0.43 0.05 0.12 Net GEX 118.5M -87.5M 461.9M 39.3M 351.4M Net DEX 2.20B -2.72B 8.47B 3.49B -2.72B Net VEX -67.5M -77.4M -53.8M -65.9M -77.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.74 0.42 1.04 0.97 0.64 Total Volume 2,098,010.667 273,696 5,148,228 1,580,240 2,646,876 Total OI 14,345,823.429 11,086,228 16,790,300 14,556,372 13,459,844
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 2019-01-02 $39.27 $41.25 39.9% 10.3% 35.2% 83.6% 36.0% 6.6% -0.5% 39.3M 3.49B -65.9M 0.97 1.40 N/A N/A 803,296 776,944 8,481,408 6,074,964 2019-01-03 $35.68 $45.00 42.8% 11.5% 45.7% 93.5% 40.0% 7.8% -1.0% -87.5M 8.47B -53.8M 0.87 1.50 N/A N/A 2,748,308 2,399,920 8,634,432 6,028,520 2019-01-04 $36.95 $43.75 36.8% 10.0% 48.4% 72.7% 35.0% 6.2% -0.8% 78.7M 5.01B -62.1M 0.87 2.21 N/A N/A 1,753,796 1,533,348 9,393,752 6,336,748 2019-01-07 $37.09 $43.75 36.7% 10.0% 48.6% 72.3% 34.7% 5.8% -1.6% -131.3K 4.87B -62.9M 0.42 2.60 N/A N/A 644,768 268,308 8,918,916 6,107,580 2019-01-08 $37.65 $43.75 35.4% 9.8% 49.0% 67.8% 34.1% 5.3% -1.1% 58.7M 3.30B -64.8M 0.77 2.05 N/A N/A 1,349,280 1,038,112 9,193,928 6,270,564 2019-01-09 $38.37 $42.50 34.5% 9.4% 49.8% 64.9% 32.9% 5.1% -1.6% 140.7M 1.68B -67.7M 0.78 1.98 N/A N/A 1,632,780 1,272,424 9,430,892 6,441,496 2019-01-10 $38.46 $42.50 33.5% 9.4% 49.8% 61.4% 33.9% 5.5% -0.8% 158.5M 1.63B -69.7M 0.97 1.64 N/A N/A 1,142,748 1,110,988 9,607,824 6,579,624 2019-01-11 $38.10 $41.25 33.4% 9.5% 49.7% 61.0% 31.8% 5.4% -0.3% 89.1M 2.54B -67.2M 0.62 2.07 N/A N/A 1,050,496 653,032 9,841,280 6,786,896 2019-01-14 $37.45 $41.25 32.9% 9.3% 49.7% 59.4% 32.4% 4.9% -1.3% 17.2M 4.17B -64.6M 0.60 1.61 N/A N/A 844,184 506,808 9,464,036 6,362,960 2019-01-15 $38.28 $41.25 30.5% 8.7% 49.7% 51.1% 30.7% 4.3% -0.5% 129.1M 1.80B -66.8M 0.58 1.82 N/A N/A 825,692 482,584 9,714,772 6,429,596 2019-01-16 $38.67 $41.25 30.8% 8.8% 49.7% 51.9% 30.5% 4.4% -1.4% 168.9M 683.6M -68.2M 1.04 1.29 N/A N/A 970,680 1,006,132 9,807,840 6,476,344 2019-01-17 $38.86 $41.25 30.6% 8.9% 49.0% 51.4% 30.8% 4.2% -1.4% 180.2M 41.4K -68.7M 0.46 2.43 N/A N/A 1,231,188 561,816 9,930,348 6,616,796 2019-01-18 $39.08 $41.25 30.5% 8.9% 47.6% 50.9% 31.1% 4.6% -2.3% 130.4M -954.1M -69.4M 0.63 1.19 N/A N/A 1,307,756 822,856 10,129,236 6,661,064 2019-01-22 $38.36 $40.00 33.5% 10.2% 47.3% 61.4% 35.7% 5.2% -1.1% 47.6M 2.67B -67.8M 0.75 1.85 N/A N/A 822,424 616,628 6,440,940 4,645,288 2019-01-23 $38.40 $40.00 33.1% 10.2% 45.3% 59.9% 35.4% 5.0% -1.1% 61.3M 2.59B -68.1M 0.80 2.56 N/A N/A 663,124 528,472 6,626,212 4,785,140 2019-01-24 $38.04 $40.00 32.6% 10.2% 44.6% 58.3% 34.8% 4.8% -1.0% 15.6M 3.19B -67.5M 0.77 1.22 N/A N/A 601,180 465,576 6,731,556 4,900,424 2019-01-25 $39.41 $40.00 30.4% 9.5% 42.8% 50.5% 33.2% 4.7% -1.2% 461.9M 488.3M -70.4M 0.74 1.57 N/A N/A 1,347,704 996,768 6,810,468 4,970,960 2019-01-28 $38.98 $42.50 33.2% 11.0% 43.0% 60.3% 38.5% 4.4% -1.4% 61.3M 2.59B -70.0M 0.67 1.34 N/A N/A 164,032 109,664 6,456,728 4,961,684 2019-01-29 $38.70 $42.50 34.1% 11.5% 43.1% 63.3% 39.7% 4.5% -1.7% 51.2M 2.96B -69.7M 0.88 1.89 N/A N/A 1,341,844 1,184,612 6,667,588 5,132,472 2019-01-30 $41.30 $42.50 24.0% 7.3% 48.9% 28.5% 26.4% 3.5% 0.1% 334.7M -2.22B -73.9M 0.78 2.01 N/A N/A 2,149,036 1,682,040 7,209,436 5,741,736 2019-01-31 $41.62 $41.25 23.5% 6.9% 48.9% 26.7% 24.3% 3.1% 0.1% 351.4M -2.72B -77.4M 0.64 1.27 N/A N/A 1,616,012 1,030,864 7,386,396 6,073,448
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