AAPL Options History — February 2019 In February 2019, AAPL traded between $41.65 and $43.67. ATM implied volatility averaged 21.3%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded below realized volatility by 8.4% (HV 20d: 29.7%). Max pain ranged from $41.25 to $42.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 0.65.
Notable Days 2019-02-07 : Highest Volume — 3,778,556 contracts2019-02-22 : Largest IV drop — 6.0% change2019-02-08 : Highest IV Rank — 25.2%2019-02-01 : Largest Expected Move — 6.7%Monthly Statistics Metric Avg Min Max Open Close Price $42.93 $41.65 $43.67 $41.65 $43.45 Max Pain $42.17 $41.25 $42.50 $41.25 $42.50 ATM IV 21.3% 19.4% 23.1% 22.6% 19.6% Expected Move 6.0% 5.3% 6.7% 6.7% 5.4% HV 20d 29.7% 15.0% 32.7% 32.3% 15.0% HV 60d 39.4% 36.7% 42.1% 41.8% 36.7% IV Rank 18.9% 12.4% 25.2% 23.6% 13.2% IV Percentile 32.7% 23.0% 43.7% 40.1% 25.0% Term Structure 0.2% -0.1% 0.8% 0.1% 0.1% VWIV 21.4% 18.9% 23.8% 23.8% 19.3% Skew 25d 2.3% 1.6% 2.7% 2.7% 2.4% Skew 10d 4.4% 2.9% 5.6% 5.1% 4.5% Call IV 25d 20.4% 18.4% 22.1% 21.7% 18.7% Put IV 25d 22.7% 20.7% 24.6% 24.5% 21.1% Bid-Ask Spread % 1.32 0.96 1.62 1.29 1.25 Gamma HHI 0.13 0.08 0.41 0.08 0.14 Net GEX 290.0M 170.2M 769.6M 194.4M 298.3M Net DEX -4.02B -6.16B -904.9M -2.25B -4.86B Net VEX -80.3M -84.1M -76.9M -76.9M -84.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.65 0.43 1.03 0.69 0.61 Total Volume 1,616,466.526 953,288 3,778,556 1,946,696 1,048,096 Total OI 12,673,892.842 11,106,172 13,856,604 13,693,736 12,753,856
Daily Data (19 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 2019-02-01 $41.65 $41.25 22.6% 6.7% 32.3% 23.6% 23.8% 2.7% 0.1% 194.4M -2.25B -76.9M 0.69 1.29 N/A N/A 1,150,568 796,128 7,452,808 6,240,928 2019-02-04 $42.70 $41.25 22.8% 6.6% 31.3% 24.2% 23.4% 2.3% 0.2% 295.9M -3.78B -77.6M 0.63 1.17 N/A N/A 1,282,532 802,192 6,973,408 5,565,188 2019-02-05 $43.50 $41.25 21.9% 6.3% 31.5% 21.1% 22.5% 1.7% -0.0% 357.1M -5.64B -78.8M 0.55 1.25 N/A N/A 1,841,988 1,007,972 7,169,004 5,798,412 2019-02-06 $43.53 $41.25 21.9% 6.3% 31.5% 21.2% 22.4% 1.6% 0.0% 362.5M -5.56B -81.9M 0.72 1.19 N/A N/A 1,181,592 847,960 7,492,728 6,023,428 2019-02-07 $42.71 $41.25 22.9% 6.6% 32.5% 24.5% 23.8% 2.3% 0.1% 194.7M -2.87B -81.9M 0.43 1.24 N/A N/A 2,633,236 1,145,320 7,647,232 6,209,372 2019-02-08 $42.52 $42.50 23.1% 6.6% 32.7% 25.2% 23.4% 2.5% 0.0% 170.2M -904.9M -82.7M 0.74 1.22 N/A N/A 1,041,880 768,624 7,496,552 6,343,772 2019-02-11 $42.41 $42.50 22.9% 6.6% 32.4% 24.5% 23.1% 2.6% 0.1% 172.0M -2.14B -81.1M 0.81 1.15 N/A N/A 582,096 468,752 7,167,484 5,601,064 2019-02-12 $42.66 $42.50 22.0% 6.3% 31.3% 21.6% 22.4% 2.3% 0.3% 211.1M -3.22B -80.3M 0.60 1.28 N/A N/A 659,836 396,844 7,268,620 5,606,728 2019-02-13 $42.62 $42.50 21.9% 6.3% 30.8% 21.0% 22.1% 2.2% 0.2% 239.0M -3.26B -81.3M 1.03 1.30 N/A N/A 649,484 671,608 7,400,628 5,687,208 2019-02-14 $42.72 $42.50 22.0% 6.3% 30.8% 21.5% 22.2% 2.2% 0.2% 259.1M -3.54B -81.8M 0.70 1.09 N/A N/A 821,540 575,824 7,547,992 5,762,540 2019-02-15 $42.59 $42.50 20.9% 6.0% 30.9% 17.6% 20.9% 2.4% 0.3% 270.2M -3.30B -80.3M 0.74 0.96 N/A N/A 853,900 634,504 7,686,848 5,821,468 2019-02-19 $42.79 $42.50 20.5% 5.9% 30.9% 16.4% 20.4% 2.1% 0.3% 209.9M -3.69B -78.5M 0.57 1.56 N/A N/A 667,988 381,128 6,377,388 4,728,784 2019-02-20 $42.99 $42.50 20.1% 5.7% 29.7% 14.8% 20.0% 2.2% 0.5% 274.8M -4.34B -79.4M 0.67 1.62 N/A N/A 1,007,660 671,816 6,589,724 4,841,316 2019-02-21 $42.70 $42.50 20.8% 5.9% 30.0% 17.4% 20.4% 2.2% 0.2% 200.1M -3.86B -80.1M 0.59 1.46 N/A N/A 695,940 408,744 6,835,064 5,005,748 2019-02-22 $43.10 $42.50 19.6% 5.4% 29.5% 13.1% 19.1% 2.3% 0.8% 769.6M -4.99B -80.2M 0.60 1.61 N/A N/A 715,116 429,908 6,952,820 5,080,524 2019-02-25 $43.63 $42.50 19.7% 5.5% 27.5% 13.5% 19.6% 2.3% -0.1% 328.0M -6.16B -79.9M 0.53 1.45 N/A N/A 864,360 461,200 6,735,356 4,902,792 2019-02-26 $43.63 $42.50 19.4% 5.3% 26.9% 12.4% 18.9% 2.2% -0.1% 332.4M -5.92B -79.8M 0.47 1.48 N/A N/A 648,980 304,308 6,909,024 5,025,584 2019-02-27 $43.67 $42.50 19.6% 5.3% 26.6% 13.2% 19.0% 2.3% -0.0% 370.3M -6.03B -79.4M 0.72 1.51 N/A N/A 927,096 666,144 7,022,008 5,080,564 2019-02-28 $43.45 $42.50 19.6% 5.4% 15.0% 13.2% 19.3% 2.4% 0.1% 298.3M -4.86B -84.1M 0.61 1.25 N/A N/A 649,232 398,864 7,353,184 5,400,672
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