AAPL Options History — March 2019 In March 2019, AAPL traded between $43.19 and $49.03. ATM implied volatility averaged 21.4%, placing in the 19.2% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 3.7% (HV 20d: 17.7%). Max pain ranged from $42.50 to $46.25. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.62.
Notable Days 2019-03-21 : Highest Volume — 5,425,824 contracts2019-03-21 : Largest IV spike — 9.7% change2019-03-22 : Highest IV Rank — 31.0%2019-03-26 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $45.85 $43.19 $49.03 $43.77 $47.43 Max Pain $44.11 $42.50 $46.25 $42.50 $46.25 ATM IV 21.4% 18.7% 24.8% 18.7% 23.4% Expected Move 6.7% 5.0% 7.9% 5.0% 7.4% HV 20d 17.7% 9.3% 25.6% 15.0% 25.4% HV 60d 34.2% 32.1% 36.2% 36.2% 32.4% IV Rank 19.2% 10.0% 31.0% 10.0% 26.2% IV Percentile 35.1% 21.0% 56.3% 21.0% 47.2% Term Structure 1.2% -0.5% 5.7% 0.3% 5.7% VWIV 23.7% 17.6% 28.0% 17.6% 26.4% Skew 25d 2.2% 0.6% 3.5% 2.4% 2.2% Skew 10d 4.1% 0.6% 7.5% 4.4% 4.7% Call IV 25d 20.3% 17.5% 24.8% 17.5% 20.5% Put IV 25d 22.5% 19.9% 25.8% 19.9% 22.7% Bid-Ask Spread % 1.89 1.15 3.77 1.85 2.06 Gamma HHI 0.13 0.07 0.53 0.53 0.17 Net GEX 376.6M 92.8M 1.04B 1.04B 442.2M Net DEX -9.53B -17.78B -3.51B -6.14B -10.84B Net VEX -89.1M -96.6M -84.1M -84.5M -94.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.62 0.42 1.03 0.54 0.78 Total Volume 2,220,492.571 781,736 5,425,824 1,399,412 1,667,264 Total OI 13,612,437.524 12,063,172 15,272,540 13,122,872 15,272,540
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 2019-03-01 $43.77 $42.50 18.7% 5.0% 15.0% 10.0% 17.6% 2.4% 0.3% 1.04B -6.14B -84.5M 0.54 1.85 N/A N/A 911,620 487,792 7,547,332 5,575,540 2019-03-04 $43.94 $42.50 20.1% 5.6% 15.0% 14.9% 19.4% 2.5% -0.0% 329.8M -6.05B -85.3M 0.51 1.76 N/A N/A 1,160,396 588,320 7,280,152 5,476,148 2019-03-05 $43.94 $42.50 19.2% 5.2% 12.4% 11.8% 18.2% 2.4% 0.1% 324.9M -5.88B -84.1M 0.53 1.37 N/A N/A 512,512 269,224 7,454,364 5,591,704 2019-03-06 $43.67 $42.50 20.2% 5.6% 10.9% 15.1% 19.7% 2.8% -0.2% 281.3M -5.16B -84.6M 0.84 1.52 N/A N/A 573,420 483,636 7,544,328 5,622,080 2019-03-07 $43.19 $42.50 21.5% 6.2% 11.6% 19.7% 21.4% 3.4% -0.1% 148.5M -3.51B -85.0M 0.67 1.53 N/A N/A 781,940 523,904 7,630,508 5,722,140 2019-03-08 $43.20 $42.50 21.5% 6.0% 9.3% 19.7% 21.9% 3.5% -0.1% 92.8M -3.54B -85.7M 1.03 3.77 N/A N/A 736,584 759,588 7,721,572 5,764,448 2019-03-11 $44.77 $42.50 20.0% 6.7% 15.4% 14.5% 23.1% 2.8% -0.2% 385.6M -8.41B -85.8M 0.44 1.82 N/A N/A 1,477,688 644,604 7,364,020 5,675,812 2019-03-12 $45.18 $42.50 20.2% 6.8% 15.4% 15.3% 23.6% 2.1% -0.2% 507.7M -10.13B -87.0M 0.43 1.15 N/A N/A 1,805,680 782,392 7,668,420 5,821,748 2019-03-13 $45.59 $42.50 19.4% 6.7% 15.5% 12.4% 23.2% 2.1% 0.2% 510.4M -11.28B -86.6M 0.42 2.06 N/A N/A 1,257,268 525,716 7,834,068 5,995,852 2019-03-14 $45.98 $42.50 19.3% 6.7% 15.6% 12.1% 23.3% 1.9% -0.3% 578.2M -12.58B -88.6M 0.50 1.38 N/A N/A 1,114,616 556,836 7,981,580 6,108,688 2019-03-15 $46.68 $43.75 19.7% 6.7% 16.0% 13.3% 23.2% 1.8% -0.1% 369.1M -14.86B -87.6M 0.52 1.51 N/A N/A 1,833,488 956,448 8,050,260 6,207,352 2019-03-18 $47.03 $45.00 20.5% 6.9% 15.8% 16.1% 24.4% 1.7% 0.2% 384.3M -11.67B -88.1M 0.54 2.06 N/A N/A 1,168,036 630,980 6,900,584 5,162,588 2019-03-19 $46.53 $45.00 21.1% 7.1% 16.8% 18.4% 24.4% 1.9% 0.2% 344.8M -10.16B -90.2M 0.50 2.05 N/A N/A 1,197,672 595,048 7,172,920 5,350,792 2019-03-20 $47.12 $45.00 21.3% 7.0% 17.0% 19.1% 24.6% 2.0% -0.0% 458.6M -11.88B -89.8M 0.70 1.74 N/A N/A 1,238,612 867,356 7,356,984 5,470,416 2019-03-21 $49.03 $45.00 23.4% 7.5% 20.6% 26.2% 26.7% 0.6% -0.4% 519.8M -17.78B -89.7M 0.52 1.76 N/A N/A 3,569,304 1,856,520 7,525,736 5,719,348 2019-03-22 $47.84 $46.25 24.8% 7.8% 23.4% 31.0% 27.4% 1.0% -0.5% 288.8M -12.99B -94.1M 0.51 2.09 N/A N/A 2,914,780 1,491,816 7,939,608 6,157,516 2019-03-25 $47.17 $46.25 24.0% 7.6% 24.2% 28.5% 27.0% 2.0% 4.4% 249.9M -10.06B -94.0M 0.74 2.16 N/A N/A 1,847,496 1,366,916 7,805,780 5,965,772 2019-03-26 $46.42 $46.25 24.0% 7.9% 25.2% 28.5% 28.0% 2.2% 4.8% 160.2M -7.50B -94.0M 0.85 2.51 N/A N/A 1,981,796 1,675,380 8,160,572 6,212,868 2019-03-27 $47.16 $46.25 23.0% 7.6% 25.6% 24.7% 26.7% 2.3% 5.3% 244.6M -9.78B -96.6M 0.84 1.94 N/A N/A 1,233,008 1,032,420 8,413,136 6,508,496 2019-03-28 $47.18 $46.25 23.3% 7.5% 25.4% 26.0% 26.7% 2.2% 5.5% 251.3M -9.98B -94.9M 0.73 1.50 N/A N/A 897,380 654,888 8,519,408 6,608,008 2019-03-29 $47.43 $46.25 23.4% 7.4% 25.4% 26.2% 26.4% 2.2% 5.7% 442.2M -10.84B -94.5M 0.78 2.06 N/A N/A 937,928 729,336 8,626,316 6,646,224
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