AAPL Options History — April 2019 In April 2019, AAPL traded between $47.78 and $51.95. ATM implied volatility averaged 28.0%, placing in the 42.1% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 8.5% (HV 20d: 19.5%). Max pain ranged from $46.25 to $50.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.64.
Notable Days 2019-04-09 : Highest Volume — 3,389,932 contracts2019-04-30 : Largest IV spike — 7.0% change2019-04-10 : Highest IV Rank — 50.1%2019-04-30 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $50.15 $47.78 $51.95 $47.78 $50.21 Max Pain $47.86 $46.25 $50.00 $46.25 $50.00 ATM IV 28.0% 26.7% 30.3% 26.8% 29.0% Expected Move 8.1% 7.4% 10.1% 7.6% 10.1% HV 20d 19.5% 10.7% 25.7% 25.4% 14.5% HV 60d 22.8% 18.1% 25.0% 25.0% 18.7% IV Rank 42.1% 37.9% 50.1% 38.1% 45.9% IV Percentile 65.1% 60.3% 75.0% 61.5% 69.8% Term Structure -1.3% -1.7% -0.6% -0.9% -1.4% VWIV 28.8% 26.4% 35.0% 26.4% 35.0% Skew 25d 3.1% 2.7% 3.8% 3.3% 3.7% Skew 10d 5.8% 4.9% 7.2% 6.4% 7.0% Call IV 25d 26.7% 25.3% 28.7% 26.7% 26.7% Put IV 25d 29.8% 28.3% 32.4% 30.0% 30.4% Bid-Ask Spread % 1.64 1.17 2.67 1.82 2.67 Gamma HHI 0.11 0.06 0.22 0.08 0.06 Net GEX 360.6M 117.3M 645.0M 327.6M 117.3M Net DEX -15.35B -19.48B -9.58B -11.93B -9.58B Net VEX -87.6M -92.0M -83.0M -91.7M -88.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.53 0.95 0.57 0.95 Total Volume 1,827,278.286 955,644 3,389,932 1,521,028 3,360,020 Total OI 14,387,559.81 12,604,240 15,812,580 14,212,088 13,390,056
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 2019-04-01 $47.78 $46.25 26.8% 7.6% 25.4% 38.1% 26.4% 3.3% -0.9% 327.6M -11.93B -91.7M 0.57 1.82 N/A N/A 971,424 549,604 7,965,240 6,246,848 2019-04-02 $48.58 $46.25 27.0% 7.4% 25.7% 38.8% 26.5% 2.8% -0.9% 466.4M -14.78B -90.3M 0.63 1.93 N/A N/A 1,051,304 658,060 8,097,400 6,355,592 2019-04-03 $48.80 $46.25 27.8% 7.5% 25.4% 41.6% 27.2% 2.8% -0.6% 492.7M -15.28B -90.0M 0.58 1.84 N/A N/A 1,410,392 821,920 8,193,272 6,474,780 2019-04-04 $48.90 $46.25 28.1% 7.5% 24.7% 42.8% 27.1% 3.0% -0.8% 490.7M -15.33B -90.4M 0.64 1.76 N/A N/A 941,712 603,404 8,239,260 6,593,940 2019-04-05 $49.23 $47.50 27.9% 7.6% 24.5% 42.1% 26.7% 2.9% -1.1% 645.0M -16.45B -89.4M 0.57 1.87 N/A N/A 1,018,916 585,200 8,305,168 6,700,636 2019-04-08 $49.98 $47.50 28.8% 7.8% 22.3% 45.1% 28.1% 3.1% -1.4% 416.1M -17.66B -86.6M 0.57 1.74 N/A N/A 1,337,576 760,996 7,939,816 6,445,648 2019-04-09 $49.98 $47.50 30.2% 8.2% 22.3% 50.0% 29.2% 3.4% -1.5% 397.4M -17.31B -89.0M 0.59 1.40 N/A N/A 2,130,912 1,259,020 8,080,396 6,740,532 2019-04-10 $50.16 $47.50 30.3% 8.2% 22.3% 50.1% 29.9% 3.6% -1.7% 411.6M -17.40B -91.4M 0.71 1.79 N/A N/A 1,097,232 778,372 8,356,448 7,073,740 2019-04-11 $49.72 $47.50 29.8% 8.1% 22.7% 48.5% 28.8% 3.8% -1.7% 294.4M -15.72B -92.0M 0.58 1.33 N/A N/A 1,044,896 608,752 8,423,056 7,213,844 2019-04-12 $49.74 $47.50 28.8% 7.9% 22.4% 45.1% 28.1% 3.5% -1.7% 277.8M -15.96B -88.8M 0.65 1.38 N/A N/A 1,292,848 841,156 8,522,548 7,290,032 2019-04-15 $49.77 $47.50 27.8% 7.8% 22.3% 41.4% 28.0% 3.3% -1.2% 311.8M -15.98B -86.5M 0.67 1.17 N/A N/A 573,604 382,040 8,077,392 6,965,264 2019-04-16 $49.89 $47.50 27.7% 7.9% 21.7% 41.3% 28.3% 3.0% -1.5% 335.3M -16.37B -86.2M 0.55 1.21 N/A N/A 1,023,980 564,256 8,158,096 7,046,112 2019-04-17 $50.80 $47.50 27.6% 7.9% 22.1% 41.0% 28.0% 2.7% -1.2% 561.9M -19.31B -86.2M 0.58 1.26 N/A N/A 1,502,256 868,760 8,340,984 7,125,596 2019-04-18 $50.96 $48.75 26.7% 7.7% 17.5% 37.9% 27.4% 2.9% -1.5% 297.4M -19.48B -86.2M 0.69 1.68 N/A N/A 1,070,460 737,152 8,470,044 7,294,664 2019-04-22 $51.17 $48.75 27.0% 8.1% 14.4% 38.7% 29.2% 3.0% -1.1% 311.0M -13.64B -84.3M 0.53 1.75 N/A N/A 886,080 467,016 6,704,036 5,900,204 2019-04-23 $51.78 $48.75 26.8% 8.2% 13.2% 38.2% 29.3% 3.0% -1.3% 368.0M -15.35B -83.0M 0.63 1.53 N/A N/A 1,009,784 638,872 6,847,252 6,036,540 2019-04-24 $51.95 $48.75 27.3% 8.4% 10.7% 39.8% 29.5% 2.8% -1.5% 358.6M -15.41B -84.1M 0.54 1.65 N/A N/A 817,596 437,524 6,939,828 6,177,320 2019-04-25 $51.41 $48.75 27.5% 8.6% 11.5% 40.6% 30.1% 3.3% -1.6% 266.1M -13.65B -86.0M 0.60 1.56 N/A N/A 692,016 411,956 7,030,524 6,233,836 2019-04-26 $51.12 $48.75 26.7% 8.4% 11.9% 37.9% 29.9% 3.3% -1.6% 233.9M -12.85B -84.3M 0.68 1.88 N/A N/A 924,144 629,716 7,067,972 6,292,908 2019-04-29 $51.22 $50.00 27.2% 9.1% 11.9% 39.3% 32.3% 2.9% -1.1% 190.8M -12.91B -84.3M 0.91 1.27 N/A N/A 843,296 768,620 6,747,196 6,034,736 2019-04-30 $50.21 $50.00 29.0% 10.1% 14.5% 45.9% 35.0% 3.7% -1.4% 117.3M -9.58B -88.6M 0.95 2.67 N/A N/A 1,720,812 1,639,208 7,074,640 6,315,416
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