AAPL Options History — May 2019 In May 2019, AAPL traded between $43.86 and $53.10. ATM implied volatility averaged 26.7%, placing in the 37.9% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded below realized volatility by 7.0% (HV 20d: 33.7%). Max pain ranged from $46.25 to $50.00. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.92.
Notable Days 2019-05-01 : Highest Volume — 5,474,204 contracts2019-05-13 : Largest IV spike — 28.5% change2019-05-13 : Highest IV Rank — 57.2%2019-05-23 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $47.85 $43.86 $53.10 $53.10 $43.86 Max Pain $46.73 $46.25 $50.00 $49.38 $46.25 ATM IV 26.7% 18.2% 32.3% 18.9% 30.4% Expected Move 7.6% 5.2% 9.2% 5.6% 8.7% HV 20d 33.7% 23.5% 39.9% 23.5% 32.3% HV 60d 25.8% 21.1% 29.0% 21.1% 29.0% IV Rank 37.9% 8.2% 57.2% 10.5% 50.7% IV Percentile 59.9% 18.3% 82.1% 20.6% 75.8% Term Structure -0.2% -0.9% 0.5% -0.1% 0.4% VWIV 27.0% 18.4% 31.7% 20.3% 30.5% Skew 25d 4.8% 1.9% 6.8% 2.0% 6.5% Skew 10d 9.5% 3.8% 14.0% 3.8% 13.8% Call IV 25d 24.7% 17.5% 29.4% 18.1% 27.4% Put IV 25d 29.5% 19.4% 35.6% 20.2% 33.9% Bid-Ask Spread % 2.09 1.30 2.90 2.31 2.90 Gamma HHI 0.07 0.05 0.16 0.11 0.16 Net GEX 29.9M -282.8M 576.7M 576.7M -282.8M Net DEX -3.95B -18.97B 3.92B -18.97B 3.92B Net VEX -92.3M -96.7M -79.3M -79.3M -90.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.92 0.55 1.28 0.87 1.28 Total Volume 2,349,168.727 1,410,668 5,474,204 5,474,204 1,909,944 Total OI 14,968,795.273 13,992,584 15,967,560 14,429,368 15,484,748
Daily Data (22 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 2019-05-01 $53.10 $49.38 18.9% 5.6% 23.5% 10.5% 20.3% 2.0% -0.1% 576.7M -18.97B -79.3M 0.87 2.31 N/A N/A 2,922,168 2,552,036 7,579,232 6,850,136 2019-05-02 $52.22 $50.00 20.1% 6.0% 24.7% 14.9% 21.1% 2.4% 0.1% 295.0M -14.75B -87.0M 0.55 2.46 N/A N/A 1,713,012 939,980 7,810,748 7,235,160 2019-05-03 $52.88 $50.00 18.2% 5.2% 24.9% 8.2% 18.4% 1.9% 0.4% 480.7M -17.30B -85.8M 0.58 1.87 N/A N/A 1,033,008 597,140 7,989,240 7,337,680 2019-05-06 $52.12 $46.25 21.2% 5.9% 25.7% 18.5% 21.4% 2.7% 0.0% 268.3M -13.86B -88.3M 0.78 1.31 N/A N/A 1,015,268 788,356 7,514,288 6,657,936 2019-05-07 $50.47 $46.25 26.5% 7.4% 28.1% 37.1% 25.8% 4.7% -0.7% 74.6M -8.56B -94.5M 0.71 2.19 N/A N/A 1,522,048 1,081,596 7,681,372 6,810,068 2019-05-08 $51.03 $46.25 24.8% 6.9% 28.3% 31.1% 24.7% 4.4% -0.4% 204.4M -10.61B -93.5M 0.67 1.59 N/A N/A 843,640 567,028 7,965,388 6,926,908 2019-05-09 $50.10 $46.25 27.5% 7.5% 29.1% 40.5% 27.2% 4.8% -0.9% 82.9M -7.46B -96.7M 0.56 2.06 N/A N/A 2,327,008 1,294,592 8,051,684 7,036,756 2019-05-10 $49.26 $46.25 25.1% 7.1% 29.6% 32.3% 25.0% 4.0% -0.6% -1.1M -4.77B -93.2M 0.87 2.44 N/A N/A 1,794,520 1,558,788 8,077,792 7,191,264 2019-05-13 $46.30 $46.25 32.3% 8.9% 36.8% 57.2% 31.1% 6.0% -0.9% -112.5M 1.61B -91.9M 0.79 1.87 N/A N/A 1,828,336 1,452,636 7,490,068 6,762,668 2019-05-14 $47.23 $46.25 27.2% 7.7% 37.7% 39.3% 29.1% 4.9% -0.1% -86.7M -723.3M -93.8M 1.19 1.69 N/A N/A 1,194,832 1,422,820 7,993,128 7,194,068 2019-05-15 $47.84 $46.25 24.3% 7.1% 38.0% 29.5% 24.9% 4.2% 0.5% -1.3M -3.27B -94.2M 1.14 1.46 N/A N/A 819,480 937,220 8,250,472 7,258,884 2019-05-16 $47.50 $46.25 25.6% 7.3% 37.3% 33.8% 26.5% 4.0% -0.1% -3.1M -2.75B -94.5M 0.86 1.56 N/A N/A 1,223,624 1,048,052 8,365,752 7,253,516 2019-05-17 $47.25 $46.25 27.6% 7.8% 37.2% 41.0% 27.7% 4.9% -0.5% -10.2M -1.77B -95.6M 1.10 2.10 N/A N/A 1,270,308 1,392,268 8,522,344 7,445,216 2019-05-20 $45.73 $46.25 30.7% 8.7% 38.5% 51.5% 30.7% 5.4% -0.1% -73.0M 756.1M -94.1M 1.05 1.54 N/A N/A 1,098,284 1,155,984 7,394,932 6,597,652 2019-05-21 $46.76 $46.25 27.5% 7.9% 39.3% 40.4% 27.8% 5.1% 0.3% 3.8M -2.02B -96.4M 0.97 1.30 N/A N/A 764,664 745,488 7,621,532 6,818,724 2019-05-22 $45.79 $46.25 30.6% 8.8% 39.5% 51.3% 31.1% 6.2% -0.0% -90.2M 829.5M -96.4M 1.14 2.23 N/A N/A 968,680 1,100,840 7,767,132 6,978,920 2019-05-23 $44.86 $46.25 32.0% 9.2% 39.8% 56.0% 31.7% 6.8% -0.5% -165.7M 2.91B -94.8M 1.03 2.53 N/A N/A 1,186,420 1,225,084 7,979,048 7,178,108 2019-05-24 $44.75 $46.25 29.4% 8.4% 39.9% 47.1% 29.5% 6.1% 0.1% -151.9M 3.06B -93.7M 0.95 2.58 N/A N/A 964,456 911,464 8,141,704 7,364,488 2019-05-28 $44.73 $46.25 29.4% 8.4% 39.8% 47.0% 30.1% 6.2% -0.3% -108.8M 2.10B -92.1M 0.90 2.70 N/A N/A 766,068 688,820 7,625,676 6,975,068 2019-05-29 $44.37 $46.25 29.2% 8.4% 39.5% 46.4% 28.7% 5.8% -0.4% -138.0M 2.76B -90.9M 1.13 2.63 N/A N/A 753,692 849,644 7,836,584 7,112,872 2019-05-30 $44.53 $46.25 30.1% 8.6% 32.3% 49.6% 30.5% 6.7% 0.1% -102.7M 1.93B -93.3M 1.07 2.57 N/A N/A 700,220 752,196 8,039,116 7,145,424 2019-05-31 $43.86 $46.25 30.4% 8.7% 32.3% 50.7% 30.5% 6.5% 0.4% -282.8M 3.92B -90.3M 1.28 2.90 N/A N/A 839,324 1,070,620 8,142,812 7,341,936
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