AAPL Options History — June 2019 In June 2019, AAPL traded between $43.26 and $50.02. ATM implied volatility averaged 26.3%, placing in the 36.2% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded below realized volatility by 1.4% (HV 20d: 27.7%). Max pain ranged from $46.25 to $47.50. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.82.
Notable Days 2019-06-07 : Highest Volume — 2,817,780 contracts2019-06-04 : Largest IV drop — 10.9% change2019-06-03 : Highest IV Rank — 53.8%2019-06-03 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $48.28 $43.26 $50.02 $43.26 $49.38 Max Pain $46.88 $46.25 $47.50 $46.25 $47.50 ATM IV 26.3% 23.7% 31.3% 31.3% 27.9% Expected Move 7.5% 6.8% 9.2% 9.2% 7.8% HV 20d 27.7% 21.0% 36.6% 31.3% 22.3% HV 60d 28.9% 27.8% 29.9% 29.0% 28.2% IV Rank 36.2% 27.3% 53.8% 53.8% 41.7% IV Percentile 52.5% 37.7% 80.2% 80.2% 61.9% Term Structure 0.9% -0.8% 4.3% -0.5% 4.3% VWIV 26.8% 24.3% 31.6% 31.6% 26.9% Skew 25d 4.0% 3.3% 6.3% 6.3% 3.9% Skew 10d 8.0% 6.5% 12.2% 12.2% 8.6% Call IV 25d 24.4% 22.2% 28.3% 28.3% 24.6% Put IV 25d 28.4% 25.7% 34.7% 34.7% 28.5% Bid-Ask Spread % 1.79 1.20 3.23 3.23 1.43 Gamma HHI 0.10 0.05 0.38 0.06 0.12 Net GEX 249.8M -152.3M 726.9M -152.3M -29.4M Net DEX -8.88B -14.77B 4.81B 4.81B -8.48B Net VEX -92.9M -97.7M -87.8M -87.9M -91.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.82 0.58 1.03 0.91 0.62 Total Volume 1,577,028.4 811,016 2,817,780 2,097,864 1,834,952 Total OI 15,058,848.4 12,193,764 16,360,804 14,833,580 13,266,088
Daily Data (20 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 2019-06-03 $43.26 $46.25 31.3% 9.2% 31.3% 53.8% 31.6% 6.3% -0.5% -152.3M 4.81B -87.9M 0.91 3.23 N/A N/A 1,099,836 998,028 7,735,568 7,098,012 2019-06-04 $44.85 $46.25 27.9% 8.0% 35.2% 41.9% 28.8% 5.2% -0.3% -4.5M 280.9M -92.6M 0.91 1.98 N/A N/A 1,005,744 910,636 7,982,660 7,193,668 2019-06-05 $45.53 $46.25 28.5% 8.3% 34.9% 43.9% 29.5% 4.5% -0.3% 86.6M -2.20B -95.1M 0.92 2.35 N/A N/A 1,082,480 994,652 8,161,744 7,346,304 2019-06-06 $46.28 $46.25 27.1% 7.7% 35.2% 39.0% 27.8% 4.1% -0.2% 201.8M -4.56B -96.0M 0.94 1.60 N/A N/A 732,356 688,956 8,340,224 7,469,692 2019-06-07 $47.50 $46.25 27.0% 7.6% 36.5% 38.7% 26.7% 3.9% -0.5% 615.1M -9.29B -96.3M 0.72 2.05 N/A N/A 1,642,928 1,174,852 8,419,616 7,555,756 2019-06-10 $48.21 $46.25 27.5% 7.6% 36.6% 40.5% 27.3% 3.9% -0.8% 259.0M -10.03B -96.5M 0.67 1.92 N/A N/A 1,184,560 791,012 8,140,516 7,301,364 2019-06-11 $48.73 $46.25 27.4% 7.8% 28.8% 40.1% 28.4% 4.2% -0.2% 308.8M -11.50B -97.7M 1.03 1.63 N/A N/A 804,780 832,700 8,265,644 7,481,076 2019-06-12 $48.53 $46.25 27.3% 7.8% 28.1% 39.7% 27.7% 4.2% -0.3% 256.6M -10.74B -97.7M 1.00 1.76 N/A N/A 534,876 533,664 8,341,988 7,687,768 2019-06-13 $48.54 $46.25 26.5% 7.5% 27.8% 37.1% 27.0% 3.8% -0.2% 264.6M -10.74B -96.1M 0.81 1.59 N/A N/A 738,680 597,860 8,405,604 7,750,640 2019-06-14 $48.30 $46.25 26.4% 7.4% 27.7% 36.7% 27.3% 4.0% -0.7% 167.4M -9.72B -95.5M 0.80 2.24 N/A N/A 884,936 705,896 8,495,444 7,829,124 2019-06-17 $48.49 $47.50 25.4% 7.3% 27.6% 33.3% 25.9% 3.9% -0.0% 214.1M -10.31B -92.2M 0.96 1.91 N/A N/A 413,856 397,160 8,196,296 7,560,464 2019-06-18 $49.60 $47.50 24.3% 6.9% 25.5% 29.3% 24.7% 3.6% 0.3% 358.1M -13.80B -90.8M 0.58 1.50 N/A N/A 1,173,372 679,600 8,239,368 7,671,660 2019-06-19 $49.67 $47.50 23.7% 6.8% 24.6% 27.3% 24.3% 3.3% 0.5% 375.2M -13.80B -91.7M 0.64 1.39 N/A N/A 745,532 479,976 8,336,316 7,768,340 2019-06-20 $49.90 $47.50 23.7% 6.8% 22.9% 27.4% 24.3% 3.7% 0.1% 421.1M -14.52B -90.3M 0.70 1.65 N/A N/A 790,900 552,040 8,395,612 7,833,948 2019-06-21 $49.97 $47.50 23.8% 6.8% 21.0% 27.7% 24.6% 3.7% -0.0% 726.9M -14.77B -88.4M 0.82 1.93 N/A N/A 972,764 794,140 8,442,136 7,918,668 2019-06-24 $49.80 $47.50 23.7% 6.8% 21.0% 27.4% 25.5% 3.5% 4.2% 237.9M -9.86B -87.8M 0.86 1.46 N/A N/A 467,528 404,356 6,257,256 5,936,508 2019-06-25 $48.99 $47.50 25.2% 7.3% 22.3% 32.6% 25.1% 3.8% 3.8% 139.8M -7.64B -90.4M 0.78 1.42 N/A N/A 696,904 541,008 6,412,536 6,039,368 2019-06-26 $49.99 $47.50 25.0% 7.3% 22.5% 31.8% 26.0% 3.7% 4.1% 273.5M -10.36B -91.3M 0.83 1.20 N/A N/A 875,456 728,596 6,606,448 6,193,824 2019-06-27 $50.02 $47.50 25.8% 7.3% 22.5% 34.7% 26.6% 3.8% 4.3% 276.4M -10.38B -92.6M 0.90 1.49 N/A N/A 553,624 499,372 6,764,380 6,335,340 2019-06-28 $49.38 $47.50 27.9% 7.8% 22.3% 41.7% 26.9% 3.9% 4.3% -29.4M -8.48B -91.8M 0.62 1.43 N/A N/A 1,130,776 704,176 6,836,512 6,429,576
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