AAPL Options History — July 2019 In July 2019, AAPL traded between $49.98 and $53.65. ATM implied volatility averaged 26.1%, placing in the 35.6% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 8.4% (HV 20d: 17.6%). Max pain ranged from $47.50 to $50.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.86.
Notable Days 2019-07-31 : Highest Volume — 5,301,464 contracts2019-07-31 : Largest IV drop — 18.4% change2019-07-09 : Highest IV Rank — 46.3%2019-07-30 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $51.34 $49.98 $53.65 $50.41 $53.65 Max Pain $49.60 $47.50 $50.00 $47.50 $50.00 ATM IV 26.1% 21.3% 29.2% 26.3% 21.3% Expected Move 7.3% 5.2% 8.8% 6.2% 6.3% HV 20d 17.6% 14.3% 21.5% 21.5% 17.0% HV 60d 28.2% 25.9% 28.8% 28.5% 26.3% IV Rank 35.6% 19.2% 46.3% 36.3% 19.2% IV Percentile 48.3% 19.4% 66.7% 50.0% 19.4% Term Structure -1.0% -2.0% -0.4% -0.4% -0.4% VWIV 26.4% 18.9% 32.5% 22.1% 23.2% Skew 25d 4.5% 3.3% 5.2% 3.9% 3.3% Skew 10d 8.8% 6.5% 11.0% 7.2% 6.5% Call IV 25d 24.1% 20.2% 26.3% 25.8% 20.2% Put IV 25d 28.6% 23.5% 31.3% 29.7% 23.5% Bid-Ask Spread % 2.01 1.33 2.93 1.49 1.92 Gamma HHI 0.11 0.08 0.30 0.09 0.11 Net GEX 407.1M 76.0M 795.7M 372.4M 621.3M Net DEX -11.90B -15.71B -9.23B -11.39B -15.71B Net VEX -82.7M -87.4M -76.7M -86.5M -76.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.86 0.61 1.24 0.70 0.96 Total Volume 1,543,451.273 656,080 5,301,464 1,755,388 5,301,464 Total OI 12,747,116.364 10,956,212 13,782,656 12,753,804 12,678,444
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 2019-07-01 $50.41 $47.50 26.3% 6.2% 21.5% 36.3% 22.1% 3.9% -0.4% 372.4M -11.39B -86.5M 0.70 1.49 N/A N/A 1,029,664 725,724 6,623,916 6,129,888 2019-07-02 $50.62 $47.50 26.6% 5.6% 18.8% 37.5% 20.0% 4.3% -0.6% 431.4M -11.80B -85.9M 0.94 1.33 N/A N/A 547,424 516,040 6,807,408 6,307,460 2019-07-03 $50.97 $47.50 26.4% 5.2% 18.5% 36.8% 18.9% 4.3% -0.5% 550.0M -12.78B -87.4M 0.87 1.52 N/A N/A 351,248 304,832 6,874,224 6,444,616 2019-07-05 $51.12 $48.75 26.4% 7.2% 18.0% 36.8% 26.0% 4.3% -0.6% 795.7M -13.04B -86.1M 0.74 2.17 N/A N/A 763,144 563,116 6,893,344 6,481,684 2019-07-08 $49.98 $50.00 29.0% 7.9% 18.7% 45.6% 29.3% 5.0% -1.2% 229.6M -9.23B -84.9M 1.24 1.89 N/A N/A 921,840 1,141,908 6,609,452 6,155,544 2019-07-09 $50.27 $50.00 29.2% 7.9% 18.2% 46.3% 27.7% 5.0% -1.4% 293.8M -10.17B -84.3M 0.68 2.60 N/A N/A 601,500 409,560 6,767,752 6,340,944 2019-07-10 $50.80 $50.00 27.3% 7.3% 18.2% 39.8% 25.5% 5.0% -2.0% 453.9M -11.93B -83.7M 0.77 2.03 N/A N/A 730,352 559,164 6,858,704 6,408,460 2019-07-11 $50.63 $50.00 26.9% 7.5% 18.1% 38.3% 28.4% 5.2% -0.6% 373.6M -11.23B -83.4M 1.04 2.20 N/A N/A 633,604 658,696 6,975,084 6,506,252 2019-07-12 $50.82 $50.00 25.9% 7.0% 18.1% 34.8% 26.3% 5.1% -2.0% 394.0M -11.91B -83.1M 0.95 2.11 N/A N/A 655,492 623,504 6,996,776 6,658,920 2019-07-15 $51.27 $50.00 25.7% 7.2% 18.1% 34.2% 25.3% 4.7% -0.9% 430.5M -12.79B -82.6M 0.61 1.68 N/A N/A 723,092 438,468 6,679,724 6,426,224 2019-07-16 $51.19 $50.00 25.4% 7.2% 18.1% 33.4% 26.1% 4.4% -1.0% 430.4M -12.42B -81.6M 0.64 1.90 N/A N/A 807,536 515,296 6,819,952 6,560,024 2019-07-17 $50.99 $50.00 25.6% 7.3% 16.7% 33.8% 25.3% 4.9% -1.0% 377.1M -11.71B -81.0M 0.61 2.93 N/A N/A 503,332 308,352 6,947,404 6,678,300 2019-07-18 $51.32 $50.00 25.3% 7.3% 16.8% 33.0% 25.8% 4.8% -0.8% 495.2M -12.95B -83.3M 0.97 2.47 N/A N/A 695,496 677,088 6,978,540 6,698,736 2019-07-19 $50.78 $50.00 25.6% 7.4% 17.3% 33.9% 26.8% 4.7% -0.4% 76.0M -11.14B -82.5M 0.78 1.94 N/A N/A 930,872 723,656 6,993,196 6,789,460 2019-07-22 $51.72 $50.00 25.9% 7.7% 18.4% 34.9% 27.1% 4.4% -0.9% 340.5M -10.82B -80.5M 0.81 2.42 N/A N/A 735,396 595,788 5,814,712 5,141,500 2019-07-23 $52.20 $50.00 25.5% 7.8% 18.4% 33.7% 28.3% 4.3% -0.9% 424.4M -12.16B -80.9M 0.93 1.80 N/A N/A 726,868 677,548 6,021,952 5,338,072 2019-07-24 $52.12 $50.00 25.9% 8.0% 17.2% 35.0% 27.8% 4.3% -1.1% 432.9M -11.98B -81.3M 0.78 1.84 N/A N/A 565,524 441,524 6,146,080 5,602,808 2019-07-25 $51.81 $50.00 26.0% 8.1% 16.2% 35.5% 28.5% 4.5% -1.0% 364.8M -10.85B -82.2M 0.73 2.15 N/A N/A 644,748 472,644 6,179,764 5,685,236 2019-07-26 $52.09 $50.00 25.4% 7.9% 16.2% 33.1% 28.0% 4.4% -1.1% 416.1M -11.77B -82.2M 0.71 1.50 N/A N/A 820,844 584,308 6,250,744 5,748,060 2019-07-29 $52.55 $50.00 26.2% 8.6% 15.4% 35.9% 32.5% 4.0% -1.0% 356.5M -12.70B -78.9M 1.16 2.07 N/A N/A 768,776 895,304 6,020,724 5,504,196 2019-07-30 $52.20 $50.00 26.2% 8.8% 14.3% 35.8% 32.2% 4.3% -1.4% 295.9M -11.31B -80.9M 1.20 2.22 N/A N/A 1,211,952 1,453,240 6,144,372 5,747,908 2019-07-31 $53.65 $50.00 21.3% 6.3% 17.0% 19.2% 23.2% 3.3% -0.4% 621.3M -15.71B -76.7M 0.96 1.92 N/A N/A 2,699,016 2,602,448 6,456,892 6,221,552
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