AAPL Options History — August 2019 In August 2019, AAPL traded between $48.56 and $53.20. ATM implied volatility averaged 28.2%, placing in the 42.2% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded below realized volatility by 3.5% (HV 20d: 31.7%). Max pain ranged from $51.25 to $51.25. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.85.
Notable Days 2019-08-23 : Highest Volume — 3,804,300 contracts2019-08-23 : Largest IV spike — 21.2% change2019-08-05 : Highest IV Rank — 59.6%2019-08-05 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $51.29 $48.56 $53.20 $52.28 $52.03 Max Pain $51.25 $51.25 $51.25 $51.25 $51.25 ATM IV 28.2% 24.9% 33.0% 25.7% 28.3% Expected Move 8.1% 7.1% 9.2% 7.7% 8.1% HV 20d 31.7% 19.7% 37.8% 19.7% 34.4% HV 60d 25.9% 24.7% 28.0% 26.0% 25.6% IV Rank 42.2% 31.5% 59.6% 34.1% 38.4% IV Percentile 58.2% 33.7% 84.9% 44.8% 58.3% Term Structure -0.0% -0.8% 0.9% -0.7% -0.0% VWIV 28.7% 25.2% 32.3% 27.0% 29.6% Skew 25d 5.9% 4.8% 7.3% 4.8% 6.4% Skew 10d 11.9% 9.1% 15.4% 9.3% 13.6% Call IV 25d 25.6% 22.6% 29.9% 24.2% 25.2% Put IV 25d 31.5% 27.6% 37.2% 29.0% 31.6% Bid-Ask Spread % 2.06 1.24 3.33 3.22 1.24 Gamma HHI 0.07 0.05 0.17 0.08 0.06 Net GEX 193.8M -91.7M 442.1M 261.8M 228.7M Net DEX -7.98B -12.91B -842.5M -9.84B -9.64B Net VEX -92.2M -95.3M -85.0M -85.0M -93.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.85 0.63 1.11 0.74 0.91 Total Volume 2,023,274.364 680,260 3,804,300 3,505,988 1,560,088 Total OI 13,166,581.455 11,905,080 14,089,776 13,473,848 13,469,412
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 2019-08-01 $52.28 $51.25 25.7% 7.7% 19.7% 34.1% 27.0% 4.8% -0.7% 261.8M -9.84B -85.0M 0.74 3.22 N/A N/A 2,010,156 1,495,832 6,751,240 6,722,608 2019-08-02 $50.92 $51.25 27.7% 8.3% 22.0% 41.2% 28.9% 5.2% -0.7% 3.6M -5.46B -87.1M 0.82 2.20 N/A N/A 1,751,788 1,442,452 6,987,092 6,831,928 2019-08-05 $48.56 $51.25 33.0% 9.2% 26.7% 59.6% 32.3% 7.3% -0.3% -91.7M -842.5M -89.0M 0.94 3.33 N/A N/A 1,535,204 1,439,504 6,385,092 5,994,224 2019-08-06 $49.17 $51.25 30.0% 8.7% 27.0% 49.3% 30.1% 6.5% 0.2% -27.5M -2.72B -90.7M 0.68 2.17 N/A N/A 1,247,384 853,692 6,736,204 6,224,080 2019-08-07 $49.79 $51.25 29.2% 8.4% 27.1% 46.4% 30.2% 6.4% 0.3% 85.2M -4.63B -93.3M 0.79 2.58 N/A N/A 1,083,576 850,980 7,103,568 6,429,448 2019-08-08 $50.77 $51.25 25.9% 7.4% 28.1% 35.0% 27.6% 5.3% 0.6% 319.3M -7.89B -92.5M 0.63 2.35 N/A N/A 1,937,220 1,229,628 7,286,456 6,591,704 2019-08-09 $50.67 $51.25 26.6% 7.6% 28.0% 37.3% 28.6% 5.4% 0.4% 408.5M -6.59B -93.5M 0.99 2.12 N/A N/A 984,556 979,224 7,062,404 6,848,928 2019-08-12 $50.14 $51.25 29.0% 8.3% 28.0% 45.6% 28.7% 6.0% -0.2% 49.3M -5.29B -93.9M 1.09 2.08 N/A N/A 582,544 632,564 6,725,456 6,510,040 2019-08-13 $52.29 $51.25 25.4% 7.4% 31.9% 33.3% 26.2% 5.1% 0.2% 353.8M -11.70B -92.3M 0.69 2.84 N/A N/A 1,564,500 1,081,104 6,839,964 6,665,992 2019-08-14 $50.84 $51.25 30.5% 8.5% 33.6% 51.0% 30.5% 6.5% -0.8% 100.1M -6.98B -94.8M 0.99 2.79 N/A N/A 997,028 984,288 6,920,212 6,781,484 2019-08-15 $50.54 $51.25 30.2% 8.7% 33.5% 50.0% 29.7% 6.7% 0.3% 45.6M -6.11B -95.3M 0.90 2.19 N/A N/A 837,188 754,068 7,057,436 6,859,152 2019-08-16 $51.68 $51.25 26.7% 7.8% 34.3% 37.6% 27.1% 5.3% 0.9% 338.7M -10.16B -93.5M 0.88 1.83 N/A N/A 1,155,084 1,013,220 7,163,836 6,925,940 2019-08-19 $52.69 $51.25 25.4% 7.3% 34.3% 33.2% 25.2% 4.8% 0.1% 353.1M -11.87B -90.6M 0.81 1.52 N/A N/A 912,184 735,732 6,269,668 5,635,412 2019-08-20 $52.84 $51.25 25.4% 7.3% 34.2% 33.4% 25.7% 4.8% 0.2% 371.6M -12.07B -91.2M 0.63 1.99 N/A N/A 996,640 623,572 6,425,324 5,804,780 2019-08-21 $53.08 $51.25 24.9% 7.1% 34.2% 31.5% 25.3% 4.9% 0.1% 433.5M -12.70B -90.7M 0.90 1.31 N/A N/A 626,052 564,212 6,529,904 5,948,188 2019-08-22 $53.20 $51.25 25.2% 7.2% 34.1% 32.5% 25.8% 5.1% 0.2% 442.1M -12.91B -90.5M 1.11 1.59 N/A N/A 675,456 750,572 6,601,248 6,061,544 2019-08-23 $50.86 $51.25 30.5% 8.8% 37.8% 51.0% 31.3% 6.6% -0.4% 1.1M -5.64B -93.2M 1.07 2.18 N/A N/A 1,840,884 1,963,416 6,692,956 6,212,772 2019-08-26 $51.35 $51.25 30.7% 8.9% 37.8% 51.6% 31.6% 6.8% -0.2% 99.3M -7.56B -93.9M 0.72 1.51 N/A N/A 395,808 284,452 6,442,592 6,057,348 2019-08-27 $51.25 $51.25 30.8% 8.9% 37.8% 50.6% 31.7% 7.2% -0.1% 106.8M -7.31B -94.7M 0.87 1.70 N/A N/A 734,940 638,252 6,651,764 6,212,076 2019-08-28 $51.31 $51.25 30.0% 8.7% 36.3% 46.2% 30.8% 7.0% -0.1% 116.5M -7.48B -94.8M 0.85 1.31 N/A N/A 533,436 452,464 6,743,556 6,296,704 2019-08-29 $52.18 $51.25 28.4% 8.2% 35.7% 39.3% 28.3% 6.4% -0.2% 263.8M -10.08B -93.6M 0.79 1.26 N/A N/A 996,872 784,220 6,855,924 6,349,132 2019-08-30 $52.03 $51.25 28.3% 8.1% 34.4% 38.4% 29.6% 6.4% -0.0% 228.7M -9.64B -93.5M 0.91 1.24 N/A N/A 815,948 744,140 6,973,028 6,496,384
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