AAPL Options History — September 2019 In September 2019, AAPL traded between $51.51 and $56.12. ATM implied volatility averaged 24.6%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded below realized volatility by 1.2% (HV 20d: 25.8%). Max pain ranged from $50.00 to $52.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.82.
Notable Days 2019-09-11 : Highest Volume — 3,524,512 contracts2019-09-04 : Largest IV drop — 11.1% change2019-09-03 : Highest IV Rank — 44.5%2019-09-03 : Largest Expected Move — 8.9%Monthly Statistics Metric Avg Min Max Open Close Price $54.52 $51.51 $56.12 $51.51 $55.98 Max Pain $51.63 $50.00 $52.50 $51.25 $52.50 ATM IV 24.6% 22.3% 30.0% 30.0% 27.3% Expected Move 6.9% 6.4% 8.9% 8.9% 6.6% HV 20d 25.8% 20.3% 30.1% 29.7% 21.7% HV 60d 26.0% 25.2% 26.6% 25.2% 26.4% IV Rank 24.2% 15.7% 44.5% 44.5% 34.6% IV Percentile 29.3% 16.3% 67.9% 67.9% 51.2% Term Structure 1.2% -0.6% 5.0% -0.2% -0.2% VWIV 24.9% 22.9% 31.1% 31.1% 24.2% Skew 25d 4.7% 3.6% 6.6% 6.6% 6.0% Skew 10d 9.4% 7.2% 14.4% 14.4% 12.6% Call IV 25d 22.4% 21.0% 26.8% 26.8% 25.9% Put IV 25d 27.0% 24.6% 33.4% 33.4% 31.9% Bid-Ask Spread % 1.59 1.27 2.07 1.39 1.50 Gamma HHI 0.10 0.06 0.12 0.06 0.09 Net GEX 426.5M 161.0M 710.0M 161.0M 454.5M Net DEX -14.74B -20.72B -8.22B -8.22B -16.06B Net VEX -86.6M -92.0M -83.6M -92.0M -83.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.82 0.55 1.22 1.04 0.67 Total Volume 1,781,562.6 1,005,808 3,524,512 1,157,340 1,648,192 Total OI 13,324,139 11,900,156 14,472,028 12,683,480 12,480,236
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 2019-09-03 $51.51 $51.25 30.0% 8.9% 29.7% 44.5% 31.1% 6.6% -0.2% 161.0M -8.22B -92.0M 1.04 1.39 N/A N/A 568,224 589,116 6,615,112 6,068,368 2019-09-04 $52.31 $51.25 26.6% 7.7% 29.8% 31.9% 28.3% 5.9% 0.1% 319.6M -10.52B -91.5M 0.93 1.27 N/A N/A 681,024 632,460 6,718,456 6,221,104 2019-09-05 $53.27 $50.00 24.7% 7.0% 30.1% 24.5% 25.4% 5.0% 0.2% 561.3M -13.61B -88.6M 0.63 1.48 N/A N/A 980,644 614,636 6,845,664 6,312,640 2019-09-06 $53.38 $50.00 24.0% 6.8% 29.5% 21.9% 27.1% 4.8% 0.3% 562.8M -14.05B -87.7M 1.03 1.67 N/A N/A 888,892 914,872 6,941,180 6,391,120 2019-09-09 $53.56 $50.00 24.4% 7.0% 29.5% 23.4% 25.0% 5.3% 0.2% 396.7M -13.37B -87.9M 0.78 1.75 N/A N/A 923,432 718,908 6,664,668 6,255,460 2019-09-10 $53.76 $51.25 24.4% 7.0% 29.1% 23.6% 25.3% 5.0% 0.0% 442.9M -13.86B -87.9M 0.82 1.47 N/A N/A 1,075,788 880,176 6,832,848 6,412,692 2019-09-11 $55.75 $51.25 23.3% 6.5% 28.1% 19.1% 23.6% 3.9% -0.6% 699.1M -20.22B -83.8M 0.55 1.41 N/A N/A 2,278,252 1,246,260 7,018,380 6,586,056 2019-09-12 $56.12 $51.25 22.3% 6.4% 25.6% 15.7% 23.7% 3.6% -0.1% 710.0M -20.72B -83.6M 0.69 1.62 N/A N/A 1,549,644 1,071,164 7,164,628 6,849,016 2019-09-13 $54.70 $51.25 23.4% 6.7% 27.6% 19.8% 24.3% 3.9% -0.0% 364.8M -15.40B -86.6M 0.79 1.83 N/A N/A 1,940,112 1,538,200 7,190,492 7,056,672 2019-09-16 $54.97 $51.25 24.0% 6.9% 26.7% 22.1% 24.8% 4.0% 0.0% 434.3M -16.10B -86.3M 0.77 1.55 N/A N/A 645,776 495,096 7,005,888 6,766,744 2019-09-17 $55.12 $51.25 23.8% 6.8% 26.0% 21.2% 24.7% 4.1% 0.1% 451.2M -16.41B -86.3M 0.88 1.75 N/A N/A 535,272 470,536 7,112,704 6,848,308 2019-09-18 $55.57 $52.50 23.6% 6.8% 26.1% 20.4% 24.5% 4.1% -0.2% 543.5M -17.78B -84.7M 0.91 2.07 N/A N/A 1,029,952 941,052 7,199,280 6,887,560 2019-09-19 $55.27 $52.50 23.0% 6.6% 26.3% 18.3% 22.9% 4.0% 0.4% 499.2M -16.78B -85.2M 0.67 1.30 N/A N/A 964,056 642,376 7,297,368 7,025,824 2019-09-20 $54.65 $52.50 23.3% 6.6% 26.7% 19.1% 23.2% 4.0% 0.7% 272.2M -14.63B -86.3M 0.81 1.35 N/A N/A 1,187,032 965,868 7,373,404 7,098,624 2019-09-23 $54.90 $52.50 22.8% 6.5% 20.3% 17.4% 22.9% 4.1% 5.0% 322.0M -13.50B -84.1M 0.56 1.50 N/A N/A 655,828 369,988 6,239,048 5,661,108 2019-09-24 $54.56 $52.50 25.3% 7.2% 20.5% 26.9% 25.3% 4.8% 4.5% 280.3M -12.47B -87.1M 0.86 1.60 N/A N/A 1,043,368 896,768 6,543,276 5,943,152 2019-09-25 $55.28 $52.50 24.0% 6.7% 20.7% 21.8% 23.9% 4.6% 4.7% 448.0M -14.63B -86.0M 0.83 1.59 N/A N/A 678,932 563,728 6,707,456 6,090,064 2019-09-26 $55.05 $52.50 24.6% 6.6% 20.8% 24.1% 23.4% 4.6% 4.8% 369.1M -13.84B -85.4M 0.95 1.74 N/A N/A 538,208 513,056 6,776,880 6,195,748 2019-09-27 $54.69 $52.50 26.9% 7.1% 20.5% 33.0% 24.8% 4.9% 4.7% 237.3M -12.53B -86.8M 1.22 2.05 N/A N/A 791,172 963,192 6,840,200 6,245,352 2019-09-30 $55.98 $52.50 27.3% 6.6% 21.7% 34.6% 24.2% 6.0% -0.2% 454.5M -16.06B -83.8M 0.67 1.50 N/A N/A 986,272 661,920 6,530,488 5,949,748
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