AAPL Options History — October 2019 In October 2019, AAPL traded between $54.84 and $62.20. ATM implied volatility averaged 28.1%, placing in the 37.4% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 6.5% (HV 20d: 21.5%). Max pain ranged from $52.50 to $57.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.79.
Notable Days 2019-10-11 : Highest Volume — 3,898,296 contracts2019-10-31 : Largest IV drop — 30.7% change2019-10-02 : Highest IV Rank — 54.2%2019-10-30 : Largest Expected Move — 10.6%Monthly Statistics Metric Avg Min Max Open Close Price $58.83 $54.84 $62.20 $56.24 $62.02 Max Pain $55.19 $52.50 $57.50 $52.50 $57.50 ATM IV 28.1% 20.6% 32.5% 29.5% 20.6% Expected Move 8.2% 6.1% 10.6% 7.0% 6.1% HV 20d 21.5% 18.9% 24.6% 21.1% 19.5% HV 60d 26.6% 24.0% 27.7% 25.9% 24.2% IV Rank 37.4% 8.9% 54.2% 42.9% 8.9% IV Percentile 54.5% 7.9% 82.5% 65.1% 7.9% Term Structure -1.0% -1.8% 0.4% -0.4% 0.4% VWIV 29.4% 22.5% 37.4% 25.7% 22.5% Skew 25d 5.7% 3.2% 7.3% 6.6% 3.2% Skew 10d 11.3% 6.5% 14.7% 13.6% 6.5% Call IV 25d 25.5% 19.3% 29.3% 27.0% 19.3% Put IV 25d 31.2% 22.5% 36.2% 33.5% 22.5% Bid-Ask Spread % 2.29 1.28 6.29 1.30 3.36 Gamma HHI 0.11 0.07 0.30 0.10 0.16 Net GEX 513.8M 196.3M 885.8M 521.8M 688.1M Net DEX -19.90B -25.34B -11.91B -16.73B -23.52B Net VEX -78.0M -88.3M -69.3M -84.6M -70.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.79 0.53 1.18 0.75 0.93 Total Volume 2,139,887.13 1,244,784 3,898,296 2,733,648 3,539,544 Total OI 13,460,478.609 11,957,664 14,775,620 12,842,756 14,193,080
Daily Data (23 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 2019-10-01 $56.24 $52.50 29.5% 7.0% 21.1% 42.9% 25.7% 6.6% -0.4% 521.8M -16.73B -84.6M 0.75 1.30 N/A N/A 1,561,828 1,171,820 6,720,384 6,122,372 2019-10-02 $54.84 $52.50 32.5% 7.8% 23.1% 54.2% 27.8% 6.8% -0.6% 196.3M -11.91B -88.3M 0.86 1.28 N/A N/A 1,261,340 1,078,592 6,885,420 6,354,520 2019-10-03 $55.08 $53.75 31.8% 8.7% 22.4% 51.4% 31.3% 6.6% -0.5% 342.0M -13.10B -88.1M 0.80 1.92 N/A N/A 1,205,600 965,740 7,085,576 6,426,944 2019-10-04 $56.65 $53.75 29.0% 8.1% 24.2% 40.8% 29.2% 6.3% -0.5% 682.7M -18.93B -83.4M 0.71 1.77 N/A N/A 1,997,756 1,420,992 7,188,252 6,525,312 2019-10-07 $56.86 $53.75 30.0% 8.4% 24.2% 44.7% 29.4% 6.8% -0.6% 487.6M -17.88B -82.7M 0.74 3.97 N/A N/A 1,262,820 928,616 6,831,888 6,455,616 2019-10-08 $56.34 $53.75 31.6% 8.7% 24.6% 50.8% 30.8% 7.3% -1.4% 362.9M -15.77B -85.1M 1.18 2.13 N/A N/A 759,936 900,152 6,962,836 6,695,248 2019-10-09 $56.79 $53.75 30.6% 8.6% 21.3% 47.0% 31.0% 7.1% -0.6% 453.4M -17.28B -83.6M 0.81 2.03 N/A N/A 685,952 558,832 7,023,240 6,826,764 2019-10-10 $57.52 $53.75 30.4% 8.4% 21.6% 46.1% 30.1% 7.2% -1.3% 596.6M -19.43B -81.9M 0.84 1.53 N/A N/A 1,167,736 977,952 7,081,336 6,939,428 2019-10-11 $59.26 $55.00 29.6% 8.3% 21.4% 43.2% 29.8% 7.1% -0.8% 782.1M -25.34B -75.1M 0.65 6.29 N/A N/A 2,357,104 1,541,192 7,173,868 7,128,876 2019-10-14 $58.98 $55.00 28.9% 8.2% 21.6% 40.5% 28.8% 6.6% -1.1% 540.2M -22.22B -76.9M 0.96 2.30 N/A N/A 918,880 885,180 6,948,832 6,841,328 2019-10-15 $58.87 $55.00 27.3% 7.8% 21.7% 34.6% 28.3% 6.3% -0.9% 496.1M -21.68B -77.1M 0.77 1.78 N/A N/A 847,956 652,892 7,085,712 7,128,096 2019-10-16 $58.53 $55.00 26.3% 7.5% 21.8% 30.8% 27.7% 5.6% -1.0% 465.5M -20.74B -77.0M 0.71 1.70 N/A N/A 741,892 528,136 7,219,152 7,261,052 2019-10-17 $58.78 $56.25 25.7% 7.4% 21.6% 28.4% 27.4% 5.2% -1.0% 576.1M -21.66B -75.4M 0.56 2.16 N/A N/A 1,009,500 561,196 7,290,600 7,337,980 2019-10-18 $59.29 $56.25 26.7% 7.8% 21.0% 32.0% 27.9% 5.3% -1.8% 885.8M -23.18B -75.0M 0.92 2.32 N/A N/A 1,073,380 991,164 7,382,460 7,393,160 2019-10-21 $60.05 $56.25 26.2% 7.8% 21.2% 30.4% 28.1% 4.8% -1.5% 471.9M -20.07B -74.6M 0.65 1.33 N/A N/A 1,272,412 824,936 6,245,272 5,712,392 2019-10-22 $59.98 $56.25 26.9% 8.2% 21.0% 33.0% 29.1% 5.0% -1.5% 425.3M -19.51B -75.7M 0.69 2.01 N/A N/A 938,984 644,816 6,428,676 5,985,824 2019-10-23 $60.76 $56.25 26.4% 8.1% 21.0% 31.0% 29.2% 4.7% -1.4% 499.0M -21.18B -74.7M 0.71 1.37 N/A N/A 858,920 607,976 6,514,292 6,131,116 2019-10-24 $60.77 $56.25 26.0% 8.0% 20.8% 29.4% 29.1% 4.5% -1.7% 557.9M -21.35B -73.5M 0.77 1.59 N/A N/A 804,028 620,080 6,622,716 6,260,080 2019-10-25 $61.47 $56.25 25.8% 8.1% 20.4% 28.6% 28.9% 4.0% -1.7% 643.2M -23.45B -71.6M 0.65 1.71 N/A N/A 1,149,456 750,708 6,715,732 6,309,072 2019-10-28 $62.20 $56.25 25.8% 8.5% 19.5% 28.6% 31.3% 3.9% -0.8% 438.1M -23.16B -69.3M 0.53 1.56 N/A N/A 1,106,996 587,764 6,379,752 5,855,576 2019-10-29 $60.88 $56.88 28.4% 9.7% 21.7% 38.7% 34.7% 5.1% -1.1% 361.9M -20.06B -72.5M 1.07 2.28 N/A N/A 1,353,332 1,442,836 6,582,916 6,089,836 2019-10-30 $60.83 $57.50 29.7% 10.6% 18.9% 43.4% 37.4% 4.5% -1.0% 343.5M -19.53B -76.5M 0.97 4.98 N/A N/A 1,371,696 1,328,784 6,872,028 6,376,396 2019-10-31 $62.02 $57.50 20.6% 6.1% 19.5% 8.9% 22.5% 3.2% 0.4% 688.1M -23.52B -70.8M 0.93 3.36 N/A N/A 1,830,624 1,708,920 7,386,584 6,806,496
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