AAPL Options History — November 2019 In November 2019, AAPL traded between $63.73 and $66.91. ATM implied volatility averaged 19.2%, placing in the 5.5% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 2.2% (HV 20d: 17.0%). Max pain ranged from $57.50 to $62.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.77.
Notable Days 2019-11-06 : Highest Volume — 4,730,084 contracts2019-11-20 : Largest IV spike — 9.4% change2019-11-21 : Highest IV Rank — 16.8%2019-11-21 : Largest Expected Move — 6.4%Monthly Statistics Metric Avg Min Max Open Close Price $65.60 $63.73 $66.91 $63.73 $66.91 Max Pain $60.81 $57.50 $62.50 $57.50 $62.50 ATM IV 19.2% 17.7% 22.2% 19.4% 19.2% Expected Move 5.7% 5.3% 6.4% 5.6% 5.6% HV 20d 17.0% 14.2% 19.4% 19.4% 14.2% HV 60d 21.0% 18.9% 24.4% 24.4% 18.9% IV Rank 5.5% 0.0% 16.8% 4.4% 5.6% IV Percentile 5.3% 0.0% 19.0% 2.0% 5.2% Term Structure 0.3% -0.4% 1.0% 0.3% 0.3% VWIV 20.5% 19.2% 22.9% 20.7% 20.3% Skew 25d 2.8% 2.3% 4.2% 2.6% 2.8% Skew 10d 5.7% 4.7% 8.4% 5.2% 5.6% Call IV 25d 18.4% 16.8% 20.8% 18.5% 18.3% Put IV 25d 21.3% 19.1% 25.0% 21.2% 21.1% Bid-Ask Spread % 2.11 1.34 5.05 1.83 1.54 Gamma HHI 0.16 0.07 0.64 0.27 0.28 Net GEX 703.3M 127.7M 1.99B 1.13B 1.03B Net DEX -25.27B -29.23B -21.15B -29.23B -27.09B Net VEX -68.9M -79.2M -64.3M -64.3M -74.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.17 1.03 0.82 0.57 Total Volume 2,055,194 1,010,484 4,730,084 4,305,372 1,036,984 Total OI 14,344,961.4 13,222,772 15,446,496 14,648,432 15,446,496
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 2019-11-01 $63.73 $57.50 19.4% 5.6% 19.4% 4.4% 20.7% 2.6% 0.3% 1.13B -29.23B -64.3M 0.82 1.83 N/A N/A 2,360,676 1,944,696 7,478,568 7,169,864 2019-11-04 $64.33 $57.50 20.3% 6.1% 19.4% 8.2% 22.0% 2.7% 0.4% 624.4M -27.44B -68.5M 0.64 2.41 N/A N/A 1,379,176 877,328 6,965,328 6,839,492 2019-11-05 $64.39 $57.50 19.6% 5.8% 18.7% 5.4% 21.0% 2.6% 0.2% 641.3M -28.03B -65.0M 0.80 2.58 N/A N/A 797,464 640,352 7,148,780 7,098,464 2019-11-06 $64.18 $58.75 17.9% 5.6% 19.0% 0.0% 20.2% 2.3% 0.5% 658.6M -27.24B -65.7M 0.17 5.05 N/A N/A 4,059,556 670,528 7,233,704 7,271,440 2019-11-07 $64.64 $58.75 17.8% 5.3% 18.9% 0.0% 19.5% 2.4% 0.7% 789.9M -23.40B -66.1M 0.84 2.58 N/A N/A 1,261,432 1,062,352 6,490,228 7,363,056 2019-11-08 $64.96 $58.75 17.7% 5.4% 16.6% 0.0% 19.4% 2.3% 0.7% 1.43B -23.99B -64.9M 0.72 2.59 N/A N/A 991,436 712,612 6,570,452 7,506,140 2019-11-11 $65.45 $60.00 18.0% 5.5% 16.3% 1.4% 19.4% 2.4% 1.0% 619.5M -24.60B -65.0M 0.82 2.06 N/A N/A 956,824 783,804 6,291,128 7,110,144 2019-11-12 $65.43 $61.25 18.1% 5.5% 16.2% 1.7% 19.5% 2.5% 0.9% 603.9M -24.29B -66.7M 0.78 2.51 N/A N/A 824,840 646,404 6,542,048 7,360,508 2019-11-13 $66.14 $61.25 18.9% 5.5% 15.7% 4.4% 20.2% 2.4% 0.5% 713.0M -26.28B -65.0M 1.03 1.78 N/A N/A 1,255,136 1,294,932 6,646,260 7,471,728 2019-11-14 $65.71 $61.25 19.1% 5.5% 16.4% 5.2% 20.3% 2.6% 0.1% 557.9M -24.77B -67.3M 1.01 1.79 N/A N/A 1,022,668 1,037,336 6,811,112 7,740,028 2019-11-15 $66.25 $61.25 18.7% 5.5% 16.4% 4.0% 20.1% 2.5% 0.5% 1.99B -26.56B -66.0M 0.77 1.91 N/A N/A 1,398,412 1,076,952 6,928,500 7,850,576 2019-11-18 $66.72 $62.50 19.3% 5.6% 16.2% 6.2% 20.6% 2.8% -0.1% 468.7M -25.20B -65.7M 0.79 1.68 N/A N/A 967,632 761,288 6,267,180 6,955,592 2019-11-19 $66.69 $62.50 19.8% 5.7% 16.1% 8.0% 21.3% 3.1% -0.2% 484.9M -24.94B -66.9M 1.00 1.78 N/A N/A 795,716 796,192 6,526,464 7,132,504 2019-11-20 $65.70 $62.50 21.7% 6.2% 17.4% 14.9% 22.3% 3.8% -0.3% 259.9M -21.80B -72.2M 0.86 1.73 N/A N/A 1,249,488 1,075,852 6,692,592 7,401,736 2019-11-21 $65.47 $62.50 22.2% 6.4% 17.5% 16.8% 22.9% 4.2% -0.4% 196.7M -21.15B -73.1M 0.85 2.11 N/A N/A 1,153,440 981,296 6,863,592 7,575,596 2019-11-22 $65.32 $62.50 20.8% 6.0% 17.4% 11.7% 21.7% 3.9% -0.2% 127.7M -21.27B -79.2M 0.76 1.66 N/A N/A 941,984 714,924 7,330,596 8,061,508 2019-11-25 $66.46 $62.50 19.6% 5.7% 17.9% 7.2% 20.4% 3.2% 0.3% 475.7M -25.21B -73.9M 0.78 1.34 N/A N/A 758,080 594,012 6,900,344 7,663,416 2019-11-26 $66.65 $62.50 18.4% 5.3% 15.3% 2.8% 19.2% 3.0% 0.4% 585.1M -26.11B -74.5M 0.67 1.69 N/A N/A 605,372 405,112 7,119,324 7,879,920 2019-11-27 $66.84 $62.50 18.2% 5.3% 15.2% 2.1% 19.7% 2.8% 0.3% 676.8M -26.79B -73.1M 0.73 1.50 N/A N/A 699,936 511,656 7,216,568 7,978,252 2019-11-29 $66.91 $62.50 19.2% 5.6% 14.2% 5.6% 20.3% 2.8% 0.3% 1.03B -27.09B -74.0M 0.57 1.54 N/A N/A 659,996 376,988 7,326,284 8,120,212
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