AAPL Options History — December 2019 In December 2019, AAPL traded between $64.68 and $73.36. ATM implied volatility averaged 20.9%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 3.8% (HV 20d: 17.2%). Max pain ranged from $55.00 to $63.75. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.70.
Notable Days 2019-12-27 : Highest Volume — 4,551,104 contracts2019-12-03 : Largest IV spike — 17.0% change2019-12-31 : Highest IV Rank — 43.9%2019-12-03 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $69.12 $64.68 $73.36 $66.30 $73.36 Max Pain $57.02 $55.00 $63.75 $62.50 $57.50 ATM IV 20.9% 17.9% 28.7% 20.3% 28.7% Expected Move 5.9% 5.1% 7.3% 6.0% 6.7% HV 20d 17.2% 11.9% 18.5% 11.9% 17.4% HV 60d 18.4% 16.5% 20.0% 19.1% 16.5% IV Rank 12.4% 0.7% 43.9% 9.8% 43.9% IV Percentile 18.6% 0.8% 76.2% 13.5% 76.2% Term Structure 1.3% -0.4% 5.3% 0.6% -0.3% VWIV 21.7% 18.4% 26.3% 22.1% 24.0% Skew 25d 2.8% 1.8% 4.6% 3.5% 2.1% Skew 10d 5.7% 3.5% 9.0% 7.2% 3.8% Call IV 25d 19.9% 17.3% 28.6% 19.2% 28.6% Put IV 25d 22.8% 19.2% 30.7% 22.7% 30.7% Bid-Ask Spread % 2.57 1.59 4.42 2.88 2.40 Gamma HHI 0.14 0.06 0.53 0.08 0.10 Net GEX 673.5M 184.3M 1.72B 445.8M 711.5M Net DEX -30.72B -36.71B -18.57B -24.51B -36.71B Net VEX -69.0M -82.2M -62.1M -74.9M -64.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.70 0.51 1.04 0.93 0.57 Total Volume 2,398,378.667 911,580 4,551,104 1,704,280 1,997,844 Total OI 15,524,142.857 14,309,640 16,853,568 14,653,852 15,500,448
Daily Data (21 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 2019-12-02 $66.30 $62.50 20.3% 6.0% 11.9% 9.8% 22.1% 3.5% 0.6% 445.8M -24.51B -74.9M 0.93 2.88 N/A N/A 884,024 820,256 6,980,224 7,673,628 2019-12-03 $64.68 $63.75 23.8% 7.3% 14.9% 22.7% 26.3% 4.6% 0.3% 184.3M -18.57B -82.2M 1.04 2.35 N/A N/A 1,232,964 1,277,936 7,268,852 8,009,004 2019-12-04 $65.55 $63.75 21.6% 6.4% 15.6% 14.5% 24.1% 4.0% 0.5% 291.3M -22.10B -80.4M 0.99 3.09 N/A N/A 686,932 678,816 7,439,172 8,277,316 2019-12-05 $66.45 $55.00 21.5% 6.4% 16.1% 14.2% 24.0% 3.8% 0.4% 483.9M -25.53B -76.4M 0.77 4.00 N/A N/A 930,612 719,736 7,487,628 8,328,356 2019-12-06 $67.63 $55.00 19.4% 5.9% 17.0% 6.4% 21.9% 3.2% 0.8% 1.01B -30.16B -73.9M 0.56 2.78 N/A N/A 2,044,948 1,154,004 7,562,324 8,406,196 2019-12-09 $66.79 $55.00 20.6% 6.1% 17.7% 11.0% 23.4% 3.4% 0.7% 479.9M -25.82B -74.9M 0.95 4.42 N/A N/A 1,466,008 1,387,860 7,344,648 7,779,312 2019-12-10 $67.11 $55.00 20.5% 5.9% 17.6% 10.3% 23.0% 3.3% 0.0% 618.1M -27.10B -74.4M 0.97 3.06 N/A N/A 1,003,240 971,768 7,611,396 7,978,148 2019-12-11 $67.66 $55.00 20.8% 6.1% 17.8% 11.4% 21.7% 3.4% 0.4% 830.2M -29.09B -72.9M 0.61 3.15 N/A N/A 958,884 583,160 7,716,496 7,998,748 2019-12-12 $67.81 $55.00 20.0% 5.9% 17.5% 8.6% 21.1% 3.1% 0.7% 832.5M -29.67B -71.1M 0.65 2.40 N/A N/A 2,040,860 1,333,772 7,734,064 8,089,840 2019-12-13 $68.75 $55.00 18.4% 5.4% 17.8% 2.9% 19.9% 2.7% 0.7% 1.72B -33.27B -66.4M 0.74 2.45 N/A N/A 2,079,320 1,531,040 7,745,876 8,269,468 2019-12-16 $69.98 $55.00 18.8% 5.4% 18.5% 4.1% 19.8% 2.7% 0.2% 673.5M -34.45B -62.1M 0.58 2.55 N/A N/A 1,996,772 1,154,296 7,327,692 7,873,232 2019-12-17 $70.08 $55.00 18.6% 5.4% 18.4% 3.3% 19.2% 2.7% 0.3% 617.4M -34.12B -63.8M 0.70 2.37 N/A N/A 1,084,440 754,568 7,647,888 8,176,388 2019-12-18 $70.17 $56.25 18.4% 5.3% 18.4% 2.8% 19.1% 2.6% 0.5% 658.8M -34.71B -65.0M 0.69 2.97 N/A N/A 961,600 665,092 7,916,372 8,372,316 2019-12-19 $70.01 $56.25 18.9% 5.4% 17.3% 4.6% 19.8% 2.3% 0.5% 542.4M -34.18B -65.2M 0.58 1.97 N/A N/A 1,135,876 658,148 8,041,636 8,517,888 2019-12-20 $69.78 $56.25 17.9% 5.1% 17.3% 0.7% 18.4% 1.9% 0.5% 509.2M -33.33B -65.0M 0.60 1.72 N/A N/A 1,604,420 961,340 8,185,548 8,668,020 2019-12-23 $70.94 $56.25 18.4% 5.2% 17.8% 2.6% 18.8% 1.9% 4.9% 635.3M -32.36B -62.7M 0.53 1.59 N/A N/A 1,431,840 760,456 7,076,468 7,233,172 2019-12-24 $71.03 $57.50 18.7% 5.3% 17.1% 3.9% 19.3% 2.2% 5.3% 739.1M -32.58B -64.6M 0.60 1.67 N/A N/A 569,608 341,972 7,335,344 7,442,908 2019-12-26 $72.30 $57.50 21.3% 5.7% 17.9% 14.4% 20.9% 2.3% 5.3% 913.7M -36.58B -62.4M 0.57 1.67 N/A N/A 1,791,936 1,019,344 7,416,160 7,528,412 2019-12-27 $72.19 $57.50 24.8% 6.7% 18.0% 28.5% 23.9% 1.8% 4.6% 658.7M -35.05B -64.3M 0.51 2.16 N/A N/A 3,021,028 1,530,076 7,518,360 7,708,864 2019-12-30 $73.00 $57.50 27.8% 7.2% 18.1% 40.5% 25.6% 2.2% -0.4% 586.1M -35.18B -62.5M 0.55 2.27 N/A N/A 2,029,592 1,109,564 7,424,024 7,395,164 2019-12-31 $73.36 $57.50 28.7% 6.7% 17.4% 43.9% 24.0% 2.1% -0.3% 711.5M -36.71B -64.6M 0.57 2.40 N/A N/A 1,269,344 728,500 7,808,544 7,691,904
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