AAPL Options History — January 2020 In January 2020, AAPL traded between $74.54 and $81.42. ATM implied volatility averaged 30.3%, placing in the 73.2% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 14.2% (HV 20d: 16.2%). Max pain ranged from $58.75 to $75.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.58.
Notable Days 2020-01-09 : Highest Volume — 5,652,368 contracts2020-01-31 : Largest IV spike — 28.5% change2020-01-27 : Highest IV Rank — 100.0%2020-01-27 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $77.97 $74.54 $81.42 $74.89 $77.37 Max Pain $71.67 $58.75 $75.00 $58.75 $75.00 ATM IV 30.3% 24.1% 34.2% 30.8% 30.9% Expected Move 8.3% 6.9% 10.3% 7.2% 9.2% HV 20d 16.2% 12.7% 26.5% 14.3% 26.5% HV 60d 16.8% 15.9% 19.7% 16.8% 19.7% IV Rank 73.2% 38.7% 100.0% 52.2% 80.1% IV Percentile 85.0% 39.7% 100.0% 91.3% 94.0% Term Structure -1.1% -2.0% 0.6% -0.5% -0.7% VWIV 30.0% 24.9% 36.5% 26.0% 32.8% Skew 25d 1.5% 0.2% 5.0% 2.1% 5.0% Skew 10d 2.5% 0.1% 10.5% 3.3% 10.5% Call IV 25d 30.1% 23.2% 33.6% 30.1% 29.3% Put IV 25d 31.5% 25.9% 35.3% 32.1% 34.2% Bid-Ask Spread % 2.52 1.67 5.48 2.43 5.48 Gamma HHI 0.14 0.05 0.52 0.11 0.12 Net GEX 729.9M -111.7M 1.84B 833.1M -111.7M Net DEX -33.50B -47.83B -13.37B -40.56B -13.37B Net VEX -72.3M -87.7M -63.7M -63.7M -87.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.58 0.45 0.82 0.54 0.82 Total Volume 3,449,435.81 1,786,736 5,652,368 3,987,748 5,091,080 Total OI 14,991,200.952 10,915,944 19,092,028 15,953,580 13,408,160
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 2020-01-02 $74.89 $58.75 30.8% 7.2% 14.3% 52.2% 26.0% 2.1% -0.5% 833.1M -40.56B -63.7M 0.54 2.43 N/A N/A 2,583,116 1,404,632 8,019,932 7,933,648 2020-01-03 $74.54 $58.75 30.6% 7.0% 14.7% 51.5% 24.9% 2.3% -0.8% 609.5M -38.97B -66.2M 0.50 2.49 N/A N/A 2,613,900 1,299,340 8,344,472 8,234,524 2020-01-06 $74.84 $68.75 30.4% 8.0% 14.5% 66.6% 28.3% 2.0% -1.1% 560.5M -38.01B -64.2M 0.55 3.12 N/A N/A 1,533,344 842,616 8,039,796 7,821,588 2020-01-07 $74.84 $68.75 30.0% 7.9% 13.9% 64.9% 28.5% 1.8% -1.3% 633.4M -37.74B -68.2M 0.55 2.86 N/A N/A 1,155,916 630,820 8,393,528 8,064,964 2020-01-08 $75.98 $70.00 29.6% 7.8% 12.7% 67.6% 27.6% 1.5% -1.3% 876.4M -41.56B -65.5M 0.45 2.38 N/A N/A 2,523,148 1,144,272 8,623,232 8,210,144 2020-01-09 $77.28 $71.25 31.2% 8.3% 13.2% 80.3% 29.2% 1.1% -1.4% 972.7M -45.05B -65.3M 0.60 2.51 N/A N/A 3,539,516 2,112,852 8,849,076 8,389,312 2020-01-10 $77.45 $71.25 32.2% 8.5% 13.3% 88.9% 30.5% 0.8% -1.7% 1.84B -44.65B -68.4M 0.53 2.30 N/A N/A 3,109,944 1,648,632 9,151,912 8,758,680 2020-01-13 $78.93 $71.25 32.1% 8.6% 13.9% 87.9% 31.6% 0.6% -1.6% 721.2M -45.56B -67.0M 0.54 1.99 N/A N/A 2,012,388 1,089,944 8,584,556 8,216,164 2020-01-14 $78.46 $72.50 32.7% 8.8% 14.5% 91.7% 31.4% 0.4% -1.8% 718.5M -44.07B -69.3M 0.58 2.55 N/A N/A 2,141,248 1,243,108 8,896,064 8,479,748 2020-01-15 $77.55 $72.50 33.2% 8.9% 15.2% 94.9% 33.2% 0.2% -2.0% 580.8M -41.09B -73.7M 0.46 2.41 N/A N/A 2,261,744 1,037,356 9,377,856 8,718,952 2020-01-16 $78.64 $72.50 30.9% 8.4% 15.5% 81.0% 30.3% 0.4% -1.8% 893.3M -44.84B -73.3M 0.60 1.92 N/A N/A 1,759,172 1,056,424 9,709,112 8,967,804 2020-01-17 $79.46 $73.75 28.9% 7.9% 15.5% 68.6% 28.5% 0.6% -1.8% 1.46B -47.83B -73.5M 0.54 2.75 N/A N/A 2,292,016 1,243,552 9,899,908 9,192,120 2020-01-21 $79.18 $75.00 28.8% 8.2% 15.6% 68.0% 30.4% 0.3% -1.2% 610.2M -22.55B -72.6M 0.47 2.01 N/A N/A 1,657,656 785,240 6,231,532 4,684,412 2020-01-22 $79.53 $75.00 28.7% 8.2% 15.2% 67.1% 29.8% 0.5% -1.1% 742.2M -23.38B -74.3M 0.57 1.87 N/A N/A 1,318,652 750,108 6,670,164 4,899,756 2020-01-23 $79.81 $75.00 28.9% 8.3% 14.7% 68.5% 30.3% 0.8% -1.1% 794.3M -23.73B -74.1M 0.60 1.67 N/A N/A 1,318,128 795,172 6,769,300 5,084,864 2020-01-24 $79.65 $75.00 31.9% 9.3% 14.9% 86.9% 33.5% 1.5% -1.6% 622.7M -23.05B -76.6M 0.76 2.51 N/A N/A 2,303,876 1,741,912 6,887,016 5,250,920 2020-01-27 $77.42 $75.00 34.2% 10.3% 18.5% 100.0% 36.5% 2.5% -1.0% 293.9M -16.70B -80.9M 0.65 1.91 N/A N/A 1,317,296 858,860 6,190,644 4,815,236 2020-01-28 $79.39 $75.00 32.5% 9.8% 20.0% 89.3% 35.0% 2.5% -0.9% 407.4M -20.87B -79.0M 0.51 2.86 N/A N/A 2,437,368 1,249,104 6,427,596 5,031,108 2020-01-29 $81.42 $75.00 24.6% 7.1% 21.1% 41.7% 26.1% 1.9% 0.1% 761.8M -26.36B -75.7M 0.72 2.62 N/A N/A 2,949,020 2,124,664 6,982,900 5,502,204 2020-01-30 $80.70 $75.00 24.1% 6.9% 21.7% 38.7% 25.1% 2.6% 0.6% 500.5M -23.52B -77.9M 0.73 2.26 N/A N/A 1,998,276 1,462,740 7,237,264 5,865,052 2020-01-31 $77.37 $75.00 30.9% 9.2% 26.5% 80.1% 32.8% 5.0% -0.7% -111.7M -13.37B -87.7M 0.82 5.48 N/A N/A 2,802,300 2,288,780 7,353,756 6,054,404
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