AAPL Options History — February 2020 In February 2020, AAPL traded between $66.87 and $81.49. ATM implied volatility averaged 28.8%, placing in the 55.8% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded below realized volatility by 1.6% (HV 20d: 30.3%). Max pain ranged from $72.50 to $76.25. Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.72.
Notable Days 2020-02-28 : Highest Volume — 6,395,548 contracts2020-02-24 : Largest IV spike — 22.8% change2020-02-25 : Highest IV Rank — 100.0%2020-02-28 : Largest Expected Move — 16.8%Monthly Statistics Metric Avg Min Max Open Close Price $77.73 $66.87 $81.49 $77.04 $66.87 Max Pain $75.00 $72.50 $76.25 $75.00 $75.00 ATM IV 28.8% 22.1% 52.9% 27.6% 52.9% Expected Move 8.4% 6.4% 16.8% 7.8% 16.8% HV 20d 30.3% 26.5% 37.8% 26.5% 37.8% HV 60d 22.4% 19.7% 28.7% 19.7% 28.7% IV Rank 55.8% 26.8% 100.0% 59.9% 100.0% IV Percentile 56.4% 25.8% 100.0% 70.2% 100.0% Term Structure -0.5% -2.5% 0.4% -0.2% -2.5% VWIV 30.1% 22.9% 60.5% 28.5% 60.5% Skew 25d 4.9% 2.0% 15.3% 3.9% 15.3% Skew 10d 10.4% 4.3% 31.4% 8.1% 31.4% Call IV 25d 27.0% 21.4% 47.3% 26.4% 47.3% Put IV 25d 31.9% 24.0% 62.6% 30.4% 62.6% Bid-Ask Spread % 5.29 1.80 11.36 2.24 6.50 Gamma HHI 0.08 0.04 0.15 0.05 0.05 Net GEX 328.7M -174.1M 1.04B 177.7M -166.1M Net DEX -14.67B -25.27B 4.82B -14.27B 4.82B Net VEX -86.1M -95.8M -81.4M -83.8M -95.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.72 0.43 1.05 0.61 0.82 Total Volume 3,240,229.684 1,849,940 6,395,548 3,267,444 6,395,548 Total OI 12,454,854.316 10,803,152 13,508,316 11,853,180 12,637,292
Daily Data (19 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 2020-02-03 $77.04 $75.00 27.6% 7.8% 26.5% 59.9% 28.5% 3.9% -0.2% 177.7M -14.27B -83.8M 0.61 2.24 N/A N/A 2,023,496 1,243,948 6,492,596 5,360,584 2020-02-04 $79.45 $75.63 24.9% 7.0% 28.5% 43.7% 25.4% 2.4% -0.2% 545.1M -20.63B -82.4M 0.46 4.75 N/A N/A 1,955,768 903,732 6,718,600 5,553,704 2020-02-05 $80.38 $76.25 24.5% 6.7% 28.6% 41.3% 24.9% 2.7% 0.1% 712.0M -22.71B -83.8M 0.63 2.06 N/A N/A 1,505,348 955,780 6,914,612 5,720,032 2020-02-06 $81.18 $72.50 23.0% 6.7% 28.4% 31.9% 24.2% 2.0% 0.3% 1.04B -25.27B -81.6M 0.43 8.40 N/A N/A 2,329,900 1,004,976 7,026,520 5,900,172 2020-02-07 $79.91 $73.75 25.4% 7.2% 28.7% 46.7% 27.1% 3.7% 0.1% 201.2M -17.96B -85.9M 0.98 11.36 N/A N/A 1,691,512 1,653,608 6,776,780 6,107,496 2020-02-10 $80.20 $75.00 25.4% 7.2% 28.7% 46.6% 26.8% 3.1% -0.2% 351.9M -18.81B -85.7M 0.69 7.81 N/A N/A 1,092,736 757,204 6,289,512 5,755,360 2020-02-11 $79.79 $75.00 25.2% 7.2% 28.0% 45.3% 26.3% 4.0% 0.1% 367.8M -17.97B -86.4M 0.65 8.57 N/A N/A 1,187,744 776,340 6,490,512 5,929,480 2020-02-12 $81.49 $75.00 23.7% 6.8% 28.8% 36.3% 24.8% 2.3% -0.1% 781.0M -23.74B -83.3M 0.64 5.45 N/A N/A 1,525,408 977,296 6,675,700 6,055,016 2020-02-13 $81.12 $75.00 23.5% 6.7% 28.5% 35.1% 24.3% 2.5% 0.0% 760.0M -22.31B -84.1M 0.70 6.37 N/A N/A 1,370,184 953,276 6,843,456 6,199,060 2020-02-14 $81.09 $75.00 22.1% 6.4% 28.2% 26.8% 22.9% 2.4% 0.2% 677.7M -22.09B -81.9M 0.82 6.02 N/A N/A 1,323,120 1,089,140 6,888,808 6,336,536 2020-02-18 $79.79 $75.00 23.7% 6.8% 28.6% 36.4% 24.4% 3.0% -0.0% 281.3M -17.45B -81.4M 0.77 3.75 N/A N/A 1,831,604 1,406,864 6,300,156 5,883,188 2020-02-19 $80.81 $75.00 22.2% 6.4% 28.9% 27.2% 23.3% 2.7% 0.4% 656.2M -21.16B -81.9M 0.63 4.53 N/A N/A 1,415,416 893,736 6,662,768 6,237,060 2020-02-20 $80.13 $75.00 24.2% 6.9% 29.1% 39.3% 24.9% 3.3% 0.0% 342.2M -18.19B -85.1M 0.74 3.98 N/A N/A 1,649,260 1,216,720 6,843,740 6,401,704 2020-02-21 $78.05 $75.00 27.5% 7.9% 30.6% 59.2% 27.5% 5.5% -0.6% -110.4M -11.38B -85.9M 1.05 7.52 N/A N/A 2,079,316 2,177,460 6,963,076 6,545,240 2020-02-24 $75.15 $76.25 33.7% 9.9% 33.2% 97.0% 34.8% 7.4% -1.0% -73.2M -6.54B -88.6M 0.84 2.31 N/A N/A 1,784,560 1,500,604 5,515,224 5,287,928 2020-02-25 $72.15 $75.63 38.0% 11.2% 34.7% 100.0% 38.7% 9.2% -1.9% -117.1M -1.42B -90.6M 0.71 4.01 N/A N/A 2,517,116 1,793,228 5,822,332 5,534,972 2020-02-26 $73.19 $75.00 35.5% 10.6% 33.8% 87.5% 36.3% 8.5% -1.2% -4.9M -4.04B -93.2M 0.73 1.80 N/A N/A 2,061,836 1,502,556 6,164,424 5,640,396 2020-02-27 $69.18 $75.00 43.5% 13.5% 36.7% 100.0% 46.8% 9.7% -2.0% -174.1M 2.45B -94.5M 0.68 3.09 N/A N/A 2,981,560 2,036,464 6,352,508 5,815,688 2020-02-28 $66.87 $75.00 52.9% 16.8% 37.8% 100.0% 60.5% 15.3% -2.5% -166.1M 4.82B -95.8M 0.82 6.50 N/A N/A 3,520,560 2,874,988 6,706,700 5,930,592
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