AAPL Options History — March 2020 In March 2020, AAPL traded between $55.04 and $74.95. ATM implied volatility averaged 62.1%, placing in the 79.4% IV rank vs the trailing year. The 30-day expected move averaged 17.9%. IV traded below realized volatility by 1.5% (HV 20d: 63.6%). Max pain ranged from $70.00 to $75.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.81.
Notable Days 2020-03-13 : Highest Volume — 4,602,952 contracts2020-03-16 : Largest IV spike — 27.0% change2020-03-09 : Highest IV Rank — 100.0%2020-03-18 : Largest Expected Move — 25.1%Monthly Statistics Metric Avg Min Max Open Close Price $65.57 $55.04 $74.95 $73.06 $63.51 Max Pain $72.61 $70.00 $75.00 $75.00 $70.00 ATM IV 62.1% 37.5% 87.5% 40.0% 55.4% Expected Move 17.9% 11.3% 25.1% 12.1% 15.7% HV 20d 63.6% 49.2% 82.4% 49.5% 72.3% HV 60d 42.7% 33.5% 52.5% 33.5% 52.2% IV Rank 79.4% 54.0% 100.0% 63.2% 54.0% IV Percentile 98.4% 93.7% 100.0% 99.2% 93.7% Term Structure -1.4% -4.6% 1.4% -1.2% -1.5% VWIV 62.4% 42.7% 86.5% 43.6% 55.6% Skew 25d 20.1% 10.4% 31.8% 10.4% 18.7% Skew 10d 40.7% 23.7% 61.4% 23.7% 38.9% Call IV 25d 52.0% 32.8% 69.5% 35.0% 46.3% Put IV 25d 72.0% 43.6% 101.0% 45.4% 65.0% Bid-Ask Spread % 6.42 2.70 12.52 4.40 2.86 Gamma HHI 0.04 0.03 0.08 0.04 0.03 Net GEX -14.3M -198.0M 266.7M 110.8M 9.9M Net DEX 703.2M -11.11B 8.59B -7.19B 341.6M Net VEX -100.1M -112.5M -77.5M -101.4M -89.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.81 0.66 0.94 0.74 0.83 Total Volume 3,137,445.636 1,537,332 4,602,952 3,863,892 2,018,220 Total OI 12,284,984.182 10,222,720 13,546,072 11,746,140 10,827,944
Daily Data (22 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 2020-03-02 $73.06 $75.00 40.0% 12.1% 49.5% 63.2% 43.6% 10.4% -1.2% 110.8M -7.19B -101.4M 0.74 4.40 N/A N/A 2,225,024 1,638,868 6,155,048 5,591,092 2020-03-03 $72.91 $75.00 42.6% 13.2% 49.5% 70.8% 46.7% 12.4% -1.8% 106.4M -6.59B -104.7M 0.85 8.38 N/A N/A 2,378,900 2,024,100 6,383,044 6,009,040 2020-03-04 $74.95 $75.00 37.5% 11.3% 49.2% 56.3% 42.7% 10.8% -0.7% 266.7M -11.11B -104.8M 0.84 3.26 N/A N/A 1,714,352 1,436,176 6,593,604 6,253,392 2020-03-05 $73.22 $75.00 46.8% 12.5% 49.4% 82.6% 46.0% 15.3% -1.2% 24.0M -6.16B -112.5M 0.94 10.11 N/A N/A 1,711,748 1,601,288 6,686,172 6,623,028 2020-03-06 $71.81 $75.00 51.1% 14.1% 49.3% 94.7% 51.4% 18.4% -0.1% -198.0M -2.69B -112.4M 0.90 8.61 N/A N/A 2,220,708 1,998,020 6,847,016 6,699,056 2020-03-09 $67.99 $75.00 58.3% 16.2% 52.2% 100.0% 56.3% 20.8% -1.8% -100.5M 2.23B -107.6M 0.83 8.59 N/A N/A 1,433,880 1,184,772 6,258,380 6,026,040 2020-03-10 $70.41 $75.00 55.4% 15.6% 54.3% 92.8% 54.2% 19.2% -1.0% 27.0M -2.36B -110.7M 0.66 9.21 N/A N/A 2,097,396 1,377,136 6,560,264 6,072,700 2020-03-11 $69.20 $72.50 59.7% 16.7% 54.4% 100.0% 59.7% 20.4% -1.7% -15.3M -562.6M -110.6M 0.86 7.52 N/A N/A 1,289,864 1,104,372 6,741,208 6,314,536 2020-03-12 $63.75 $72.50 73.8% 20.2% 59.4% 100.0% 67.4% 23.8% -4.6% -140.0M 6.78B -104.7M 0.71 5.93 N/A N/A 2,661,936 1,888,908 6,922,492 6,385,064 2020-03-13 $66.21 $73.75 66.8% 18.4% 62.0% 87.6% 63.4% 25.7% -4.5% -59.4M 3.71B -103.7M 0.73 12.52 N/A N/A 2,657,208 1,945,744 7,064,020 6,376,544 2020-03-16 $62.73 $72.50 84.9% 24.0% 63.8% 100.0% 81.2% 31.8% -3.6% -74.1M 5.49B -103.2M 0.91 7.76 N/A N/A 1,574,792 1,438,196 6,545,416 6,004,232 2020-03-17 $63.40 $72.50 78.6% 22.3% 64.3% 90.6% 77.2% 29.2% -1.2% -42.5M 4.45B -104.4M 0.82 3.37 N/A N/A 1,858,220 1,526,772 6,804,836 6,101,608 2020-03-18 $60.18 $72.50 87.5% 25.1% 65.1% 100.0% 86.5% 31.5% -2.5% -90.2M 7.37B -101.3M 0.92 6.43 N/A N/A 1,459,604 1,341,264 6,997,760 6,312,044 2020-03-19 $62.27 $72.50 75.7% 21.8% 67.4% 83.1% 75.3% 23.6% -1.7% -38.7M 4.46B -103.0M 0.72 5.54 N/A N/A 1,560,112 1,128,496 7,050,136 6,277,776 2020-03-20 $58.85 $72.50 74.2% 21.5% 69.1% 80.9% 70.1% 23.0% -1.9% -154.2M 8.59B -91.7M 0.80 7.27 N/A N/A 1,633,944 1,313,944 7,107,696 6,268,516 2020-03-23 $55.04 $71.25 69.2% 20.6% 71.1% 73.8% 69.5% 18.6% 1.4% -83.9M 7.58B -77.5M 0.69 4.41 N/A N/A 1,912,124 1,320,592 5,290,896 4,931,824 2020-03-24 $60.96 $70.00 60.2% 18.2% 81.7% 60.9% 65.4% 16.0% 0.8% 21.8M 1.71B -88.8M 0.70 7.24 N/A N/A 1,674,868 1,166,904 5,675,268 5,091,944 2020-03-25 $62.77 $70.00 63.9% 19.3% 82.4% 66.1% 66.8% 17.6% 0.1% 68.1M -482.5M -93.4M 0.77 5.82 N/A N/A 1,619,648 1,248,632 5,810,864 5,261,960 2020-03-26 $62.99 $70.00 61.6% 18.6% 80.5% 62.9% 67.7% 17.8% 0.1% 44.6M -142.6M -92.6M 0.93 4.60 N/A N/A 1,215,640 1,132,964 5,858,652 5,449,492 2020-03-27 $62.84 $70.00 63.0% 18.7% 79.7% 64.9% 64.6% 17.4% 0.6% -3.6M 80.0M -93.0M 0.87 4.63 N/A N/A 1,471,664 1,279,472 5,972,776 5,602,848 2020-03-30 $63.48 $70.00 60.1% 17.2% 72.3% 60.7% 60.8% 18.7% -1.8% 6.4M -8.2M -90.8M 0.81 2.70 N/A N/A 847,068 690,264 5,424,180 5,039,244 2020-03-31 $63.51 $70.00 55.4% 15.7% 72.3% 54.0% 55.6% 18.7% -1.5% 9.9M 341.6M -89.5M 0.83 2.86 N/A N/A 1,100,836 917,384 5,614,844 5,213,100
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