AAPL Options History — April 2020 In April 2020, AAPL traded between $59.81 and $72.81. ATM implied volatility averaged 44.9%, placing in the 38.9% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded below realized volatility by 16.2% (HV 20d: 61.1%). Max pain ranged from $66.25 to $70.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.88.
Notable Days 2020-04-17 : Highest Volume — 4,087,840 contracts2020-04-06 : Largest IV drop — 14.5% change2020-04-01 : Highest IV Rank — 68.6%2020-04-01 : Largest Expected Move — 19.1%Monthly Statistics Metric Avg Min Max Open Close Price $68.02 $59.81 $72.81 $60.02 $72.81 Max Pain $67.68 $66.25 $70.00 $70.00 $68.75 ATM IV 44.9% 33.7% 65.6% 65.6% 37.3% Expected Move 13.0% 10.7% 19.1% 19.1% 12.2% HV 20d 61.1% 39.6% 77.1% 73.1% 39.6% HV 60d 56.2% 53.4% 57.4% 53.4% 56.5% IV Rank 38.9% 22.9% 68.6% 68.6% 28.1% IV Percentile 88.7% 81.3% 96.8% 96.8% 82.9% Term Structure -1.3% -3.1% -0.3% -2.1% -1.0% VWIV 46.2% 38.5% 65.1% 65.1% 42.7% Skew 25d 12.7% 6.9% 22.3% 22.3% 7.1% Skew 10d 24.8% 12.3% 43.6% 43.6% 12.3% Call IV 25d 38.4% 30.6% 53.8% 53.8% 33.7% Put IV 25d 51.1% 37.5% 76.0% 76.0% 40.8% Bid-Ask Spread % 4.82 2.69 6.97 3.35 3.12 Gamma HHI 0.06 0.03 0.23 0.04 0.05 Net GEX 121.4M -161.0M 467.6M -80.5M 246.6M Net DEX -5.99B -13.33B 4.91B 4.41B -12.27B Net VEX -91.9M -97.4M -83.4M -86.4M -91.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.88 0.59 1.11 0.86 0.81 Total Volume 2,291,498.286 1,060,972 4,087,840 2,131,044 2,910,192 Total OI 10,781,193.714 9,454,452 12,115,280 11,082,272 10,321,424
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 2020-04-01 $60.02 $70.00 65.6% 19.1% 73.1% 68.6% 65.1% 22.3% -2.1% -80.5M 4.41B -86.4M 0.86 3.35 N/A N/A 1,148,356 982,688 5,780,396 5,301,876 2020-04-02 $60.78 $68.75 59.2% 15.9% 73.4% 59.5% 58.0% 20.5% -0.7% -62.4M 3.60B -86.6M 1.00 4.53 N/A N/A 1,016,740 1,019,712 5,910,512 5,355,816 2020-04-03 $59.81 $67.50 56.4% 15.3% 73.4% 55.4% 53.0% 18.4% -0.7% -161.0M 4.91B -83.4M 1.09 3.90 N/A N/A 1,125,200 1,228,280 6,008,808 5,515,532 2020-04-06 $64.51 $67.50 48.2% 12.9% 77.1% 43.7% 48.1% 16.1% -3.1% 25.2M -1.17B -89.1M 0.64 4.32 N/A N/A 1,478,744 951,084 5,502,804 5,134,336 2020-04-07 $65.56 $66.25 48.1% 13.4% 76.2% 43.6% 46.2% 15.8% -1.5% 122.2M -3.24B -89.8M 0.78 6.62 N/A N/A 1,618,184 1,263,052 5,779,288 5,326,876 2020-04-08 $66.23 $66.25 44.5% 12.4% 76.2% 38.3% 45.2% 13.7% -1.4% 151.3M -3.95B -91.3M 1.11 5.38 N/A N/A 1,004,872 1,115,972 5,933,624 5,460,712 2020-04-09 $66.97 $66.25 43.8% 12.0% 70.2% 37.4% 46.0% 14.0% -2.4% 220.6M -5.26B -91.1M 0.96 6.79 N/A N/A 1,371,900 1,314,720 6,022,348 5,676,772 2020-04-13 $68.16 $66.25 42.6% 12.0% 69.2% 35.7% 45.3% 13.0% -0.6% 101.2M -6.05B -89.0M 0.82 6.79 N/A N/A 983,564 803,516 5,654,840 5,297,620 2020-04-14 $71.92 $66.25 40.2% 11.4% 68.3% 32.3% 41.5% 9.5% -0.8% 292.0M -13.33B -93.3M 0.59 4.78 N/A N/A 2,311,564 1,370,160 5,876,300 5,459,120 2020-04-15 $71.11 $67.50 42.8% 12.3% 68.5% 36.0% 43.8% 11.1% -1.3% 198.6M -10.78B -96.3M 0.67 6.79 N/A N/A 1,234,944 831,684 5,926,736 5,695,948 2020-04-16 $71.42 $67.50 42.8% 12.3% 65.1% 35.9% 43.5% 10.1% -1.1% 259.7M -11.58B -97.1M 0.72 6.97 N/A N/A 1,356,580 980,136 6,052,264 5,850,304 2020-04-17 $70.31 $67.50 42.7% 12.4% 64.9% 35.8% 43.6% 11.3% -1.5% -48.4M -9.23B -95.6M 1.02 6.56 N/A N/A 2,022,044 2,065,796 6,161,868 5,953,412 2020-04-20 $69.43 $67.50 45.0% 13.3% 61.0% 39.2% 47.5% 12.4% -1.5% 86.4M -6.72B -97.4M 1.03 4.75 N/A N/A 736,740 760,996 4,773,264 4,681,188 2020-04-21 $67.41 $67.50 48.0% 14.2% 56.1% 43.4% 48.2% 13.6% -1.4% -22.8M -3.87B -95.4M 0.94 4.81 N/A N/A 1,279,056 1,200,136 4,906,032 4,854,204 2020-04-22 $69.28 $67.50 45.1% 13.3% 45.1% 39.2% 47.1% 12.3% -2.0% 124.2M -6.94B -96.4M 0.78 3.66 N/A N/A 919,092 719,036 5,050,824 4,978,612 2020-04-23 $69.11 $67.50 43.4% 12.9% 44.3% 36.9% 44.6% 11.7% -1.5% 115.5M -6.56B -94.8M 0.81 4.17 N/A N/A 1,349,240 1,086,704 5,126,912 5,061,448 2020-04-24 $70.70 $68.75 38.6% 11.4% 44.8% 29.9% 40.7% 9.4% -1.4% 467.6M -9.85B -93.7M 1.04 3.66 N/A N/A 1,222,920 1,273,072 5,306,996 5,176,388 2020-04-27 $70.76 $68.75 36.2% 11.2% 44.7% 26.5% 39.1% 8.6% -0.3% 149.2M -8.85B -90.9M 0.98 2.69 N/A N/A 675,244 662,636 4,794,272 4,798,628 2020-04-28 $69.95 $68.75 37.9% 11.9% 45.1% 29.0% 42.1% 8.6% -0.7% 114.7M -7.64B -91.2M 0.95 3.25 N/A N/A 544,156 516,816 4,920,276 4,969,288 2020-04-29 $72.22 $68.75 33.7% 10.7% 46.1% 22.9% 38.5% 6.9% -0.4% 249.9M -11.42B -90.0M 0.91 4.27 N/A N/A 874,224 791,712 4,995,724 5,051,476 2020-04-30 $72.81 $68.75 37.3% 12.2% 39.6% 28.1% 42.7% 7.1% -1.0% 246.6M -12.27B -91.9M 0.81 3.12 N/A N/A 1,607,396 1,302,796 5,112,864 5,208,560
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