AAPL Options History — May 2020 In May 2020, AAPL traded between $72.39 and $80.12. ATM implied volatility averaged 29.4%, placing in the 16.8% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 2.4% (HV 20d: 27.0%). Max pain ranged from $65.00 to $72.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.73.
Notable Days 2020-05-01 : Highest Volume — 5,112,304 contracts2020-05-13 : Largest IV spike — 17.0% change2020-05-13 : Highest IV Rank — 23.7%2020-05-01 : Largest Expected Move — 9.8%Monthly Statistics Metric Avg Min Max Open Close Price $77.58 $72.39 $80.12 $72.39 $80.12 Max Pain $69.91 $65.00 $72.50 $69.38 $72.50 ATM IV 29.4% 26.2% 34.2% 33.5% 26.2% Expected Move 8.5% 7.4% 9.8% 9.8% 7.4% HV 20d 27.0% 19.2% 40.0% 40.0% 19.2% HV 60d 55.4% 50.5% 56.9% 56.5% 50.5% IV Rank 16.8% 12.2% 23.7% 22.7% 12.2% IV Percentile 61.5% 41.3% 81.3% 80.6% 41.3% Term Structure 0.2% -0.6% 0.8% 0.3% -0.0% VWIV 30.9% 26.5% 34.9% 34.9% 26.5% Skew 25d 7.3% 5.3% 8.9% 7.9% 7.2% Skew 10d 14.6% 9.6% 19.3% 15.1% 13.8% Call IV 25d 26.1% 23.0% 30.2% 30.2% 23.0% Put IV 25d 33.4% 29.6% 38.9% 38.0% 30.2% Bid-Ask Spread % 6.70 2.88 18.33 2.88 4.26 Gamma HHI 0.09 0.05 0.37 0.06 0.07 Net GEX 409.5M 155.2M 1.13B 180.2M 404.3M Net DEX -15.26B -18.17B -10.88B -10.88B -17.60B Net VEX -97.4M -103.6M -92.5M -95.8M -93.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.73 0.38 0.96 0.89 0.89 Total Volume 2,727,523.4 1,786,048 5,112,304 5,112,304 2,414,220 Total OI 10,583,510.6 9,713,060 11,323,820 11,185,568 10,993,148
Daily Data (20 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 2020-05-01 $72.39 $69.38 33.5% 9.8% 40.0% 22.7% 34.9% 7.9% 0.3% 180.2M -10.88B -95.8M 0.89 2.88 N/A N/A 2,700,132 2,412,172 5,487,240 5,698,328 2020-05-04 $73.22 $65.00 33.3% 9.5% 38.9% 22.4% 34.3% 8.0% 0.2% 167.3M -11.30B -96.5M 0.75 6.04 N/A N/A 1,062,300 797,876 5,047,200 5,081,072 2020-05-05 $74.50 $65.00 30.7% 8.9% 30.5% 18.7% 32.8% 6.9% 0.5% 328.3M -14.01B -95.9M 0.67 6.73 N/A N/A 1,601,328 1,080,616 5,248,684 5,233,412 2020-05-06 $75.39 $66.25 29.7% 8.9% 30.4% 17.2% 31.6% 7.1% 0.5% 456.6M -15.78B -96.9M 0.72 5.19 N/A N/A 1,439,200 1,033,416 5,388,316 5,300,412 2020-05-07 $75.83 $66.25 28.5% 8.3% 30.3% 15.5% 31.8% 6.7% 0.7% 547.2M -16.49B -96.2M 0.38 7.09 N/A N/A 2,326,012 890,668 5,499,664 5,477,232 2020-05-08 $77.46 $70.00 26.9% 7.9% 30.7% 13.2% 29.3% 5.3% 0.5% 1.13B -16.76B -93.5M 0.63 18.33 N/A N/A 2,114,992 1,338,768 5,064,176 5,603,716 2020-05-11 $78.98 $70.00 28.5% 8.3% 30.8% 15.5% 29.8% 5.8% 0.2% 473.4M -18.17B -93.2M 0.67 5.23 N/A N/A 1,736,632 1,157,248 4,862,492 5,251,292 2020-05-12 $78.14 $70.00 29.3% 8.3% 26.2% 16.6% 30.2% 6.2% -0.2% 396.6M -16.03B -98.2M 0.70 12.02 N/A N/A 1,819,548 1,279,056 5,068,084 5,475,304 2020-05-13 $76.38 $70.00 34.2% 9.8% 27.3% 23.7% 34.8% 8.9% -0.3% 155.2M -11.48B -100.5M 0.89 9.23 N/A N/A 1,928,136 1,710,896 5,253,184 5,655,456 2020-05-14 $77.06 $70.00 32.9% 9.3% 27.4% 21.8% 34.7% 8.7% -0.6% 246.9M -12.79B -103.6M 0.77 9.32 N/A N/A 1,689,436 1,300,932 5,413,208 5,786,440 2020-05-15 $76.75 $70.00 32.2% 9.4% 26.6% 20.8% 33.9% 8.9% 0.8% 248.4M -12.36B -102.4M 0.82 8.59 N/A N/A 1,934,056 1,586,276 5,493,920 5,829,900 2020-05-18 $78.98 $70.00 28.2% 8.1% 27.1% 15.0% 30.8% 7.4% 0.7% 371.6M -15.95B -99.8M 0.59 3.88 N/A N/A 1,480,016 878,696 4,832,092 4,880,968 2020-05-19 $78.87 $71.25 29.0% 8.3% 23.8% 16.2% 30.4% 8.0% 0.3% 425.6M -15.71B -100.3M 0.63 5.58 N/A N/A 1,094,644 691,404 5,078,692 5,034,432 2020-05-20 $79.72 $71.25 27.7% 7.9% 22.7% 14.4% 28.7% 7.5% 0.2% 566.1M -17.48B -99.5M 0.74 4.44 N/A N/A 1,184,448 873,216 5,161,524 5,158,364 2020-05-21 $79.44 $71.25 29.0% 8.3% 22.8% 16.2% 30.7% 7.8% 0.2% 408.0M -16.30B -99.4M 0.86 6.57 N/A N/A 1,072,144 924,644 5,179,644 5,292,496 2020-05-22 $79.57 $72.50 27.2% 7.8% 22.1% 13.6% 27.9% 7.0% 0.3% 321.0M -16.83B -96.6M 0.96 6.37 N/A N/A 976,124 936,768 5,316,172 5,413,396 2020-05-26 $79.27 $72.50 27.6% 7.9% 22.3% 14.2% 28.3% 6.7% 0.5% 335.3M -15.64B -92.5M 0.54 4.13 N/A N/A 1,542,872 828,304 4,894,396 5,033,836 2020-05-27 $79.41 $72.50 27.5% 7.8% 21.4% 14.0% 27.8% 7.2% 0.1% 414.2M -15.89B -93.3M 0.70 3.88 N/A N/A 1,246,436 866,608 5,175,660 5,151,024 2020-05-28 $80.06 $72.50 26.7% 7.6% 19.2% 12.9% 27.8% 7.2% -0.2% 612.7M -17.70B -99.4M 0.74 4.34 N/A N/A 1,497,956 1,102,272 5,499,680 5,355,956 2020-05-29 $80.12 $72.50 26.2% 7.4% 19.2% 12.2% 26.5% 7.2% -0.0% 404.3M -17.60B -93.7M 0.89 4.26 N/A N/A 1,279,852 1,134,368 5,469,696 5,523,452
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