AAPL Options History — June 2020 In June 2020, AAPL traded between $80.42 and $91.94. ATM implied volatility averaged 30.5%, placing in the 18.4% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 5.2% (HV 20d: 25.3%). Max pain ranged from $72.50 to $80.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.64.
Notable Days 2020-06-23 : Highest Volume — 5,813,344 contracts2020-06-11 : Largest IV spike — 24.6% change2020-06-29 : Highest IV Rank — 26.3%2020-06-26 : Largest Expected Move — 9.8%Monthly Statistics Metric Avg Min Max Open Close Price $86.42 $80.42 $91.94 $80.44 $91.06 Max Pain $77.90 $72.50 $80.00 $72.50 $80.00 ATM IV 30.5% 24.1% 36.1% 26.4% 34.7% Expected Move 8.6% 6.7% 9.8% 7.6% 8.5% HV 20d 25.3% 18.3% 30.8% 18.8% 30.8% HV 60d 39.8% 30.3% 50.2% 50.2% 30.3% IV Rank 18.4% 9.3% 26.3% 12.5% 24.3% IV Percentile 62.8% 24.6% 82.1% 43.7% 80.6% Term Structure 0.7% -0.7% 3.8% 0.1% -0.5% VWIV 31.0% 24.9% 35.4% 27.8% 31.5% Skew 25d 5.2% 2.6% 7.3% 7.3% 5.2% Skew 10d 10.2% 3.7% 16.2% 15.9% 9.5% Call IV 25d 28.6% 21.3% 34.2% 23.1% 33.2% Put IV 25d 33.7% 26.8% 40.7% 30.4% 38.4% Bid-Ask Spread % 6.73 2.22 23.30 2.56 2.87 Gamma HHI 0.08 0.05 0.28 0.07 0.07 Net GEX 532.4M 189.7M 1.17B 427.8M 622.9M Net DEX -23.35B -31.43B -16.89B -17.44B -24.36B Net VEX -97.8M -107.4M -86.7M -93.4M -102.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.43 1.00 0.68 0.60 Total Volume 3,223,405.818 1,255,600 5,813,344 1,383,680 2,075,636 Total OI 10,985,761.818 9,399,320 12,614,160 10,132,540 10,383,740
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 2020-06-01 $80.44 $72.50 26.4% 7.6% 18.8% 12.5% 27.8% 7.3% 0.1% 427.8M -17.44B -93.4M 0.68 2.56 N/A N/A 823,248 560,432 5,050,968 5,081,572 2020-06-02 $80.46 $72.50 25.6% 7.3% 18.7% 11.4% 26.8% 7.0% -0.0% 458.3M -17.29B -95.1M 0.74 2.22 N/A N/A 720,912 534,688 5,196,020 5,202,796 2020-06-03 $81.38 $72.50 24.1% 6.7% 18.3% 9.3% 24.9% 6.1% 0.2% 690.6M -19.75B -90.2M 0.72 2.24 N/A N/A 979,276 707,772 5,285,796 5,306,460 2020-06-04 $80.42 $77.50 24.9% 7.4% 19.0% 10.4% 26.3% 6.3% 0.0% 334.5M -16.89B -90.4M 0.69 6.29 N/A N/A 1,051,136 727,892 5,340,856 5,401,028 2020-06-05 $82.69 $77.50 24.3% 7.0% 20.9% 9.4% 24.9% 4.3% 0.2% 1.17B -23.71B -87.1M 0.50 8.37 N/A N/A 2,762,200 1,377,772 5,463,692 5,445,612 2020-06-08 $83.11 $77.50 25.1% 7.3% 19.9% 10.6% 25.7% 4.3% 0.5% 607.3M -22.13B -86.7M 0.46 7.72 N/A N/A 1,395,760 635,760 5,211,188 5,185,400 2020-06-09 $86.08 $77.50 26.7% 7.7% 22.2% 12.9% 27.8% 2.7% 0.1% 751.2M -27.75B -88.6M 0.47 5.61 N/A N/A 3,197,584 1,498,164 5,352,436 5,350,516 2020-06-10 $88.31 $77.50 27.9% 7.9% 22.7% 14.6% 28.9% 2.6% -0.2% 750.8M -31.43B -87.3M 0.55 5.06 N/A N/A 2,875,152 1,566,824 5,590,872 5,653,940 2020-06-11 $84.45 $78.75 34.8% 9.8% 27.2% 24.5% 35.2% 6.4% -0.7% 273.1M -20.47B -104.0M 0.89 12.35 N/A N/A 2,654,480 2,366,376 5,737,716 5,964,028 2020-06-12 $84.71 $78.75 34.1% 9.7% 27.2% 23.5% 35.0% 7.3% -0.3% 224.0M -21.24B -101.8M 0.84 23.30 N/A N/A 2,887,332 2,429,016 5,998,616 6,103,508 2020-06-15 $85.53 $78.75 33.4% 9.6% 27.0% 22.5% 34.3% 6.6% -0.3% 428.4M -23.08B -100.9M 0.55 15.36 N/A N/A 1,546,192 855,404 5,602,836 5,745,872 2020-06-16 $87.62 $78.75 32.5% 9.3% 26.6% 21.3% 33.3% 5.6% 0.1% 643.9M -27.72B -99.9M 0.43 10.62 N/A N/A 2,511,588 1,078,524 5,859,548 5,873,340 2020-06-17 $88.08 $78.75 32.2% 9.2% 26.4% 20.8% 32.7% 5.1% -0.2% 686.6M -28.06B -102.3M 0.65 6.07 N/A N/A 1,557,512 1,007,912 6,007,948 6,010,236 2020-06-18 $87.73 $78.75 31.6% 9.1% 26.6% 20.0% 32.5% 5.0% 0.2% 545.1M -27.04B -102.8M 0.77 6.15 N/A N/A 1,156,820 886,840 6,173,724 6,170,984 2020-06-19 $87.16 $78.75 31.5% 9.0% 26.7% 19.7% 32.5% 5.2% 0.3% 317.9M -25.15B -100.4M 1.00 9.30 N/A N/A 2,397,828 2,396,864 6,285,088 6,329,072 2020-06-22 $89.61 $78.75 31.0% 8.8% 27.9% 19.1% 31.9% 4.5% 3.4% 487.9M -23.20B -97.8M 0.50 4.76 N/A N/A 1,881,400 941,196 4,863,932 4,535,388 2020-06-23 $91.94 $78.75 31.7% 9.0% 28.5% 20.1% 32.8% 2.8% 3.4% 651.7M -27.26B -97.7M 0.44 3.83 N/A N/A 4,046,656 1,766,688 5,104,176 4,744,428 2020-06-24 $90.36 $80.00 33.5% 9.6% 29.8% 22.6% 34.5% 3.7% 3.4% 412.7M -22.98B -104.9M 0.70 3.19 N/A N/A 2,361,388 1,663,304 5,515,900 5,076,888 2020-06-25 $90.68 $80.00 34.1% 9.5% 29.8% 23.5% 34.8% 3.9% 3.5% 575.8M -24.02B -105.9M 0.54 3.45 N/A N/A 1,959,008 1,050,436 5,818,524 5,234,972 2020-06-26 $89.26 $80.00 35.7% 9.8% 30.8% 25.8% 35.4% 5.1% 3.8% 189.7M -20.24B -107.4M 0.68 3.83 N/A N/A 2,313,892 1,569,772 6,009,392 5,348,588 2020-06-29 $90.16 $80.00 36.1% 9.2% 30.8% 26.3% 33.2% 6.5% -0.6% 462.6M -22.36B -104.8M 0.62 2.81 N/A N/A 1,317,772 820,520 5,313,460 4,755,704 2020-06-30 $91.06 $80.00 34.7% 8.5% 30.8% 24.3% 31.5% 5.2% -0.5% 622.9M -24.36B -102.8M 0.60 2.87 N/A N/A 1,297,056 778,580 5,455,972 4,927,768
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