AAPL Options History — July 2020 In July 2020, AAPL traded between $91.34 and $105.81. ATM implied volatility averaged 36.0%, placing in the 26.3% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 12.3% (HV 20d: 23.7%). Max pain ranged from $80.00 to $92.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.54.
Notable Days 2020-07-31 : Highest Volume — 9,255,980 contracts2020-07-23 : Largest IV spike — 10.4% change2020-07-16 : Highest IV Rank — 35.1%2020-07-16 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $95.61 $91.34 $105.81 $91.34 $105.81 Max Pain $89.43 $80.00 $92.50 $80.00 $92.50 ATM IV 36.0% 31.9% 42.2% 34.6% 33.1% Expected Move 10.0% 7.1% 11.7% 8.2% 9.4% HV 20d 23.7% 16.0% 41.4% 30.7% 41.4% HV 60d 24.9% 22.6% 31.1% 26.7% 31.1% IV Rank 26.3% 20.4% 35.1% 24.3% 22.0% IV Percentile 77.8% 66.3% 85.3% 80.2% 69.0% Term Structure -0.9% -2.0% 0.3% 0.1% 0.3% VWIV 35.6% 25.5% 41.6% 30.1% 34.4% Skew 25d 3.9% -0.2% 5.3% 5.3% -0.2% Skew 10d 6.6% -0.9% 9.8% 9.8% -0.9% Call IV 25d 34.7% 29.8% 41.0% 32.4% 34.3% Put IV 25d 38.6% 34.1% 45.5% 37.6% 34.1% Bid-Ask Spread % 6.56 2.54 12.47 2.88 5.64 Gamma HHI 0.08 0.05 0.11 0.09 0.11 Net GEX 531.9M 12.6M 834.7M 681.5M 834.7M Net DEX -27.35B -47.08B -16.74B -24.76B -47.08B Net VEX -105.9M -114.8M -94.1M -100.4M -103.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.54 0.40 0.72 0.72 0.44 Total Volume 2,945,693.091 1,206,620 9,255,980 2,070,228 9,255,980 Total OI 10,758,616.909 9,559,672 12,230,024 10,635,516 11,427,100
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 2020-07-01 $91.34 $80.00 34.6% 8.2% 30.7% 24.3% 30.1% 5.3% 0.1% 681.5M -24.76B -100.4M 0.72 2.88 N/A N/A 1,206,788 863,440 5,573,192 5,062,324 2020-07-02 $91.53 $81.25 31.9% 7.1% 30.1% 20.4% 25.5% 4.8% -0.1% 726.7M -25.23B -97.5M 0.55 2.54 N/A N/A 1,834,820 1,008,600 5,606,008 5,183,580 2020-07-06 $93.45 $88.75 32.1% 8.8% 29.5% 20.7% 31.8% 4.6% -1.0% 564.7M -27.56B -94.1M 0.49 7.06 N/A N/A 1,783,956 875,812 5,116,008 4,832,372 2020-07-07 $93.74 $88.75 34.2% 9.3% 29.5% 23.6% 33.3% 4.8% -0.6% 598.1M -27.76B -96.0M 0.47 6.99 N/A N/A 1,492,700 707,856 5,386,104 4,994,904 2020-07-08 $95.04 $88.75 35.7% 9.7% 27.6% 25.8% 34.6% 3.7% -1.3% 700.6M -30.06B -98.8M 0.46 7.18 N/A N/A 1,809,860 833,208 5,549,448 5,111,960 2020-07-09 $95.53 $88.75 37.6% 10.3% 26.6% 28.5% 36.0% 4.6% -1.2% 702.4M -30.60B -101.0M 0.64 8.84 N/A N/A 1,729,492 1,109,576 5,696,012 5,238,072 2020-07-10 $95.84 $88.75 37.4% 10.1% 19.4% 28.2% 36.1% 4.5% -1.5% 720.4M -31.79B -99.7M 0.63 7.37 N/A N/A 1,366,208 854,736 5,877,196 5,330,784 2020-07-13 $96.24 $88.75 40.6% 11.2% 19.4% 32.9% 39.7% 2.9% -1.3% 506.9M -30.36B -101.7M 0.44 12.47 N/A N/A 3,546,732 1,554,844 5,455,072 4,985,700 2020-07-14 $96.73 $90.00 41.8% 11.5% 19.4% 34.5% 41.0% 3.5% -1.3% 463.0M -30.02B -105.9M 0.51 8.84 N/A N/A 2,123,220 1,079,292 5,952,988 5,298,648 2020-07-15 $97.76 $90.00 42.0% 11.5% 18.3% 34.9% 41.0% 3.8% -2.0% 613.0M -32.59B -107.1M 0.41 8.85 N/A N/A 2,569,708 1,061,832 6,206,316 5,433,528 2020-07-16 $96.63 $90.00 42.2% 11.7% 19.3% 35.1% 41.6% 4.4% -1.7% 447.6M -29.97B -111.5M 0.44 7.12 N/A N/A 1,761,956 770,172 6,453,196 5,576,748 2020-07-17 $96.59 $90.00 38.1% 10.7% 19.1% 29.2% 37.7% 4.0% -1.2% 500.4M -30.15B -109.2M 0.56 9.74 N/A N/A 1,468,028 824,544 6,629,380 5,600,644 2020-07-20 $98.18 $90.00 35.8% 10.1% 19.0% 25.9% 36.4% 3.9% -0.6% 580.8M -27.35B -106.4M 0.40 4.97 N/A N/A 1,428,152 569,816 5,251,356 4,308,316 2020-07-21 $97.36 $90.00 36.2% 10.3% 17.8% 26.5% 36.7% 4.0% -1.2% 562.3M -26.10B -106.9M 0.52 4.58 N/A N/A 1,348,348 696,576 5,480,524 4,443,160 2020-07-22 $97.14 $90.63 34.6% 9.9% 16.0% 24.2% 35.2% 3.5% -0.9% 585.0M -25.92B -107.6M 0.55 6.66 N/A N/A 949,908 524,204 5,674,876 4,571,376 2020-07-23 $92.79 $91.25 38.2% 11.0% 22.6% 29.4% 38.4% 4.3% -1.3% 119.0M -17.14B -114.8M 0.71 7.74 N/A N/A 2,731,756 1,942,308 5,750,860 4,653,924 2020-07-24 $92.53 $91.25 34.9% 10.1% 22.6% 24.6% 35.7% 3.9% -0.9% 12.6M -16.74B -113.4M 0.69 6.09 N/A N/A 2,704,748 1,861,100 6,146,280 4,949,628 2020-07-27 $94.67 $91.25 33.5% 9.9% 23.0% 22.7% 34.7% 3.9% -0.6% 393.0M -22.18B -112.7M 0.52 5.34 N/A N/A 1,111,948 574,832 5,449,512 4,669,124 2020-07-28 $93.63 $91.88 33.1% 9.8% 23.3% 22.1% 34.3% 4.2% -0.4% 367.6M -20.32B -113.9M 0.66 4.86 N/A N/A 728,120 478,500 5,648,744 4,740,132 2020-07-29 $95.03 $92.50 32.5% 9.7% 23.6% 21.2% 34.1% 3.7% -0.8% 462.0M -23.12B -113.5M 0.57 4.83 N/A N/A 882,136 506,076 5,749,496 4,824,760 2020-07-30 $95.94 $92.50 32.5% 9.6% 23.8% 21.2% 34.4% 4.1% -0.6% 560.0M -24.96B -114.3M 0.60 3.80 N/A N/A 1,423,160 850,200 5,865,816 4,934,404 2020-07-31 $105.81 $92.50 33.1% 9.4% 41.4% 22.0% 34.4% -0.2% 0.3% 834.7M -47.08B -103.8M 0.44 5.64 N/A N/A 6,427,856 2,828,124 6,261,828 5,165,272
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