AAPL Options History — August 2020 In August 2020, AAPL traded between $109.35 and $130.06. ATM implied volatility averaged 40.0%, placing in the 31.9% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded below realized volatility by 2.7% (HV 20d: 42.7%). Max pain ranged from $85.00 to $200.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.43.
Notable Days 2020-08-21 : Highest Volume — 10,826,304 contracts2020-08-21 : Largest IV spike — 22.5% change2020-08-27 : Highest IV Rank — 50.7%2020-08-27 : Largest Expected Move — 14.7%Monthly Statistics Metric Avg Min Max Open Close Price $117.42 $109.35 $130.06 $109.35 $130.06 Max Pain $103.87 $85.00 $200.00 $93.75 $200.00 ATM IV 40.0% 33.3% 53.1% 37.8% 51.0% Expected Move 11.3% 9.0% 14.7% 10.7% 14.2% HV 20d 42.7% 29.1% 46.9% 42.1% 29.1% HV 60d 32.5% 31.3% 33.7% 31.6% 33.6% IV Rank 31.9% 22.4% 50.7% 28.8% 47.8% IV Percentile 80.1% 65.5% 92.1% 81.0% 90.5% Term Structure -0.3% -1.7% 0.6% -0.8% 0.2% VWIV 40.9% 33.1% 53.1% 38.8% 50.9% Skew 25d -1.5% -5.9% 1.3% -1.7% -4.0% Skew 10d -4.0% -13.2% 2.1% -2.0% -10.5% Call IV 25d 42.2% 34.1% 57.0% 40.1% 55.1% Put IV 25d 40.7% 34.7% 53.6% 38.3% 51.0% Bid-Ask Spread % 4.15 2.36 5.99 2.36 2.67 Gamma HHI 0.09 0.07 0.14 0.07 0.07 Net GEX 991.7M -35.3M 1.57B 782.2M -35.3M Net DEX -45.38B -63.83B 2.64B -45.44B 2.64B Net VEX -143.0M -187.9M -9.8M -109.2M -9.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.43 0.22 0.59 0.44 0.31 Total Volume 4,496,616.238 2,215,580 10,826,304 5,532,744 3,034,497 Total OI 12,568,667.476 389,521 15,782,920 10,965,192 389,521
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 2020-08-03 $109.35 $93.75 37.8% 10.7% 42.1% 28.8% 38.8% -1.7% -0.8% 782.2M -45.44B -109.2M 0.44 2.36 N/A N/A 3,849,636 1,683,108 5,985,164 4,980,028 2020-08-04 $109.36 $95.00 36.2% 9.9% 42.2% 26.5% 36.1% -1.1% -0.6% 794.1M -43.78B -122.4M 0.45 2.86 N/A N/A 2,288,516 1,028,732 6,583,188 5,390,512 2020-08-05 $110.01 $96.25 33.4% 9.0% 42.1% 22.6% 33.1% 0.5% -0.5% 918.8M -45.09B -123.8M 0.46 3.48 N/A N/A 1,740,864 798,368 6,859,764 5,611,356 2020-08-06 $113.66 $85.00 34.9% 9.8% 43.1% 24.7% 35.2% -2.2% -0.4% 1.31B -53.14B -118.7M 0.22 4.78 N/A N/A 7,561,112 1,638,772 6,996,928 5,738,684 2020-08-07 $111.41 $93.75 36.2% 10.2% 44.2% 26.5% 36.8% -0.3% -0.2% 341.3M -34.45B -133.8M 0.59 4.52 N/A N/A 3,371,540 2,004,180 6,241,560 5,924,240 2020-08-10 $112.69 $95.00 38.1% 10.8% 44.2% 29.3% 38.7% -0.8% -0.3% 742.5M -37.10B -136.5M 0.34 3.66 N/A N/A 3,140,272 1,061,752 6,025,884 5,451,848 2020-08-11 $109.53 $97.50 38.1% 10.8% 46.1% 29.2% 38.3% 1.3% -0.4% 545.4M -30.87B -141.9M 0.53 5.17 N/A N/A 1,955,396 1,042,268 6,507,636 5,670,064 2020-08-12 $112.98 $98.75 35.0% 10.0% 46.9% 24.9% 36.0% -0.3% 0.0% 992.0M -38.49B -140.1M 0.49 3.91 N/A N/A 2,394,180 1,168,652 6,738,512 5,848,324 2020-08-13 $115.20 $98.75 35.5% 10.3% 46.5% 25.5% 37.3% -0.5% 0.4% 1.28B -43.17B -142.2M 0.41 4.32 N/A N/A 3,829,444 1,559,752 6,852,296 6,010,424 2020-08-14 $114.47 $100.00 35.5% 10.3% 46.7% 25.5% 37.4% -0.1% 0.4% 1.02B -42.08B -150.6M 0.56 3.75 N/A N/A 2,986,020 1,682,064 7,374,180 6,189,984 2020-08-17 $114.94 $100.00 35.6% 10.2% 46.7% 25.6% 37.0% 0.1% 0.2% 1.04B -43.16B -156.8M 0.44 4.63 N/A N/A 1,539,780 675,800 7,057,652 5,755,108 2020-08-18 $115.62 $100.00 33.7% 9.7% 46.3% 22.9% 35.4% -0.3% 0.4% 1.21B -45.19B -155.7M 0.53 4.08 N/A N/A 1,523,944 807,556 7,345,124 5,882,896 2020-08-19 $116.06 $100.00 33.3% 9.6% 46.1% 22.4% 34.5% 0.8% 0.6% 1.27B -45.80B -156.2M 0.43 4.81 N/A N/A 2,461,408 1,065,156 7,475,580 6,072,428 2020-08-20 $118.28 $100.00 34.6% 9.9% 41.4% 24.3% 35.9% -0.2% 0.4% 1.57B -51.24B -157.1M 0.38 4.36 N/A N/A 2,466,884 949,616 7,687,224 6,235,024 2020-08-21 $123.96 $100.00 42.4% 12.2% 42.8% 35.5% 43.9% -3.0% -0.3% 1.43B -63.83B -156.8M 0.34 5.04 N/A N/A 8,051,896 2,774,408 7,837,876 6,334,952 2020-08-24 $125.94 $103.75 48.9% 14.3% 42.7% 44.7% 52.3% -5.9% -1.1% 992.8M -58.85B -166.9M 0.37 4.73 N/A N/A 4,779,456 1,775,168 7,320,312 5,626,944 2020-08-25 $124.80 $105.00 45.3% 13.1% 42.5% 39.6% 47.4% -3.6% -0.8% 1.05B -56.25B -171.9M 0.45 4.31 N/A N/A 2,482,848 1,125,780 8,008,248 6,052,832 2020-08-26 $126.06 $106.25 52.2% 14.4% 42.6% 49.5% 51.6% -3.5% -1.7% 1.16B -59.63B -177.8M 0.37 3.24 N/A N/A 2,689,724 999,788 8,422,928 6,388,716 2020-08-27 $125.22 $106.25 53.1% 14.7% 43.2% 50.7% 53.1% -3.4% -1.3% 1.06B -57.26B -187.9M 0.43 4.54 N/A N/A 2,867,020 1,222,860 8,717,716 6,567,440 2020-08-28 $126.25 $106.25 48.7% 13.4% 29.4% 44.4% 49.1% -2.4% -0.0% 1.35B -60.84B -187.0M 0.45 5.99 N/A N/A 2,990,476 1,360,248 8,986,900 6,796,020 2020-08-31 $130.06 $200.00 51.0% 14.2% 29.1% 47.8% 50.9% -4.0% 0.2% -35.3M 2.64B -9.8M 0.31 2.67 N/A N/A 2,309,857 724,640 60,246 329,275
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