AAPL Options History — September 2020 In September 2020, AAPL traded between $107.74 and $134.10. ATM implied volatility averaged 50.2%, placing in the 46.6% IV rank vs the trailing year. The 30-day expected move averaged 14.1%. IV traded above realized volatility by 2.3% (HV 20d: 47.9%). Max pain ranged from $107.50 to $110.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.53.
Notable Days 2020-09-04 : Highest Volume — 4,926,634 contracts2020-09-09 : Largest IV drop — 12.3% change2020-09-03 : Highest IV Rank — 61.5%2020-09-03 : Largest Expected Move — 16.7%Monthly Statistics Metric Avg Min Max Open Close Price $115.26 $107.74 $134.10 $134.10 $115.78 Max Pain $109.76 $107.50 $110.00 $108.75 $110.00 ATM IV 50.2% 44.6% 60.7% 50.5% 44.6% Expected Move 14.1% 11.9% 16.7% 14.2% 11.9% HV 20d 47.9% 29.9% 52.9% 29.9% 50.1% HV 60d 40.3% 33.9% 42.8% 33.9% 42.7% IV Rank 46.6% 38.6% 61.5% 47.0% 38.6% IV Percentile 86.8% 78.6% 95.2% 90.1% 78.6% Term Structure 0.3% -2.1% 4.0% -0.3% 3.8% VWIV 49.7% 41.6% 59.1% 51.2% 41.6% Skew 25d 1.8% -3.7% 4.6% -3.7% 3.0% Skew 10d 2.3% -8.6% 7.8% -8.6% 5.5% Call IV 25d 49.6% 42.8% 63.1% 54.4% 42.8% Put IV 25d 51.5% 45.8% 62.6% 50.7% 45.8% Bid-Ask Spread % 3.44 1.41 6.52 3.42 1.43 Gamma HHI 0.05 0.04 0.07 0.05 0.06 Net GEX 573.0M 253.0M 1.07B 1.07B 833.8M Net DEX -34.45B -69.97B -20.74B -69.97B -36.46B Net VEX -195.1M -209.2M -187.0M -187.0M -191.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.37 0.77 0.39 0.47 Total Volume 2,350,388.286 954,202 4,926,634 2,823,802 1,663,693 Total OI 14,377,147.667 12,926,381 15,530,871 14,480,143 13,251,101
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 2020-09-01 $134.10 $108.75 50.5% 14.2% 29.9% 47.0% 51.2% -3.7% -0.3% 1.07B -69.97B -187.0M 0.39 3.42 N/A N/A 2,025,181 798,621 8,166,422 6,313,721 2020-09-02 $131.42 $108.75 56.3% 16.1% 31.8% 55.3% 58.0% -2.6% -0.6% 897.4M -63.12B -202.0M 0.45 3.42 N/A N/A 1,966,138 884,937 8,312,471 6,420,613 2020-09-03 $121.34 $107.50 60.7% 16.7% 43.5% 61.5% 59.1% 0.0% -1.3% 448.0M -41.79B -209.2M 0.63 4.59 N/A N/A 2,168,201 1,376,366 8,519,286 6,547,222 2020-09-04 $121.32 $110.00 60.1% 16.6% 42.7% 60.7% 58.9% -2.0% -1.6% 427.2M -42.42B -208.0M 0.60 5.03 N/A N/A 3,079,192 1,847,442 8,772,008 6,576,879 2020-09-08 $113.58 $110.00 59.1% 16.3% 49.3% 59.2% 58.8% 1.3% -2.1% 442.2M -30.73B -197.4M 0.50 3.97 N/A N/A 1,873,931 941,750 8,234,412 6,162,078 2020-09-09 $117.30 $110.00 51.8% 14.4% 49.3% 48.8% 50.7% 1.6% -1.6% 615.8M -38.04B -199.5M 0.40 3.87 N/A N/A 1,512,636 599,658 8,675,417 6,229,740 2020-09-10 $113.88 $110.00 51.4% 14.4% 49.5% 48.3% 50.4% 2.1% -1.5% 471.9M -31.15B -198.9M 0.53 6.52 N/A N/A 1,631,153 857,615 8,861,369 6,378,204 2020-09-11 $111.81 $110.00 48.4% 13.6% 49.3% 43.9% 47.6% 1.5% -1.5% 397.9M -26.67B -192.6M 0.69 3.81 N/A N/A 1,774,217 1,231,573 9,041,710 6,483,525 2020-09-14 $115.58 $110.00 46.5% 13.3% 50.8% 41.2% 46.6% 1.6% -0.7% 626.8M -36.04B -193.5M 0.37 4.06 N/A N/A 1,266,922 474,360 8,590,365 6,219,919 2020-09-15 $114.58 $110.00 45.5% 13.0% 50.9% 39.9% 45.7% 1.8% -0.4% 619.6M -34.37B -188.5M 0.39 4.25 N/A N/A 1,848,479 716,857 8,764,261 6,305,430 2020-09-16 $112.73 $110.00 47.5% 13.6% 51.1% 42.8% 47.2% 2.5% -0.9% 470.9M -29.91B -191.9M 0.68 4.83 N/A N/A 1,041,760 706,510 8,832,203 6,398,112 2020-09-17 $109.99 $110.00 48.6% 14.0% 51.8% 44.3% 48.8% 2.6% -0.6% 384.2M -24.67B -191.0M 0.74 5.24 N/A N/A 1,336,845 984,832 8,910,084 6,354,922 2020-09-18 $107.95 $110.00 47.8% 13.7% 51.4% 43.1% 47.6% 2.5% -0.2% 253.0M -20.74B -188.9M 0.77 4.58 N/A N/A 1,561,232 1,208,303 9,067,635 6,463,236 2020-09-21 $109.44 $110.00 50.1% 14.5% 48.2% 46.4% 51.0% 2.8% 0.8% 462.6M -24.61B -192.7M 0.51 2.47 N/A N/A 1,401,506 711,679 7,766,455 5,159,926 2020-09-22 $112.30 $110.00 48.3% 13.8% 49.0% 43.8% 47.9% 3.0% 1.4% 595.4M -29.97B -196.2M 0.40 2.11 N/A N/A 1,314,287 524,410 7,982,334 5,283,455 2020-09-23 $107.74 $110.00 49.5% 14.4% 50.6% 45.6% 49.4% 4.3% 1.6% 399.2M -21.88B -191.9M 0.47 1.94 N/A N/A 1,139,140 536,658 8,060,477 5,344,153 2020-09-24 $108.88 $110.00 49.4% 14.1% 50.6% 45.4% 48.9% 4.6% 1.2% 479.7M -23.84B -193.7M 0.59 1.76 N/A N/A 1,180,619 693,471 8,201,496 5,395,273 2020-09-25 $112.06 $110.00 46.5% 13.0% 52.2% 41.2% 45.5% 3.7% 2.4% 722.5M -29.84B -195.4M 0.53 1.94 N/A N/A 1,380,447 725,241 8,275,072 5,463,648 2020-09-28 $114.59 $110.00 46.5% 12.7% 52.9% 41.2% 44.3% 3.9% 4.0% 698.0M -34.05B -194.4M 0.41 1.53 N/A N/A 1,008,837 409,253 7,795,461 5,170,037 2020-09-29 $114.08 $110.00 46.2% 12.6% 51.3% 40.9% 43.8% 3.5% 3.8% 715.5M -33.17B -194.0M 0.58 1.41 N/A N/A 603,873 350,329 7,933,611 5,236,358 2020-09-30 $115.78 $110.00 44.6% 11.9% 50.1% 38.6% 41.6% 3.0% 3.8% 833.8M -36.46B -191.3M 0.47 1.43 N/A N/A 1,135,451 528,242 7,975,938 5,275,163
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