AAPL Options History — October 2020 In October 2020, AAPL traded between $108.45 and $124.38. ATM implied volatility averaged 46.6%, placing in the 41.4% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 8.1% (HV 20d: 38.5%). Max pain ranged from $110.00 to $115.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.47.
Notable Days 2020-10-12 : Highest Volume — 3,755,121 contracts2020-10-28 : Largest IV spike — 9.4% change2020-10-06 : Highest IV Rank — 49.9%2020-10-28 : Largest Expected Move — 14.8%Monthly Statistics Metric Avg Min Max Open Close Price $116.62 $108.45 $124.38 $116.32 $108.45 Max Pain $112.67 $110.00 $115.00 $110.00 $115.00 ATM IV 46.6% 43.5% 52.5% 47.1% 43.5% Expected Move 13.2% 12.0% 14.8% 12.0% 13.2% HV 20d 38.5% 33.6% 50.0% 50.0% 45.4% HV 60d 43.7% 39.9% 45.7% 42.6% 43.3% IV Rank 41.4% 36.9% 49.9% 42.1% 36.9% IV Percentile 78.2% 69.0% 89.7% 82.1% 69.0% Term Structure -1.0% -2.1% 3.7% 3.5% -0.3% VWIV 46.2% 41.7% 51.7% 41.7% 45.7% Skew 25d 2.3% 0.3% 4.4% 3.9% 4.4% Skew 10d 3.5% -1.7% 9.5% 6.4% 9.5% Call IV 25d 45.5% 41.7% 51.1% 43.9% 41.7% Put IV 25d 47.8% 45.6% 53.7% 47.8% 46.1% Bid-Ask Spread % 2.89 1.17 4.80 1.52 1.97 Gamma HHI 0.06 0.05 0.10 0.06 0.06 Net GEX 752.1M 255.8M 1.08B 862.6M 255.8M Net DEX -35.35B -53.64B -18.25B -37.24B -18.25B Net VEX -183.3M -195.3M -168.9M -195.3M -168.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.32 0.60 0.52 0.60 Total Volume 1,663,833.227 941,330 3,755,121 1,304,232 2,634,526 Total OI 12,967,717.455 11,825,145 13,995,063 13,360,757 12,673,125
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 2020-10-01 $116.32 $110.00 47.1% 12.0% 50.0% 42.1% 41.7% 3.9% 3.5% 862.6M -37.24B -195.3M 0.52 1.52 N/A N/A 858,054 446,178 8,065,758 5,294,999 2020-10-02 $113.60 $110.00 49.4% 12.5% 42.5% 45.5% 42.9% 3.3% 3.7% 597.4M -31.58B -194.3M 0.55 1.17 N/A N/A 1,241,275 684,219 8,093,174 5,366,005 2020-10-05 $116.20 $110.00 48.3% 13.7% 43.5% 43.9% 48.2% 3.3% -0.7% 749.2M -36.53B -190.2M 0.46 4.17 N/A N/A 765,903 352,159 7,840,472 5,236,431 2020-10-06 $113.03 $110.00 52.5% 14.4% 37.8% 49.9% 49.6% 2.6% -1.5% 636.7M -30.92B -189.6M 0.38 4.80 N/A N/A 1,381,982 524,455 7,955,070 5,278,016 2020-10-07 $115.15 $110.00 50.0% 13.6% 36.5% 46.3% 47.7% 3.0% -1.6% 835.2M -35.19B -189.6M 0.41 3.78 N/A N/A 709,779 288,232 8,148,793 5,406,842 2020-10-08 $114.99 $110.00 48.5% 13.3% 34.9% 44.1% 47.4% 2.3% -1.4% 847.2M -34.86B -189.1M 0.32 3.67 N/A N/A 901,740 292,915 8,204,829 5,422,407 2020-10-09 $116.56 $110.00 46.7% 12.8% 34.4% 41.6% 44.8% 2.2% -1.6% 1.07B -38.78B -186.9M 0.37 3.29 N/A N/A 1,085,054 402,474 8,326,608 5,458,964 2020-10-12 $124.38 $110.00 46.9% 12.8% 39.7% 41.8% 45.3% 0.8% -1.5% 1.07B -53.64B -186.3M 0.34 3.23 N/A N/A 2,811,119 944,002 8,059,669 5,315,774 2020-10-13 $121.72 $111.25 47.3% 13.1% 40.5% 42.4% 45.9% 0.5% -1.4% 1.02B -46.67B -186.2M 0.36 2.86 N/A N/A 2,655,234 952,289 8,148,166 5,434,489 2020-10-14 $121.88 $112.50 45.7% 12.7% 39.9% 40.1% 44.8% 0.3% -1.3% 1.08B -46.67B -184.3M 0.44 2.82 N/A N/A 1,397,322 618,318 8,300,884 5,556,756 2020-10-15 $120.85 $112.50 45.6% 12.7% 38.7% 40.0% 45.0% 0.3% -1.6% 973.8M -43.88B -184.4M 0.49 2.62 N/A N/A 1,040,174 509,133 8,350,448 5,555,361 2020-10-16 $119.59 $112.50 44.9% 12.6% 38.2% 39.0% 44.2% 0.6% -1.6% 856.5M -41.02B -183.2M 0.49 3.09 N/A N/A 1,222,676 593,473 8,405,896 5,589,167 2020-10-19 $116.59 $115.00 45.9% 13.0% 39.5% 40.4% 45.8% 1.7% -2.1% 635.2M -32.25B -179.9M 0.46 3.04 N/A N/A 943,691 429,448 7,173,823 4,651,322 2020-10-20 $117.85 $115.00 44.9% 12.8% 38.7% 38.9% 45.0% 2.0% -1.9% 710.9M -34.39B -178.9M 0.45 3.00 N/A N/A 929,214 415,428 7,311,372 4,731,542 2020-10-21 $117.08 $115.00 45.3% 13.0% 35.3% 39.5% 46.4% 2.2% -2.0% 681.8M -33.05B -180.1M 0.47 3.25 N/A N/A 639,158 302,172 7,417,306 4,780,495 2020-10-22 $115.99 $115.00 44.9% 13.0% 35.5% 39.0% 45.6% 1.8% -2.1% 589.4M -31.20B -178.4M 0.51 2.90 N/A N/A 853,142 434,676 7,494,016 4,817,756 2020-10-23 $114.84 $115.00 44.0% 12.8% 34.5% 37.6% 44.8% 1.7% -2.0% 438.9M -29.05B -176.3M 0.60 2.28 N/A N/A 894,019 534,499 7,586,175 4,867,596 2020-10-26 $114.76 $115.00 45.9% 13.8% 33.6% 40.5% 48.4% 2.5% -1.1% 613.2M -29.90B -176.6M 0.44 2.42 N/A N/A 737,872 322,520 7,254,098 4,734,199 2020-10-27 $116.77 $115.00 44.3% 13.4% 34.1% 38.1% 46.9% 2.9% -0.7% 715.4M -33.42B -177.6M 0.55 2.47 N/A N/A 609,695 335,785 7,381,633 4,814,385 2020-10-28 $112.49 $115.00 48.4% 14.8% 36.2% 44.0% 51.7% 4.2% -1.5% 550.2M -26.07B -177.5M 0.56 2.65 N/A N/A 787,827 445,104 7,459,428 4,848,128 2020-10-29 $116.47 $115.00 44.9% 13.8% 38.4% 39.0% 48.6% 3.7% -1.0% 748.2M -33.16B -179.1M 0.59 2.60 N/A N/A 1,057,600 619,796 7,552,298 4,926,109 2020-10-30 $108.45 $115.00 43.5% 13.2% 45.4% 36.9% 45.7% 4.4% -0.3% 255.8M -18.25B -168.9M 0.60 1.97 N/A N/A 1,647,368 987,158 7,631,813 5,041,312
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