AAPL Options History — November 2020 In November 2020, AAPL traded between $107.94 and $120.45. ATM implied volatility averaged 32.4%, placing in the 20.9% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded below realized volatility by 8.6% (HV 20d: 41.0%). Max pain ranged from $100.00 to $113.75. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.49.
Notable Days 2020-11-30 : Highest Volume — 2,431,767 contracts2020-11-30 : Largest IV spike — 9.3% change2020-11-02 : Highest IV Rank — 35.9%2020-11-02 : Largest Expected Move — 13.4%Monthly Statistics Metric Avg Min Max Open Close Price $117.07 $107.94 $120.45 $107.94 $120.45 Max Pain $103.65 $100.00 $113.75 $113.75 $105.00 ATM IV 32.4% 29.2% 42.8% 42.8% 32.4% Expected Move 9.5% 8.4% 13.4% 13.4% 9.5% HV 20d 41.0% 27.5% 47.5% 44.5% 27.5% HV 60d 42.8% 39.1% 43.8% 43.1% 39.1% IV Rank 20.9% 16.3% 35.9% 35.9% 20.9% IV Percentile 38.5% 27.0% 67.5% 67.5% 37.7% Term Structure 0.1% -0.5% 2.2% -0.5% 2.2% VWIV 33.6% 29.5% 47.1% 47.1% 33.9% Skew 25d 2.6% 0.0% 4.4% 4.4% 0.0% Skew 10d 5.4% -0.2% 9.2% 8.7% -0.2% Call IV 25d 31.5% 28.6% 40.8% 40.8% 33.1% Put IV 25d 34.1% 30.5% 45.2% 45.2% 33.1% Bid-Ask Spread % 2.09 1.29 3.51 1.53 1.29 Gamma HHI 0.08 0.06 0.17 0.06 0.08 Net GEX 849.8M 422.8M 1.19B 422.8M 866.2M Net DEX -31.54B -38.48B -19.78B -19.78B -36.53B Net VEX -160.0M -170.1M -150.4M -163.0M -161.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.49 0.30 0.67 0.48 0.30 Total Volume 1,338,084.2 827,179 2,431,767 1,127,232 2,431,767 Total OI 12,321,956.1 11,390,318 12,862,951 12,049,495 11,705,678
Daily Data (20 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 2020-11-02 $107.94 $113.75 42.8% 13.4% 44.5% 35.9% 47.1% 4.4% -0.5% 422.8M -19.78B -163.0M 0.48 1.53 N/A N/A 760,457 366,775 7,257,809 4,791,686 2020-11-03 $110.83 $113.75 39.7% 12.4% 44.7% 31.6% 43.5% 4.1% -0.2% 533.7M -23.80B -165.0M 0.53 1.59 N/A N/A 647,501 340,528 7,257,809 4,791,686 2020-11-04 $114.91 $113.00 36.7% 11.3% 46.2% 27.2% 39.5% 4.2% 0.1% 780.0M -31.26B -161.7M 0.61 1.46 N/A N/A 897,240 543,668 7,469,212 4,924,377 2020-11-05 $118.59 $100.00 35.3% 10.3% 47.5% 25.3% 36.3% 3.1% 0.0% 1.01B -38.48B -170.1M 0.44 2.56 N/A N/A 1,397,781 615,353 7,548,979 4,982,098 2020-11-06 $118.94 $100.00 32.5% 9.4% 47.3% 21.2% 33.5% 3.0% 0.5% 1.07B -35.67B -162.8M 0.52 3.19 N/A N/A 1,099,597 567,864 7,358,618 5,036,057 2020-11-09 $117.98 $100.00 32.9% 9.4% 40.9% 21.7% 33.1% 2.6% -0.0% 885.3M -33.13B -162.9M 0.46 3.51 N/A N/A 1,167,859 539,932 7,274,519 4,957,606 2020-11-10 $116.69 $100.00 34.4% 9.8% 40.4% 23.7% 34.8% 2.8% 0.0% 824.4M -30.70B -166.6M 0.53 2.65 N/A N/A 978,988 518,706 7,467,652 5,045,701 2020-11-11 $119.28 $100.00 31.3% 9.1% 41.3% 19.3% 32.6% 2.9% 0.2% 1.06B -35.53B -163.6M 0.65 3.39 N/A N/A 708,332 461,168 7,546,873 5,097,183 2020-11-12 $119.06 $102.50 33.2% 9.5% 41.2% 22.0% 33.8% 3.5% 0.2% 967.6M -34.38B -165.9M 0.67 2.70 N/A N/A 766,722 516,090 7,514,730 5,176,444 2020-11-13 $119.52 $102.50 30.3% 8.8% 41.0% 17.9% 30.9% 3.2% 0.5% 1.19B -35.31B -159.5M 0.59 3.09 N/A N/A 734,591 434,757 7,580,757 5,234,908 2020-11-16 $120.02 $102.50 29.4% 8.4% 39.9% 16.6% 29.8% 2.6% -0.4% 976.3M -35.98B -154.4M 0.40 1.86 N/A N/A 769,991 310,458 7,310,861 5,070,593 2020-11-17 $119.69 $102.50 29.5% 8.5% 39.8% 16.6% 29.8% 2.1% -0.1% 985.9M -34.73B -158.0M 0.53 1.83 N/A N/A 549,677 293,361 7,390,089 5,140,702 2020-11-18 $118.62 $102.50 29.9% 8.6% 39.9% 17.2% 30.7% 2.4% -0.5% 899.8M -32.40B -157.4M 0.59 1.94 N/A N/A 592,776 350,246 7,466,928 5,170,598 2020-11-19 $118.83 $102.50 29.2% 8.4% 39.7% 16.3% 29.5% 2.8% -0.0% 938.9M -32.71B -157.8M 0.45 1.88 N/A N/A 730,747 325,713 7,534,475 5,184,713 2020-11-20 $117.70 $102.50 29.3% 8.4% 39.7% 16.3% 31.0% 2.3% -0.0% 773.9M -30.34B -158.4M 0.59 1.64 N/A N/A 678,421 397,075 7,606,155 5,256,796 2020-11-23 $114.05 $102.50 30.9% 9.0% 41.4% 18.7% 32.0% 1.7% -0.2% 485.8M -24.12B -150.4M 0.36 1.44 N/A N/A 1,350,634 484,697 6,701,952 4,688,366 2020-11-24 $115.58 $102.50 29.4% 8.4% 41.2% 16.6% 29.8% 1.5% -0.2% 687.3M -27.15B -153.8M 0.39 1.49 N/A N/A 1,064,359 415,459 6,940,054 4,847,262 2020-11-25 $116.30 $102.50 29.6% 8.4% 38.8% 16.9% 30.0% 1.2% 0.2% 820.9M -29.18B -154.3M 0.35 1.47 N/A N/A 835,705 289,510 7,085,210 4,911,945 2020-11-27 $116.44 $102.50 29.6% 8.5% 36.8% 16.9% 30.3% 0.8% 0.4% 821.6M -29.58B -153.0M 0.37 1.38 N/A N/A 603,255 223,924 7,169,208 4,942,833 2020-11-30 $120.45 $105.00 32.4% 9.5% 27.5% 20.9% 33.9% 0.0% 2.2% 866.2M -36.53B -161.9M 0.30 1.29 N/A N/A 1,867,718 564,049 6,869,014 4,836,664
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