AAPL Options History — December 2020 In December 2020, AAPL traded between $121.91 and $136.71. ATM implied volatility averaged 34.1%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 8.5% (HV 20d: 25.7%). Max pain ranged from $92.50 to $105.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 0.34.
Notable Days 2020-12-22 : Highest Volume — 3,716,390 contracts2020-12-28 : Largest IV spike — 9.6% change2020-12-28 : Highest IV Rank — 25.8%2020-12-22 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $127.28 $121.91 $136.71 $122.52 $132.68 Max Pain $99.38 $92.50 $105.00 $105.00 $105.00 ATM IV 34.1% 30.4% 39.0% 31.4% 38.8% Expected Move 9.6% 9.1% 10.3% 9.1% 9.6% HV 20d 25.7% 21.7% 28.4% 27.6% 28.1% HV 60d 35.0% 33.8% 39.2% 39.2% 33.8% IV Rank 22.3% 18.0% 25.8% 19.4% 25.4% IV Percentile 44.9% 28.6% 62.3% 33.3% 61.9% Term Structure 1.5% -0.2% 5.4% 2.3% 0.3% VWIV 34.7% 32.5% 36.6% 32.5% 34.6% Skew 25d -0.0% -1.1% 1.2% 0.2% 0.3% Skew 10d 0.6% -1.9% 2.9% 1.2% 0.8% Call IV 25d 35.2% 30.4% 42.1% 31.9% 39.6% Put IV 25d 35.2% 30.3% 41.0% 32.2% 39.9% Bid-Ask Spread % 2.38 1.41 3.68 1.58 1.66 Gamma HHI 0.09 0.07 0.15 0.08 0.07 Net GEX 1.19B 708.2M 1.69B 1.16B 897.3M Net DEX -44.54B -53.52B -37.80B -41.96B -43.13B Net VEX -165.4M -171.0M -160.2M -167.9M -160.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.34 0.22 0.47 0.29 0.42 Total Volume 1,681,848.591 917,031 3,716,390 2,280,095 1,492,718 Total OI 12,246,517.5 10,797,199 13,329,715 12,210,855 11,691,337
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 2020-12-01 $122.52 $105.00 31.4% 9.1% 27.6% 19.4% 32.5% 0.2% 2.3% 1.16B -41.96B -167.9M 0.29 1.58 N/A N/A 1,768,115 511,980 7,275,771 4,935,084 2020-12-02 $123.02 $105.00 32.5% 9.3% 26.6% 21.0% 33.6% 0.2% 2.0% 1.20B -42.94B -170.6M 0.36 1.65 N/A N/A 882,180 313,704 7,467,052 5,035,765 2020-12-03 $122.80 $92.50 31.2% 9.5% 24.0% 19.1% 34.7% 0.1% 2.3% 1.23B -42.47B -169.9M 0.36 3.34 N/A N/A 850,778 303,083 7,552,568 5,097,655 2020-12-04 $122.01 $92.50 30.4% 9.2% 21.7% 18.0% 33.2% -0.1% 2.0% 1.17B -40.68B -167.6M 0.38 2.18 N/A N/A 923,365 354,960 7,633,784 5,148,215 2020-12-07 $123.56 $93.75 31.9% 9.4% 22.1% 20.2% 34.6% -0.5% 0.6% 1.07B -42.34B -165.6M 0.33 2.64 N/A N/A 884,800 288,310 7,349,565 5,005,274 2020-12-08 $124.76 $95.00 31.7% 9.3% 21.9% 19.8% 33.8% -0.7% 0.5% 1.27B -45.19B -167.0M 0.30 2.36 N/A N/A 835,678 246,930 7,521,497 5,084,514 2020-12-09 $122.02 $95.00 33.2% 9.6% 23.2% 22.1% 34.8% -0.1% 0.3% 1.00B -39.16B -166.3M 0.40 3.68 N/A N/A 1,384,965 548,722 7,611,209 5,101,747 2020-12-10 $123.49 $95.00 32.8% 9.5% 22.3% 21.5% 34.2% -0.0% 0.3% 1.21B -41.84B -163.8M 0.47 2.78 N/A N/A 820,206 386,213 7,683,633 5,188,416 2020-12-11 $122.02 $95.00 33.2% 9.6% 22.8% 22.0% 35.3% 0.7% 0.7% 708.2M -38.24B -163.9M 0.45 2.64 N/A N/A 1,005,960 450,553 7,708,218 5,232,991 2020-12-14 $121.91 $96.25 33.1% 9.5% 22.8% 21.9% 34.1% 1.2% 0.1% 929.8M -37.94B -161.3M 0.38 2.71 N/A N/A 662,813 254,218 7,486,432 5,128,630 2020-12-15 $127.55 $98.75 34.2% 9.8% 27.7% 23.4% 35.4% 0.1% -0.2% 1.44B -50.37B -165.6M 0.24 2.88 N/A N/A 2,529,266 612,941 7,616,221 5,209,965 2020-12-16 $128.26 $100.00 32.9% 9.4% 27.6% 21.5% 34.3% 0.5% 0.6% 1.65B -53.52B -171.0M 0.31 2.67 N/A N/A 1,193,841 375,815 7,993,629 5,336,086 2020-12-17 $128.63 $100.00 32.7% 9.4% 27.2% 21.3% 33.7% 0.9% 0.6% 1.69B -52.22B -163.9M 0.34 2.66 N/A N/A 1,136,377 381,121 7,785,363 5,375,536 2020-12-18 $126.48 $100.00 34.4% 9.9% 28.2% 23.7% 35.3% 1.0% -0.0% 888.4M -46.10B -164.3M 0.47 2.99 N/A N/A 1,237,800 584,067 7,798,482 5,458,467 2020-12-21 $127.48 $100.00 35.1% 10.0% 27.9% 24.8% 36.3% 0.3% 5.2% 943.6M -37.80B -165.0M 0.29 2.89 N/A N/A 1,349,219 388,080 6,388,594 4,408,605 2020-12-22 $131.74 $100.00 35.7% 10.3% 26.3% 25.1% 36.6% -0.6% 5.0% 1.26B -46.99B -166.7M 0.22 2.33 N/A N/A 3,034,751 681,639 6,613,746 4,512,875 2020-12-23 $131.76 $102.50 34.1% 9.6% 26.3% 22.4% 34.3% -0.6% 5.4% 1.32B -45.71B -166.4M 0.28 1.92 N/A N/A 1,054,612 295,268 6,813,291 4,613,283 2020-12-24 $131.81 $102.50 35.6% 9.8% 26.4% 21.6% 35.6% -1.0% 5.1% 1.48B -45.71B -167.1M 0.32 1.99 N/A N/A 1,063,251 338,701 6,892,339 4,664,829 2020-12-28 $136.71 $102.50 39.0% 10.1% 28.4% 25.8% 36.1% -1.1% 0.3% 1.31B -52.37B -161.2M 0.28 1.59 N/A N/A 1,765,980 500,293 6,616,245 4,504,042 2020-12-29 $135.22 $105.00 38.4% 9.7% 27.4% 24.9% 35.0% -0.8% 0.4% 1.26B -48.03B -162.2M 0.34 1.72 N/A N/A 1,374,267 464,559 6,730,865 4,610,774 2020-12-30 $133.75 $105.00 38.7% 9.8% 27.7% 25.3% 35.1% -0.3% 0.2% 1.05B -45.24B -160.9M 0.33 1.41 N/A N/A 1,108,393 360,177 6,851,786 4,689,005 2020-12-31 $132.68 $105.00 38.8% 9.6% 28.1% 25.4% 34.6% 0.3% 0.3% 897.3M -43.13B -160.2M 0.42 1.66 N/A N/A 1,053,926 438,792 6,938,405 4,752,932
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