AAPL Options History — March 2021 In March 2021, AAPL traded between $117.19 and $127.51. ATM implied volatility averaged 33.1%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 4.0% (HV 20d: 29.1%). Max pain ranged from $125.00 to $130.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.45.
Notable Days 2021-03-04 : Highest Volume — 1,925,707 contracts2021-03-09 : Largest IV drop — 11.2% change2021-03-08 : Highest IV Rank — 23.4%2021-03-08 : Largest Expected Move — 10.9%Monthly Statistics Metric Avg Min Max Open Close Price $122.00 $117.19 $127.51 $127.51 $122.38 Max Pain $127.34 $125.00 $130.00 $130.00 $125.00 ATM IV 33.1% 29.0% 39.0% 31.9% 31.9% Expected Move 9.3% 7.5% 10.9% 9.1% 7.5% HV 20d 29.1% 21.8% 33.5% 22.4% 29.9% HV 60d 30.2% 29.1% 31.2% 29.1% 29.5% IV Rank 16.0% 10.8% 23.4% 12.2% 18.6% IV Percentile 29.8% 8.3% 56.0% 20.6% 23.4% Term Structure 0.7% -0.9% 3.8% 0.1% -0.0% VWIV 32.7% 26.4% 38.8% 32.3% 26.4% Skew 25d 3.0% 1.3% 5.7% 3.0% 2.5% Skew 10d 7.0% 3.2% 12.3% 8.3% 5.1% Call IV 25d 32.3% 27.9% 37.6% 31.1% 31.0% Put IV 25d 35.2% 30.7% 41.9% 34.2% 33.5% Bid-Ask Spread % 1.90 1.54 2.46 1.84 1.97 Gamma HHI 0.05 0.04 0.10 0.05 0.06 Net GEX 388.2M 130.4M 742.3M 573.8M 552.0M Net DEX -8.51B -15.67B -1.15B -15.56B -11.07B Net VEX -181.0M -190.8M -172.6M -184.2M -176.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.45 0.31 0.58 0.37 0.41 Total Volume 1,356,416.217 919,745 1,925,707 1,628,117 1,372,016 Total OI 10,190,667.826 9,298,881 11,110,351 9,690,554 9,902,551
Daily Data (23 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 2021-03-01 $127.51 $130.00 31.9% 9.1% 22.4% 12.2% 32.3% 3.0% 0.1% 573.8M -15.56B -184.2M 0.37 1.84 N/A N/A 1,186,134 441,983 5,797,208 3,893,346 2021-03-02 $125.66 $130.00 32.8% 9.4% 21.8% 13.7% 32.9% 3.4% -0.1% 521.7M -12.41B -182.9M 0.37 1.67 N/A N/A 764,184 281,207 6,028,126 4,003,593 2021-03-03 $122.83 $130.00 35.4% 10.5% 22.7% 17.7% 36.7% 4.7% -0.6% 322.5M -7.55B -178.7M 0.54 1.66 N/A N/A 903,240 490,320 6,123,178 4,051,535 2021-03-04 $120.24 $130.00 38.0% 10.7% 23.4% 21.8% 37.3% 5.7% -0.9% 156.8M -3.61B -177.2M 0.52 2.26 N/A N/A 1,270,097 655,610 6,201,331 4,134,619 2021-03-05 $121.29 $130.00 35.3% 10.1% 22.4% 17.7% 35.5% 5.0% -0.4% 271.7M -5.16B -179.1M 0.52 2.04 N/A N/A 1,262,331 653,367 6,295,011 4,188,045 2021-03-08 $117.19 $130.00 39.0% 10.9% 24.5% 23.4% 38.8% 4.3% -0.5% 130.4M -1.15B -172.6M 0.43 1.90 N/A N/A 1,177,362 502,332 5,971,894 4,065,670 2021-03-09 $121.38 $128.75 34.6% 9.9% 28.8% 16.5% 34.9% 3.6% -0.1% 387.3M -6.99B -181.2M 0.44 1.78 N/A N/A 1,022,534 452,616 6,166,048 4,200,322 2021-03-10 $120.35 $128.75 35.2% 10.1% 28.7% 17.4% 35.4% 3.3% 0.1% 301.2M -5.38B -180.3M 0.45 2.39 N/A N/A 750,838 336,511 6,231,171 4,242,675 2021-03-11 $122.03 $127.50 33.3% 9.6% 29.6% 14.4% 34.2% 2.8% 0.4% 525.5M -8.46B -183.6M 0.46 1.79 N/A N/A 864,870 395,402 6,357,692 4,302,293 2021-03-12 $120.92 $127.50 33.8% 9.8% 29.6% 15.2% 34.5% 2.6% 0.5% 288.6M -6.46B -181.3M 0.50 1.89 N/A N/A 822,308 411,923 6,452,673 4,348,409 2021-03-15 $123.67 $127.50 33.8% 9.7% 31.1% 15.3% 34.4% 1.6% 0.1% 490.5M -11.31B -186.8M 0.31 1.90 N/A N/A 950,963 291,835 6,155,261 4,175,276 2021-03-16 $125.87 $127.50 31.6% 9.1% 31.9% 11.8% 32.4% 1.6% 0.5% 742.3M -15.67B -190.8M 0.34 2.06 N/A N/A 1,366,115 468,117 6,346,055 4,237,318 2021-03-17 $124.80 $127.50 32.3% 9.3% 31.4% 12.8% 33.0% 1.3% 0.2% 619.9M -13.09B -189.8M 0.42 2.46 N/A N/A 930,190 390,989 6,435,089 4,306,005 2021-03-18 $120.65 $127.50 35.4% 10.2% 33.3% 17.8% 36.1% 2.2% -0.3% 305.4M -6.20B -185.0M 0.44 1.88 N/A N/A 968,824 429,907 6,553,781 4,350,336 2021-03-19 $120.38 $126.25 32.6% 9.3% 33.3% 16.5% 33.4% 2.0% 0.5% 504.1M -5.61B -183.2M 0.58 2.02 N/A N/A 1,023,594 594,567 6,689,803 4,420,548 2021-03-22 $123.09 $125.00 29.5% 8.4% 33.3% 10.8% 29.7% 1.7% 3.1% 448.0M -11.92B -182.6M 0.38 1.54 N/A N/A 869,645 331,008 5,556,553 3,742,328 2021-03-23 $122.51 $125.00 29.0% 8.3% 33.3% 10.8% 29.0% 2.5% 3.5% 448.2M -11.05B -181.0M 0.42 1.84 N/A N/A 793,699 332,142 5,721,674 3,828,755 2021-03-24 $120.56 $125.00 29.6% 8.5% 33.5% 13.2% 29.6% 3.2% 3.5% 242.3M -7.03B -176.9M 0.45 1.94 N/A N/A 760,108 342,050 5,809,312 3,914,495 2021-03-25 $120.97 $125.00 30.5% 8.4% 32.4% 15.4% 29.7% 3.3% 3.6% 330.6M -7.91B -179.2M 0.51 1.64 N/A N/A 813,807 413,386 5,910,902 3,977,782 2021-03-26 $120.44 $125.00 30.4% 8.1% 31.2% 15.0% 28.5% 2.9% 3.8% 208.1M -6.99B -177.2M 0.52 1.86 N/A N/A 811,613 420,999 5,994,366 4,040,726 2021-03-29 $121.40 $125.00 32.5% 8.2% 30.1% 20.1% 28.6% 3.0% -0.2% 329.4M -8.80B -176.7M 0.44 1.73 N/A N/A 636,690 283,055 5,613,027 3,899,698 2021-03-30 $119.99 $125.00 32.6% 8.0% 29.9% 20.3% 28.2% 2.4% -0.1% 228.1M -6.39B -175.7M 0.54 1.71 N/A N/A 622,325 334,760 5,773,081 3,975,799 2021-03-31 $122.38 $125.00 31.9% 7.5% 29.9% 18.6% 26.4% 2.5% -0.0% 552.0M -11.07B -176.0M 0.41 1.97 N/A N/A 973,082 398,934 5,858,159 4,044,392
« Feb 2021 | All History | Apr 2021 » Home AAPL History March 2021