AAPL Options History — April 2021 In April 2021, AAPL traded between $122.56 and $134.78. ATM implied volatility averaged 30.3%, placing in the 16.8% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 7.1% (HV 20d: 23.2%). Max pain ranged from $125.00 to $130.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.39.
Notable Days 2021-04-09 : Highest Volume — 2,593,297 contracts2021-04-29 : Largest IV drop — 14.0% change2021-04-14 : Highest IV Rank — 24.2%2021-04-20 : Largest Expected Move — 9.3%Monthly Statistics Metric Avg Min Max Open Close Price $131.80 $122.56 $134.78 $122.56 $131.39 Max Pain $125.48 $125.00 $130.00 $125.00 $130.00 ATM IV 30.3% 23.7% 33.0% 29.8% 23.7% Expected Move 8.5% 6.7% 9.3% 6.8% 6.7% HV 20d 23.2% 19.5% 29.9% 28.8% 21.1% HV 60d 27.4% 24.7% 29.3% 29.3% 25.0% IV Rank 16.8% 0.0% 24.2% 13.7% 0.0% IV Percentile 18.9% 0.0% 36.1% 13.9% 0.0% Term Structure -0.7% -1.4% 0.4% 0.4% -0.1% VWIV 30.0% 23.9% 32.7% 23.9% 24.1% Skew 25d 0.7% -0.1% 2.4% 2.4% 1.2% Skew 10d 2.0% 0.0% 5.7% 5.7% 3.5% Call IV 25d 30.3% 23.5% 33.5% 29.1% 23.5% Put IV 25d 31.0% 24.7% 33.7% 31.4% 24.7% Bid-Ask Spread % 1.69 1.28 2.37 1.83 1.65 Gamma HHI 0.09 0.07 0.27 0.07 0.08 Net GEX 927.2M 425.6M 1.66B 553.6M 425.6M Net DEX -24.11B -32.50B -10.98B -10.98B -16.86B Net VEX -185.8M -195.1M -174.5M -174.5M -181.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.39 0.29 0.54 0.38 0.51 Total Volume 1,390,433.905 609,015 2,593,297 1,178,490 1,599,705 Total OI 9,711,475.762 8,769,490 10,642,486 10,029,930 9,655,409
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 2021-04-01 $122.56 $125.00 29.8% 6.8% 28.8% 13.7% 23.9% 2.4% 0.4% 553.6M -10.98B -174.5M 0.38 1.83 N/A N/A 854,846 323,644 5,943,093 4,086,837 2021-04-05 $125.60 $125.00 31.0% 8.6% 29.9% 18.8% 30.6% 1.1% -0.7% 635.0M -16.58B -175.3M 0.41 2.16 N/A N/A 532,658 216,296 5,686,794 3,944,221 2021-04-06 $126.33 $125.00 30.7% 8.5% 26.7% 17.9% 30.0% 1.1% -0.7% 863.0M -18.49B -180.3M 0.37 1.88 N/A N/A 806,749 299,068 5,928,901 4,023,188 2021-04-07 $127.59 $125.00 30.0% 8.3% 24.1% 16.2% 29.5% 1.0% -0.7% 981.8M -20.69B -180.3M 0.46 2.12 N/A N/A 949,227 434,300 5,994,202 4,072,709 2021-04-08 $130.22 $125.00 30.5% 8.4% 24.6% 17.5% 29.9% 0.7% -0.7% 1.23B -27.04B -183.2M 0.41 1.61 N/A N/A 1,647,693 671,391 6,082,302 4,146,456 2021-04-09 $132.53 $125.00 30.9% 8.4% 24.8% 18.4% 30.1% 0.2% -1.0% 1.18B -31.32B -189.0M 0.42 2.37 N/A N/A 1,829,676 763,621 6,177,743 4,238,817 2021-04-12 $131.43 $125.00 31.3% 8.6% 24.7% 19.7% 30.7% 0.2% -0.8% 908.4M -25.69B -187.4M 0.33 1.93 N/A N/A 922,754 308,859 6,001,367 4,104,724 2021-04-13 $134.54 $125.00 32.0% 8.9% 24.8% 21.6% 31.5% -0.1% -0.9% 1.12B -32.50B -191.0M 0.31 1.45 N/A N/A 1,427,008 436,466 6,111,059 4,154,012 2021-04-14 $132.25 $125.00 33.0% 9.1% 25.4% 24.2% 32.3% 0.1% -1.2% 964.1M -26.93B -195.1M 0.30 1.93 N/A N/A 1,037,818 308,555 6,225,719 4,234,931 2021-04-15 $134.35 $125.00 31.8% 8.8% 25.5% 20.8% 31.5% 0.5% -1.2% 1.31B -32.01B -190.3M 0.30 2.04 N/A N/A 1,088,882 329,674 6,348,481 4,287,117 2021-04-16 $133.94 $125.00 30.9% 8.6% 21.5% 18.6% 30.7% 0.4% -1.4% 898.8M -30.02B -192.7M 0.34 1.71 N/A N/A 976,700 331,970 6,333,765 4,308,721 2021-04-19 $134.47 $125.00 31.6% 9.0% 21.3% 20.4% 31.8% 0.5% -0.7% 884.9M -26.25B -187.7M 0.39 1.48 N/A N/A 792,968 308,664 5,239,526 3,529,964 2021-04-20 $132.96 $125.00 32.6% 9.3% 21.2% 23.2% 32.7% 0.6% -1.0% 835.0M -23.31B -189.8M 0.29 1.38 N/A N/A 1,131,125 329,138 5,370,591 3,632,962 2021-04-21 $133.64 $125.00 31.2% 8.9% 20.9% 19.2% 31.6% 0.6% -0.6% 998.5M -24.53B -188.8M 0.47 1.35 N/A N/A 618,775 291,854 5,469,307 3,692,337 2021-04-22 $132.25 $125.00 31.9% 9.2% 20.3% 21.2% 32.3% 1.5% -0.9% 781.0M -21.62B -187.9M 0.47 1.48 N/A N/A 821,775 384,881 5,495,872 3,740,624 2021-04-23 $134.69 $125.00 29.7% 8.6% 20.8% 15.3% 30.1% 1.3% -0.5% 1.66B -26.37B -189.7M 0.45 1.33 N/A N/A 999,343 446,149 5,556,599 3,787,642 2021-04-26 $134.78 $125.00 30.4% 8.9% 20.6% 17.2% 31.2% 0.9% -0.5% 762.4M -24.82B -184.6M 0.42 1.28 N/A N/A 454,324 192,622 5,175,698 3,660,225 2021-04-27 $134.47 $125.00 29.7% 8.8% 20.8% 15.2% 30.8% 0.5% -0.8% 800.0M -24.42B -184.0M 0.54 1.36 N/A N/A 395,261 213,754 5,273,705 3,712,257 2021-04-28 $134.01 $125.00 28.8% 8.5% 20.1% 12.7% 29.8% -0.1% -0.5% 767.8M -23.10B -186.5M 0.31 1.66 N/A N/A 1,108,124 347,917 5,305,100 3,773,278 2021-04-29 $133.89 $130.00 24.8% 7.1% 19.5% 1.7% 25.3% 0.4% -0.2% 904.8M -22.76B -183.2M 0.40 1.55 N/A N/A 1,623,368 641,510 5,564,956 3,869,780 2021-04-30 $131.39 $130.00 23.7% 6.7% 21.1% 0.0% 24.1% 1.2% -0.1% 425.6M -16.86B -181.5M 0.51 1.65 N/A N/A 1,062,047 537,658 5,699,808 3,955,601
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