AAPL Options History — May 2021 In May 2021, AAPL traded between $122.94 and $132.72. ATM implied volatility averaged 24.8%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded below realized volatility by 0.4% (HV 20d: 25.2%). Max pain ranged from $125.00 to $130.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.52.
Notable Days 2021-05-04 : Highest Volume — 1,725,015 contracts2021-05-04 : Largest IV spike — 17.6% change2021-05-12 : Highest IV Rank — 23.4%2021-05-12 : Largest Expected Move — 9.0%Monthly Statistics Metric Avg Min Max Open Close Price $126.89 $122.94 $132.72 $132.72 $125.05 Max Pain $129.75 $125.00 $130.00 $130.00 $130.00 ATM IV 24.8% 21.0% 31.5% 22.6% 21.0% Expected Move 7.2% 5.9% 9.0% 6.4% 5.9% HV 20d 25.2% 19.8% 27.3% 19.8% 26.7% HV 60d 26.6% 24.8% 27.5% 24.8% 25.6% IV Rank 6.3% 0.0% 23.4% 0.0% 0.0% IV Percentile 4.2% 0.0% 28.2% 0.0% 0.0% Term Structure 0.4% -0.2% 1.3% 0.5% 0.4% VWIV 25.7% 21.3% 32.0% 23.0% 21.3% Skew 25d 4.0% 1.7% 6.9% 1.7% 2.4% Skew 10d 9.5% 5.1% 17.6% 5.2% 5.1% Call IV 25d 23.6% 20.4% 29.3% 22.3% 20.4% Put IV 25d 27.6% 22.8% 36.2% 24.0% 22.8% Bid-Ask Spread % 1.24 0.91 1.78 1.63 1.27 Gamma HHI 0.07 0.05 0.25 0.08 0.09 Net GEX 320.9M 29.4M 1.00B 598.0M 44.0M Net DEX -8.59B -18.78B -2.40B -18.78B -5.75B Net VEX -179.4M -184.0M -174.5M -181.1M -174.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.34 0.68 0.41 0.63 Total Volume 1,001,036.25 509,660 1,725,015 950,535 990,347 Total OI 9,359,436.5 8,934,674 9,761,709 8,993,073 9,590,119
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 2021-05-03 $132.72 $130.00 22.6% 6.4% 19.8% 0.0% 23.0% 1.7% 0.5% 598.0M -18.78B -181.1M 0.41 1.63 N/A N/A 675,566 274,969 5,200,224 3,792,849 2021-05-04 $127.26 $130.00 26.6% 7.9% 25.3% 10.4% 27.9% 3.5% 0.1% 186.0M -9.84B -176.7M 0.46 1.59 N/A N/A 1,178,836 546,179 5,298,831 3,828,263 2021-05-05 $128.50 $130.00 25.0% 7.3% 25.3% 6.2% 26.3% 3.2% 0.2% 396.0M -11.91B -179.8M 0.53 1.42 N/A N/A 711,989 373,773 5,491,787 3,960,727 2021-05-06 $129.28 $125.00 24.7% 7.2% 24.3% 5.5% 26.8% 3.2% 0.4% 475.0M -13.10B -180.2M 0.45 1.32 N/A N/A 880,979 399,582 5,541,059 4,025,362 2021-05-07 $130.32 $130.00 22.9% 6.8% 23.6% 0.8% 24.7% 3.0% 0.7% 1.00B -13.47B -180.0M 0.49 1.36 N/A N/A 896,888 442,637 5,433,626 4,062,925 2021-05-10 $127.49 $130.00 25.3% 7.5% 24.7% 7.1% 26.7% 3.6% 0.7% 215.4M -8.22B -177.7M 0.68 1.33 N/A N/A 553,648 376,758 5,014,309 3,920,365 2021-05-11 $125.67 $130.00 27.1% 7.9% 23.2% 11.8% 28.4% 4.3% 0.3% 148.4M -5.93B -179.3M 0.58 1.06 N/A N/A 705,908 407,726 5,145,096 3,997,439 2021-05-12 $122.94 $130.00 31.5% 9.0% 23.6% 23.4% 32.0% 6.9% -0.1% 29.4M -2.40B -179.6M 0.57 1.78 N/A N/A 723,674 409,249 5,245,397 4,085,036 2021-05-13 $125.65 $130.00 28.3% 8.2% 24.4% 14.9% 28.4% 6.3% 0.4% 258.4M -6.01B -182.8M 0.47 1.21 N/A N/A 914,398 427,528 5,362,060 4,156,810 2021-05-14 $127.31 $130.00 25.3% 7.5% 25.1% 7.1% 26.3% 4.9% 1.3% 433.3M -9.19B -184.0M 0.64 1.10 N/A N/A 705,566 453,747 5,472,483 4,211,227 2021-05-17 $125.67 $130.00 26.3% 7.6% 25.2% 9.7% 27.5% 5.0% -0.1% 161.9M -6.26B -180.0M 0.62 1.02 N/A N/A 396,815 246,412 5,187,000 4,067,054 2021-05-18 $125.65 $130.00 25.5% 7.3% 25.1% 7.6% 25.6% 5.1% -0.2% 202.2M -6.24B -179.7M 0.58 1.15 N/A N/A 323,113 186,547 5,290,210 4,110,724 2021-05-19 $124.06 $130.00 27.4% 7.8% 25.1% 12.4% 27.8% 5.6% 0.5% 65.2M -4.27B -177.9M 0.61 1.26 N/A N/A 484,149 294,267 5,353,403 4,139,724 2021-05-20 $127.52 $130.00 23.5% 6.7% 27.3% 2.4% 24.8% 4.8% 1.2% 482.4M -9.78B -183.4M 0.54 0.91 N/A N/A 667,195 358,328 5,437,621 4,186,202 2021-05-21 $125.67 $130.00 24.6% 7.1% 26.5% 5.1% 24.6% 3.8% -0.1% 104.8M -6.64B -179.7M 0.46 1.09 N/A N/A 751,864 345,149 5,538,920 4,222,789 2021-05-24 $127.52 $130.00 22.3% 6.3% 27.3% 0.0% 23.1% 3.9% 0.4% 479.0M -9.92B -179.0M 0.47 0.99 N/A N/A 488,742 231,242 5,083,218 3,905,326 2021-05-25 $126.85 $130.00 22.6% 6.4% 27.3% 0.6% 23.0% 3.9% 0.4% 403.1M -8.55B -178.5M 0.48 1.10 N/A N/A 436,589 210,687 5,185,003 3,975,601 2021-05-26 $126.73 $130.00 22.0% 6.2% 27.3% 0.0% 22.3% 2.9% 0.4% 437.4M -8.37B -178.5M 0.34 1.14 N/A N/A 497,298 170,794 5,246,593 4,011,058 2021-05-27 $125.85 $130.00 22.1% 6.3% 27.3% 0.2% 22.7% 2.5% 0.4% 293.0M -7.19B -175.5M 0.41 1.06 N/A N/A 623,335 258,252 5,375,069 4,037,221 2021-05-28 $125.05 $130.00 21.0% 5.9% 26.7% 0.0% 21.3% 2.4% 0.4% 44.0M -5.75B -174.5M 0.63 1.27 N/A N/A 609,025 381,322 5,503,587 4,086,532
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