AAPL Options History — June 2021 In June 2021, AAPL traded between $123.58 and $137.31. ATM implied volatility averaged 21.4%, placing in the 4.0% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 3.1% (HV 20d: 18.3%). Max pain ranged from $125.00 to $130.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.37.
Notable Days 2021-06-17 : Highest Volume — 1,823,449 contracts2021-06-28 : Largest IV spike — 9.7% change2021-06-30 : Highest IV Rank — 11.9%2021-06-01 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $129.90 $123.58 $137.31 $124.49 $137.31 Max Pain $128.41 $125.00 $130.00 $130.00 $130.00 ATM IV 21.4% 19.1% 24.0% 22.9% 24.0% Expected Move 5.9% 5.1% 6.6% 6.6% 5.1% HV 20d 18.3% 14.4% 26.3% 26.3% 14.5% HV 60d 22.5% 21.1% 25.6% 25.6% 21.1% IV Rank 4.0% 0.0% 11.9% 4.9% 11.9% IV Percentile 2.5% 0.0% 11.9% 2.8% 11.9% Term Structure 1.2% -0.5% 4.9% -0.5% -0.2% VWIV 21.1% 18.3% 24.0% 23.8% 18.3% Skew 25d 2.2% 1.5% 3.2% 2.4% 2.0% Skew 10d 5.5% 3.7% 7.9% 6.5% 4.1% Call IV 25d 20.9% 18.2% 23.4% 22.5% 23.4% Put IV 25d 23.1% 20.2% 25.5% 24.9% 25.4% Bid-Ask Spread % 1.39 0.98 2.35 1.22 1.83 Gamma HHI 0.12 0.05 0.31 0.05 0.11 Net GEX 1.06B 179.6M 1.72B 263.1M 1.64B Net DEX -15.72B -28.31B -4.10B -5.49B -28.31B Net VEX -180.9M -185.4M -172.5M -172.5M -183.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.37 0.24 0.54 0.54 0.34 Total Volume 1,182,569.455 648,152 1,823,449 839,686 1,085,715 Total OI 9,623,284.682 8,381,539 10,594,140 9,268,061 9,155,432
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 2021-06-01 $124.49 $130.00 22.9% 6.6% 26.3% 4.9% 23.8% 2.4% -0.5% 263.1M -5.49B -172.5M 0.54 1.22 N/A N/A 544,371 295,315 5,258,098 4,009,963 2021-06-02 $124.88 $130.00 22.0% 6.2% 22.0% 2.6% 22.3% 2.3% -0.3% 362.5M -6.28B -175.0M 0.41 1.19 N/A N/A 589,474 240,624 5,455,147 4,135,802 2021-06-03 $123.58 $130.00 23.0% 6.5% 21.9% 5.1% 24.0% 2.9% -0.3% 179.6M -4.10B -174.5M 0.37 1.46 N/A N/A 920,701 339,475 5,531,305 4,186,555 2021-06-04 $125.76 $130.00 21.7% 6.3% 22.8% 1.8% 24.0% 2.3% -0.2% 1.14B -9.29B -177.9M 0.37 1.32 N/A N/A 1,132,570 417,186 5,735,219 4,250,413 2021-06-07 $125.58 $125.00 22.1% 6.4% 22.5% 2.7% 23.0% 1.8% 0.4% 498.0M -8.81B -178.3M 0.37 1.14 N/A N/A 675,066 249,438 5,612,067 4,193,801 2021-06-08 $126.95 $125.00 21.6% 6.4% 21.6% 1.5% 22.4% 1.6% 0.7% 804.9M -11.79B -182.3M 0.24 1.12 N/A N/A 1,056,103 249,813 5,792,560 4,278,502 2021-06-09 $126.77 $125.00 21.4% 6.4% 21.0% 1.0% 22.4% 2.1% 0.8% 758.2M -11.00B -181.5M 0.41 1.18 N/A N/A 459,271 188,881 5,872,571 4,294,112 2021-06-10 $126.12 $125.00 20.5% 6.1% 19.4% 0.0% 21.3% 2.2% 0.7% 595.2M -9.22B -177.8M 0.32 1.15 N/A N/A 844,880 271,771 5,902,927 4,317,591 2021-06-11 $127.09 $125.00 19.1% 5.7% 18.0% 0.0% 19.8% 2.1% 1.1% 1.72B -11.66B -176.9M 0.46 0.98 N/A N/A 741,494 343,271 5,969,385 4,346,736 2021-06-14 $129.92 $125.00 20.6% 5.9% 19.1% 3.8% 21.3% 2.7% 0.5% 1.00B -16.33B -180.7M 0.31 1.17 N/A N/A 1,266,107 397,327 5,677,811 4,224,613 2021-06-15 $129.89 $125.00 20.8% 6.0% 18.4% 4.2% 21.1% 2.6% 0.6% 1.08B -16.32B -182.3M 0.39 1.21 N/A N/A 718,063 281,766 5,855,663 4,299,094 2021-06-16 $130.19 $130.00 21.1% 6.1% 18.4% 5.0% 21.4% 2.9% 0.6% 1.18B -16.81B -183.4M 0.39 1.32 N/A N/A 1,088,990 423,958 5,937,064 4,350,831 2021-06-17 $132.00 $130.00 20.4% 5.8% 18.0% 3.2% 20.3% 2.4% 0.2% 1.52B -21.66B -183.4M 0.42 1.09 N/A N/A 1,279,627 543,822 6,038,250 4,379,735 2021-06-18 $130.86 $130.00 21.6% 6.2% 16.0% 6.2% 21.8% 3.2% 0.2% 1.28B -18.18B -182.9M 0.48 1.19 N/A N/A 847,031 408,879 6,106,116 4,488,024 2021-06-21 $131.97 $130.00 20.2% 5.7% 15.0% 2.8% 20.5% 2.7% 4.2% 994.7M -17.94B -183.1M 0.41 1.37 N/A N/A 722,492 297,459 4,897,916 3,483,623 2021-06-22 $133.69 $130.00 20.1% 5.6% 14.8% 2.5% 19.9% 1.8% 4.2% 1.30B -21.87B -184.1M 0.35 1.41 N/A N/A 1,051,167 364,401 5,043,103 3,575,301 2021-06-23 $133.71 $130.00 20.0% 5.6% 14.6% 2.2% 20.1% 1.8% 4.5% 1.44B -21.93B -185.3M 0.37 1.36 N/A N/A 880,384 326,361 5,235,987 3,653,833 2021-06-24 $133.14 $130.00 20.3% 5.4% 14.7% 3.0% 19.4% 1.8% 4.6% 1.46B -20.63B -185.4M 0.27 2.35 N/A N/A 937,224 254,206 5,406,587 3,702,143 2021-06-25 $132.86 $130.00 20.7% 5.2% 14.4% 3.9% 18.8% 1.5% 4.9% 1.34B -19.59B -183.0M 0.42 1.64 N/A N/A 667,568 283,187 5,514,660 3,743,372 2021-06-28 $134.78 $130.00 22.7% 5.2% 14.5% 8.7% 18.7% 2.1% 0.2% 1.32B -22.82B -182.8M 0.28 1.87 N/A N/A 815,201 228,516 5,207,532 3,609,021 2021-06-29 $136.30 $130.00 23.2% 5.1% 14.4% 10.1% 18.5% 2.1% 0.1% 1.50B -25.85B -183.1M 0.30 1.95 N/A N/A 990,121 297,252 5,303,385 3,680,413 2021-06-30 $137.31 $130.00 24.0% 5.1% 14.5% 11.9% 18.3% 2.0% -0.2% 1.64B -28.31B -183.3M 0.34 1.83 N/A N/A 812,954 272,761 5,418,617 3,736,815
« May 2021 | All History | Jul 2021 » Home AAPL History June 2021