AAPL Options History — July 2021 In July 2021, AAPL traded between $137.03 and $149.36. ATM implied volatility averaged 26.8%, placing in the 18.6% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 7.2% (HV 20d: 19.7%). Max pain ranged from $130.00 to $140.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.37.
Notable Days 2021-07-14 : Highest Volume — 3,291,043 contracts2021-07-28 : Largest IV drop — 15.2% change2021-07-19 : Highest IV Rank — 27.9%2021-07-19 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $145.09 $137.03 $149.36 $137.03 $145.94 Max Pain $133.57 $130.00 $140.00 $130.00 $140.00 ATM IV 26.8% 21.3% 30.6% 24.5% 21.3% Expected Move 7.4% 5.1% 8.7% 5.1% 5.8% HV 20d 19.7% 13.6% 25.4% 13.6% 25.2% HV 60d 21.6% 20.5% 23.0% 21.0% 21.0% IV Rank 18.6% 5.5% 27.9% 13.1% 5.5% IV Percentile 17.1% 4.8% 32.9% 12.3% 4.8% Term Structure -0.5% -1.1% 0.7% -0.3% 0.6% VWIV 26.4% 18.6% 30.9% 18.6% 21.1% Skew 25d 1.2% 0.5% 2.8% 1.5% 1.8% Skew 10d 3.3% 1.2% 7.0% 3.4% 5.7% Call IV 25d 26.9% 21.3% 29.7% 24.3% 21.3% Put IV 25d 28.2% 23.0% 32.5% 25.9% 23.1% Bid-Ask Spread % 1.55 1.17 1.95 1.95 1.17 Gamma HHI 0.15 0.08 0.55 0.11 0.18 Net GEX 1.45B 719.1M 4.64B 1.64B 1.09B Net DEX -33.53B -47.20B -22.37B -27.43B -25.47B Net VEX -187.5M -193.0M -181.5M -182.0M -182.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.37 0.23 0.59 0.44 0.59 Total Volume 1,937,570.952 1,030,139 3,291,043 1,057,139 1,404,654 Total OI 9,427,605.952 8,415,764 10,541,164 9,309,841 9,318,183
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 2021-07-01 $137.03 $130.00 24.5% 5.1% 13.6% 13.1% 18.6% 1.5% -0.3% 1.64B -27.43B -182.0M 0.44 1.95 N/A N/A 731,648 325,491 5,528,450 3,781,391 2021-07-02 $139.92 $130.00 24.3% 5.1% 14.0% 12.5% 19.0% 1.4% -0.5% 3.25B -35.15B -184.0M 0.27 1.67 N/A N/A 2,025,595 551,257 5,611,752 3,871,554 2021-07-06 $142.08 $130.00 27.1% 7.4% 14.2% 19.4% 26.6% 0.5% -0.9% 1.30B -35.68B -186.8M 0.23 1.41 N/A N/A 2,225,271 511,814 5,396,321 3,796,491 2021-07-07 $144.61 $130.00 28.0% 7.6% 14.7% 21.6% 27.1% 0.6% -0.9% 1.66B -40.97B -187.8M 0.24 1.61 N/A N/A 2,364,363 567,191 5,706,676 3,912,441 2021-07-08 $142.83 $130.00 29.1% 7.9% 15.9% 24.1% 28.6% 1.4% -0.8% 1.50B -36.12B -192.3M 0.34 1.73 N/A N/A 1,682,699 569,464 5,927,517 4,026,285 2021-07-09 $144.97 $130.00 28.9% 7.9% 15.7% 23.6% 28.2% 0.7% -1.0% 4.64B -41.82B -191.4M 0.26 1.72 N/A N/A 2,038,598 522,562 6,001,857 4,112,252 2021-07-12 $144.51 $130.00 27.4% 7.6% 16.1% 20.2% 27.4% 0.7% -0.5% 1.39B -38.41B -184.0M 0.28 1.47 N/A N/A 1,150,127 323,813 5,718,682 3,971,085 2021-07-13 $145.92 $135.00 27.6% 7.7% 15.1% 20.6% 27.5% 1.3% -0.8% 1.58B -40.23B -188.8M 0.33 1.31 N/A N/A 1,723,870 566,097 5,818,620 4,067,155 2021-07-14 $149.36 $135.00 28.1% 7.8% 16.1% 21.8% 28.3% 0.6% -0.8% 1.70B -47.20B -189.1M 0.29 1.62 N/A N/A 2,559,776 731,267 5,862,878 4,177,936 2021-07-15 $148.40 $135.00 27.8% 7.7% 16.7% 20.9% 27.8% 0.6% -1.1% 1.51B -43.56B -190.3M 0.40 1.77 N/A N/A 1,771,174 702,733 6,025,847 4,327,235 2021-07-16 $146.19 $135.00 27.8% 7.8% 18.1% 21.0% 27.8% 1.2% -1.0% 924.2M -37.97B -190.5M 0.48 1.77 N/A N/A 1,631,802 785,004 6,150,002 4,391,162 2021-07-19 $141.93 $135.00 30.6% 8.7% 21.4% 27.9% 30.9% 2.8% -0.6% 719.1M -22.37B -193.0M 0.45 1.42 N/A N/A 1,191,978 536,971 5,199,394 3,641,358 2021-07-20 $146.61 $135.00 28.5% 8.1% 23.7% 22.8% 29.0% 2.1% -0.5% 1.13B -31.15B -190.6M 0.43 1.80 N/A N/A 1,045,122 444,559 5,313,270 3,712,972 2021-07-21 $145.06 $135.00 28.0% 8.0% 24.1% 21.4% 28.7% 1.3% -0.6% 932.0M -27.87B -187.5M 0.40 1.65 N/A N/A 786,489 312,548 5,354,260 3,788,222 2021-07-22 $146.58 $135.00 27.9% 8.0% 24.2% 21.2% 28.4% 1.3% -0.6% 1.31B -30.87B -192.4M 0.32 1.56 N/A N/A 1,299,727 417,969 5,449,565 3,837,138 2021-07-23 $148.53 $135.00 26.0% 7.5% 24.1% 16.7% 26.8% 1.3% -0.5% 873.9M -34.90B -187.6M 0.34 1.45 N/A N/A 1,166,029 399,997 5,471,996 3,892,124 2021-07-26 $149.08 $135.00 26.9% 7.8% 24.0% 18.8% 28.0% 1.2% -0.4% 865.4M -31.31B -184.6M 0.35 1.42 N/A N/A 763,691 266,448 4,841,544 3,574,220 2021-07-27 $146.42 $135.00 27.9% 8.2% 25.2% 21.3% 29.3% 1.1% -0.4% 787.1M -27.12B -185.1M 0.49 1.36 N/A N/A 943,047 464,943 4,940,156 3,639,720 2021-07-28 $145.28 $135.00 23.7% 6.7% 25.4% 11.1% 23.9% 1.2% 0.2% 781.9M -24.15B -185.2M 0.48 1.42 N/A N/A 1,446,276 698,010 5,034,120 3,732,101 2021-07-29 $145.65 $135.00 21.5% 5.9% 25.3% 6.0% 21.6% 1.3% 0.7% 777.3M -24.49B -181.5M 0.45 1.21 N/A N/A 718,881 320,035 5,172,334 3,883,459 2021-07-30 $145.94 $140.00 21.3% 5.8% 25.2% 5.5% 21.1% 1.8% 0.6% 1.09B -25.47B -182.8M 0.59 1.17 N/A N/A 886,139 518,515 5,337,963 3,980,220
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