AAPL Options History — August 2021 In August 2021, AAPL traded between $145.58 and $153.25. ATM implied volatility averaged 21.7%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 3.1% (HV 20d: 18.6%). Max pain ranged from $135.00 to $140.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.40.
Notable Days 2021-08-16 : Highest Volume — 2,389,221 contracts2021-08-16 : Largest IV spike — 14.6% change2021-08-19 : Highest IV Rank — 17.1%2021-08-19 : Largest Expected Move — 7.5%Monthly Statistics Metric Avg Min Max Open Close Price $148.21 $145.58 $153.25 $145.58 $152.36 Max Pain $139.55 $135.00 $140.00 $140.00 $140.00 ATM IV 21.7% 19.5% 26.1% 21.1% 23.0% Expected Move 6.2% 5.4% 7.5% 5.7% 6.3% HV 20d 18.6% 13.6% 24.4% 24.4% 17.3% HV 60d 19.1% 18.1% 21.1% 21.0% 19.0% IV Rank 6.3% 1.2% 17.1% 4.8% 9.5% IV Percentile 8.6% 0.4% 22.6% 4.4% 17.9% Term Structure 0.4% -0.2% 1.1% -0.0% 0.3% VWIV 22.2% 19.5% 27.1% 20.6% 22.7% Skew 25d 2.3% 0.7% 4.2% 2.5% 0.7% Skew 10d 6.1% 3.2% 11.3% 7.0% 3.2% Call IV 25d 21.5% 19.3% 24.7% 21.2% 23.7% Put IV 25d 23.8% 21.4% 28.9% 23.7% 24.4% Bid-Ask Spread % 1.24 0.99 1.54 1.23 1.07 Gamma HHI 0.16 0.10 0.42 0.10 0.14 Net GEX 1.09B 616.3M 2.33B 702.4M 1.14B Net DEX -26.08B -32.74B -21.52B -23.34B -31.56B Net VEX -179.5M -186.2M -174.0M -178.5M -174.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.40 0.22 0.55 0.53 0.50 Total Volume 1,318,946.318 763,333 2,389,221 921,618 1,187,249 Total OI 8,761,217 8,297,639 9,320,791 8,356,642 8,655,737
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 2021-08-02 $145.58 $140.00 21.1% 5.7% 24.4% 4.8% 20.6% 2.5% -0.0% 702.4M -23.34B -178.5M 0.53 1.23 N/A N/A 602,934 318,684 4,688,185 3,668,457 2021-08-03 $147.42 $140.00 21.4% 5.8% 24.2% 5.7% 20.9% 1.7% -0.1% 928.2M -27.23B -179.4M 0.36 1.23 N/A N/A 914,947 327,988 4,823,432 3,744,428 2021-08-04 $147.19 $140.00 21.7% 5.8% 23.5% 6.3% 20.6% 1.7% 0.1% 1.03B -26.96B -180.9M 0.36 1.30 N/A N/A 726,978 265,054 4,930,776 3,846,106 2021-08-05 $146.86 $135.00 21.0% 6.3% 23.0% 4.7% 22.6% 1.3% 0.1% 992.2M -25.90B -181.9M 0.22 1.43 N/A N/A 989,795 220,158 5,015,006 3,907,086 2021-08-06 $145.89 $135.00 19.9% 6.0% 22.6% 2.0% 21.4% 1.5% 0.1% 2.33B -23.85B -184.0M 0.45 1.28 N/A N/A 836,386 375,756 5,157,661 3,934,320 2021-08-09 $145.96 $140.00 19.7% 5.9% 22.6% 1.5% 21.3% 1.8% 0.9% 738.0M -22.12B -178.1M 0.35 1.43 N/A N/A 565,338 197,995 4,666,291 3,753,252 2021-08-10 $145.58 $140.00 20.1% 6.0% 22.3% 2.6% 21.2% 2.1% 0.9% 763.3M -21.52B -181.5M 0.31 1.34 N/A N/A 746,773 228,510 4,771,534 3,824,897 2021-08-11 $145.88 $140.00 19.5% 5.9% 20.6% 1.2% 21.4% 2.2% 1.1% 887.4M -22.00B -180.1M 0.55 1.10 N/A N/A 494,862 274,034 4,878,433 3,880,601 2021-08-12 $148.67 $140.00 20.4% 6.0% 21.7% 3.4% 21.7% 2.5% 0.6% 1.38B -28.65B -182.9M 0.46 1.42 N/A N/A 1,251,875 572,130 4,947,060 3,907,728 2021-08-13 $149.08 $140.00 20.1% 5.9% 20.9% 2.5% 21.4% 2.4% 0.6% 1.68B -29.61B -180.7M 0.33 0.99 N/A N/A 1,135,650 376,551 4,984,889 3,973,708 2021-08-16 $150.85 $140.00 23.0% 6.6% 17.9% 9.5% 23.4% 1.7% 0.1% 1.09B -31.66B -178.9M 0.33 1.34 N/A N/A 1,798,141 591,080 4,798,030 3,870,450 2021-08-17 $149.79 $140.00 24.5% 7.0% 14.4% 13.0% 25.2% 2.3% 0.3% 1.11B -29.67B -182.8M 0.34 1.25 N/A N/A 1,431,158 489,933 4,906,533 3,918,988 2021-08-18 $146.86 $140.00 25.2% 7.2% 15.7% 14.7% 25.1% 2.5% -0.1% 754.9M -23.26B -186.2M 0.31 1.13 N/A N/A 1,133,579 347,859 5,053,744 4,020,454 2021-08-19 $146.75 $140.00 26.1% 7.5% 15.3% 17.1% 27.1% 4.2% -0.2% 616.3M -22.59B -183.2M 0.43 1.35 N/A N/A 1,207,419 523,661 5,120,835 4,073,221 2021-08-20 $148.08 $140.00 22.9% 6.5% 14.9% 9.3% 23.2% 4.0% 1.1% 2.16B -25.85B -178.9M 0.54 1.54 N/A N/A 892,662 480,600 5,217,080 4,103,711 2021-08-23 $149.75 $140.00 21.9% 6.1% 15.3% 6.8% 22.6% 3.2% 0.3% 908.5M -26.69B -177.2M 0.38 1.27 N/A N/A 704,521 270,820 4,615,914 3,681,725 2021-08-24 $149.67 $140.00 21.1% 5.9% 13.8% 5.0% 21.3% 2.8% 0.5% 968.4M -26.72B -176.3M 0.38 1.16 N/A N/A 685,619 259,069 4,671,298 3,766,730 2021-08-25 $148.74 $140.00 20.5% 5.7% 13.6% 3.5% 20.9% 2.7% 0.6% 896.7M -24.51B -178.5M 0.40 1.03 N/A N/A 895,173 356,568 4,815,283 3,841,574 2021-08-26 $147.74 $140.00 21.6% 6.0% 13.9% 6.0% 21.3% 3.1% 0.5% 679.7M -22.82B -175.3M 0.52 1.14 N/A N/A 596,733 310,603 4,901,151 3,896,795 2021-08-27 $148.61 $140.00 19.9% 5.4% 14.0% 2.1% 19.5% 2.1% 0.6% 1.02B -24.60B -175.2M 0.47 1.12 N/A N/A 837,658 390,144 5,018,346 3,974,610 2021-08-30 $153.25 $140.00 22.1% 6.2% 17.5% 7.2% 22.3% 1.2% 0.3% 1.12B -32.74B -174.0M 0.29 1.04 N/A N/A 1,710,685 493,487 4,708,604 3,812,111 2021-08-31 $152.36 $140.00 23.0% 6.3% 17.3% 9.5% 22.7% 0.7% 0.3% 1.14B -31.56B -174.5M 0.50 1.07 N/A N/A 791,868 395,381 4,769,135 3,886,602
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