AAPL Options History — September 2021 In September 2021, AAPL traded between $142.25 and $157.03. ATM implied volatility averaged 24.6%, placing in the 15.6% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 3.1% (HV 20d: 21.4%). Max pain ranged from $140.00 to $150.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.53.
Notable Days 2021-09-10 : Highest Volume — 2,887,834 contracts2021-09-20 : Largest IV spike — 24.3% change2021-09-30 : Highest IV Rank — 31.4%2021-09-20 : Largest Expected Move — 8.3%Monthly Statistics Metric Avg Min Max Open Close Price $148.38 $142.25 $157.03 $152.60 $142.25 Max Pain $146.62 $140.00 $150.00 $140.00 $147.00 ATM IV 24.6% 21.7% 29.8% 22.1% 29.8% Expected Move 6.8% 5.7% 8.3% 6.1% 7.7% HV 20d 21.4% 17.0% 24.4% 17.3% 22.7% HV 60d 20.5% 18.9% 21.8% 19.0% 21.3% IV Rank 15.6% 6.6% 31.4% 7.3% 31.4% IV Percentile 24.6% 12.3% 48.0% 14.7% 48.0% Term Structure 1.1% -0.4% 4.4% 0.3% -0.3% VWIV 24.4% 20.9% 29.3% 22.2% 26.5% Skew 25d 4.0% 0.4% 8.1% 1.1% 7.0% Skew 10d 9.3% 1.8% 18.3% 4.3% 15.6% Call IV 25d 23.7% 19.7% 27.7% 22.8% 27.4% Put IV 25d 27.7% 23.6% 34.5% 23.9% 34.4% Bid-Ask Spread % 1.33 0.98 1.90 0.98 1.10 Gamma HHI 0.13 0.07 0.20 0.15 0.07 Net GEX 637.5M -9.6M 1.48B 1.16B 182.6M Net DEX -20.86B -37.26B -9.31B -30.85B -9.31B Net VEX -176.3M -183.7M -172.4M -178.0M -176.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.27 0.68 0.41 0.60 Total Volume 1,300,965.333 756,300 2,887,834 1,707,127 924,468 Total OI 8,891,264.762 7,879,986 9,704,801 9,027,666 8,692,216
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 2021-09-01 $152.60 $140.00 22.1% 6.1% 17.3% 7.3% 22.2% 1.1% 0.3% 1.16B -30.85B -178.0M 0.41 0.98 N/A N/A 1,210,759 496,368 4,994,213 4,033,453 2021-09-02 $153.53 $145.00 22.8% 6.7% 17.3% 9.0% 24.6% 0.4% 0.4% 1.48B -33.27B -183.7M 0.47 1.90 N/A N/A 1,042,726 490,379 5,134,998 4,097,163 2021-09-03 $154.39 $145.00 21.8% 6.4% 17.0% 6.6% 23.4% 1.5% 0.4% 1.19B -34.26B -176.5M 0.49 1.79 N/A N/A 825,066 400,473 5,179,393 4,163,186 2021-09-07 $157.03 $145.00 24.1% 7.0% 17.7% 12.4% 24.6% 1.8% 0.1% 1.22B -37.26B -176.5M 0.40 1.76 N/A N/A 1,208,675 479,986 4,956,152 3,972,529 2021-09-08 $154.82 $145.00 24.5% 7.0% 18.7% 13.5% 25.5% 1.5% 0.1% 1.22B -33.65B -173.9M 0.40 1.70 N/A N/A 946,645 383,246 5,017,402 4,058,546 2021-09-09 $154.29 $145.00 23.9% 6.9% 18.8% 14.3% 24.8% 1.9% 0.1% 1.03B -31.61B -177.8M 0.27 1.56 N/A N/A 882,922 236,618 5,107,278 4,149,931 2021-09-10 $148.94 $145.00 26.2% 7.5% 22.2% 21.0% 26.8% 2.9% -0.4% 541.4M -20.92B -179.9M 0.59 1.48 N/A N/A 1,812,650 1,075,184 5,235,994 4,166,705 2021-09-13 $149.19 $145.00 24.5% 7.0% 22.2% 15.9% 25.7% 3.4% 0.7% 639.6M -22.25B -175.6M 0.56 1.24 N/A N/A 855,988 475,535 4,950,460 3,997,655 2021-09-14 $147.81 $145.00 23.7% 6.8% 21.9% 13.6% 25.0% 4.3% 1.0% 538.9M -19.48B -176.2M 0.50 1.15 N/A N/A 1,178,321 585,824 5,171,652 4,167,278 2021-09-15 $149.26 $145.00 21.8% 6.3% 22.1% 8.1% 23.0% 3.2% 1.0% 691.4M -22.36B -175.3M 0.51 1.32 N/A N/A 887,652 451,020 5,237,085 4,234,107 2021-09-16 $148.75 $145.00 21.7% 6.2% 21.0% 7.7% 22.2% 3.5% 1.0% 676.0M -20.91B -176.4M 0.57 1.21 N/A N/A 675,333 388,024 5,320,802 4,295,061 2021-09-17 $146.06 $145.00 23.3% 6.6% 22.0% 12.3% 22.9% 4.1% 0.3% -9.6M -16.03B -173.1M 0.48 1.17 N/A N/A 1,062,984 511,916 5,372,239 4,332,562 2021-09-20 $142.29 $150.00 28.9% 8.3% 23.5% 28.8% 29.3% 8.1% 2.7% 153.5M -9.92B -172.4M 0.64 1.36 N/A N/A 866,787 551,750 4,432,170 3,447,816 2021-09-21 $143.86 $150.00 25.6% 7.2% 23.5% 19.0% 25.7% 6.5% 3.2% 218.8M -11.47B -173.0M 0.68 1.12 N/A N/A 528,589 361,925 4,625,093 3,565,477 2021-09-22 $145.92 $150.00 23.1% 6.5% 24.2% 11.9% 23.4% 5.2% 3.9% 426.1M -15.03B -175.5M 0.58 1.30 N/A N/A 622,025 362,360 4,712,037 3,697,691 2021-09-23 $146.78 $150.00 22.2% 6.0% 24.3% 9.3% 21.5% 4.5% 4.1% 566.5M -16.56B -178.5M 0.62 1.19 N/A N/A 528,133 326,642 4,783,320 3,752,239 2021-09-24 $147.29 $150.00 22.2% 5.7% 24.2% 9.3% 20.9% 4.3% 4.4% 726.9M -17.91B -178.6M 0.67 1.21 N/A N/A 571,238 384,887 4,869,838 3,765,397 2021-09-27 $145.64 $150.00 24.4% 5.8% 24.4% 15.8% 21.0% 4.6% 0.1% 355.6M -14.81B -172.9M 0.52 1.04 N/A N/A 498,065 258,235 4,565,802 3,611,964 2021-09-28 $142.26 $149.00 29.5% 7.7% 22.5% 30.5% 27.3% 6.3% -0.2% 186.4M -9.78B -175.8M 0.66 1.09 N/A N/A 699,191 462,906 4,660,498 3,678,512 2021-09-29 $143.04 $148.00 29.4% 7.4% 22.8% 30.3% 26.4% 6.6% -0.3% 206.5M -10.47B -176.5M 0.61 1.23 N/A N/A 503,269 305,508 4,759,729 3,750,917 2021-09-30 $142.25 $147.00 29.8% 7.7% 22.7% 31.4% 26.5% 7.0% -0.3% 182.6M -9.31B -176.2M 0.60 1.10 N/A N/A 576,834 347,634 4,836,967 3,855,249
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