AAPL Options History — October 2021 In October 2021, AAPL traded between $138.96 and $152.20. ATM implied volatility averaged 25.0%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 4.2% (HV 20d: 20.8%). Max pain ranged from $140.00 to $147.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.50.
Notable Days 2021-10-29 : Highest Volume — 2,516,523 contracts2021-10-04 : Largest IV spike — 13.5% change2021-10-04 : Highest IV Rank — 37.3%2021-10-04 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $145.51 $138.96 $152.20 $142.47 $149.47 Max Pain $142.24 $140.00 $147.00 $147.00 $145.00 ATM IV 25.0% 20.6% 31.8% 28.0% 20.6% Expected Move 7.1% 6.0% 8.6% 7.0% 6.0% HV 20d 20.8% 17.1% 24.4% 22.5% 19.5% HV 60d 20.2% 19.3% 21.9% 21.2% 20.1% IV Rank 17.5% 4.5% 37.3% 26.2% 4.5% IV Percentile 28.6% 6.0% 61.5% 38.5% 6.0% Term Structure -0.4% -0.8% 0.3% -0.2% 0.3% VWIV 25.2% 21.8% 29.8% 24.8% 21.8% Skew 25d 3.7% 0.4% 7.0% 5.9% 0.4% Skew 10d 7.6% 1.6% 15.1% 11.2% 1.6% Call IV 25d 23.9% 21.1% 29.0% 25.9% 21.1% Put IV 25d 27.6% 21.5% 35.9% 31.7% 21.5% Bid-Ask Spread % 1.23 1.07 1.54 1.10 1.36 Gamma HHI 0.11 0.06 0.24 0.08 0.10 Net GEX 587.6M 48.3M 1.13B 111.0M 496.4M Net DEX -15.87B -25.98B -5.63B -9.57B -20.13B Net VEX -167.5M -171.5M -162.1M -171.4M -166.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.50 0.32 0.75 0.49 0.41 Total Volume 1,167,222.952 590,860 2,516,523 1,454,623 2,516,523 Total OI 8,329,718.381 7,508,975 8,918,180 8,760,355 8,407,443
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 2021-10-01 $142.47 $147.00 28.0% 7.0% 22.5% 26.2% 24.8% 5.9% -0.2% 111.0M -9.57B -171.4M 0.49 1.10 N/A N/A 974,864 479,759 4,876,619 3,883,736 2021-10-04 $138.96 $140.00 31.8% 8.6% 23.4% 37.3% 29.8% 7.0% -0.8% 48.3M -5.63B -167.7M 0.59 1.25 N/A N/A 686,356 401,987 4,569,947 3,755,205 2021-10-05 $141.50 $140.00 28.8% 8.1% 23.6% 28.6% 28.3% 6.6% -0.8% 169.2M -8.50B -167.4M 0.58 1.07 N/A N/A 614,779 355,627 4,661,379 3,819,010 2021-10-06 $141.21 $140.00 29.0% 8.1% 23.4% 29.1% 27.5% 6.2% -0.6% 298.6M -8.67B -169.5M 0.52 1.24 N/A N/A 654,382 341,696 4,786,932 3,900,887 2021-10-07 $143.42 $140.00 27.4% 7.5% 24.4% 24.4% 27.0% 5.8% -0.5% 535.0M -12.56B -170.3M 0.59 1.54 N/A N/A 688,846 409,713 4,829,434 3,959,258 2021-10-08 $142.96 $140.00 26.5% 7.3% 21.4% 21.7% 26.1% 5.9% -0.6% 915.2M -12.19B -168.4M 0.59 1.37 N/A N/A 641,894 375,896 4,897,958 3,995,554 2021-10-11 $143.12 $140.00 26.7% 7.3% 21.4% 22.2% 26.0% 5.3% -0.8% 346.7M -11.87B -165.2M 0.75 1.38 N/A N/A 571,899 428,454 4,684,794 3,816,551 2021-10-12 $141.49 $140.00 27.7% 7.9% 21.5% 25.2% 27.1% 5.1% -0.2% 267.2M -9.46B -165.8M 0.45 1.11 N/A N/A 634,664 282,728 4,749,244 3,835,414 2021-10-13 $140.74 $140.00 26.6% 7.6% 21.0% 21.9% 26.3% 4.6% -0.2% 161.6M -8.48B -162.8M 0.52 1.19 N/A N/A 729,652 380,286 4,810,042 3,859,636 2021-10-14 $143.53 $140.00 23.6% 6.6% 22.5% 13.3% 24.4% 4.1% -0.6% 694.8M -13.54B -164.1M 0.58 1.23 N/A N/A 707,399 411,737 4,916,686 3,883,165 2021-10-15 $144.53 $140.00 22.7% 6.4% 21.8% 10.6% 23.1% 3.8% -0.5% 966.1M -16.00B -162.1M 0.51 1.31 N/A N/A 810,835 412,995 5,002,913 3,915,267 2021-10-18 $146.65 $140.00 22.7% 6.5% 20.2% 10.7% 23.0% 3.0% -0.4% 653.5M -18.76B -163.5M 0.42 1.09 N/A N/A 825,941 344,028 4,168,081 3,340,894 2021-10-19 $148.50 $140.00 23.2% 6.6% 20.3% 12.2% 23.9% 2.6% -0.8% 820.2M -22.15B -168.2M 0.32 1.12 N/A N/A 1,140,158 370,366 4,286,138 3,434,077 2021-10-20 $149.03 $145.00 22.9% 6.6% 19.8% 11.1% 23.6% 2.4% -0.7% 931.4M -22.56B -171.5M 0.40 1.15 N/A N/A 864,836 349,056 4,428,984 3,561,998 2021-10-21 $149.38 $145.00 22.6% 6.5% 19.7% 10.4% 23.4% 2.0% -0.6% 1.08B -22.92B -169.4M 0.55 1.20 N/A N/A 665,394 364,552 4,474,408 3,598,709 2021-10-22 $148.94 $145.00 23.0% 6.7% 19.7% 11.5% 24.1% 2.1% -0.8% 1.13B -21.89B -170.7M 0.48 1.24 N/A N/A 729,039 346,460 4,535,985 3,656,256 2021-10-25 $148.57 $145.00 22.8% 6.8% 19.3% 11.0% 24.1% 2.0% -0.1% 607.2M -19.80B -167.8M 0.56 1.11 N/A N/A 378,000 212,860 4,237,262 3,490,239 2021-10-26 $149.74 $145.00 22.2% 6.7% 17.1% 9.3% 24.0% 1.5% -0.1% 668.7M -21.63B -167.9M 0.37 1.22 N/A N/A 582,367 213,067 4,304,525 3,565,781 2021-10-27 $149.29 $145.00 23.8% 7.2% 17.1% 14.0% 26.2% 0.8% -0.3% 616.0M -20.89B -169.1M 0.44 1.18 N/A N/A 476,718 208,027 4,339,239 3,612,086 2021-10-28 $152.20 $145.00 23.1% 6.9% 17.9% 11.9% 24.9% 0.4% -0.1% 820.7M -25.98B -168.4M 0.38 1.34 N/A N/A 1,401,112 526,730 4,420,032 3,652,318 2021-10-29 $149.47 $145.00 20.6% 6.0% 19.5% 4.5% 21.8% 0.4% 0.3% 496.4M -20.13B -166.7M 0.41 1.36 N/A N/A 1,784,779 731,744 4,627,079 3,780,364
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