AAPL Options History — November 2021 In November 2021, AAPL traded between $147.95 and $164.31. ATM implied volatility averaged 22.9%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 5.5% (HV 20d: 17.4%). Max pain ranged from $145.00 to $150.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.38.
Notable Days 2021-11-18 : Highest Volume — 3,679,633 contracts2021-11-26 : Largest IV spike — 12.8% change2021-11-26 : Highest IV Rank — 30.9%2021-11-30 : Largest Expected Move — 8.5%Monthly Statistics Metric Avg Min Max Open Close Price $154.38 $147.95 $164.31 $148.83 $164.31 Max Pain $149.38 $145.00 $150.00 $145.00 $150.00 ATM IV 22.9% 19.6% 29.6% 19.8% 27.9% Expected Move 6.7% 5.7% 8.5% 5.8% 8.5% HV 20d 17.4% 14.8% 21.7% 16.8% 21.7% HV 60d 20.3% 19.7% 21.7% 20.0% 21.7% IV Rank 11.2% 1.5% 30.9% 2.2% 25.9% IV Percentile 22.8% 0.8% 59.1% 1.2% 51.6% Term Structure 0.3% -0.4% 0.7% 0.7% 0.0% VWIV 24.1% 20.6% 30.7% 21.0% 30.7% Skew 25d 1.0% -0.2% 3.1% 0.6% 3.1% Skew 10d 3.3% 0.8% 7.0% 2.1% 7.0% Call IV 25d 23.3% 20.2% 29.1% 20.5% 27.2% Put IV 25d 24.3% 20.9% 31.3% 21.1% 30.2% Bid-Ask Spread % 1.46 1.22 1.86 1.32 1.33 Gamma HHI 0.14 0.08 0.32 0.12 0.12 Net GEX 935.0M 392.4M 1.58B 580.4M 1.05B Net DEX -25.33B -40.66B -14.40B -19.17B -36.61B Net VEX -170.3M -182.2M -165.2M -166.5M -178.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.38 0.23 0.53 0.40 0.35 Total Volume 1,615,124.048 799,441 3,679,633 1,055,795 3,062,301 Total OI 8,494,274.619 7,997,160 9,025,761 7,997,160 8,657,846
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 2021-11-01 $148.83 $145.00 19.8% 5.8% 16.8% 2.2% 21.0% 0.6% 0.7% 580.4M -19.17B -166.5M 0.40 1.32 N/A N/A 751,767 304,028 4,362,306 3,634,854 2021-11-02 $150.39 $146.00 19.6% 5.7% 16.1% 1.5% 20.6% 0.8% 0.7% 898.8M -22.19B -166.1M 0.35 1.54 N/A N/A 1,042,490 368,308 4,564,303 3,752,831 2021-11-03 $151.82 $146.00 19.8% 5.7% 16.2% 2.3% 20.6% 0.7% 0.5% 1.08B -24.74B -167.2M 0.38 1.65 N/A N/A 654,982 249,812 4,657,020 3,790,294 2021-11-04 $151.20 $150.00 20.1% 6.1% 15.8% 3.0% 21.9% 0.3% 0.6% 1.04B -23.52B -166.3M 0.24 1.60 N/A N/A 1,253,491 297,720 4,716,092 3,802,434 2021-11-05 $151.26 $150.00 20.6% 6.2% 15.6% 4.7% 22.1% 0.9% 0.6% 785.8M -21.20B -168.1M 0.43 1.60 N/A N/A 877,717 379,836 4,618,800 3,835,895 2021-11-08 $150.37 $150.00 20.8% 6.2% 15.9% 5.2% 22.4% -0.0% 0.6% 671.7M -19.37B -168.0M 0.37 1.47 N/A N/A 582,060 217,381 4,390,739 3,747,176 2021-11-09 $150.82 $150.00 21.6% 6.4% 15.1% 7.3% 23.3% 0.9% 0.6% 802.1M -20.24B -169.8M 0.47 1.44 N/A N/A 581,482 271,100 4,545,900 3,820,014 2021-11-10 $148.02 $150.00 22.0% 6.4% 16.7% 8.6% 23.8% 1.4% 0.5% 392.4M -14.96B -167.1M 0.42 1.59 N/A N/A 691,058 287,319 4,580,311 3,857,808 2021-11-11 $147.95 $150.00 21.2% 6.2% 15.5% 6.4% 22.2% 1.5% 0.4% 440.1M -14.40B -166.3M 0.41 1.39 N/A N/A 591,978 239,823 4,653,014 3,899,346 2021-11-12 $149.87 $150.00 20.9% 6.1% 15.9% 5.5% 22.1% 1.0% 0.6% 1.30B -19.07B -165.2M 0.41 1.58 N/A N/A 1,077,905 436,922 4,700,923 3,935,464 2021-11-15 $149.81 $150.00 21.5% 6.2% 15.2% 7.2% 22.5% 1.3% 0.5% 614.0M -18.19B -166.0M 0.36 1.22 N/A N/A 710,984 257,057 4,505,414 3,836,951 2021-11-16 $151.12 $150.00 21.3% 6.1% 14.8% 6.5% 21.8% 1.3% 0.2% 781.5M -20.21B -166.1M 0.34 1.38 N/A N/A 759,753 259,028 4,583,462 3,905,513 2021-11-17 $154.00 $150.00 22.0% 6.3% 16.1% 8.5% 22.7% 1.1% 0.1% 1.25B -26.14B -170.6M 0.26 1.27 N/A N/A 1,820,260 480,987 4,663,954 3,939,252 2021-11-18 $158.34 $150.00 24.8% 7.1% 18.6% 16.6% 25.5% -0.2% -0.0% 1.52B -34.83B -174.2M 0.23 1.86 N/A N/A 2,993,471 686,162 4,735,792 4,000,122 2021-11-19 $160.91 $150.00 24.0% 6.9% 19.1% 14.4% 24.9% 0.8% -0.1% 1.58B -40.66B -168.3M 0.30 1.66 N/A N/A 2,477,675 742,886 4,912,397 4,113,364 2021-11-22 $162.59 $150.00 24.6% 7.1% 19.0% 16.2% 25.6% -0.1% -0.4% 1.04B -35.90B -170.4M 0.35 1.57 N/A N/A 1,953,691 681,526 4,439,024 3,713,330 2021-11-23 $161.14 $150.00 26.3% 7.6% 19.6% 21.3% 27.2% 0.9% -0.4% 886.0M -31.77B -175.6M 0.53 1.24 N/A N/A 1,377,581 723,923 4,561,667 3,847,788 2021-11-24 $161.48 $150.00 26.3% 7.5% 19.4% 21.1% 26.9% 0.2% 0.2% 1.14B -33.29B -178.8M 0.49 1.28 N/A N/A 816,476 402,813 4,844,601 4,009,900 2021-11-26 $157.42 $150.00 29.6% 8.5% 21.1% 30.9% 30.4% 2.2% 0.5% 893.8M -25.28B -182.2M 0.46 1.34 N/A N/A 904,366 419,585 4,886,818 3,999,168 2021-11-29 $160.23 $150.00 25.9% 7.4% 20.5% 20.1% 27.0% 2.1% 0.3% 891.0M -30.20B -175.9M 0.44 1.33 N/A N/A 853,550 376,351 4,551,817 3,806,063 2021-11-30 $164.31 $150.00 27.9% 8.5% 21.7% 25.9% 30.7% 3.1% 0.0% 1.05B -36.61B -178.2M 0.35 1.33 N/A N/A 2,272,802 789,499 4,745,882 3,911,964
« Oct 2021 | All History | Dec 2021 » Home AAPL History November 2021