AAPL Options History — December 2021 In December 2021, AAPL traded between $160.48 and $180.11. ATM implied volatility averaged 30.1%, placing in the 32.3% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 2.3% (HV 20d: 27.8%). Max pain ranged from $140.00 to $150.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.43.
Notable Days 2021-12-01 : Highest Volume — 3,678,506 contracts2021-12-13 : Largest IV spike — 11.9% change2021-12-16 : Highest IV Rank — 42.9%2021-12-03 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $173.56 $160.48 $180.11 $166.56 $178.11 Max Pain $144.77 $140.00 $150.00 $150.00 $150.00 ATM IV 30.1% 26.7% 33.8% 30.6% 28.3% Expected Move 8.4% 6.8% 10.0% 9.3% 6.8% HV 20d 27.8% 21.8% 31.2% 21.8% 27.1% HV 60d 22.5% 21.6% 23.4% 21.6% 22.2% IV Rank 32.3% 22.2% 42.9% 33.7% 26.9% IV Percentile 64.6% 46.8% 82.9% 65.9% 55.2% Term Structure 0.3% -1.6% 3.7% -0.1% 0.2% VWIV 30.4% 24.9% 35.8% 33.6% 24.9% Skew 25d 2.9% 1.7% 6.9% 3.5% 2.0% Skew 10d 5.6% 3.7% 12.4% 6.4% 4.8% Call IV 25d 29.6% 25.9% 33.8% 29.9% 27.8% Put IV 25d 32.5% 28.1% 36.4% 33.4% 29.8% Bid-Ask Spread % 4.83 1.04 17.53 1.32 17.53 Gamma HHI 0.13 0.10 0.20 0.11 0.12 Net GEX 1.25B 557.0M 1.89B 1.12B 735.6M Net DEX -43.54B -59.03B -27.69B -39.44B -42.46B Net VEX -180.4M -189.9M -169.4M -180.2M -169.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.43 0.30 0.78 0.48 0.54 Total Volume 2,201,466.045 964,018 3,678,506 3,678,506 1,117,798 Total OI 9,478,161.545 8,756,362 10,715,819 8,865,086 9,233,170
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 2021-12-01 $166.56 $150.00 30.6% 9.3% 21.8% 33.7% 33.6% 3.5% -0.1% 1.12B -39.44B -180.2M 0.48 1.32 N/A N/A 2,483,553 1,194,953 4,838,973 4,026,113 2021-12-02 $163.76 $150.00 28.9% 8.8% 23.1% 28.6% 32.4% 5.5% 0.2% 816.9M -33.17B -179.8M 0.43 1.36 N/A N/A 2,382,728 1,014,714 4,970,845 4,181,399 2021-12-03 $160.48 $150.00 32.1% 10.0% 24.5% 38.1% 35.8% 6.9% -0.2% 557.0M -27.69B -189.9M 0.78 1.28 N/A N/A 1,359,344 1,054,306 5,348,520 4,284,889 2021-12-06 $165.33 $140.00 29.1% 8.3% 26.2% 29.3% 30.9% 5.3% 0.2% 1.15B -37.26B -182.8M 0.45 1.97 N/A N/A 1,213,279 548,405 5,010,959 4,063,283 2021-12-07 $170.21 $140.00 27.7% 8.0% 27.3% 25.3% 29.2% 2.5% 0.6% 1.38B -44.80B -179.5M 0.34 1.87 N/A N/A 2,176,487 745,402 5,023,633 4,136,185 2021-12-08 $174.30 $140.00 29.1% 8.3% 28.0% 29.3% 29.9% 2.6% -0.1% 1.41B -50.49B -177.9M 0.32 2.35 N/A N/A 2,559,803 830,453 5,156,926 4,269,858 2021-12-09 $175.25 $140.00 30.4% 8.5% 26.3% 33.2% 31.0% 2.8% -0.2% 1.54B -50.83B -183.4M 0.54 2.22 N/A N/A 1,749,727 938,107 5,372,618 4,432,466 2021-12-10 $178.40 $140.00 28.8% 8.1% 26.2% 28.4% 29.3% 2.8% -1.2% 1.89B -59.03B -176.4M 0.54 2.25 N/A N/A 1,878,183 1,006,484 5,593,054 4,547,677 2021-12-13 $177.11 $145.00 32.2% 9.0% 26.8% 38.4% 31.9% 2.3% -0.6% 1.26B -50.87B -182.7M 0.39 6.52 N/A N/A 2,191,876 862,623 5,256,508 4,334,980 2021-12-14 $174.55 $145.00 33.0% 9.1% 27.9% 40.8% 32.7% 3.0% -1.1% 1.14B -45.61B -188.2M 0.56 6.47 N/A N/A 1,434,319 801,811 5,564,977 4,496,827 2021-12-15 $178.25 $145.00 31.4% 8.7% 28.3% 36.0% 31.8% 2.5% -1.1% 1.64B -53.60B -188.5M 0.38 1.81 N/A N/A 1,835,018 690,036 5,729,659 4,536,866 2021-12-16 $172.87 $145.00 33.8% 9.3% 31.2% 42.9% 33.8% 2.2% -1.6% 1.18B -43.39B -189.5M 0.38 2.03 N/A N/A 2,156,051 811,407 5,787,552 4,588,520 2021-12-17 $171.49 $145.00 33.5% 9.4% 30.4% 42.1% 33.8% 2.1% -0.8% 1.13B -40.94B -189.6M 0.49 13.45 N/A N/A 1,606,754 786,529 6,072,628 4,643,191 2021-12-20 $169.53 $145.00 32.1% 9.1% 30.5% 38.0% 33.3% 3.2% 2.8% 948.9M -32.49B -185.0M 0.45 13.31 N/A N/A 964,332 434,273 5,176,728 3,982,724 2021-12-21 $172.28 $145.00 28.9% 8.3% 30.8% 28.8% 29.7% 2.8% 2.8% 1.19B -37.38B -178.3M 0.32 12.97 N/A N/A 1,147,990 367,141 5,209,261 4,071,970 2021-12-22 $175.13 $145.00 28.0% 8.0% 30.8% 26.0% 29.1% 2.4% 3.2% 1.53B -41.96B -180.7M 0.34 2.83 N/A N/A 1,250,969 426,534 5,211,648 4,119,094 2021-12-23 $176.70 $145.00 26.7% 7.4% 30.8% 22.2% 27.4% 2.1% 3.7% 1.40B -45.25B -178.1M 0.30 1.22 N/A N/A 1,221,518 369,931 5,266,866 4,164,016 2021-12-27 $180.11 $145.00 29.4% 7.6% 29.1% 30.3% 28.4% 2.0% 0.5% 1.29B -46.13B -175.0M 0.34 1.04 N/A N/A 1,022,978 344,230 4,800,837 3,955,525 2021-12-28 $179.72 $145.00 30.0% 7.6% 28.9% 31.9% 27.4% 1.7% 0.2% 1.29B -45.58B -172.7M 0.39 1.04 N/A N/A 922,289 361,223 4,868,660 4,023,984 2021-12-29 $179.59 $145.00 29.4% 7.3% 28.1% 30.3% 26.2% 1.9% 0.2% 1.50B -45.66B -171.0M 0.42 2.74 N/A N/A 679,457 284,561 4,965,573 4,080,289 2021-12-30 $178.61 $145.00 29.1% 7.1% 28.1% 29.4% 25.6% 1.9% -0.0% 1.32B -43.77B -169.4M 0.38 8.71 N/A N/A 871,541 333,136 4,992,405 4,127,698 2021-12-31 $178.11 $150.00 28.3% 6.8% 27.1% 26.9% 24.9% 2.0% 0.2% 735.6M -42.46B -169.8M 0.54 17.53 N/A N/A 723,732 394,066 5,041,723 4,191,447
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