AAPL Options History — February 2022

In February 2022, AAPL traded between $160.53 and $175.76. ATM implied volatility averaged 27.6%, placing in the 40.6% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded below realized volatility by 3.3% (HV 20d: 30.9%). Max pain ranged from $160.00 to $170.00. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 0.71.

Notable Days

  • 2022-02-24: Highest Volume — 1,660,010 contracts
  • 2022-02-10: Largest IV spike — 16.5% change
  • 2022-02-23: Highest IV Rank — 64.0%
  • 2022-02-23: Largest Expected Move — 9.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$169.79$160.53$175.76$174.43$163.99
Max Pain$168.29$160.00$170.00$165.00$167.50
ATM IV27.6%23.4%32.6%25.7%29.7%
Expected Move8.0%7.0%9.5%7.4%8.8%
HV 20d30.9%24.3%32.5%32.2%24.3%
HV 60d28.1%27.7%28.5%27.8%28.0%
IV Rank40.6%20.6%64.0%31.7%51.1%
IV Percentile56.1%32.1%88.5%42.9%72.6%
Term Structure0.4%-0.3%1.1%0.3%-0.0%
VWIV29.3%25.8%33.7%27.1%32.9%
Skew 25d7.2%4.7%9.1%5.7%9.1%
Skew 10d14.7%10.0%18.1%10.9%18.1%
Call IV 25d24.9%21.7%28.4%24.1%26.5%
Put IV 25d32.1%26.3%37.4%29.8%35.5%
Bid-Ask Spread %1.581.331.881.571.62
Gamma HHI0.090.050.130.110.05
Net GEX311.3M-67.9M786.2M605.4M176.7M
Net DEX-15.63B-24.93B-4.73B-23.60B-9.11B
Net VEX-184.2M-190.8M-175.6M-185.3M-180.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.710.491.050.620.80
Total Volume1,102,987.895704,4841,660,0101,038,639850,524
Total OI7,104,566.8426,542,9717,524,7636,974,4826,869,132

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$174.43$165.0025.7%7.4%32.2%31.7%27.1%5.7%0.3%605.4M-23.60B-185.3M0.621.57N/AN/A639,283399,3563,773,0943,201,388
2022-02-02$175.43$165.0024.7%7.1%32.2%26.9%26.2%5.4%0.4%723.0M-24.93B-186.1M0.571.58N/AN/A626,204357,9263,865,9413,277,763
2022-02-03$173.68$160.0027.7%8.1%31.6%40.9%30.7%6.7%0.3%471.0M-21.78B-190.8M0.631.62N/AN/A785,378497,8733,906,8643,321,735
2022-02-04$173.11$165.0025.2%7.6%30.3%29.3%27.4%5.7%0.4%323.9M-19.26B-188.4M0.731.59N/AN/A824,005599,1263,836,4503,367,937
2022-02-07$171.54$165.0027.0%8.0%30.4%37.7%28.0%5.9%0.8%354.5M-17.59B-188.3M0.601.52N/AN/A440,006264,4783,708,4453,195,035
2022-02-08$174.50$170.0024.5%7.4%30.8%25.9%27.0%5.4%1.1%654.9M-22.08B-185.9M0.491.67N/AN/A700,330344,6723,811,2283,251,115
2022-02-09$175.76$170.0023.4%7.0%30.0%20.6%25.8%4.7%1.1%786.2M-23.89B-184.4M0.511.44N/AN/A661,513336,1043,875,4683,304,210
2022-02-10$172.13$170.0027.3%8.0%30.8%39.0%27.4%6.0%0.7%344.3M-18.07B-185.9M0.701.46N/AN/A695,305484,2303,942,0493,344,961
2022-02-11$168.67$170.0029.1%8.5%31.1%47.6%30.6%8.0%0.9%90.1M-12.47B-188.1M0.901.88N/AN/A708,938637,0663,986,3113,408,228
2022-02-14$168.64$170.0029.4%8.5%31.1%49.2%31.0%8.8%0.1%164.9M-12.99B-187.2M0.761.62N/AN/A557,226424,3863,752,2553,276,182
2022-02-15$172.04$170.0027.6%7.9%31.3%40.4%28.8%7.7%0.1%365.5M-17.29B-185.8M0.771.47N/AN/A514,005396,6403,822,6813,355,171
2022-02-16$172.93$170.0024.9%7.1%30.7%27.5%26.7%7.1%0.3%463.5M-18.69B-183.0M0.681.33N/AN/A487,411332,6053,894,8453,459,824
2022-02-17$169.53$170.0028.9%8.3%31.2%46.5%31.7%8.3%0.0%130.1M-13.70B-185.0M1.051.38N/AN/A443,220466,3053,949,5833,495,968
2022-02-18$167.85$170.0027.7%7.9%31.1%40.8%29.7%8.2%0.3%-66.4M-11.55B-182.4M0.851.52N/AN/A676,876578,6973,982,2273,542,536
2022-02-22$164.57$170.0029.7%8.5%30.9%50.4%31.4%8.5%0.2%-9.9M-8.70B-177.8M0.701.84N/AN/A625,800436,2823,470,2733,072,698
2022-02-23$160.53$170.0032.6%9.5%32.1%64.0%33.3%9.0%-0.2%-67.9M-4.73B-175.6M0.741.62N/AN/A603,508447,5553,576,8803,149,845
2022-02-24$161.73$170.0032.2%9.0%31.8%62.3%33.7%9.0%-0.3%11.4M-6.10B-178.7M0.701.68N/AN/A976,250683,7603,689,4763,197,840
2022-02-25$164.93$170.0027.2%7.8%32.5%39.1%28.2%8.0%0.0%393.6M-10.50B-180.0M0.611.63N/AN/A901,837552,0903,789,0123,262,120
2022-02-28$163.99$167.5029.7%8.8%24.3%51.1%32.9%9.1%-0.0%176.7M-9.11B-180.9M0.801.62N/AN/A472,901377,6233,671,5593,197,573