AAPL Options History — March 2022 In March 2022, AAPL traded between $150.92 and $178.88. ATM implied volatility averaged 29.7%, placing in the 51.3% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded below realized volatility by 0.7% (HV 20d: 30.4%). Max pain ranged from $165.00 to $170.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.69.
Notable Days 2022-03-23 : Highest Volume — 1,906,253 contracts2022-03-16 : Largest IV drop — 15.5% change2022-03-14 : Highest IV Rank — 94.9%2022-03-08 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $165.21 $150.92 $178.88 $162.29 $176.11 Max Pain $166.52 $165.00 $170.00 $167.50 $170.00 ATM IV 29.7% 23.2% 38.8% 34.3% 28.6% Expected Move 9.2% 7.5% 11.5% 10.0% 8.1% HV 20d 30.4% 22.1% 34.5% 22.1% 31.9% HV 60d 28.6% 26.8% 29.9% 27.8% 29.6% IV Rank 51.3% 19.8% 94.9% 73.3% 45.7% IV Percentile 69.0% 31.0% 99.2% 95.2% 66.7% Term Structure 0.6% -1.0% 3.9% -0.4% -0.1% VWIV 32.7% 28.0% 39.8% 34.8% 29.3% Skew 25d 8.2% 4.3% 12.2% 10.3% 5.4% Skew 10d 16.1% 8.7% 23.0% 20.3% 10.9% Call IV 25d 26.6% 21.2% 33.4% 28.7% 26.3% Put IV 25d 34.8% 26.7% 44.4% 38.9% 31.7% Bid-Ask Spread % 1.70 1.35 2.05 2.05 1.63 Gamma HHI 0.09 0.05 0.24 0.05 0.11 Net GEX 326.8M -442.7M 830.7M 135.9M 533.6M Net DEX -12.93B -30.40B 2.18B -7.29B -24.71B Net VEX -182.2M -190.4M -169.9M -182.5M -188.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.50 0.87 0.75 0.82 Total Volume 1,331,525.696 935,935 1,906,253 935,935 1,166,046 Total OI 7,330,144.739 6,648,870 7,749,766 7,016,844 7,671,691
Daily Data (23 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 2022-03-01 $162.29 $167.50 34.3% 10.0% 22.1% 73.3% 34.8% 10.3% -0.4% 135.9M -7.29B -182.5M 0.75 2.05 N/A N/A 534,885 401,050 3,753,026 3,263,818 2022-03-02 $167.13 $165.00 29.9% 8.4% 25.0% 52.2% 30.7% 9.1% -0.0% 417.5M -13.39B -186.3M 0.66 1.71 N/A N/A 624,827 410,950 3,830,389 3,316,695 2022-03-03 $165.72 $167.50 30.3% 9.1% 24.9% 54.3% 31.6% 9.2% -0.0% 303.6M -11.55B -187.1M 0.50 1.67 N/A N/A 881,728 442,093 3,920,461 3,373,800 2022-03-04 $162.69 $167.50 32.1% 10.1% 25.4% 62.8% 35.4% 11.4% -0.1% 16.5M -7.28B -184.8M 0.87 1.83 N/A N/A 750,267 656,388 4,013,853 3,404,415 2022-03-07 $159.95 $167.50 36.3% 11.4% 25.8% 83.1% 39.5% 12.2% -0.2% 51.8M -5.12B -183.5M 0.78 1.71 N/A N/A 544,260 422,195 3,804,790 3,312,471 2022-03-08 $157.70 $165.00 35.0% 11.5% 26.0% 77.0% 39.8% 11.3% -0.3% -39.4M -2.59B -177.6M 0.71 1.45 N/A N/A 919,499 651,666 3,881,327 3,372,183 2022-03-09 $163.27 $165.00 30.6% 9.8% 28.6% 55.4% 33.6% 10.4% -0.0% 257.2M -8.98B -180.5M 0.75 1.83 N/A N/A 641,547 480,232 3,951,777 3,426,167 2022-03-10 $157.85 $165.00 32.7% 10.5% 30.2% 65.7% 36.2% 10.2% -0.2% -108.7M -2.56B -177.3M 0.75 1.72 N/A N/A 774,647 577,737 4,021,544 3,481,169 2022-03-11 $155.04 $165.00 35.1% 10.9% 30.0% 77.3% 37.6% 10.5% -0.2% -442.7M 389.7M -174.7M 0.74 1.89 N/A N/A 836,554 623,180 4,113,790 3,531,220 2022-03-14 $150.92 $170.00 38.8% 11.2% 30.6% 94.9% 39.2% 11.0% -1.0% -122.9M 2.18B -169.9M 0.78 1.35 N/A N/A 634,867 495,194 3,898,548 3,370,134 2022-03-15 $154.95 $165.00 34.6% 10.2% 32.6% 74.6% 35.8% 10.0% -0.7% 31.1M -1.73B -174.5M 0.71 1.60 N/A N/A 630,729 448,144 4,008,681 3,438,850 2022-03-16 $158.45 $165.00 29.2% 9.1% 32.8% 48.8% 32.7% 8.6% -0.3% 192.1M -5.65B -174.9M 0.78 1.54 N/A N/A 704,677 550,995 4,076,057 3,514,008 2022-03-17 $160.35 $165.00 27.9% 8.9% 33.2% 42.7% 31.9% 8.2% -0.2% 307.2M -7.88B -177.7M 0.74 1.92 N/A N/A 547,639 402,839 4,120,886 3,564,636 2022-03-18 $164.30 $165.00 24.6% 8.2% 34.0% 26.5% 29.6% 7.2% -0.3% 661.2M -13.94B -180.1M 0.60 1.50 N/A N/A 1,054,040 635,355 4,150,837 3,598,929 2022-03-21 $164.45 $165.00 26.0% 8.5% 33.9% 33.5% 29.8% 7.3% 3.9% 367.1M -13.41B -181.8M 0.61 1.52 N/A N/A 783,727 475,800 3,550,520 3,098,350 2022-03-22 $168.98 $165.00 23.2% 7.8% 34.5% 19.8% 29.3% 6.8% 2.9% 629.2M -19.28B -183.6M 0.62 1.53 N/A N/A 850,447 525,572 3,666,267 3,205,212 2022-03-23 $171.26 $165.00 25.3% 8.4% 33.3% 30.0% 30.1% 5.6% 3.0% 686.2M -22.00B -190.4M 0.58 1.56 N/A N/A 1,203,985 702,268 3,757,281 3,339,816 2022-03-24 $173.26 $165.00 24.4% 8.0% 33.4% 25.8% 30.5% 4.5% 3.5% 805.7M -24.94B -188.4M 0.54 1.84 N/A N/A 1,035,201 561,901 3,868,743 3,469,046 2022-03-25 $174.00 $165.00 24.4% 7.8% 32.9% 25.9% 28.9% 4.3% 3.2% 800.6M -25.84B -187.6M 0.63 2.00 N/A N/A 1,085,353 680,988 3,939,575 3,548,511 2022-03-28 $174.95 $170.00 26.4% 8.0% 32.7% 35.4% 28.9% 4.9% 0.9% 588.1M -24.46B -187.3M 0.66 1.75 N/A N/A 642,602 421,309 3,747,351 3,403,011 2022-03-29 $178.88 $170.00 25.4% 7.5% 33.0% 30.5% 28.0% 4.4% 0.8% 830.7M -30.40B -183.3M 0.65 1.54 N/A N/A 986,476 639,287 3,824,635 3,469,771 2022-03-30 $177.27 $170.00 28.5% 8.1% 32.0% 45.5% 28.7% 5.6% -0.1% 613.8M -26.95B -188.7M 0.72 1.95 N/A N/A 921,023 664,922 3,907,133 3,611,955 2022-03-31 $176.11 $170.00 28.6% 8.1% 31.9% 45.7% 29.3% 5.4% -0.1% 533.6M -24.71B -188.7M 0.82 1.63 N/A N/A 639,990 526,056 4,001,300 3,670,391
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