AAPL Options History — April 2022

In April 2022, AAPL traded between $157.06 and $178.14. ATM implied volatility averaged 32.6%, placing in the 63.1% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 3.3% (HV 20d: 29.2%). Max pain ranged from $165.00 to $170.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.76.

Notable Days

2022-04-29: Highest Volume — 2,004,798 contracts
2022-04-28: Largest IV drop — 13.3% change
2022-04-26: Highest IV Rank — 100.0%
2022-04-26: Largest Expected Move — 12.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$166.96	$157.06	$178.14	$172.87	$158.24
Max Pain	$169.63	$165.00	$170.00	$170.00	$165.00
ATM IV	32.6%	26.1%	42.4%	26.9%	36.0%
Expected Move	9.4%	7.4%	12.8%	7.7%	11.0%
HV 20d	29.2%	26.8%	33.5%	31.9%	33.5%
HV 60d	30.1%	28.2%	30.9%	29.6%	30.3%
IV Rank	63.1%	33.8%	100.0%	37.7%	72.5%
IV Percentile	83.4%	48.8%	100.0%	53.6%	95.6%
Term Structure	-0.8%	-2.4%	0.4%	0.2%	-1.1%
VWIV	33.4%	27.6%	45.3%	28.3%	38.0%
Skew 25d	7.5%	5.0%	10.7%	5.4%	8.8%
Skew 10d	14.3%	9.8%	19.9%	11.4%	16.4%
Call IV 25d	29.6%	25.1%	37.6%	25.6%	33.2%
Put IV 25d	37.1%	30.1%	48.3%	30.9%	42.1%
Bid-Ask Spread %	1.38	1.17	1.64	1.49	1.20
Gamma HHI	0.07	0.05	0.15	0.15	0.05
Net GEX	102.8M	-106.0M	635.3M	-34.6M	-26.3M
Net DEX	-11.13B	-26.50B	-1.01B	-18.97B	-1.62B
Net VEX	-183.2M	-191.2M	-175.1M	-188.3M	-177.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.76	0.59	1.05	0.81	0.89
Total Volume	1,168,540.35	799,636	2,004,798	1,374,740	2,004,798
Total OI	7,359,759	6,687,389	7,806,489	7,695,757	7,806,489

Daily Data (20 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
2022-04-01	$172.87	$170.00	26.9%	7.7%	31.9%	37.7%	28.3%	5.4%	0.2%	-34.6M	-18.97B	-188.3M	0.81	1.49	N/A	N/A	758,614	616,126	4,016,480	3,679,277
2022-04-04	$178.14	$170.00	26.1%	7.4%	32.4%	33.8%	27.6%	5.0%	-0.2%	635.3M	-26.50B	-185.9M	0.65	1.45	N/A	N/A	711,492	461,448	3,760,952	3,514,943
2022-04-05	$174.74	$170.00	28.3%	8.0%	32.8%	44.4%	28.5%	5.6%	-0.3%	376.4M	-20.89B	-189.5M	0.68	1.50	N/A	N/A	617,450	417,942	3,854,915	3,611,494
2022-04-06	$172.25	$170.00	30.9%	8.7%	31.6%	56.9%	29.9%	6.3%	-0.5%	215.9M	-17.08B	-191.2M	0.74	1.56	N/A	N/A	814,019	603,971	3,959,602	3,651,457
2022-04-07	$173.11	$170.00	28.7%	8.1%	28.5%	46.2%	30.1%	6.7%	-0.7%	288.7M	-18.72B	-188.8M	0.69	1.53	N/A	N/A	610,979	421,408	3,986,686	3,699,421
2022-04-08	$170.70	$170.00	29.9%	8.5%	28.1%	52.4%	31.0%	6.0%	-0.6%	157.5M	-14.82B	-187.8M	0.78	1.49	N/A	N/A	651,831	511,400	4,046,952	3,742,735
2022-04-11	$165.77	$170.00	32.7%	9.2%	28.5%	65.5%	31.7%	7.6%	-0.4%	-106.0M	-8.29B	-182.9M	0.74	1.64	N/A	N/A	533,184	393,527	3,792,313	3,605,911
2022-04-12	$167.55	$170.00	30.8%	8.7%	27.4%	56.6%	30.7%	7.2%	-0.3%	16.2M	-10.86B	-184.8M	0.67	1.40	N/A	N/A	678,946	453,323	3,880,050	3,672,110
2022-04-13	$170.83	$170.00	29.3%	8.3%	27.2%	49.1%	30.5%	6.4%	-0.3%	237.4M	-15.79B	-185.3M	0.74	1.42	N/A	N/A	558,968	415,592	3,943,033	3,700,416
2022-04-14	$165.90	$170.00	31.3%	8.9%	29.4%	59.0%	30.7%	6.4%	-0.5%	-62.8M	-8.96B	-181.2M	0.62	1.34	N/A	N/A	714,833	445,226	3,970,862	3,712,075
2022-04-18	$164.13	$170.00	31.2%	8.9%	28.4%	58.5%	30.8%	7.4%	-0.5%	-20.4M	-6.97B	-175.1M	0.63	1.30	N/A	N/A	547,478	342,242	3,509,574	3,177,815
2022-04-19	$167.06	$170.00	29.2%	8.3%	29.1%	49.1%	29.8%	6.4%	0.4%	128.6M	-10.02B	-180.0M	0.59	1.18	N/A	N/A	586,470	343,649	3,605,812	3,270,749
2022-04-20	$167.62	$170.00	30.9%	8.8%	27.4%	56.8%	31.5%	7.7%	-1.6%	203.5M	-10.89B	-182.0M	0.75	1.17	N/A	N/A	480,794	359,685	3,701,257	3,317,881
2022-04-21	$166.43	$170.00	32.7%	9.4%	27.0%	65.8%	32.7%	8.5%	0.0%	94.9M	-9.76B	-181.0M	0.77	1.25	N/A	N/A	863,768	664,975	3,760,809	3,338,259
2022-04-22	$163.00	$170.00	36.8%	10.8%	27.4%	85.4%	38.1%	9.1%	-2.4%	-84.0M	-5.51B	-183.8M	0.96	1.37	N/A	N/A	622,157	597,340	3,856,379	3,409,899
2022-04-25	$162.42	$170.00	38.9%	11.3%	27.3%	95.6%	40.8%	9.6%	-1.2%	36.6M	-5.95B	-181.3M	1.05	1.30	N/A	N/A	492,565	516,884	3,641,388	3,290,072
2022-04-26	$157.56	$170.00	41.9%	12.8%	28.6%	100.0%	45.3%	10.7%	-2.0%	-55.4M	-1.73B	-178.6M	1.02	1.28	N/A	N/A	395,118	404,518	3,736,900	3,371,223
2022-04-27	$157.06	$170.00	42.4%	12.5%	26.8%	100.0%	41.4%	10.0%	-1.9%	-91.3M	-1.01B	-176.2M	0.68	1.28	N/A	N/A	487,140	330,311	3,793,225	3,449,989
2022-04-28	$163.76	$167.50	36.8%	11.2%	31.7%	75.9%	40.2%	9.0%	-1.8%	145.3M	-8.37B	-182.4M	0.82	1.42	N/A	N/A	1,065,189	875,447	3,869,654	3,486,122
2022-04-29	$158.24	$165.00	36.0%	11.0%	33.5%	72.5%	38.0%	8.8%	-1.1%	-26.3M	-1.62B	-177.3M	0.89	1.20	N/A	N/A	1,062,420	942,378	4,104,849	3,701,640