AAPL Options History — June 2022

In June 2022, AAPL traded between $129.58 and $150.74. ATM implied volatility averaged 35.7%, placing in the 65.7% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded below realized volatility by 7.7% (HV 20d: 43.5%). Max pain ranged from $145.00 to $155.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.87.

Notable Days

2022-06-10: Highest Volume — 1,605,676 contracts
2022-06-13: Largest IV spike — 22.2% change
2022-06-13: Highest IV Rank — 94.0%
2022-06-13: Largest Expected Move — 12.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$139.87	$129.58	$150.74	$149.67	$136.70
Max Pain	$147.67	$145.00	$155.00	$146.00	$145.00
ATM IV	35.7%	30.8%	42.9%	33.3%	40.6%
Expected Move	10.0%	8.8%	12.2%	10.0%	10.1%
HV 20d	43.5%	39.3%	53.0%	53.0%	40.0%
HV 60d	40.8%	39.3%	42.1%	40.2%	41.7%
IV Rank	65.7%	46.5%	94.0%	56.4%	84.8%
IV Percentile	87.9%	73.4%	99.6%	85.7%	97.6%
Term Structure	0.5%	-0.9%	4.7%	-0.7%	-0.7%
VWIV	35.4%	31.9%	41.5%	36.6%	36.0%
Skew 25d	7.3%	5.7%	8.8%	7.0%	7.9%
Skew 10d	14.2%	11.5%	16.4%	13.8%	15.2%
Call IV 25d	32.5%	28.3%	37.6%	30.6%	36.4%
Put IV 25d	39.8%	34.8%	46.5%	37.6%	44.3%
Bid-Ask Spread %	1.17	1.01	1.38	1.10	1.20
Gamma HHI	0.06	0.04	0.12	0.05	0.06
Net GEX	-84.8M	-353.7M	176.7M	74.7M	-134.7M
Net DEX	4.41B	-4.37B	13.85B	-3.04B	5.45B
Net VEX	-144.7M	-162.7M	-128.4M	-161.5M	-139.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.87	0.56	1.21	0.71	0.88
Total Volume	1,158,947.952	845,273	1,605,676	1,196,644	1,335,763
Total OI	7,336,104.286	6,350,529	8,059,388	7,570,718	6,942,818

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
2022-06-01	$149.67	$146.00	33.3%	10.0%	53.0%	56.4%	36.6%	7.0%	-0.7%	74.7M	-3.04B	-161.5M	0.71	1.10	N/A	N/A	700,318	496,326	3,856,827	3,713,891
2022-06-02	$150.74	$155.00	32.0%	9.1%	50.4%	51.4%	32.6%	6.7%	-0.5%	176.7M	-4.37B	-162.7M	0.74	1.19	N/A	N/A	677,384	498,856	3,935,332	3,760,686
2022-06-03	$145.12	$155.00	34.4%	9.7%	47.6%	60.8%	35.5%	6.8%	-0.6%	-284.5M	2.66B	-156.2M	0.92	1.20	N/A	N/A	832,547	764,687	3,967,363	3,835,126
2022-06-06	$145.82	$155.00	34.0%	9.6%	47.4%	59.1%	33.1%	6.8%	-0.1%	-81.9M	1.35B	-156.1M	0.87	1.19	N/A	N/A	503,395	436,783	3,773,229	3,708,312
2022-06-07	$148.81	$150.00	31.1%	9.0%	46.6%	47.8%	32.7%	6.4%	0.2%	45.6M	-2.24B	-158.4M	0.90	1.18	N/A	N/A	499,807	450,052	3,854,664	3,771,618
2022-06-08	$147.91	$150.00	30.8%	8.9%	46.2%	46.5%	32.4%	5.7%	0.4%	-21.4M	-1.04B	-157.3M	0.86	1.25	N/A	N/A	521,005	446,874	3,902,174	3,836,827
2022-06-09	$143.26	$150.00	33.5%	9.6%	43.4%	57.0%	34.2%	5.7%	0.1%	-241.7M	4.22B	-152.8M	0.83	1.18	N/A	N/A	544,566	452,348	3,934,954	3,844,946
2022-06-10	$137.92	$150.00	35.1%	10.1%	43.6%	63.3%	35.7%	6.4%	0.2%	-346.6M	9.96B	-144.8M	0.93	1.19	N/A	N/A	833,427	772,249	4,015,647	3,868,429
2022-06-13	$132.14	$150.00	42.9%	12.2%	42.7%	94.0%	41.5%	8.8%	-0.6%	-278.0M	12.86B	-136.5M	1.07	1.38	N/A	N/A	589,318	631,952	3,794,925	3,768,822
2022-06-14	$132.97	$145.00	38.5%	11.0%	42.8%	76.6%	39.3%	8.3%	-0.1%	-249.9M	11.71B	-137.0M	0.89	1.11	N/A	N/A	511,688	456,141	3,906,122	3,819,463
2022-06-15	$135.80	$145.00	35.9%	10.3%	42.6%	65.9%	36.3%	7.8%	-0.1%	-187.0M	9.17B	-138.7M	0.66	1.20	N/A	N/A	636,199	422,325	3,973,728	3,859,867
2022-06-16	$129.58	$145.00	40.0%	11.5%	41.0%	82.4%	39.9%	8.5%	-0.3%	-353.7M	13.85B	-128.4M	1.00	1.01	N/A	N/A	756,506	755,862	4,064,695	3,831,490
2022-06-17	$131.75	$145.00	37.5%	10.7%	41.1%	72.5%	37.3%	7.9%	0.2%	-150.6M	11.20B	-130.8M	0.96	1.10	N/A	N/A	818,057	787,456	4,197,563	3,861,825
2022-06-21	$136.03	$145.00	35.4%	10.0%	42.8%	64.0%	35.1%	7.7%	3.6%	-43.5M	5.75B	-134.8M	0.71	1.12	N/A	N/A	544,934	387,639	3,252,398	3,098,131
2022-06-22	$135.27	$145.00	35.9%	10.3%	39.9%	65.8%	34.8%	7.8%	3.7%	-33.0M	6.13B	-135.4M	0.89	1.16	N/A	N/A	527,324	469,606	3,407,263	3,182,342
2022-06-23	$138.28	$145.00	34.5%	9.9%	40.8%	60.5%	35.3%	7.5%	4.2%	150.9M	2.99B	-140.6M	0.90	1.10	N/A	N/A	574,204	516,506	3,490,715	3,224,978
2022-06-24	$140.64	$145.00	33.3%	8.8%	41.3%	55.4%	31.9%	6.7%	4.7%	50.9M	-191.2M	-142.5M	0.56	1.21	N/A	N/A	863,976	480,714	3,572,709	3,297,672
2022-06-27	$141.70	$145.00	36.5%	9.2%	40.5%	68.5%	32.0%	7.8%	-0.9%	108.1M	-119.0M	-143.4M	0.77	1.19	N/A	N/A	477,714	367,559	3,355,032	3,120,523
2022-06-28	$137.68	$145.00	37.2%	9.8%	39.3%	71.4%	35.3%	7.8%	-0.8%	-24.4M	4.07B	-138.7M	0.96	1.18	N/A	N/A	492,974	473,452	3,466,481	3,198,606
2022-06-29	$139.41	$145.00	38.2%	9.7%	39.6%	75.3%	35.7%	8.1%	-0.7%	42.3M	2.30B	-142.3M	1.21	1.21	N/A	N/A	466,575	562,839	3,514,097	3,275,900
2022-06-30	$136.70	$145.00	40.6%	10.1%	40.0%	84.8%	36.0%	7.9%	-0.7%	-134.7M	5.45B	-139.7M	0.88	1.20	N/A	N/A	710,487	625,276	3,566,617	3,376,201