AAPL Options History — July 2022

In July 2022, AAPL traded between $138.51 and $162.92. ATM implied volatility averaged 34.6%, placing in the 61.0% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 3.9% (HV 20d: 30.7%). Max pain ranged from $145.00 to $150.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 1.00.

Notable Days

2022-07-29: Highest Volume — 2,121,898 contracts
2022-07-29: Largest IV drop — 22.7% change
2022-07-05: Highest IV Rank — 78.7%
2022-07-05: Largest Expected Move — 10.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$149.55	$138.51	$162.92	$138.51	$162.92
Max Pain	$146.45	$145.00	$150.00	$145.00	$149.00
ATM IV	34.6%	24.2%	39.0%	37.6%	24.2%
Expected Move	9.7%	7.1%	10.6%	9.3%	7.1%
HV 20d	30.7%	24.3%	40.3%	40.3%	25.0%
HV 60d	41.6%	40.6%	42.3%	41.7%	41.4%
IV Rank	61.0%	18.7%	78.7%	73.0%	18.7%
IV Percentile	78.3%	24.2%	95.6%	91.7%	24.2%
Term Structure	-0.8%	-1.9%	0.2%	-0.7%	0.2%
VWIV	35.3%	26.0%	39.1%	33.1%	26.0%
Skew 25d	8.2%	6.1%	9.4%	8.7%	6.1%
Skew 10d	15.4%	11.3%	17.4%	16.6%	11.3%
Call IV 25d	30.7%	22.2%	34.6%	34.5%	22.2%
Put IV 25d	38.9%	28.4%	43.2%	43.2%	28.4%
Bid-Ask Spread %	1.19	0.96	2.00	1.10	1.35
Gamma HHI	0.08	0.05	0.23	0.05	0.23
Net GEX	255.1M	4.6M	906.1M	4.6M	906.1M
Net DEX	-6.76B	-21.74B	3.16B	3.16B	-21.74B
Net VEX	-152.1M	-159.7M	-141.0M	-141.0M	-158.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	0.63	1.74	0.92	0.64
Total Volume	1,175,349.35	549,650	2,121,898	1,059,893	2,121,898
Total OI	7,052,993.05	6,468,868	7,795,884	7,018,158	7,795,884

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
2022-07-01	$138.51	$145.00	37.6%	9.3%	40.3%	73.0%	33.1%	8.7%	-0.7%	4.6M	3.16B	-141.0M	0.92	1.10	N/A	N/A	553,268	506,625	3,623,118	3,395,040
2022-07-05	$141.28	$150.00	39.0%	10.6%	39.1%	78.7%	38.0%	8.5%	-1.0%	31.3M	881.6M	-142.6M	0.86	1.38	N/A	N/A	437,065	377,647	3,370,258	3,261,434
2022-07-06	$143.51	$150.00	36.2%	10.0%	39.5%	67.4%	36.4%	7.8%	-0.8%	189.1M	-2.11B	-143.7M	0.90	1.18	N/A	N/A	536,922	482,599	3,475,141	3,320,209
2022-07-07	$146.23	$150.00	35.5%	9.9%	39.4%	64.5%	35.0%	7.8%	-0.9%	364.2M	-5.39B	-145.3M	1.00	1.23	N/A	N/A	582,988	584,016	3,529,236	3,387,401
2022-07-08	$147.40	$150.00	33.9%	9.6%	39.4%	58.0%	34.1%	7.2%	-0.8%	393.1M	-6.76B	-147.6M	0.84	1.33	N/A	N/A	692,742	578,786	3,585,573	3,508,271
2022-07-11	$144.79	$150.00	36.4%	10.1%	38.2%	68.3%	35.3%	7.8%	-1.0%	70.1M	-2.02B	-144.5M	1.01	1.18	N/A	N/A	520,087	525,339	3,437,381	3,364,984
2022-07-12	$145.52	$145.00	37.5%	10.5%	35.4%	72.6%	37.8%	8.3%	-0.7%	118.9M	-2.97B	-148.4M	1.04	1.26	N/A	N/A	651,609	677,685	3,549,464	3,475,385
2022-07-13	$145.70	$145.00	37.6%	10.6%	31.1%	73.1%	38.0%	8.1%	-0.6%	86.9M	-3.09B	-150.9M	0.97	1.15	N/A	N/A	578,655	560,870	3,644,222	3,600,851
2022-07-14	$148.45	$145.00	37.4%	10.3%	31.5%	72.1%	37.7%	8.0%	-1.9%	327.6M	-7.26B	-153.7M	0.89	1.12	N/A	N/A	872,295	776,066	3,717,394	3,642,022
2022-07-15	$149.53	$145.00	34.3%	9.6%	31.0%	59.4%	34.7%	8.0%	-1.0%	682.6M	-8.83B	-153.7M	0.63	0.98	N/A	N/A	906,687	568,380	3,821,345	3,745,121
2022-07-18	$146.93	$145.00	36.4%	10.3%	25.8%	68.2%	37.9%	9.0%	-0.6%	59.6M	-3.18B	-150.6M	1.18	1.20	N/A	N/A	614,064	722,302	3,292,217	3,176,651
2022-07-19	$150.67	$145.00	34.5%	9.8%	26.4%	60.3%	37.6%	9.4%	-0.7%	203.0M	-6.78B	-153.9M	1.17	1.12	N/A	N/A	502,939	590,792	3,425,139	3,332,372
2022-07-20	$153.20	$145.00	32.9%	9.4%	25.0%	53.8%	33.4%	9.1%	-1.7%	330.3M	-9.77B	-156.6M	0.87	1.02	N/A	N/A	559,883	484,338	3,493,529	3,445,473
2022-07-21	$154.86	$145.00	32.2%	9.2%	24.7%	51.0%	34.0%	9.1%	-0.6%	427.6M	-11.60B	-158.9M	0.84	1.01	N/A	N/A	629,658	526,267	3,553,633	3,513,413
2022-07-22	$154.03	$145.00	32.2%	9.3%	24.3%	51.2%	34.4%	8.3%	-0.6%	263.3M	-10.27B	-159.5M	0.91	1.03	N/A	N/A	597,412	545,115	3,609,492	3,584,835
2022-07-25	$152.41	$145.00	35.1%	10.1%	24.6%	62.7%	36.4%	8.4%	-0.7%	110.5M	-7.08B	-157.0M	1.32	1.09	N/A	N/A	284,991	376,776	3,430,048	3,411,431
2022-07-26	$151.40	$145.00	36.1%	10.4%	24.8%	66.9%	39.1%	9.0%	-1.0%	47.3M	-5.63B	-157.2M	1.74	0.96	N/A	N/A	200,253	349,397	3,486,486	3,528,428
2022-07-27	$156.90	$145.00	32.5%	9.3%	24.3%	52.3%	35.2%	8.0%	-0.4%	239.0M	-12.17B	-159.7M	0.93	1.08	N/A	N/A	515,175	477,373	3,522,617	3,583,757
2022-07-28	$156.73	$145.00	31.3%	8.8%	24.3%	47.3%	32.9%	7.8%	-0.5%	246.4M	-12.51B	-158.8M	1.30	2.00	N/A	N/A	626,384	811,639	3,656,233	3,764,373
2022-07-29	$162.92	$149.00	24.2%	7.1%	25.0%	18.7%	26.0%	6.1%	0.2%	906.1M	-21.74B	-158.3M	0.64	1.35	N/A	N/A	1,295,089	826,809	3,783,831	4,012,053