AAPL Options History — August 2022 In August 2022, AAPL traded between $158.93 and $174.65. ATM implied volatility averaged 26.2%, placing in the 26.9% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded below realized volatility by 0.1% (HV 20d: 26.3%). Max pain ranged from $150.00 to $160.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.96.
Notable Days 2022-08-17 : Highest Volume — 2,019,933 contracts2022-08-26 : Largest IV spike — 14.6% change2022-08-30 : Highest IV Rank — 44.6%2022-08-30 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $167.01 $158.93 $174.65 $161.62 $158.93 Max Pain $155.87 $150.00 $160.00 $150.00 $160.00 ATM IV 26.2% 22.1% 30.6% 26.7% 30.0% Expected Move 7.5% 6.3% 8.8% 7.6% 8.6% HV 20d 26.3% 22.8% 28.0% 25.7% 22.8% HV 60d 33.9% 30.7% 40.5% 40.5% 31.0% IV Rank 26.9% 10.1% 44.6% 28.8% 42.1% IV Percentile 32.7% 9.1% 59.1% 36.1% 56.0% Term Structure 0.3% -0.5% 1.7% -0.5% -0.1% VWIV 27.6% 24.5% 31.1% 28.1% 30.0% Skew 25d 6.4% 5.4% 7.4% 6.9% 6.5% Skew 10d 12.2% 10.0% 14.1% 12.8% 11.9% Call IV 25d 23.4% 19.9% 27.7% 23.9% 27.2% Put IV 25d 29.7% 25.4% 34.5% 30.9% 33.6% Bid-Ask Spread % 0.89 0.67 1.50 1.34 0.67 Gamma HHI 0.09 0.05 0.17 0.08 0.06 Net GEX 374.7M -121.9M 1.10B 340.4M 28.2M Net DEX -18.59B -30.16B -4.11B -16.33B -4.63B Net VEX -171.1M -181.4M -161.3M -161.3M -169.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.96 0.58 1.36 0.89 0.94 Total Volume 1,177,423.304 818,534 2,019,933 1,023,954 917,181 Total OI 8,040,541.043 7,318,627 8,966,641 7,318,627 8,192,500
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 2022-08-01 $161.62 $150.00 26.7% 7.6% 25.7% 28.8% 28.1% 6.9% -0.5% 340.4M -16.33B -161.3M 0.89 1.34 N/A N/A 542,230 481,724 3,604,532 3,714,095 2022-08-02 $160.53 $150.00 28.4% 8.2% 25.7% 35.6% 30.7% 7.4% -0.3% 245.1M -14.56B -162.3M 1.23 1.12 N/A N/A 457,274 560,780 3,696,538 3,818,505 2022-08-03 $166.36 $150.00 25.8% 7.2% 27.6% 25.3% 27.2% 7.4% -0.2% 682.6M -22.55B -164.3M 0.82 1.50 N/A N/A 775,171 635,313 3,765,612 3,914,069 2022-08-04 $165.44 $150.00 26.3% 7.6% 27.6% 27.3% 27.8% 6.8% -0.2% 477.6M -20.73B -165.3M 0.58 0.99 N/A N/A 801,316 461,472 3,841,971 4,052,301 2022-08-05 $165.22 $150.00 25.4% 7.4% 27.7% 23.6% 27.9% 6.8% -0.2% 499.9M -18.88B -165.0M 0.94 1.00 N/A N/A 589,697 553,177 3,810,922 4,116,623 2022-08-08 $165.07 $150.00 25.9% 7.5% 26.5% 25.5% 27.5% 6.2% 0.5% 410.6M -18.77B -163.6M 1.04 0.98 N/A N/A 558,851 582,845 3,675,291 3,897,894 2022-08-09 $164.82 $155.00 26.3% 7.6% 26.6% 27.4% 29.1% 7.2% 0.4% 371.4M -17.86B -167.4M 1.36 1.00 N/A N/A 365,090 496,621 3,784,555 4,023,318 2022-08-10 $169.10 $155.00 23.0% 6.8% 27.4% 14.0% 26.9% 6.0% 0.6% 773.1M -24.19B -165.9M 0.95 0.84 N/A N/A 603,633 575,026 3,837,617 4,070,093 2022-08-11 $168.57 $155.00 23.9% 6.8% 27.3% 17.6% 25.8% 5.8% -0.3% 654.4M -23.24B -167.2M 0.95 0.79 N/A N/A 603,000 570,421 3,903,649 4,182,812 2022-08-12 $171.79 $155.00 22.7% 6.8% 27.7% 12.7% 25.3% 5.5% 1.7% 1.10B -27.93B -168.6M 1.01 1.00 N/A N/A 676,069 680,113 3,952,580 4,268,156 2022-08-15 $173.11 $155.00 22.5% 6.4% 26.1% 11.9% 25.6% 5.5% 1.5% 690.2M -27.75B -168.9M 0.97 0.76 N/A N/A 521,190 505,076 3,834,902 4,180,695 2022-08-16 $173.03 $155.00 22.1% 6.3% 25.5% 10.1% 24.5% 5.4% 1.7% 669.5M -27.63B -171.5M 0.99 0.77 N/A N/A 481,178 475,263 3,958,716 4,338,114 2022-08-17 $174.65 $155.00 24.6% 7.0% 25.2% 20.2% 25.9% 5.4% 0.5% 863.1M -30.16B -173.3M 1.02 0.99 N/A N/A 999,385 1,020,548 4,035,028 4,418,973 2022-08-18 $174.56 $160.00 24.5% 7.0% 25.3% 20.0% 25.9% 5.6% 1.0% 608.1M -28.60B -180.4M 1.00 0.77 N/A N/A 612,412 611,800 4,131,659 4,659,821 2022-08-19 $171.46 $160.00 25.7% 7.4% 26.4% 24.5% 26.2% 5.8% -0.1% 134.3M -22.60B -181.2M 1.06 0.70 N/A N/A 742,048 784,383 4,186,127 4,780,514 2022-08-22 $167.24 $160.00 28.1% 7.9% 28.0% 34.5% 28.2% 6.3% 0.1% -17.6M -13.73B -181.4M 1.09 0.78 N/A N/A 578,790 633,794 3,764,880 4,060,628 2022-08-23 $167.06 $160.00 27.8% 7.8% 27.8% 33.0% 27.5% 7.0% 0.1% 294.1K -13.59B -180.0M 0.91 0.77 N/A N/A 428,845 389,689 3,862,825 4,100,653 2022-08-24 $167.90 $160.00 27.3% 7.6% 25.3% 31.1% 27.9% 6.5% 0.3% 56.3M -15.03B -179.1M 1.00 0.72 N/A N/A 438,705 439,958 3,930,798 4,129,688 2022-08-25 $169.79 $160.00 25.7% 7.1% 25.4% 24.8% 25.7% 6.1% 0.2% 235.2M -18.42B -177.8M 0.76 0.78 N/A N/A 518,620 392,553 4,023,203 4,156,210 2022-08-26 $163.83 $160.00 29.4% 8.3% 25.6% 39.9% 29.5% 6.8% -0.1% -121.9M -8.81B -177.9M 0.90 0.74 N/A N/A 843,954 760,385 4,088,749 4,201,468 2022-08-29 $162.00 $160.00 30.4% 8.7% 25.8% 43.9% 30.8% 7.1% -0.1% -8.8M -7.49B -173.9M 0.98 0.74 N/A N/A 594,828 582,445 3,899,684 4,016,291 2022-08-30 $159.17 $160.00 30.6% 8.8% 26.5% 44.6% 31.1% 6.8% 0.0% -73.9M -4.11B -170.3M 0.78 0.72 N/A N/A 693,973 543,910 3,985,968 4,063,217 2022-08-31 $158.93 $160.00 30.0% 8.6% 22.8% 42.1% 30.0% 6.5% -0.1% 28.2M -4.63B -169.1M 0.94 0.67 N/A N/A 473,918 443,263 4,114,880 4,077,620
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