AAPL Options History — October 2022

In October 2022, AAPL traded between $138.65 and $155.79. ATM implied volatility averaged 40.1%, placing in the 81.9% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 2.5% (HV 20d: 37.6%). Max pain ranged from $150.00 to $155.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 1.16.

Notable Days

2022-10-28: Highest Volume — 3,068,128 contracts
2022-10-28: Largest IV drop — 24.5% change
2022-10-12: Highest IV Rank — 100.0%
2022-10-27: Largest Expected Move — 13.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$145.07	$138.65	$155.79	$142.64	$153.28
Max Pain	$153.21	$150.00	$155.00	$152.50	$150.00
ATM IV	40.1%	31.6%	44.6%	41.2%	32.3%
Expected Move	11.4%	9.5%	13.2%	10.9%	9.8%
HV 20d	37.6%	33.1%	42.1%	40.6%	41.2%
HV 60d	32.9%	31.7%	35.8%	31.7%	35.8%
IV Rank	81.9%	48.2%	100.0%	86.8%	50.7%
IV Percentile	89.3%	50.8%	100.0%	96.8%	54.8%
Term Structure	-1.1%	-1.9%	0.0%	-0.8%	-0.2%
VWIV	40.8%	33.7%	47.5%	39.3%	34.7%
Skew 25d	8.3%	5.4%	9.7%	9.7%	5.4%
Skew 10d	15.9%	9.6%	18.2%	18.2%	9.6%
Call IV 25d	36.2%	28.3%	40.7%	36.4%	29.3%
Put IV 25d	44.5%	34.2%	49.6%	46.1%	34.7%
Bid-Ask Spread %	1.19	1.01	1.46	1.09	1.35
Gamma HHI	0.07	0.04	0.24	0.06	0.05
Net GEX	-131.9M	-683.8M	218.8M	-269.5M	104.5M
Net DEX	1.76B	-13.19B	10.15B	7.09B	-7.30B
Net VEX	-152.2M	-161.0M	-144.6M	-153.0M	-156.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.16	0.82	1.83	0.85	0.90
Total Volume	1,262,389.619	807,513	3,068,128	1,474,470	956,209
Total OI	8,223,736.619	7,233,632	8,697,976	7,999,336	7,688,279

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
2022-10-03	$142.64	$152.50	41.2%	10.9%	40.6%	86.8%	39.3%	9.7%	-0.8%	-269.5M	7.09B	-153.0M	0.85	1.09	N/A	N/A	798,813	675,657	3,994,533	4,004,803
2022-10-04	$145.62	$150.00	38.9%	9.9%	41.6%	77.6%	36.5%	9.3%	-0.7%	-95.3M	2.29B	-158.4M	0.82	1.03	N/A	N/A	674,961	554,928	4,188,037	4,104,392
2022-10-05	$146.94	$150.00	39.3%	10.1%	41.5%	79.1%	33.7%	8.9%	-1.1%	-49.2M	249.5M	-160.8M	1.43	1.05	N/A	N/A	542,353	773,478	4,264,797	4,188,497
2022-10-06	$145.64	$155.00	40.5%	11.2%	41.4%	84.1%	38.4%	9.1%	-0.9%	-111.5M	1.96B	-161.0M	1.16	1.46	N/A	N/A	482,198	559,214	4,323,251	4,263,274
2022-10-07	$140.03	$155.00	42.9%	11.8%	42.1%	93.5%	40.2%	8.6%	-1.1%	-683.8M	10.15B	-151.2M	1.29	1.30	N/A	N/A	674,041	871,897	4,331,523	4,311,617
2022-10-10	$141.15	$155.00	43.6%	12.2%	39.3%	96.5%	43.7%	9.2%	-0.9%	-308.1M	7.70B	-151.2M	0.97	1.20	N/A	N/A	417,842	404,867	4,072,135	4,141,692
2022-10-11	$138.88	$155.00	44.3%	12.2%	33.7%	99.3%	43.1%	9.1%	-1.6%	-351.9M	9.92B	-148.1M	1.27	1.17	N/A	N/A	391,990	497,057	4,163,689	4,187,412
2022-10-12	$138.65	$155.00	44.6%	12.3%	33.1%	100.0%	43.0%	9.0%	-1.8%	-308.4M	9.62B	-146.9M	1.52	1.31	N/A	N/A	411,573	625,799	4,231,331	4,195,894
2022-10-13	$142.86	$155.00	42.3%	11.7%	35.0%	90.7%	42.2%	8.4%	-1.9%	-79.7M	4.08B	-151.7M	1.18	1.20	N/A	N/A	799,615	940,577	4,296,620	4,236,993
2022-10-14	$138.71	$155.00	43.7%	12.2%	36.1%	96.2%	44.3%	8.1%	-1.6%	-401.6M	9.51B	-144.6M	0.96	1.31	N/A	N/A	655,119	629,855	4,389,603	4,308,373
2022-10-17	$142.79	$155.00	41.1%	11.6%	36.8%	85.8%	43.0%	8.6%	-1.0%	-199.2M	4.11B	-147.3M	0.94	1.20	N/A	N/A	488,197	457,556	4,136,639	4,119,792
2022-10-18	$143.15	$155.00	40.7%	11.6%	35.6%	84.2%	42.9%	8.5%	-1.2%	-151.2M	3.08B	-148.0M	1.30	1.36	N/A	N/A	586,708	762,360	4,250,482	4,148,790
2022-10-19	$143.39	$155.00	41.0%	11.7%	35.3%	85.3%	42.7%	8.0%	-1.4%	-152.6M	2.65B	-149.1M	1.80	1.15	N/A	N/A	358,027	644,601	4,316,568	4,209,483
2022-10-20	$143.33	$155.00	39.6%	11.4%	35.3%	80.0%	40.5%	8.0%	-1.1%	-189.2M	2.65B	-147.3M	1.20	1.15	N/A	N/A	457,193	549,096	4,360,501	4,215,677
2022-10-21	$147.59	$155.00	38.0%	11.0%	36.1%	73.4%	40.4%	8.0%	-1.0%	218.8M	-3.55B	-151.2M	1.01	1.05	N/A	N/A	628,747	632,393	4,396,405	4,255,668
2022-10-24	$149.65	$155.00	38.7%	11.6%	36.4%	76.3%	42.3%	8.5%	-0.8%	45.1M	-4.26B	-153.4M	0.87	1.01	N/A	N/A	431,305	376,208	3,614,967	3,618,665
2022-10-25	$152.18	$150.00	37.1%	11.1%	36.9%	69.8%	40.5%	7.8%	-0.8%	128.8M	-7.28B	-155.4M	0.88	1.04	N/A	N/A	443,206	389,367	3,725,585	3,725,071
2022-10-26	$149.29	$150.00	38.2%	11.7%	37.3%	74.2%	42.4%	7.2%	-1.1%	43.6M	-3.99B	-153.8M	1.24	1.11	N/A	N/A	466,524	577,320	3,805,470	3,793,743
2022-10-27	$145.00	$150.00	41.9%	13.2%	33.2%	89.1%	47.5%	8.3%	-1.7%	-129.8M	1.49B	-149.9M	1.83	1.26	N/A	N/A	655,254	1,199,949	3,887,740	3,946,161
2022-10-28	$155.79	$150.00	31.6%	9.5%	40.9%	48.2%	34.9%	5.9%	0.0%	170.0M	-13.19B	-157.1M	0.99	1.28	N/A	N/A	1,539,672	1,528,456	4,029,669	4,254,648
2022-10-31	$153.28	$150.00	32.3%	9.8%	41.2%	50.7%	34.7%	5.4%	-0.2%	104.5M	-7.30B	-156.4M	0.90	1.35	N/A	N/A	502,348	453,861	3,813,547	3,874,732