AAPL Options History — January 2023 In January 2023, AAPL traded between $124.93 and $146.53. ATM implied volatility averaged 35.3%, placing in the 58.4% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 4.1% (HV 20d: 31.2%). Max pain ranged from $135.00 to $140.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 1.07.
Notable Days 2023-01-03 : Highest Volume — 1,764,056 contracts2023-01-30 : Largest IV spike — 11.9% change2023-01-03 : Highest IV Rank — 90.9%2023-01-03 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $135.60 $124.93 $146.53 $124.93 $143.50 Max Pain $135.70 $135.00 $140.00 $137.00 $140.00 ATM IV 35.3% 30.3% 42.6% 42.6% 33.1% Expected Move 10.2% 9.3% 11.7% 11.7% 10.9% HV 20d 31.2% 24.5% 36.1% 32.7% 24.5% HV 60d 38.5% 35.0% 40.3% 40.3% 35.0% IV Rank 58.4% 36.3% 90.9% 90.9% 48.7% IV Percentile 61.0% 27.8% 96.4% 96.4% 50.0% Term Structure -1.2% -2.3% -0.5% -1.0% -0.9% VWIV 36.4% 33.5% 40.7% 40.7% 38.2% Skew 25d 6.2% 5.0% 7.4% 7.3% 5.0% Skew 10d 11.5% 9.5% 14.1% 14.1% 9.5% Call IV 25d 31.9% 28.0% 38.8% 38.8% 30.2% Put IV 25d 38.1% 33.2% 46.2% 46.2% 35.2% Bid-Ask Spread % 1.32 1.10 1.62 1.42 1.50 Gamma HHI 0.07 0.04 0.19 0.07 0.05 Net GEX 82.0M -334.4M 428.6M -334.4M 127.1M Net DEX -1.72B -12.77B 10.00B 10.00B -7.40B Net VEX -119.1M -131.8M -110.2M -110.2M -131.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.07 0.57 1.91 1.29 1.02 Total Volume 1,186,929 537,805 1,764,056 1,764,056 537,805 Total OI 7,403,252.2 5,919,145 8,257,889 7,357,715 6,684,847
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 2023-01-03 $124.93 $137.00 42.6% 11.7% 32.7% 90.9% 40.7% 7.3% -1.0% -334.4M 10.00B -110.2M 1.29 1.42 N/A N/A 771,530 992,526 3,771,462 3,586,253 2023-01-04 $125.33 $135.00 41.2% 10.9% 33.0% 84.6% 36.6% 7.4% -0.7% -277.1M 9.08B -111.5M 1.91 1.34 N/A N/A 558,991 1,069,240 3,995,185 3,751,777 2023-01-05 $125.19 $135.00 41.2% 11.4% 32.5% 84.7% 40.3% 7.0% -1.3% -327.4M 8.62B -111.2M 1.35 1.30 N/A N/A 581,905 785,851 4,071,351 3,783,222 2023-01-06 $129.94 $135.00 37.7% 10.4% 35.8% 69.3% 36.9% 6.8% -1.1% 194.0M 2.86B -116.2M 1.14 1.31 N/A N/A 806,896 919,676 4,186,322 3,868,504 2023-01-09 $130.49 $135.00 38.1% 10.6% 35.3% 70.8% 36.9% 7.2% -0.7% -101.1M 2.82B -116.6M 1.08 1.15 N/A N/A 544,377 588,641 3,979,852 3,717,525 2023-01-10 $130.16 $135.00 38.0% 10.6% 35.3% 70.3% 39.4% 6.5% -0.8% -111.6M 3.42B -116.9M 1.11 1.17 N/A N/A 382,488 424,093 4,072,641 3,780,264 2023-01-11 $132.81 $135.00 36.8% 10.1% 36.1% 65.4% 36.8% 6.7% -1.7% 12.8M -31.0M -119.6M 1.33 1.18 N/A N/A 479,957 638,395 4,120,553 3,814,258 2023-01-12 $132.97 $135.00 35.2% 9.8% 35.5% 58.2% 36.0% 6.1% -1.4% 45.8M 80.3M -117.7M 1.18 1.22 N/A N/A 590,519 698,920 4,182,786 3,869,674 2023-01-13 $134.74 $135.00 33.1% 9.3% 35.5% 48.6% 33.5% 5.7% -0.5% 390.3M -2.27B -117.9M 1.13 1.18 N/A N/A 561,457 632,223 4,257,042 3,931,130 2023-01-17 $135.66 $135.00 34.3% 9.8% 31.5% 54.2% 34.5% 6.0% -1.8% 48.7M -2.65B -116.5M 0.86 1.17 N/A N/A 552,090 472,958 4,050,056 3,785,843 2023-01-18 $135.50 $135.00 34.4% 9.9% 31.3% 54.8% 35.3% 6.3% -1.6% 80.0M -2.53B -116.2M 1.41 1.20 N/A N/A 598,896 844,713 4,160,557 3,846,670 2023-01-19 $135.66 $135.00 35.1% 10.2% 30.0% 57.8% 36.1% 6.4% -2.1% 95.4M -2.70B -116.6M 1.10 1.22 N/A N/A 491,177 540,024 4,250,862 3,902,777 2023-01-20 $137.43 $135.00 33.6% 9.9% 30.3% 51.2% 35.6% 6.2% -2.3% 259.0M -5.23B -116.8M 0.66 1.10 N/A N/A 811,565 531,920 4,306,288 3,951,601 2023-01-23 $140.80 $135.00 31.9% 9.6% 30.4% 43.6% 34.2% 6.0% -1.0% 196.2M -6.18B -117.8M 0.82 1.43 N/A N/A 772,458 634,544 2,922,433 2,996,712 2023-01-24 $141.97 $135.00 31.8% 9.7% 28.1% 43.2% 34.4% 5.9% -1.1% 229.6M -7.06B -121.8M 0.78 1.39 N/A N/A 448,798 350,242 3,075,079 3,160,088 2023-01-25 $141.61 $135.00 32.0% 9.8% 28.2% 43.8% 35.5% 5.7% -1.1% 191.4M -6.50B -122.6M 1.04 1.42 N/A N/A 524,946 547,375 3,154,534 3,255,595 2023-01-26 $143.34 $137.00 31.0% 9.5% 27.9% 39.5% 34.2% 5.4% -1.0% 363.6M -8.73B -124.6M 0.74 1.54 N/A N/A 539,249 400,965 3,242,367 3,334,160 2023-01-27 $146.53 $137.00 30.3% 9.4% 24.6% 36.3% 33.7% 5.2% -0.9% 428.6M -12.77B -127.2M 0.57 1.62 N/A N/A 933,050 529,998 3,301,500 3,427,751 2023-01-30 $143.45 $138.00 33.9% 11.0% 24.8% 52.2% 38.9% 5.5% -1.0% 128.5M -7.32B -131.2M 0.90 1.61 N/A N/A 340,628 307,494 3,211,926 3,303,597 2023-01-31 $143.50 $140.00 33.1% 10.9% 24.5% 48.7% 38.2% 5.0% -0.9% 127.1M -7.40B -131.8M 1.02 1.50 N/A N/A 265,902 271,903 3,299,603 3,385,244
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