AAPL Options History — March 2023 In March 2023, AAPL traded between $145.63 and $164.36. ATM implied volatility averaged 27.1%, placing in the 22.2% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 1.9% (HV 20d: 25.2%). Max pain ranged from $140.00 to $150.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 0.94.
Notable Days 2023-03-06 : Highest Volume — 1,466,632 contracts2023-03-09 : Largest IV spike — 10.3% change2023-03-13 : Highest IV Rank — 39.6%2023-03-13 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $154.94 $145.63 $164.36 $145.63 $164.36 Max Pain $146.52 $140.00 $150.00 $140.00 $150.00 ATM IV 27.1% 24.8% 31.0% 28.2% 24.8% Expected Move 7.6% 6.1% 8.7% 8.1% 6.1% HV 20d 25.2% 22.3% 27.2% 26.5% 22.3% HV 60d 27.2% 23.6% 29.5% 28.3% 23.7% IV Rank 22.2% 12.0% 39.6% 26.9% 12.0% IV Percentile 13.5% 3.2% 34.5% 15.5% 3.2% Term Structure 0.8% -0.6% 3.9% -0.4% 3.4% VWIV 27.4% 22.7% 31.3% 29.5% 22.7% Skew 25d 5.8% 4.0% 7.1% 5.0% 6.3% Skew 10d 11.4% 7.7% 14.0% 9.5% 12.4% Call IV 25d 24.0% 21.0% 27.8% 25.8% 21.0% Put IV 25d 29.8% 27.3% 33.6% 30.7% 27.3% Bid-Ask Spread % 1.55 1.23 2.51 1.33 1.56 Gamma HHI 0.09 0.05 0.41 0.05 0.21 Net GEX 417.7M -103.1M 1.33B -41.6M 935.8M Net DEX -13.81B -21.07B -5.21B -5.21B -21.07B Net VEX -140.1M -147.0M -131.5M -131.7M -141.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.94 0.74 1.36 0.99 0.81 Total Volume 923,713.609 598,819 1,466,632 755,409 1,067,114 Total OI 6,815,265.826 6,037,829 7,501,207 6,693,387 6,745,608
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 2023-03-01 $145.63 $140.00 28.2% 8.1% 26.5% 26.9% 29.5% 5.0% -0.4% -41.6M -5.21B -131.7M 0.99 1.33 N/A N/A 379,700 375,709 3,430,406 3,262,981 2023-03-02 $146.26 $140.00 27.2% 7.8% 25.7% 22.5% 27.3% 4.8% -0.4% 67.6M -6.55B -131.5M 0.78 1.28 N/A N/A 402,204 312,624 3,504,837 3,297,259 2023-03-03 $150.91 $140.00 25.8% 7.3% 26.8% 16.6% 25.4% 4.4% -0.3% 262.2M -13.86B -132.7M 0.85 1.63 N/A N/A 713,873 603,510 3,562,248 3,335,410 2023-03-06 $154.16 $145.00 25.6% 7.3% 25.1% 15.7% 27.3% 4.4% 0.1% 459.0M -16.57B -134.0M 0.84 1.27 N/A N/A 798,721 667,911 3,442,772 3,269,375 2023-03-07 $151.49 $145.00 26.1% 7.6% 24.7% 17.9% 27.4% 4.3% -0.1% 213.0M -12.59B -136.2M 1.03 1.23 N/A N/A 417,024 430,444 3,591,937 3,440,759 2023-03-08 $153.08 $145.00 25.9% 7.2% 24.1% 17.0% 26.1% 4.0% 0.0% 399.4M -15.22B -136.7M 1.11 1.26 N/A N/A 287,049 319,941 3,660,228 3,465,161 2023-03-09 $150.53 $145.00 28.6% 8.0% 24.2% 28.8% 28.1% 4.8% -0.2% 141.8M -11.23B -137.7M 0.99 1.84 N/A N/A 467,900 463,779 3,700,598 3,525,652 2023-03-10 $147.71 $145.00 30.6% 8.4% 25.1% 37.6% 30.8% 5.8% -0.3% -103.1M -6.83B -138.9M 1.36 1.33 N/A N/A 487,073 662,566 3,742,039 3,528,655 2023-03-13 $151.06 $145.00 31.0% 8.7% 26.4% 39.6% 31.3% 6.4% -0.5% 270.9M -11.92B -139.9M 1.19 1.44 N/A N/A 407,883 485,465 3,611,575 3,384,278 2023-03-14 $151.50 $145.00 28.5% 8.3% 25.5% 28.3% 28.3% 6.2% 0.6% 319.8M -12.66B -139.0M 0.81 1.30 N/A N/A 436,221 354,814 3,713,340 3,463,955 2023-03-15 $152.20 $145.00 29.9% 8.6% 25.6% 34.5% 30.9% 6.8% 0.2% 390.7M -13.44B -143.2M 1.19 1.80 N/A N/A 387,108 461,210 3,824,008 3,502,275 2023-03-16 $156.17 $145.00 27.4% 7.7% 27.1% 23.7% 28.0% 6.0% -0.6% 708.9M -19.38B -139.6M 0.99 1.79 N/A N/A 564,548 558,308 3,790,184 3,589,745 2023-03-17 $155.00 $145.00 28.7% 8.2% 27.1% 29.4% 29.8% 7.1% -0.2% 1.33B -16.70B -143.0M 0.89 1.79 N/A N/A 686,114 613,610 3,802,298 3,698,909 2023-03-20 $157.38 $150.00 27.5% 7.8% 27.2% 23.8% 28.0% 6.7% 0.2% 353.9M -13.37B -141.9M 0.78 1.43 N/A N/A 451,379 353,571 3,059,217 2,978,612 2023-03-21 $159.20 $150.00 25.0% 7.2% 25.7% 13.0% 26.4% 6.1% 0.3% 475.9M -15.55B -142.4M 0.74 1.55 N/A N/A 503,897 374,269 3,157,497 3,089,268 2023-03-22 $159.24 $150.00 25.4% 7.3% 25.7% 14.7% 26.8% 6.2% 0.4% 502.8M -15.65B -142.7M 0.81 1.84 N/A N/A 592,474 481,589 3,216,416 3,197,502 2023-03-23 $159.03 $150.00 26.5% 7.6% 25.6% 19.7% 27.8% 6.8% 0.6% 399.8M -14.65B -145.9M 0.97 2.51 N/A N/A 506,955 490,817 3,263,953 3,261,896 2023-03-24 $159.94 $150.00 26.6% 7.6% 23.5% 19.8% 26.8% 6.7% 0.5% 891.6M -15.80B -147.0M 0.97 1.82 N/A N/A 485,292 472,620 3,319,192 3,336,338 2023-03-27 $158.66 $150.00 27.4% 7.8% 23.7% 23.5% 27.3% 6.6% 3.3% 268.7M -13.39B -144.5M 0.96 1.23 N/A N/A 354,114 340,802 3,124,930 3,192,240 2023-03-28 $157.20 $150.00 26.2% 7.3% 24.1% 18.3% 25.3% 6.3% 3.6% 192.9M -11.57B -144.2M 0.75 1.59 N/A N/A 341,247 257,572 3,207,821 3,282,314 2023-03-29 $160.91 $150.00 25.0% 6.9% 24.0% 12.9% 24.5% 6.4% 3.9% 551.4M -16.64B -142.7M 0.92 1.34 N/A N/A 352,630 323,875 3,251,539 3,283,194 2023-03-30 $162.03 $150.00 25.3% 6.6% 24.0% 14.0% 24.5% 6.5% 3.6% 617.1M -17.74B -143.9M 0.94 1.40 N/A N/A 386,904 362,983 3,291,637 3,351,056 2023-03-31 $164.36 $150.00 24.8% 6.1% 22.3% 12.0% 22.7% 6.3% 3.4% 935.8M -21.07B -141.9M 0.81 1.56 N/A N/A 590,652 476,462 3,334,825 3,410,783
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