AAPL Options History — April 2023

In April 2023, AAPL traded between $160.22 and $169.01. ATM implied volatility averaged 27.3%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 7.7% (HV 20d: 19.6%). Max pain ranged from $150.00 to $155.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.88.

Notable Days

  • 2023-04-13: Highest Volume — 1,122,788 contracts
  • 2023-04-27: Largest IV drop — 7.9% change
  • 2023-04-11: Highest IV Rank — 33.8%
  • 2023-04-26: Largest Expected Move — 8.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$164.89$160.22$169.01$166.00$169.01
Max Pain$152.11$150.00$155.00$155.00$155.00
ATM IV27.3%25.1%29.7%27.0%25.1%
Expected Move7.6%6.3%8.6%6.3%7.7%
HV 20d19.6%18.1%21.5%21.5%20.0%
HV 60d23.4%22.8%23.9%23.7%23.2%
IV Rank23.1%13.5%33.8%21.6%13.5%
IV Percentile15.0%4.4%27.8%12.3%4.4%
Term Structure-0.6%-1.1%0.1%-0.2%-0.9%
VWIV27.3%23.3%30.2%23.3%28.4%
Skew 25d6.4%5.7%7.1%6.8%5.7%
Skew 10d12.2%10.4%13.3%12.9%10.4%
Call IV 25d24.0%22.1%26.0%23.7%23.0%
Put IV 25d30.4%27.9%33.1%30.5%28.6%
Bid-Ask Spread %2.111.752.741.762.19
Gamma HHI0.090.070.110.100.09
Net GEX477.6M207.2M856.2M649.5M469.2M
Net DEX-18.35B-22.37B-13.52B-21.58B-20.55B
Net VEX-140.4M-145.4M-135.5M-142.3M-140.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.880.731.150.860.85
Total Volume761,472.368508,9251,122,788813,670888,890
Total OI6,675,233.6846,087,7167,144,7336,491,7496,492,440

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-04-03$166.00$155.0027.0%6.3%21.5%21.6%23.3%6.8%-0.2%649.5M-21.58B-142.3M0.861.76N/AN/A437,861375,8093,246,9193,244,830
2023-04-04$165.14$155.0028.0%6.5%20.3%26.1%23.6%7.0%-0.2%568.4M-20.31B-145.4M1.001.80N/AN/A322,584324,0713,331,7273,350,337
2023-04-05$163.50$155.0029.3%6.7%20.7%31.8%23.4%7.1%-0.4%335.3M-17.66B-144.8M1.011.76N/AN/A498,038502,4873,364,8143,390,333
2023-04-06$164.42$150.0027.9%7.8%19.3%25.8%28.5%6.7%-0.3%509.3M-18.88B-144.9M0.892.04N/AN/A409,674365,0013,388,3863,442,221
2023-04-10$161.72$150.0029.6%8.5%19.0%33.4%29.3%7.1%0.1%341.0M-15.31B-142.4M0.931.75N/AN/A367,054341,9973,280,2943,303,618
2023-04-11$160.80$150.0029.7%8.2%18.1%33.8%28.5%6.8%-1.1%300.3M-14.44B-139.9M0.731.87N/AN/A298,248218,2973,331,8463,351,961
2023-04-12$160.22$150.0029.3%8.1%18.2%31.8%28.8%7.0%-1.0%252.3M-13.52B-140.5M0.782.17N/AN/A356,925279,9463,371,1513,388,598
2023-04-13$165.72$150.0027.6%7.7%21.3%24.3%27.6%6.5%-1.1%856.2M-21.44B-140.4M0.941.80N/AN/A578,438544,3503,425,4783,412,934
2023-04-14$165.16$150.0026.7%7.5%19.9%20.5%27.0%6.3%-1.1%617.1M-20.10B-140.3M0.942.14N/AN/A514,333485,5693,447,5073,538,468
2023-04-17$165.19$150.0026.2%7.4%19.5%18.4%26.5%5.7%-0.4%530.3M-19.83B-136.7M0.832.12N/AN/A278,075230,8503,340,7883,424,751
2023-04-18$166.49$150.0025.7%7.4%19.1%16.0%26.1%5.9%-0.3%669.6M-21.53B-135.5M0.751.79N/AN/A398,285299,1703,389,7843,453,884
2023-04-19$167.44$150.0026.2%7.5%18.8%18.4%26.1%5.8%-0.7%710.0M-22.37B-136.1M0.942.68N/AN/A425,864401,3113,428,6523,489,768
2023-04-20$165.97$150.0026.7%7.7%19.2%20.5%27.8%5.8%-0.7%341.3M-19.89B-138.3M1.152.13N/AN/A365,965419,5813,453,9113,609,540
2023-04-21$164.81$150.0026.1%7.5%19.5%17.8%27.2%5.9%-0.7%207.2M-17.94B-138.2M0.832.21N/AN/A503,167416,3053,480,3823,664,351
2023-04-24$165.38$155.0026.6%7.8%19.4%19.8%28.8%6.1%-0.7%364.5M-15.55B-138.7M0.782.31N/AN/A312,318243,4053,043,8703,043,846
2023-04-25$164.00$155.0027.9%8.3%19.5%25.8%30.2%6.5%-0.9%285.6M-13.83B-141.6M0.922.40N/AN/A330,781302,9113,102,7723,096,507
2023-04-26$163.53$155.0027.6%8.6%19.1%24.3%29.2%6.6%-0.7%310.2M-13.60B-141.3M0.892.40N/AN/A338,647301,0553,180,1063,116,528
2023-04-27$168.37$155.0025.4%8.0%20.1%14.6%28.8%5.8%-0.9%757.7M-20.39B-140.4M0.762.74N/AN/A449,998340,7153,238,9813,167,157
2023-04-28$169.01$155.0025.1%7.7%20.0%13.5%28.4%5.7%-0.9%469.2M-20.55B-140.3M0.852.19N/AN/A479,825409,0653,232,4073,260,033