AAPL Options History — May 2023 In May 2023, AAPL traded between $165.64 and $179.26. ATM implied volatility averaged 22.0%, placing in the 8.4% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded below realized volatility by 0.6% (HV 20d: 22.6%). Max pain ranged from $155.00 to $160.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.71.
Notable Days 2023-05-05 : Highest Volume — 2,206,749 contracts2023-05-05 : Largest IV drop — 31.6% change2023-05-04 : Highest IV Rank — 36.2%2023-05-03 : Largest Expected Move — 9.3%Monthly Statistics Metric Avg Min Max Open Close Price $172.85 $165.64 $179.26 $169.62 $179.26 Max Pain $157.50 $155.00 $160.00 $155.00 $160.00 ATM IV 22.0% 19.2% 30.3% 26.4% 22.1% Expected Move 6.6% 5.5% 9.3% 8.5% 7.0% HV 20d 22.6% 19.4% 26.2% 19.5% 21.6% HV 60d 22.3% 20.6% 23.3% 22.8% 20.6% IV Rank 8.4% 0.0% 36.2% 19.2% 11.3% IV Percentile 5.2% 0.0% 36.5% 12.3% 6.3% Term Structure 0.0% -0.7% 0.9% -0.5% -0.4% VWIV 23.9% 20.4% 32.3% 29.4% 25.4% Skew 25d 5.0% 3.3% 6.1% 5.8% 3.3% Skew 10d 10.0% 6.8% 13.0% 10.9% 6.8% Call IV 25d 19.8% 17.2% 27.4% 23.5% 21.0% Put IV 25d 24.8% 21.6% 33.3% 29.2% 24.3% Bid-Ask Spread % 2.05 1.55 2.75 2.65 2.05 Gamma HHI 0.14 0.07 0.57 0.10 0.12 Net GEX 776.4M 298.9M 2.88B 490.0M 1.27B Net DEX -21.56B -28.51B -14.67B -19.78B -28.51B Net VEX -143.4M -150.6M -134.3M -140.8M -150.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.40 1.02 0.60 0.56 Total Volume 848,136.318 448,003 2,206,749 573,739 1,014,263 Total OI 6,784,335.545 6,273,998 7,219,620 6,273,998 7,010,441
Daily Data (22 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 2023-05-01 $169.62 $155.00 26.4% 8.5% 19.5% 19.2% 29.4% 5.8% -0.5% 490.0M -19.78B -140.8M 0.60 2.65 N/A N/A 357,582 216,157 3,136,747 3,137,251 2023-05-02 $168.57 $155.00 26.3% 8.8% 19.4% 18.8% 30.7% 6.1% -0.3% 459.8M -18.46B -142.5M 0.92 2.28 N/A N/A 243,950 225,543 3,250,932 3,200,360 2023-05-03 $167.74 $155.00 27.3% 9.3% 19.4% 22.9% 32.3% 6.1% -0.7% 421.5M -17.55B -141.7M 0.79 2.43 N/A N/A 404,620 317,915 3,274,178 3,231,706 2023-05-04 $165.64 $155.00 30.3% 8.5% 19.6% 36.2% 30.7% 5.9% -0.7% 298.9M -14.67B -144.6M 0.99 2.75 N/A N/A 631,409 623,360 3,379,496 3,315,332 2023-05-05 $174.03 $155.00 20.7% 6.3% 26.2% 0.0% 23.4% 5.1% 0.5% 750.1M -26.75B -134.3M 0.80 2.10 N/A N/A 1,225,741 981,008 3,518,542 3,500,296 2023-05-08 $173.55 $155.00 20.5% 6.1% 25.3% 0.0% 23.2% 4.9% 0.8% 674.6M -23.20B -140.2M 0.90 2.29 N/A N/A 365,191 328,849 3,343,655 3,387,831 2023-05-09 $172.01 $155.00 21.8% 6.5% 25.4% 5.5% 22.8% 4.8% 0.8% 538.9M -21.42B -140.1M 0.93 2.55 N/A N/A 248,253 231,279 3,417,123 3,441,654 2023-05-10 $173.66 $155.00 19.5% 5.8% 25.4% 0.0% 21.9% 5.3% 0.7% 752.2M -23.31B -139.5M 0.69 1.85 N/A N/A 485,118 332,791 3,439,243 3,467,205 2023-05-11 $173.75 $155.00 20.0% 5.9% 22.8% 2.2% 22.8% 4.9% 0.8% 741.0M -23.56B -140.1M 0.40 1.55 N/A N/A 919,492 366,660 3,498,970 3,510,431 2023-05-12 $172.38 $155.00 21.7% 6.4% 23.0% 8.9% 22.4% 5.0% 0.9% 356.9M -19.44B -142.9M 0.85 1.93 N/A N/A 463,397 394,423 3,436,381 3,589,243 2023-05-15 $171.91 $155.00 21.3% 6.1% 23.1% 7.2% 21.6% 4.9% -0.3% 577.2M -19.51B -141.0M 0.76 1.81 N/A N/A 254,718 193,285 3,346,657 3,421,887 2023-05-16 $172.51 $160.00 19.6% 5.6% 23.0% 0.5% 21.3% 5.1% -0.1% 707.9M -20.52B -142.5M 1.02 1.76 N/A N/A 254,164 258,757 3,428,501 3,472,616 2023-05-17 $172.68 $160.00 19.4% 5.5% 23.0% 0.0% 20.9% 4.6% -0.0% 764.4M -20.86B -142.2M 0.55 2.00 N/A N/A 532,654 295,022 3,473,627 3,492,683 2023-05-18 $174.97 $160.00 19.4% 5.6% 23.0% 0.2% 20.8% 4.5% -0.3% 1.14B -24.46B -141.1M 0.52 1.70 N/A N/A 651,542 341,989 3,537,683 3,541,069 2023-05-19 $175.13 $160.00 19.2% 5.5% 22.7% 0.0% 20.4% 4.3% -0.2% 2.88B -24.64B -142.7M 0.63 1.56 N/A N/A 572,231 362,334 3,598,658 3,620,962 2023-05-22 $174.41 $160.00 19.7% 5.7% 22.8% 1.8% 21.5% 4.9% 0.1% 617.5M -20.73B -145.3M 0.85 2.38 N/A N/A 309,408 263,541 3,273,320 3,073,140 2023-05-23 $171.94 $160.00 21.4% 6.0% 23.3% 8.9% 21.9% 5.2% -0.0% 416.9M -17.49B -147.0M 0.63 1.77 N/A N/A 367,029 231,000 3,347,598 3,145,042 2023-05-24 $171.91 $160.00 22.9% 6.5% 23.2% 14.7% 23.5% 6.1% -0.0% 508.5M -17.92B -148.8M 0.73 1.92 N/A N/A 396,731 290,209 3,443,568 3,176,732 2023-05-25 $173.78 $160.00 21.7% 6.5% 21.3% 9.9% 22.5% 5.0% 0.0% 816.4M -21.19B -148.8M 0.50 1.72 N/A N/A 521,860 262,606 3,541,018 3,212,888 2023-05-26 $175.59 $160.00 21.6% 6.5% 21.5% 9.6% 22.6% 4.8% 0.0% 847.4M -24.34B -149.3M 0.44 1.77 N/A N/A 666,064 294,206 3,602,249 3,263,983 2023-05-30 $177.56 $160.00 21.0% 6.7% 21.7% 7.1% 23.7% 4.0% -0.4% 1.06B -25.93B -148.2M 0.45 2.24 N/A N/A 663,537 299,111 3,554,029 3,200,455 2023-05-31 $179.26 $160.00 22.1% 7.0% 21.6% 11.3% 25.4% 3.3% -0.4% 1.27B -28.51B -150.6M 0.56 2.05 N/A N/A 650,404 363,859 3,724,308 3,286,133
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