AAPL Options History — June 2023 In June 2023, AAPL traded between $177.66 and $193.66. ATM implied volatility averaged 18.5%, placing in the 2.9% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 4.5% (HV 20d: 14.1%). Max pain ranged from $160.00 to $175.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.66.
Notable Days 2023-06-05 : Highest Volume — 2,658,333 contracts2023-06-06 : Largest IV drop — 9.3% change2023-06-01 : Highest IV Rank — 7.9%2023-06-01 : Largest Expected Move — 6.7%Monthly Statistics Metric Avg Min Max Open Close Price $184.20 $177.66 $193.66 $179.57 $193.66 Max Pain $171.67 $160.00 $175.00 $160.00 $175.00 ATM IV 18.5% 17.2% 21.2% 21.2% 18.7% Expected Move 5.3% 4.6% 6.7% 6.7% 4.7% HV 20d 14.1% 12.7% 21.4% 21.4% 14.7% HV 60d 18.9% 18.1% 20.2% 20.2% 18.5% IV Rank 2.9% 0.0% 7.9% 7.9% 5.6% IV Percentile 2.1% 0.0% 6.0% 4.0% 4.8% Term Structure 1.1% -0.5% 3.7% -0.4% 3.7% VWIV 19.0% 16.7% 24.1% 24.1% 16.7% Skew 25d 2.9% 2.0% 3.4% 3.2% 2.6% Skew 10d 5.8% 3.6% 6.9% 6.6% 4.7% Call IV 25d 17.4% 16.2% 20.5% 20.5% 16.6% Put IV 25d 20.2% 18.5% 23.7% 23.7% 19.1% Bid-Ask Spread % 2.09 1.50 3.20 2.17 1.67 Gamma HHI 0.17 0.10 0.74 0.14 0.12 Net GEX 1.44B 715.8M 6.20B 1.41B 1.30B Net DEX -28.78B -37.12B -22.08B -28.93B -37.12B Net VEX -155.0M -159.7M -150.2M -151.9M -154.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.35 0.94 0.57 0.67 Total Volume 1,008,483.19 603,196 2,658,333 972,683 1,860,554 Total OI 7,249,233.476 6,262,795 8,146,854 7,206,424 6,969,319
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 2023-06-01 $179.57 $160.00 21.2% 6.7% 21.4% 7.9% 24.1% 3.2% -0.4% 1.41B -28.93B -151.9M 0.57 2.17 N/A N/A 620,536 352,147 3,842,439 3,363,985 2023-06-02 $180.88 $160.00 20.7% 6.6% 20.6% 6.1% 23.9% 2.0% -0.5% 1.18B -31.27B -151.0M 0.35 2.34 N/A N/A 990,126 347,488 3,933,355 3,436,417 2023-06-05 $178.91 $170.00 20.8% 5.8% 12.8% 6.3% 20.4% 3.1% -0.2% 1.16B -26.42B -150.2M 0.45 2.45 N/A N/A 1,831,085 827,248 3,931,005 3,352,773 2023-06-06 $179.22 $170.00 18.9% 5.4% 12.7% 0.0% 19.6% 3.4% 0.1% 1.09B -26.27B -152.8M 0.59 2.02 N/A N/A 710,090 419,252 4,226,121 3,523,156 2023-06-07 $177.66 $170.00 19.1% 5.5% 12.7% 0.8% 19.9% 3.1% 0.2% 943.6M -23.79B -153.0M 0.68 2.20 N/A N/A 568,704 384,314 4,288,616 3,568,743 2023-06-08 $180.56 $170.00 18.8% 5.4% 13.4% 0.0% 19.6% 2.6% -0.0% 1.46B -29.19B -150.8M 0.66 2.07 N/A N/A 510,977 336,707 4,357,058 3,612,346 2023-06-09 $181.11 $170.00 17.9% 5.2% 13.4% 0.0% 18.6% 2.5% 0.2% 1.10B -29.99B -150.9M 0.54 2.77 N/A N/A 679,233 368,608 4,390,259 3,676,964 2023-06-12 $183.30 $170.00 17.3% 5.0% 13.3% 0.0% 18.7% 3.1% 0.0% 1.27B -31.53B -151.7M 0.68 1.50 N/A N/A 407,041 276,291 3,972,360 3,603,135 2023-06-13 $183.09 $170.00 17.7% 5.1% 13.2% 1.3% 18.9% 3.2% -0.1% 1.28B -30.67B -154.7M 0.51 2.07 N/A N/A 516,313 264,052 4,071,600 3,701,135 2023-06-14 $183.66 $170.00 17.2% 4.9% 13.2% 0.0% 18.7% 3.0% 0.0% 1.50B -31.93B -154.0M 0.68 1.90 N/A N/A 501,170 339,119 4,188,290 3,746,012 2023-06-15 $186.22 $175.00 17.7% 5.1% 13.7% 1.9% 18.1% 2.5% 0.2% 1.85B -36.70B -156.0M 0.53 2.01 N/A N/A 813,970 432,110 4,253,390 3,808,965 2023-06-16 $184.91 $175.00 17.2% 4.9% 13.8% 0.0% 17.9% 2.1% 0.1% 6.20B -32.47B -158.0M 0.60 3.20 N/A N/A 577,546 348,753 4,286,141 3,860,713 2023-06-20 $185.41 $175.00 18.2% 5.2% 13.8% 3.9% 19.2% 2.8% 1.0% 904.8M -24.27B -159.2M 0.88 1.52 N/A N/A 321,338 281,858 3,420,756 2,842,039 2023-06-21 $184.11 $175.00 17.5% 5.0% 14.0% 1.4% 18.4% 2.8% 1.2% 715.8M -22.08B -159.6M 0.94 2.51 N/A N/A 340,870 318,704 3,491,964 2,923,388 2023-06-22 $186.55 $175.00 17.7% 5.0% 12.9% 2.0% 18.0% 2.7% 1.8% 1.11B -26.28B -158.9M 0.84 1.91 N/A N/A 383,548 321,830 3,534,078 2,979,779 2023-06-23 $187.19 $175.00 18.2% 5.0% 12.8% 3.6% 17.8% 2.8% 2.1% 1.67B -26.86B -159.7M 0.77 1.77 N/A N/A 538,127 412,452 3,590,353 3,068,219 2023-06-26 $185.88 $175.00 19.2% 5.2% 13.2% 7.5% 18.4% 3.1% 3.1% 752.8M -24.06B -157.8M 0.75 1.80 N/A N/A 369,252 277,312 3,462,799 2,941,776 2023-06-27 $188.31 $175.00 17.9% 4.9% 13.4% 2.5% 17.7% 3.3% 3.3% 1.07B -27.61B -156.5M 0.76 1.84 N/A N/A 410,209 311,506 3,543,658 3,002,034 2023-06-28 $188.81 $175.00 17.9% 4.6% 13.1% 2.6% 16.8% 3.0% 3.3% 1.17B -28.26B -156.5M 0.85 1.61 N/A N/A 430,374 364,349 3,597,280 3,080,789 2023-06-29 $189.28 $175.00 19.2% 4.9% 12.9% 7.3% 17.9% 3.1% 3.3% 1.19B -28.58B -158.2M 0.66 2.54 N/A N/A 490,323 322,661 3,645,684 3,145,010 2023-06-30 $193.66 $175.00 18.7% 4.7% 14.7% 5.6% 16.7% 2.6% 3.7% 1.30B -37.12B -154.1M 0.67 1.67 N/A N/A 1,111,386 749,168 3,752,178 3,217,141
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