AAPL Options History — July 2023 In July 2023, AAPL traded between $187.57 and $196.06. ATM implied volatility averaged 22.9%, placing in the 20.8% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 7.8% (HV 20d: 15.1%). Max pain ranged from $175.00 to $180.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.66.
Notable Days 2023-07-19 : Highest Volume — 1,934,357 contracts2023-07-05 : Largest IV spike — 6.2% change2023-07-21 : Highest IV Rank — 24.3%2023-07-31 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $192.43 $187.57 $196.06 $192.25 $196.06 Max Pain $178.50 $175.00 $180.00 $175.00 $180.00 ATM IV 22.9% 21.4% 23.8% 21.4% 23.3% Expected Move 6.4% 4.8% 7.3% 4.8% 7.3% HV 20d 15.1% 13.9% 16.1% 15.2% 14.0% HV 60d 17.5% 16.7% 18.5% 18.5% 16.9% IV Rank 20.8% 15.6% 24.3% 15.6% 22.5% IV Percentile 18.2% 13.1% 22.2% 13.1% 22.2% Term Structure -0.8% -1.2% -0.4% -0.4% -0.8% VWIV 23.0% 17.1% 25.7% 17.1% 25.7% Skew 25d 3.1% 2.4% 3.9% 3.1% 2.8% Skew 10d 6.5% 4.3% 8.5% 5.7% 6.9% Call IV 25d 21.6% 20.4% 23.2% 20.4% 21.9% Put IV 25d 24.7% 23.5% 26.0% 23.5% 24.7% Bid-Ask Spread % 1.73 1.22 2.19 1.69 2.10 Gamma HHI 0.11 0.08 0.14 0.12 0.11 Net GEX 947.4M 604.2M 1.42B 1.12B 899.7M Net DEX -29.36B -36.03B -23.95B -31.56B -29.48B Net VEX -166.2M -173.9M -160.7M -161.0M -173.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.26 0.87 0.87 0.61 Total Volume 882,853.75 448,011 1,934,357 610,431 448,011 Total OI 7,155,303.7 6,670,033 7,789,033 6,889,146 6,839,704
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 2023-07-03 $192.25 $175.00 21.4% 4.8% 15.2% 15.6% 17.1% 3.1% -0.4% 1.12B -31.56B -161.0M 0.87 1.69 N/A N/A 326,863 283,568 3,675,210 3,213,936 2023-07-05 $191.38 $175.00 22.8% 4.9% 14.5% 20.4% 17.7% 3.1% -0.6% 1.00B -29.74B -161.8M 0.84 1.22 N/A N/A 395,411 330,385 3,724,124 3,240,200 2023-07-06 $191.50 $175.00 23.5% 6.4% 14.5% 22.9% 22.4% 3.2% -0.6% 1.09B -29.97B -162.5M 0.81 2.04 N/A N/A 434,273 352,513 3,791,068 3,303,769 2023-07-07 $191.62 $175.00 22.7% 6.2% 13.9% 20.3% 22.8% 3.2% -0.5% 1.09B -29.96B -162.1M 0.60 1.63 N/A N/A 600,067 359,366 3,819,650 3,377,079 2023-07-10 $188.39 $175.00 23.5% 6.4% 14.9% 23.2% 23.0% 3.9% -0.9% 649.6M -24.66B -165.3M 0.71 1.50 N/A N/A 538,738 383,452 3,676,470 3,208,244 2023-07-11 $187.57 $175.00 23.5% 6.4% 15.1% 23.1% 22.7% 3.3% -1.0% 629.6M -23.95B -165.0M 0.52 1.79 N/A N/A 477,900 247,574 3,774,251 3,309,616 2023-07-12 $189.87 $180.00 22.4% 6.2% 15.1% 19.2% 22.0% 3.4% -0.8% 988.4M -28.05B -163.0M 0.58 1.43 N/A N/A 671,989 388,032 3,860,820 3,372,275 2023-07-13 $190.94 $180.00 22.8% 6.3% 15.1% 20.3% 23.1% 3.2% -0.9% 1.08B -29.66B -164.8M 0.61 1.43 N/A N/A 470,619 286,169 3,925,802 3,450,790 2023-07-14 $190.53 $180.00 22.7% 6.3% 15.2% 20.0% 22.6% 3.1% -1.1% 732.0M -28.78B -165.3M 0.56 1.75 N/A N/A 540,467 302,423 3,953,510 3,516,756 2023-07-17 $194.11 $180.00 22.1% 6.2% 15.8% 17.9% 22.6% 3.2% -0.6% 1.16B -34.30B -160.7M 0.62 1.25 N/A N/A 656,887 406,541 3,731,336 3,420,711 2023-07-18 $194.13 $180.00 22.4% 6.4% 15.4% 19.1% 23.5% 3.0% -0.6% 1.17B -33.53B -164.5M 0.53 1.23 N/A N/A 500,122 264,129 3,804,553 3,525,254 2023-07-19 $195.34 $180.00 23.7% 6.8% 15.5% 23.7% 23.7% 2.4% -0.9% 1.42B -36.03B -162.7M 0.26 1.88 N/A N/A 1,538,458 395,899 3,862,616 3,557,209 2023-07-20 $193.14 $180.00 23.7% 6.8% 15.9% 23.8% 24.9% 2.8% -1.0% 942.1M -31.41B -170.7M 0.56 1.74 N/A N/A 833,761 465,130 4,051,124 3,627,494 2023-07-21 $192.34 $180.00 23.8% 6.9% 15.5% 24.3% 23.9% 2.8% -1.2% 604.2M -29.78B -170.4M 0.77 2.19 N/A N/A 535,151 410,138 4,114,365 3,674,668 2023-07-24 $192.51 $180.00 22.8% 6.9% 15.5% 20.6% 24.3% 2.8% -0.7% 749.2M -25.48B -166.7M 0.72 1.90 N/A N/A 362,744 261,489 3,593,094 3,076,939 2023-07-25 $194.18 $180.00 22.5% 6.7% 15.4% 19.5% 24.0% 2.9% -0.7% 922.2M -27.80B -168.7M 0.73 1.75 N/A N/A 334,528 243,401 3,670,505 3,148,562 2023-07-26 $194.66 $180.00 22.5% 6.8% 14.8% 19.5% 23.9% 3.2% -0.7% 967.5M -28.20B -171.5M 0.79 2.04 N/A N/A 365,888 287,613 3,741,757 3,223,780 2023-07-27 $192.71 $180.00 23.0% 7.1% 15.4% 21.2% 25.6% 3.1% -0.7% 622.8M -24.95B -171.6M 0.72 1.97 N/A N/A 578,232 415,849 3,798,639 3,268,023 2023-07-28 $195.44 $180.00 22.6% 6.8% 16.1% 19.6% 24.6% 3.0% -0.6% 1.10B -29.84B -171.5M 0.81 2.06 N/A N/A 533,499 429,796 3,858,122 3,324,049 2023-07-31 $196.06 $180.00 23.3% 7.3% 14.0% 22.5% 25.7% 2.8% -0.8% 899.7M -29.48B -173.9M 0.61 2.10 N/A N/A 278,684 169,327 3,622,982 3,216,722
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