AAPL Options History — August 2023 In August 2023, AAPL traded between $173.76 and $195.84. ATM implied volatility averaged 21.1%, placing in the 14.4% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded below realized volatility by 1.3% (HV 20d: 22.4%). Max pain ranged from $175.00 to $182.50. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 0.76.
Notable Days 2023-08-04 : Highest Volume — 2,620,937 contracts2023-08-04 : Largest IV drop — 13.5% change2023-08-03 : Highest IV Rank — 31.1%2023-08-02 : Largest Expected Move — 8.3%Monthly Statistics Metric Avg Min Max Open Close Price $181.25 $173.76 $195.84 $195.84 $188.99 Max Pain $176.63 $175.00 $182.50 $180.00 $175.00 ATM IV 21.1% 18.5% 25.7% 23.3% 18.5% Expected Move 6.1% 5.3% 8.3% 7.5% 5.3% HV 20d 22.4% 13.7% 28.0% 13.7% 28.0% HV 60d 17.9% 14.0% 20.1% 16.6% 20.1% IV Rank 14.4% 4.8% 31.1% 22.3% 4.8% IV Percentile 14.1% 4.8% 31.7% 22.2% 4.8% Term Structure 0.0% -1.3% 0.7% -1.1% 0.2% VWIV 21.6% 19.1% 28.9% 26.9% 19.1% Skew 25d 3.2% 2.4% 4.0% 2.4% 2.5% Skew 10d 7.5% 4.5% 10.2% 4.5% 6.2% Call IV 25d 19.7% 17.8% 24.5% 22.0% 17.8% Put IV 25d 22.9% 20.4% 27.2% 24.4% 20.4% Bid-Ask Spread % 2.07 1.58 2.59 1.71 2.03 Gamma HHI 0.08 0.06 0.12 0.10 0.11 Net GEX 338.8M -449.0M 1.36B 903.2M 1.36B Net DEX -13.13B -29.42B -3.05B -29.42B -29.05B Net VEX -167.6M -178.3M -161.1M -174.4M -170.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.48 1.57 0.69 0.48 Total Volume 1,038,558.565 396,501 2,620,937 396,501 1,000,436 Total OI 7,357,027.652 6,733,992 7,923,905 6,995,749 7,558,495
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 2023-08-01 $195.84 $180.00 23.3% 7.5% 13.7% 22.3% 26.9% 2.4% -1.1% 903.2M -29.42B -174.4M 0.69 1.71 N/A N/A 234,372 162,129 3,709,251 3,286,498 2023-08-02 $192.75 $182.50 24.7% 8.3% 14.9% 27.5% 28.9% 2.6% -1.3% 705.8M -24.93B -177.2M 0.73 2.08 N/A N/A 397,029 290,661 3,774,787 3,346,963 2023-08-03 $191.06 $180.00 25.7% 7.0% 15.2% 31.1% 24.7% 2.7% -1.3% 578.4M -22.19B -178.3M 0.97 2.22 N/A N/A 609,557 589,772 3,844,367 3,415,298 2023-08-04 $182.28 $180.00 22.2% 6.4% 22.6% 18.5% 22.1% 2.5% -0.6% -270.7M -8.18B -172.2M 0.69 2.24 N/A N/A 1,547,393 1,073,544 3,995,339 3,601,735 2023-08-07 $178.68 $180.00 21.3% 6.2% 22.8% 15.2% 22.4% 2.5% 0.2% 6.9M -6.12B -166.6M 0.69 2.15 N/A N/A 1,037,398 716,360 3,908,498 3,388,661 2023-08-08 $180.22 $180.00 21.2% 6.2% 23.2% 14.5% 22.0% 2.6% 0.5% 335.0M -9.32B -171.0M 0.53 2.49 N/A N/A 654,657 350,040 4,107,094 3,482,654 2023-08-09 $178.61 $180.00 20.8% 6.1% 22.6% 13.1% 22.3% 3.0% 0.7% 219.8M -6.76B -167.7M 0.52 2.06 N/A N/A 657,956 343,563 4,197,413 3,525,831 2023-08-10 $177.76 $175.00 20.5% 6.0% 22.4% 12.1% 21.7% 3.4% 0.7% 117.6M -5.49B -167.7M 0.52 1.81 N/A N/A 656,637 344,167 4,270,952 3,597,213 2023-08-11 $177.93 $175.00 19.3% 5.7% 22.5% 7.8% 22.0% 3.2% 0.6% 127.9M -5.65B -167.2M 0.80 1.98 N/A N/A 557,425 448,196 4,296,070 3,627,835 2023-08-14 $179.13 $175.00 19.4% 5.6% 21.3% 8.3% 19.7% 3.7% 0.1% 251.6M -10.05B -163.0M 0.80 1.86 N/A N/A 426,868 341,161 3,935,455 3,385,651 2023-08-15 $177.25 $175.00 21.4% 6.2% 21.4% 15.5% 20.8% 3.7% -0.1% 17.2M -7.41B -161.6M 0.98 2.06 N/A N/A 390,307 383,311 3,982,491 3,448,865 2023-08-16 $177.05 $175.00 21.3% 6.1% 21.0% 15.2% 20.3% 3.4% 0.3% 34.8M -8.06B -163.4M 1.57 2.21 N/A N/A 329,791 516,451 4,058,847 3,488,940 2023-08-17 $173.76 $175.00 21.7% 6.2% 21.5% 16.4% 21.7% 3.8% 0.4% -449.0M -3.05B -161.7M 1.00 2.07 N/A N/A 715,773 715,087 4,092,734 3,501,904 2023-08-18 $174.88 $175.00 21.4% 6.1% 21.9% 15.5% 20.8% 3.8% 0.3% -103.8M -6.35B -163.0M 0.90 1.58 N/A N/A 574,637 514,558 4,176,114 3,477,250 2023-08-21 $176.09 $175.00 21.1% 6.0% 22.2% 14.4% 20.5% 3.6% 0.2% 156.7M -8.56B -161.1M 0.71 1.79 N/A N/A 401,435 286,516 3,592,747 3,141,245 2023-08-22 $177.22 $175.00 21.8% 6.0% 22.0% 16.7% 20.4% 4.0% 0.1% 300.8M -10.25B -163.6M 0.79 2.09 N/A N/A 382,350 302,012 3,692,437 3,212,616 2023-08-23 $181.34 $175.00 20.4% 5.6% 24.0% 11.6% 19.9% 3.7% 0.1% 672.7M -16.65B -167.4M 0.73 2.01 N/A N/A 607,664 445,145 3,752,292 3,288,156 2023-08-24 $176.32 $175.00 22.1% 6.1% 25.5% 18.1% 21.4% 3.1% 0.0% 19.7M -8.26B -165.6M 0.77 1.88 N/A N/A 451,543 349,465 3,813,885 3,380,055 2023-08-25 $179.03 $175.00 19.7% 5.5% 25.6% 9.3% 19.4% 3.4% 0.2% 327.9M -12.86B -166.3M 0.78 2.59 N/A N/A 498,788 389,359 3,883,832 3,378,783 2023-08-28 $180.26 $175.00 20.2% 5.8% 25.8% 11.2% 20.2% 3.8% 0.3% 456.3M -14.54B -165.4M 0.68 2.13 N/A N/A 363,923 248,546 3,750,728 3,270,395 2023-08-29 $184.86 $175.00 19.3% 5.4% 27.8% 7.8% 19.7% 3.3% 0.2% 905.1M -22.26B -169.0M 0.65 2.39 N/A N/A 635,260 411,446 3,860,918 3,343,425 2023-08-30 $187.51 $175.00 18.6% 5.5% 28.0% 5.4% 19.6% 2.6% 0.0% 1.12B -26.66B -169.8M 0.49 2.20 N/A N/A 1,030,332 503,827 3,937,567 3,429,350 2023-08-31 $188.99 $175.00 18.5% 5.3% 28.0% 4.8% 19.1% 2.5% 0.2% 1.36B -29.05B -170.6M 0.48 2.03 N/A N/A 674,020 326,416 4,039,433 3,519,062
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