AAPL Options History — September 2023 In September 2023, AAPL traded between $170.03 and $189.94. ATM implied volatility averaged 21.8%, placing in the 16.9% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded below realized volatility by 4.0% (HV 20d: 25.8%). Max pain ranged from $175.00 to $180.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.82.
Notable Days 2023-09-07 : Highest Volume — 2,335,148 contracts2023-09-06 : Largest IV spike — 15.6% change2023-09-26 : Highest IV Rank — 31.1%2023-09-26 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $177.02 $170.03 $189.94 $189.05 $171.01 Max Pain $178.13 $175.00 $180.00 $175.00 $175.00 ATM IV 21.8% 18.1% 25.7% 18.1% 24.9% Expected Move 6.2% 5.1% 7.2% 5.1% 6.7% HV 20d 25.8% 20.4% 28.6% 22.0% 22.5% HV 60d 22.0% 19.7% 22.7% 20.0% 22.4% IV Rank 16.9% 3.3% 31.1% 3.3% 28.2% IV Percentile 23.2% 4.0% 42.5% 4.0% 39.3% Term Structure 0.8% -0.4% 3.8% 0.2% 3.8% VWIV 21.8% 18.7% 25.4% 18.7% 22.9% Skew 25d 3.6% 2.3% 5.0% 2.3% 5.0% Skew 10d 8.0% 5.5% 11.5% 5.5% 10.4% Call IV 25d 20.2% 17.5% 22.7% 17.5% 21.2% Put IV 25d 23.8% 19.7% 27.7% 19.7% 26.1% Bid-Ask Spread % 1.95 1.28 2.92 1.99 2.85 Gamma HHI 0.08 0.06 0.16 0.15 0.10 Net GEX 119.6M -335.3M 1.25B 1.25B -172.7M Net DEX -8.33B -29.22B 964.4M -29.22B -2.08B Net VEX -164.3M -169.8M -157.2M -161.4M -157.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.82 0.52 1.26 0.66 0.75 Total Volume 1,222,219.3 645,399 2,335,148 1,123,078 837,081 Total OI 7,565,964.4 6,939,374 8,370,977 7,660,194 7,384,495
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 2023-09-01 $189.05 $175.00 18.1% 5.1% 22.0% 3.3% 18.7% 2.3% 0.2% 1.25B -29.22B -161.4M 0.66 1.99 N/A N/A 678,021 445,057 4,074,778 3,585,416 2023-09-05 $189.94 $180.00 19.1% 5.5% 20.4% 7.0% 19.9% 2.8% 0.0% 1.05B -27.29B -169.3M 0.63 1.93 N/A N/A 519,541 325,087 3,874,021 3,478,368 2023-09-06 $182.19 $180.00 22.1% 6.2% 25.7% 17.8% 21.6% 3.2% -0.4% 252.1M -13.64B -169.8M 0.84 1.93 N/A N/A 920,891 771,629 3,975,333 3,564,153 2023-09-07 $177.94 $180.00 22.9% 6.5% 26.9% 21.0% 23.7% 3.2% -0.2% -70.2M -6.97B -167.9M 0.86 1.74 N/A N/A 1,256,783 1,078,365 4,126,875 3,619,236 2023-09-08 $177.99 $180.00 21.6% 6.1% 26.9% 16.2% 22.2% 3.0% -0.3% 309.9M -8.66B -169.7M 0.64 2.04 N/A N/A 994,749 635,180 4,358,631 3,771,656 2023-09-11 $179.61 $180.00 21.2% 6.0% 27.1% 14.8% 21.0% 3.2% -0.2% 372.3M -12.12B -166.9M 0.52 1.71 N/A N/A 581,822 304,832 4,114,866 3,612,360 2023-09-12 $176.01 $180.00 21.7% 6.1% 27.9% 16.4% 21.1% 3.2% -0.3% 36.1M -6.14B -163.9M 0.74 1.91 N/A N/A 1,112,241 822,431 4,227,270 3,686,605 2023-09-13 $174.89 $180.00 20.5% 5.9% 27.8% 12.3% 20.5% 3.3% -0.2% -152.2M -4.12B -159.7M 1.02 1.54 N/A N/A 823,168 840,955 4,342,975 3,810,407 2023-09-14 $175.76 $180.00 19.5% 5.6% 27.8% 8.6% 19.8% 2.7% 0.0% 96.2M -7.40B -162.7M 0.74 2.32 N/A N/A 672,473 495,047 4,479,455 3,795,527 2023-09-15 $174.82 $180.00 20.0% 5.8% 27.1% 10.4% 20.6% 3.0% -0.0% -335.3M -5.06B -163.0M 0.74 1.79 N/A N/A 740,685 549,270 4,524,753 3,846,224 2023-09-18 $178.03 $180.00 20.0% 5.8% 27.7% 10.5% 20.5% 3.0% -0.4% 338.3M -9.55B -164.3M 0.70 1.28 N/A N/A 733,650 515,979 3,667,494 3,271,880 2023-09-19 $179.34 $180.00 19.8% 5.7% 27.7% 9.6% 20.7% 3.3% 0.3% 408.2M -11.34B -165.4M 0.74 1.55 N/A N/A 449,443 330,364 3,747,020 3,402,014 2023-09-20 $175.75 $180.00 21.5% 6.2% 28.6% 15.8% 21.4% 3.4% 0.1% -22.1M -5.44B -165.5M 0.81 1.75 N/A N/A 478,203 389,740 3,812,279 3,463,779 2023-09-21 $174.41 $177.50 22.0% 6.3% 27.4% 17.7% 23.4% 4.0% 0.3% -176.8M -3.71B -164.3M 1.04 1.92 N/A N/A 489,732 509,018 3,881,810 3,469,166 2023-09-22 $175.06 $175.00 22.2% 6.3% 25.6% 18.3% 21.2% 4.4% 0.2% -227.1M -5.15B -167.2M 0.79 2.19 N/A N/A 596,128 471,937 3,946,875 3,511,947 2023-09-25 $175.55 $175.00 23.4% 6.7% 25.0% 22.6% 23.6% 5.0% 3.3% 65.0M -6.34B -164.3M 0.85 1.92 N/A N/A 348,372 297,027 3,722,216 3,353,203 2023-09-26 $172.24 $175.00 25.7% 7.2% 25.6% 31.1% 25.4% 5.0% 2.8% -170.1M -2.02B -164.6M 1.11 2.92 N/A N/A 508,947 564,885 3,817,571 3,397,677 2023-09-27 $170.03 $175.00 25.0% 7.1% 23.7% 28.4% 24.9% 5.0% 3.1% -305.1M 964.4M -160.6M 1.26 1.77 N/A N/A 593,489 750,704 3,868,997 3,421,172 2023-09-28 $170.75 $175.00 24.8% 6.9% 22.9% 27.7% 23.8% 4.9% 3.4% -146.9M -1.37B -159.2M 0.91 1.88 N/A N/A 529,744 481,716 3,939,325 3,371,459 2023-09-29 $171.01 $175.00 24.9% 6.7% 22.5% 28.2% 22.9% 5.0% 3.8% -172.7M -2.08B -157.2M 0.75 2.85 N/A N/A 477,166 359,915 3,979,796 3,404,699
« Aug 2023 | All History | Oct 2023 » Home AAPL History September 2023