AAPL Options History — October 2023 In October 2023, AAPL traded between $166.41 and $180.47. ATM implied volatility averaged 27.4%, placing in the 38.8% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 10.8% (HV 20d: 16.6%). Max pain ranged from $175.00 to $180.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 1.00.
Notable Days 2023-10-12 : Highest Volume — 1,157,518 contracts2023-10-03 : Largest IV spike — 14.9% change2023-10-26 : Highest IV Rank — 55.0%2023-10-30 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $174.52 $166.41 $180.47 $172.94 $170.53 Max Pain $179.09 $175.00 $180.00 $175.00 $177.50 ATM IV 27.4% 24.6% 31.1% 25.8% 28.4% Expected Move 7.9% 6.6% 9.5% 6.7% 9.4% HV 20d 16.6% 12.7% 23.2% 23.2% 16.8% HV 60d 22.2% 20.6% 22.7% 22.6% 20.6% IV Rank 38.8% 27.0% 55.0% 31.3% 44.1% IV Percentile 55.2% 38.1% 77.0% 44.0% 64.3% Term Structure -0.8% -1.4% -0.5% -0.6% -0.8% VWIV 27.6% 23.7% 33.3% 23.8% 31.9% Skew 25d 5.6% 4.5% 6.9% 5.1% 6.0% Skew 10d 11.2% 8.2% 13.1% 10.6% 11.6% Call IV 25d 24.7% 22.5% 27.5% 24.7% 24.8% Put IV 25d 30.3% 27.0% 33.9% 29.8% 30.8% Bid-Ask Spread % 1.33 1.04 2.02 1.60 1.04 Gamma HHI 0.08 0.05 0.33 0.06 0.05 Net GEX 211.2M -297.2M 1.51B 47.6M -18.0M Net DEX -6.76B -15.86B 3.43B -4.64B -1.86B Net VEX -155.3M -161.9M -143.7M -160.0M -145.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.00 0.71 1.44 0.90 1.13 Total Volume 714,474.5 365,567 1,157,518 590,454 365,567 Total OI 7,073,983.045 6,423,036 7,591,867 7,003,404 6,656,081
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 2023-10-02 $172.94 $175.00 25.8% 6.7% 23.2% 31.3% 23.8% 5.1% -0.6% 47.6M -4.64B -160.0M 0.90 1.60 N/A N/A 311,202 279,252 3,733,642 3,269,762 2023-10-03 $172.12 $175.00 29.6% 7.3% 22.9% 45.2% 26.1% 5.9% -1.0% 9.5M -3.57B -161.4M 1.08 1.43 N/A N/A 293,671 318,140 3,779,984 3,326,831 2023-10-04 $173.94 $175.00 27.4% 6.6% 19.0% 37.3% 23.7% 5.5% -0.8% 160.0M -6.05B -161.3M 1.11 1.73 N/A N/A 334,495 372,936 3,809,574 3,364,605 2023-10-05 $175.12 $180.00 27.3% 7.5% 17.5% 37.0% 25.8% 5.4% -0.9% 309.8M -8.02B -161.5M 0.94 1.37 N/A N/A 359,348 337,366 3,847,946 3,409,857 2023-10-06 $177.74 $180.00 25.2% 7.0% 18.3% 29.2% 25.2% 4.9% -0.5% 1.51B -12.96B -161.2M 0.87 1.31 N/A N/A 516,548 450,753 3,883,191 3,440,230 2023-10-09 $178.81 $180.00 25.3% 7.1% 18.2% 29.5% 25.0% 4.8% -0.5% 485.9M -13.29B -159.3M 0.93 1.33 N/A N/A 250,561 231,879 3,752,846 3,299,088 2023-10-10 $178.66 $180.00 25.1% 7.0% 16.6% 28.8% 25.4% 4.6% -0.5% 543.1M -13.24B -158.3M 0.96 1.17 N/A N/A 302,831 291,722 3,810,003 3,347,226 2023-10-11 $179.47 $180.00 24.6% 6.9% 16.4% 27.0% 24.3% 4.5% -0.5% 620.1M -14.31B -158.3M 0.97 1.12 N/A N/A 306,448 297,844 3,850,191 3,408,079 2023-10-12 $180.47 $180.00 25.1% 7.0% 16.4% 28.8% 24.8% 4.7% -0.7% 774.9M -15.86B -159.2M 1.02 1.33 N/A N/A 574,382 583,136 3,900,865 3,458,077 2023-10-13 $178.70 $180.00 26.3% 7.4% 16.7% 33.2% 27.1% 5.3% -0.6% 317.7M -11.97B -161.9M 1.17 1.26 N/A N/A 391,544 458,675 3,956,603 3,545,475 2023-10-16 $178.57 $180.00 26.1% 7.4% 15.5% 33.6% 26.8% 5.1% -1.0% 311.4M -11.81B -158.7M 1.19 1.32 N/A N/A 331,775 394,866 3,850,666 3,406,241 2023-10-17 $176.59 $180.00 27.1% 7.7% 15.7% 37.5% 26.5% 5.2% -1.2% 100.5M -8.34B -156.9M 0.96 1.28 N/A N/A 355,022 341,466 3,903,437 3,497,443 2023-10-18 $175.31 $180.00 28.2% 8.1% 14.2% 43.3% 27.9% 5.5% -1.3% 13.7M -6.93B -157.0M 1.44 2.02 N/A N/A 319,169 458,299 3,936,734 3,510,253 2023-10-19 $175.31 $180.00 28.6% 8.3% 13.9% 45.0% 28.6% 6.1% -1.4% 20.3M -6.73B -157.7M 0.98 1.19 N/A N/A 355,637 348,123 3,989,947 3,549,253 2023-10-20 $173.22 $180.00 28.1% 8.2% 14.5% 43.0% 29.1% 6.4% -1.4% -171.5M -3.10B -153.5M 0.98 1.52 N/A N/A 559,498 545,867 4,021,713 3,570,154 2023-10-23 $173.15 $180.00 27.8% 8.6% 14.4% 41.7% 29.1% 6.5% -0.6% -23.8M -3.52B -150.9M 0.84 1.29 N/A N/A 348,940 291,499 3,359,801 3,063,235 2023-10-24 $173.53 $180.00 27.0% 8.4% 12.7% 38.8% 27.2% 6.0% -0.7% 41.3M -4.33B -149.9M 0.71 1.05 N/A N/A 292,984 208,045 3,436,008 3,115,764 2023-10-25 $171.13 $180.00 29.9% 9.2% 12.9% 50.2% 30.2% 6.9% -0.9% -61.4M -1.56B -149.6M 1.03 1.22 N/A N/A 337,607 347,382 3,488,079 3,125,951 2023-10-26 $166.41 $180.00 31.1% 9.4% 16.2% 55.0% 33.2% 6.4% -1.1% -297.2M 3.43B -143.7M 0.92 1.21 N/A N/A 532,516 488,933 3,543,156 3,143,562 2023-10-27 $167.64 $180.00 28.8% 9.2% 16.5% 45.9% 32.4% 6.3% -0.7% -29.5M 1.37B -145.4M 0.88 1.31 N/A N/A 371,951 327,763 3,607,896 3,156,551 2023-10-30 $170.12 $177.50 29.2% 9.5% 16.9% 47.2% 33.3% 6.3% -0.7% -15.9M -1.47B -145.8M 1.06 1.05 N/A N/A 258,063 274,734 3,413,289 3,088,338 2023-10-31 $170.53 $177.50 28.4% 9.4% 16.8% 44.1% 31.9% 6.0% -0.8% -18.0M -1.86B -145.3M 1.13 1.04 N/A N/A 171,340 194,227 3,475,100 3,180,981
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