AAPL Options History — November 2023 In November 2023, AAPL traded between $173.99 and $191.75. ATM implied volatility averaged 17.9%, placing in the 5.2% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded below realized volatility by 1.3% (HV 20d: 19.2%). Max pain ranged from $175.00 to $180.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.92.
Notable Days 2023-11-03 : Highest Volume — 1,763,441 contracts2023-11-03 : Largest IV drop — 25.0% change2023-11-02 : Highest IV Rank — 34.8%2023-11-01 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $185.82 $173.99 $191.75 $173.99 $189.40 Max Pain $176.55 $175.00 $180.00 $177.50 $180.00 ATM IV 17.9% 15.7% 26.0% 25.5% 15.8% Expected Move 5.2% 4.4% 8.4% 8.4% 4.7% HV 20d 19.2% 15.5% 21.4% 18.0% 15.5% HV 60d 20.8% 17.8% 21.9% 20.9% 17.8% IV Rank 5.2% 0.0% 34.8% 32.6% 0.3% IV Percentile 6.7% 0.0% 47.6% 44.4% 0.8% Term Structure 0.1% -1.0% 0.6% -0.8% 0.2% VWIV 19.2% 16.3% 30.9% 30.9% 17.7% Skew 25d 3.3% 2.5% 5.4% 5.4% 2.6% Skew 10d 7.0% 4.7% 10.9% 10.9% 6.1% Call IV 25d 16.4% 14.4% 22.9% 22.9% 14.8% Put IV 25d 19.7% 17.1% 28.3% 28.3% 17.4% Bid-Ask Spread % 1.38 1.11 1.92 1.31 1.49 Gamma HHI 0.11 0.05 0.31 0.05 0.09 Net GEX 755.9M 86.6M 1.55B 163.1M 601.7M Net DEX -19.85B -27.41B -6.06B -6.06B -20.77B Net VEX -142.3M -147.2M -138.6M -145.5M -141.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.92 0.66 1.18 1.09 1.18 Total Volume 815,541.762 447,010 1,763,441 509,088 548,823 Total OI 7,059,924.81 6,664,957 7,593,743 6,737,823 7,020,066
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 2023-11-01 $173.99 $177.50 25.5% 8.4% 18.0% 32.6% 30.9% 5.4% -0.8% 163.1M -6.06B -145.5M 1.09 1.31 N/A N/A 243,146 265,942 3,507,418 3,230,405 2023-11-02 $177.25 $175.00 26.0% 7.1% 19.0% 34.8% 24.6% 4.8% -1.0% 388.3M -10.83B -147.2M 1.07 1.92 N/A N/A 676,425 726,373 3,556,659 3,296,128 2023-11-03 $176.19 $175.00 19.5% 5.7% 18.4% 9.3% 20.6% 3.7% 0.2% 86.6M -8.72B -143.1M 0.80 1.29 N/A N/A 980,375 783,066 3,728,326 3,573,850 2023-11-06 $178.84 $175.00 18.5% 5.5% 19.0% 5.3% 21.1% 4.4% 0.6% 467.5M -11.82B -143.6M 1.17 1.15 N/A N/A 402,153 470,952 3,530,877 3,332,442 2023-11-07 $182.12 $175.00 18.9% 5.6% 20.1% 6.9% 20.1% 3.8% 0.5% 817.1M -17.59B -141.1M 0.96 1.43 N/A N/A 503,349 483,978 3,592,458 3,426,615 2023-11-08 $182.99 $175.00 17.2% 5.1% 20.1% 0.3% 19.1% 3.4% 0.5% 771.6M -18.46B -141.2M 0.76 1.26 N/A N/A 473,428 357,646 3,618,411 3,533,902 2023-11-09 $181.97 $175.00 19.2% 5.6% 20.2% 7.9% 19.6% 3.8% 0.5% 516.6M -15.71B -144.3M 0.89 1.11 N/A N/A 540,819 482,579 3,669,626 3,601,938 2023-11-10 $186.16 $175.00 17.7% 5.2% 21.2% 2.1% 18.5% 3.4% 0.5% 714.7M -22.82B -140.5M 0.82 1.25 N/A N/A 614,557 504,419 3,628,579 3,653,340 2023-11-13 $185.00 $175.00 18.3% 5.3% 21.4% 4.5% 20.1% 3.7% -0.1% 663.3M -19.58B -143.8M 0.66 1.15 N/A N/A 368,434 244,634 3,595,380 3,511,167 2023-11-14 $187.91 $175.00 16.6% 4.8% 21.4% 0.0% 18.2% 3.0% -0.0% 1.04B -25.04B -141.0M 0.72 1.22 N/A N/A 483,278 346,194 3,666,658 3,548,355 2023-11-15 $188.13 $175.00 16.4% 4.7% 21.1% 0.0% 17.5% 2.8% 0.0% 1.03B -25.28B -138.6M 0.90 1.23 N/A N/A 377,848 339,131 3,723,024 3,607,372 2023-11-16 $189.76 $175.00 17.4% 5.0% 21.1% 3.5% 18.3% 2.9% -0.1% 1.14B -27.41B -141.2M 1.16 1.26 N/A N/A 521,690 605,892 3,753,632 3,664,705 2023-11-17 $189.78 $175.00 17.0% 4.9% 20.3% 1.9% 19.2% 2.7% -0.0% 1.55B -26.73B -142.9M 0.81 1.25 N/A N/A 453,195 367,298 3,812,861 3,780,882 2023-11-20 $191.75 $175.00 16.6% 4.6% 20.3% 0.4% 17.1% 2.8% -0.1% 968.9M -25.57B -141.6M 0.85 1.71 N/A N/A 400,557 340,842 3,380,821 3,284,136 2023-11-21 $190.32 $175.00 16.2% 4.7% 20.8% 0.0% 16.7% 2.6% 0.0% 844.5M -23.23B -142.3M 0.76 1.59 N/A N/A 296,228 225,755 3,476,723 3,369,789 2023-11-22 $191.56 $180.00 16.1% 4.4% 19.6% 0.0% 16.6% 2.6% -0.1% 1.22B -25.17B -143.1M 0.83 1.48 N/A N/A 379,544 316,725 3,554,946 3,403,613 2023-11-24 $189.68 $180.00 15.8% 4.5% 16.2% 0.0% 16.8% 2.7% -0.2% 811.8M -21.53B -142.6M 0.95 1.58 N/A N/A 237,859 226,418 3,593,961 3,475,962 2023-11-27 $189.91 $180.00 15.8% 4.6% 16.3% 0.0% 16.5% 2.6% 0.2% 691.0M -21.45B -140.1M 1.03 1.46 N/A N/A 258,648 267,465 3,438,997 3,326,828 2023-11-28 $190.03 $180.00 15.7% 4.6% 16.1% 0.0% 16.3% 2.5% 0.2% 771.3M -22.29B -141.1M 0.77 1.55 N/A N/A 252,112 194,898 3,493,580 3,373,524 2023-11-29 $189.41 $180.00 15.8% 4.7% 16.4% 0.3% 17.5% 2.8% 0.2% 612.7M -20.80B -141.3M 1.03 1.36 N/A N/A 277,725 285,977 3,513,499 3,406,966 2023-11-30 $189.40 $180.00 15.8% 4.7% 15.5% 0.3% 17.7% 2.6% 0.2% 601.7M -20.77B -141.7M 1.18 1.49 N/A N/A 251,773 297,050 3,557,675 3,462,391
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