AAPL Options History — December 2023 In December 2023, AAPL traded between $189.41 and $198.09. ATM implied volatility averaged 16.3%, placing in the 3.5% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 2.6% (HV 20d: 13.7%). 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 19 of 20 days. Put/call ratio averaged 0.67.
Notable Days 2023-12-14 : Highest Volume — 1,153,639 contracts2023-12-18 : Largest IV spike — 7.5% change2023-12-29 : Highest IV Rank — 9.3%2023-12-27 : Largest Expected Move — 5.0%Monthly Statistics Metric Avg Min Max Open Close Price $194.25 $189.41 $198.09 $191.03 $192.53 Max Pain $177.00 $175.00 $180.00 $180.00 $180.00 ATM IV 16.3% 15.2% 17.7% 15.8% 17.7% Expected Move 4.7% 4.4% 5.0% 4.7% 4.6% HV 20d 13.7% 12.9% 15.3% 14.7% 13.2% HV 60d 16.5% 15.7% 17.5% 17.1% 15.7% IV Rank 3.5% 0.0% 9.3% 0.2% 9.3% IV Percentile 5.7% 0.0% 15.5% 0.8% 15.5% Term Structure 1.1% 0.0% 4.7% 0.3% 4.7% VWIV 17.1% 15.9% 18.6% 16.6% 16.5% Skew 25d 2.2% 1.6% 2.9% 2.3% 2.7% Skew 10d 4.7% 3.2% 6.3% 3.9% 6.0% Call IV 25d 15.4% 14.4% 16.6% 14.4% 15.4% Put IV 25d 17.6% 16.5% 19.3% 16.7% 18.1% Bid-Ask Spread % 1.22 1.04 1.61 1.12 1.21 Gamma HHI 0.13 0.09 0.21 0.11 0.10 Net GEX 979.6M 506.5M 1.59B 748.4M 506.5M Net DEX -25.65B -34.42B -19.98B -23.69B -19.98B Net VEX -142.0M -146.4M -135.7M -140.5M -139.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.51 0.99 0.89 0.59 Total Volume 763,613.9 492,814 1,153,639 653,464 686,147 Total OI 6,835,617.05 6,115,271 7,525,165 7,090,126 6,587,892
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 2023-12-01 $191.03 $180.00 15.8% 4.7% 14.7% 0.2% 16.6% 2.3% 0.3% 748.4M -23.69B -140.5M 0.89 1.12 N/A N/A 346,644 306,820 3,583,261 3,506,865 2023-12-04 $189.41 $175.00 16.1% 4.8% 14.9% 1.5% 18.6% 2.5% 0.4% 555.9M -20.32B -140.0M 0.99 1.07 N/A N/A 302,473 299,719 3,465,197 3,323,018 2023-12-05 $192.88 $175.00 16.0% 4.7% 15.3% 0.8% 17.8% 2.4% 0.5% 1.06B -26.03B -142.2M 0.77 1.12 N/A N/A 630,809 484,474 3,522,739 3,383,090 2023-12-06 $192.43 $175.00 16.7% 4.9% 14.5% 3.6% 17.2% 2.1% 0.4% 866.3M -25.06B -144.0M 0.63 1.15 N/A N/A 384,286 242,167 3,635,712 3,490,635 2023-12-07 $194.13 $175.00 15.9% 4.7% 14.6% 0.7% 18.1% 2.3% 0.5% 1.38B -28.44B -144.8M 0.86 1.04 N/A N/A 454,522 391,144 3,701,771 3,516,588 2023-12-08 $195.69 $175.00 15.7% 4.6% 14.3% 0.0% 17.1% 2.1% 0.4% 1.16B -31.54B -142.4M 0.75 1.14 N/A N/A 505,263 380,211 3,739,344 3,597,226 2023-12-11 $192.94 $175.00 16.1% 4.7% 13.8% 1.5% 17.3% 2.1% 0.0% 814.0M -25.40B -141.9M 0.53 1.30 N/A N/A 466,982 246,568 3,641,724 3,481,464 2023-12-12 $194.34 $175.00 15.4% 4.5% 13.6% 0.0% 16.0% 2.0% 0.1% 1.17B -28.98B -138.5M 0.69 1.09 N/A N/A 347,222 241,245 3,734,049 3,490,249 2023-12-13 $197.16 $175.00 16.0% 4.6% 13.4% 2.1% 15.9% 2.0% 0.1% 1.51B -34.00B -135.7M 0.60 1.06 N/A N/A 698,928 420,315 3,755,545 3,508,528 2023-12-14 $197.97 $175.00 15.5% 4.5% 13.4% 0.4% 16.3% 2.0% 0.1% 1.59B -34.42B -139.1M 0.65 1.16 N/A N/A 700,542 453,097 3,812,436 3,591,867 2023-12-15 $198.09 $175.00 15.2% 4.4% 13.2% 0.0% 16.1% 1.6% 0.0% 1.34B -33.82B -141.2M 0.62 1.14 N/A N/A 464,205 286,288 3,852,382 3,672,783 2023-12-18 $196.13 $175.00 16.3% 4.7% 13.9% 4.2% 16.6% 1.8% 0.2% 991.7M -25.28B -141.0M 0.61 1.33 N/A N/A 516,866 314,660 3,299,082 2,816,189 2023-12-19 $196.38 $175.00 16.0% 4.6% 13.5% 3.0% 16.6% 1.8% 0.7% 1.16B -25.66B -144.1M 0.59 1.27 N/A N/A 310,168 182,646 3,403,838 2,891,639 2023-12-20 $195.53 $180.00 16.7% 4.8% 13.3% 5.6% 17.2% 2.3% 0.3% 966.1M -24.21B -144.7M 0.79 1.61 N/A N/A 375,851 295,278 3,452,998 2,945,139 2023-12-21 $194.72 $180.00 17.1% 4.9% 13.3% 6.9% 17.4% 2.0% 0.4% 726.8M -22.57B -146.4M 0.61 1.36 N/A N/A 539,808 328,061 3,496,322 2,985,816 2023-12-22 $193.76 $180.00 16.9% 4.8% 12.9% 6.5% 17.3% 2.1% 0.5% 718.1M -21.27B -146.4M 0.58 1.23 N/A N/A 437,675 252,824 3,595,786 3,023,854 2023-12-26 $193.19 $180.00 17.2% 5.0% 13.0% 7.4% 18.0% 2.9% 4.3% 657.4M -20.30B -143.0M 0.52 1.27 N/A N/A 345,733 178,634 3,387,217 2,898,556 2023-12-27 $192.88 $180.00 17.2% 5.0% 13.0% 7.5% 17.5% 2.7% 4.3% 677.5M -20.05B -142.8M 0.55 1.27 N/A N/A 543,913 299,952 3,457,716 2,946,429 2023-12-28 $193.76 $180.00 17.4% 4.6% 13.0% 8.3% 17.1% 2.4% 4.4% 1.00B -22.09B -141.6M 0.51 1.38 N/A N/A 402,903 207,235 3,542,601 2,974,794 2023-12-29 $192.53 $180.00 17.7% 4.6% 13.2% 9.3% 16.5% 2.7% 4.7% 506.5M -19.98B -139.1M 0.59 1.21 N/A N/A 431,470 254,677 3,573,937 3,013,955
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