AAPL Options History — February 2024 In February 2024, AAPL traded between $180.22 and $189.18. ATM implied volatility averaged 19.6%, placing in the 27.6% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 3.4% (HV 20d: 16.2%). Max pain ranged from $182.50 to $185.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.55.
Notable Days 2024-02-02 : Highest Volume — 2,003,124 contracts2024-02-02 : Largest IV drop — 20.3% change2024-02-01 : Highest IV Rank — 55.4%2024-02-01 : Largest Expected Move — 6.8%Monthly Statistics Metric Avg Min Max Open Close Price $184.56 $180.22 $189.18 $186.78 $180.22 Max Pain $184.63 $182.50 $185.00 $185.00 $182.50 ATM IV 19.6% 17.6% 25.1% 25.1% 19.3% Expected Move 5.6% 5.1% 6.8% 6.8% 5.7% HV 20d 16.2% 11.9% 20.8% 20.8% 11.9% HV 60d 17.5% 17.1% 18.5% 18.5% 17.5% IV Rank 27.6% 15.3% 55.4% 55.4% 25.9% IV Percentile 28.8% 14.3% 65.5% 65.5% 27.8% Term Structure -0.1% -0.9% 0.2% -0.9% -0.3% VWIV 19.7% 18.2% 23.4% 23.4% 20.0% Skew 25d 1.9% 1.2% 2.8% 2.6% 1.4% Skew 10d 4.1% 2.5% 6.0% 5.7% 4.5% Call IV 25d 19.0% 17.3% 23.5% 23.5% 19.0% Put IV 25d 20.8% 18.7% 26.2% 26.2% 20.4% Bid-Ask Spread % 1.33 1.03 2.69 2.69 1.28 Gamma HHI 0.07 0.07 0.12 0.07 0.08 Net GEX 277.8M -92.8M 645.0M 230.1M 136.4M Net DEX -7.01B -11.30B -4.12B -7.27B -4.48B Net VEX -142.2M -144.3M -139.5M -142.0M -143.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.33 0.95 0.95 0.52 Total Volume 864,186 515,019 2,003,124 864,112 960,748 Total OI 5,654,163.5 5,316,587 6,028,248 5,547,514 5,920,800
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 2024-02-01 $186.78 $185.00 25.1% 6.8% 20.8% 55.4% 23.4% 2.6% -0.9% 230.1M -7.27B -142.0M 0.95 2.69 N/A N/A 443,818 420,294 3,054,132 2,493,382 2024-02-02 $186.53 $185.00 20.0% 5.7% 20.4% 29.7% 20.6% 1.8% -0.1% 166.4M -6.48B -141.1M 0.74 1.18 N/A N/A 1,149,160 853,964 3,145,090 2,635,482 2024-02-05 $187.97 $185.00 19.4% 5.5% 20.2% 26.1% 19.8% 1.7% -0.1% 361.1M -9.59B -141.9M 0.36 1.32 N/A N/A 733,969 264,281 2,994,191 2,425,583 2024-02-06 $188.32 $185.00 18.5% 5.3% 18.5% 20.8% 19.2% 1.7% 0.1% 499.9M -10.37B -142.6M 0.48 1.20 N/A N/A 358,871 173,660 3,130,181 2,460,619 2024-02-07 $189.18 $185.00 18.2% 5.3% 18.5% 19.2% 18.6% 1.5% 0.1% 645.0M -11.30B -143.8M 0.37 1.24 N/A N/A 530,452 198,259 3,175,002 2,496,062 2024-02-08 $188.31 $185.00 18.0% 5.2% 18.5% 17.9% 18.7% 1.4% 0.1% 558.4M -10.10B -142.9M 0.33 1.10 N/A N/A 529,664 176,760 3,225,852 2,522,413 2024-02-09 $188.78 $185.00 17.6% 5.1% 18.5% 15.3% 18.2% 1.4% 0.2% 363.0M -10.42B -143.8M 0.34 1.11 N/A N/A 568,193 192,607 3,236,043 2,565,029 2024-02-12 $187.22 $185.00 18.8% 5.4% 18.8% 22.9% 18.6% 1.8% 0.2% 285.8M -8.80B -140.4M 0.45 1.12 N/A N/A 355,027 159,992 3,079,742 2,445,233 2024-02-13 $184.43 $185.00 19.8% 5.7% 19.1% 29.0% 19.7% 2.4% -0.0% 32.0M -5.54B -140.9M 0.63 1.03 N/A N/A 412,434 261,346 3,156,171 2,477,065 2024-02-14 $183.94 $185.00 19.0% 5.4% 19.0% 23.9% 18.3% 2.1% -0.1% -37.6M -5.15B -139.5M 0.85 1.17 N/A N/A 590,785 499,621 3,232,181 2,495,667 2024-02-15 $182.36 $185.00 20.3% 5.8% 14.7% 31.9% 20.1% 1.8% 0.0% -92.8M -4.28B -140.3M 0.81 1.10 N/A N/A 549,044 443,921 3,365,439 2,508,738 2024-02-16 $182.05 $185.00 20.8% 6.0% 13.4% 35.4% 21.0% 1.7% -0.1% 222.0M -4.12B -143.5M 0.44 1.10 N/A N/A 621,656 274,025 3,461,541 2,566,707 2024-02-20 $181.41 $185.00 21.4% 6.1% 12.4% 38.9% 21.4% 2.2% -0.3% 132.3M -4.71B -141.3M 0.46 1.51 N/A N/A 509,327 235,873 3,051,194 2,265,393 2024-02-21 $181.95 $185.00 21.1% 6.0% 12.1% 37.3% 19.9% 2.8% -0.3% 261.3M -5.47B -143.3M 0.77 1.26 N/A N/A 300,645 232,097 3,159,690 2,321,622 2024-02-22 $184.45 $185.00 19.1% 5.5% 13.5% 24.9% 19.3% 2.3% -0.1% 643.2M -8.62B -143.6M 0.46 1.40 N/A N/A 537,221 247,358 3,174,296 2,353,410 2024-02-23 $182.61 $185.00 18.2% 5.3% 13.7% 18.8% 18.5% 2.3% -0.0% 426.5M -5.77B -142.0M 0.58 1.39 N/A N/A 515,742 300,462 3,208,029 2,374,990 2024-02-26 $181.16 $185.00 19.3% 5.6% 13.6% 26.1% 19.5% 1.7% -0.3% 112.0M -4.89B -140.4M 0.57 1.41 N/A N/A 424,212 241,473 3,100,293 2,382,677 2024-02-27 $182.62 $182.50 19.1% 5.7% 14.2% 24.9% 19.8% 1.2% -0.3% 372.2M -7.44B -144.3M 0.34 1.46 N/A N/A 851,283 291,292 3,207,118 2,416,915 2024-02-28 $181.01 $182.50 19.6% 5.7% 12.8% 27.9% 19.8% 1.4% -0.5% 238.4M -5.42B -143.5M 0.55 1.53 N/A N/A 564,331 309,853 3,334,804 2,464,494 2024-02-29 $180.22 $182.50 19.3% 5.7% 11.9% 25.9% 20.0% 1.4% -0.3% 136.4M -4.48B -143.2M 0.52 1.28 N/A N/A 632,458 328,290 3,413,623 2,507,177
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