AAPL Options History — March 2024 In March 2024, AAPL traded between $169.30 and $179.64. ATM implied volatility averaged 20.7%, placing in the 34.6% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 1.5% (HV 20d: 19.2%). Max pain ranged from $170.00 to $180.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.67.
Notable Days 2024-03-21 : Highest Volume — 2,141,081 contracts2024-03-21 : Largest IV spike — 17.0% change2024-03-05 : Highest IV Rank — 44.9%2024-03-21 : Largest Expected Move — 6.3%Monthly Statistics Metric Avg Min Max Open Close Price $172.91 $169.30 $179.64 $179.64 $171.97 Max Pain $175.63 $170.00 $180.00 $180.00 $170.00 ATM IV 20.7% 18.9% 22.3% 19.5% 20.5% Expected Move 5.9% 5.4% 6.3% 5.7% 5.4% HV 20d 19.2% 11.3% 25.0% 11.3% 25.0% HV 60d 19.1% 17.4% 21.2% 17.4% 19.7% IV Rank 34.6% 23.6% 44.9% 27.4% 33.5% IV Percentile 41.3% 24.2% 57.9% 32.1% 41.3% Term Structure 0.8% -0.3% 4.6% -0.2% 4.6% VWIV 20.5% 18.8% 22.1% 20.2% 18.8% Skew 25d 1.5% 0.8% 2.3% 1.4% 1.6% Skew 10d 3.9% 2.2% 4.7% 4.1% 4.6% Call IV 25d 20.3% 18.3% 22.1% 19.3% 18.9% Put IV 25d 21.8% 19.8% 23.7% 20.7% 20.6% Bid-Ask Spread % 1.52 1.28 1.87 1.35 1.56 Gamma HHI 0.08 0.06 0.14 0.11 0.06 Net GEX 102.3M -393.0M 682.8M -114.2M 175.8M Net DEX -1.92B -9.64B 4.99B -3.61B -3.26B Net VEX -148.4M -155.5M -137.4M -144.1M -152.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.40 1.20 0.59 0.56 Total Volume 1,169,373.8 653,436 2,141,081 1,736,919 808,728 Total OI 6,230,538.1 5,686,867 6,753,758 6,037,860 6,301,672
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 2024-03-01 $179.64 $180.00 19.5% 5.7% 11.3% 27.4% 20.2% 1.4% -0.2% -114.2M -3.61B -144.1M 0.59 1.35 N/A N/A 1,092,377 644,542 3,480,716 2,557,144 2024-03-04 $175.05 $180.00 21.2% 6.0% 14.1% 37.8% 20.7% 1.8% -0.2% -208.4M 898.8M -139.3M 0.73 1.49 N/A N/A 877,456 643,716 3,313,435 2,537,293 2024-03-05 $170.06 $180.00 22.3% 6.2% 16.2% 44.9% 21.5% 1.8% -0.1% -393.0M 4.99B -137.4M 0.98 1.38 N/A N/A 830,019 813,407 3,512,487 2,596,468 2024-03-06 $169.30 $180.00 22.1% 6.2% 16.0% 43.3% 20.9% 1.3% -0.3% -316.3M 4.91B -139.5M 0.96 1.43 N/A N/A 747,135 715,685 3,708,695 2,683,190 2024-03-07 $169.39 $180.00 21.9% 6.2% 15.7% 42.1% 21.6% 0.9% -0.2% -225.9M 3.46B -142.7M 0.57 1.70 N/A N/A 799,202 454,712 3,865,805 2,710,171 2024-03-08 $171.20 $180.00 21.7% 6.2% 16.7% 40.9% 21.7% 0.8% -0.2% 103.7M 323.9M -148.2M 0.47 1.63 N/A N/A 1,106,630 519,534 3,984,076 2,769,682 2024-03-11 $172.95 $175.00 21.1% 6.0% 17.4% 37.0% 21.3% 1.4% -0.1% 63.5M -1.99B -148.9M 0.47 1.79 N/A N/A 606,138 285,060 3,714,891 2,647,488 2024-03-12 $173.81 $175.00 20.0% 5.7% 17.6% 30.2% 20.3% 1.4% 0.0% 148.5M -3.15B -149.3M 0.55 1.74 N/A N/A 547,838 303,588 3,781,572 2,677,927 2024-03-13 $171.53 $175.00 20.3% 5.8% 17.5% 31.8% 19.8% 1.2% -0.1% -119.1M -326.8M -146.7M 1.20 1.64 N/A N/A 459,909 551,687 3,827,865 2,686,986 2024-03-14 $172.94 $175.00 20.1% 5.7% 18.0% 30.8% 20.4% 1.6% -0.1% 179.1M -3.04B -149.3M 0.66 1.39 N/A N/A 664,092 439,026 3,897,765 2,680,727 2024-03-15 $171.64 $175.00 20.9% 6.0% 17.9% 35.8% 20.8% 1.9% 0.2% -37.0M -1.25B -148.5M 0.46 1.37 N/A N/A 709,053 323,072 3,926,001 2,712,458 2024-03-18 $174.97 $175.00 20.6% 5.9% 19.6% 33.8% 20.7% 1.4% 0.5% 343.5M -6.07B -153.7M 0.40 1.42 N/A N/A 747,072 301,159 3,369,402 2,317,465 2024-03-19 $176.41 $175.00 19.7% 5.6% 19.9% 28.2% 19.8% 1.6% 0.5% 464.5M -7.54B -154.7M 0.58 1.33 N/A N/A 413,371 240,065 3,414,134 2,374,515 2024-03-20 $178.11 $175.00 18.9% 5.4% 20.3% 23.6% 19.0% 1.5% 0.0% 682.8M -9.64B -155.5M 0.69 1.66 N/A N/A 400,675 276,033 3,470,771 2,415,352 2024-03-21 $171.07 $175.00 22.2% 6.3% 23.8% 43.8% 22.1% 2.3% 0.1% -88.1M -555.7M -149.2M 0.78 1.51 N/A N/A 1,201,708 939,373 3,504,522 2,462,061 2024-03-22 $172.64 $175.00 20.5% 5.9% 24.1% 33.2% 21.9% 1.8% -0.3% 617.6M -3.23B -153.6M 0.76 1.87 N/A N/A 770,634 582,116 3,723,131 2,607,248 2024-03-25 $171.81 $172.50 20.6% 5.8% 24.0% 33.9% 20.2% 1.8% 3.7% 146.3M -2.37B -152.0M 0.65 1.58 N/A N/A 501,713 328,583 3,553,164 2,476,989 2024-03-26 $170.25 $170.00 20.6% 5.8% 23.8% 34.0% 19.6% 1.6% 4.0% 18.7M -1.10B -149.2M 0.81 1.34 N/A N/A 449,513 365,216 3,632,671 2,494,265 2024-03-27 $173.41 $170.00 19.3% 5.5% 24.9% 26.0% 19.1% 1.6% 4.3% 604.8M -5.75B -154.5M 0.61 1.28 N/A N/A 577,118 350,521 3,711,718 2,508,840 2024-03-28 $171.97 $170.00 20.5% 5.4% 25.0% 33.5% 18.8% 1.6% 4.6% 175.8M -3.26B -152.1M 0.56 1.56 N/A N/A 518,657 290,071 3,729,594 2,572,078
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