AAPL Options History — April 2024

In April 2024, AAPL traded between $164.99 and $176.44. ATM implied volatility averaged 26.7%, placing in the 72.1% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 3.8% (HV 20d: 22.9%). Max pain ranged from $170.00 to $175.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.63.

Notable Days

  • 2024-04-12: Highest Volume — 2,507,768 contracts
  • 2024-04-12: Largest IV spike — 8.8% change
  • 2024-04-19: Highest IV Rank — 86.5%
  • 2024-04-30: Largest Expected Move — 9.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$169.94$164.99$176.44$169.97$172.70
Max Pain$174.32$170.00$175.00$170.00$175.00
ATM IV26.7%24.3%29.0%24.3%27.3%
Expected Move7.6%5.8%9.3%5.9%9.3%
HV 20d22.9%20.8%25.9%25.2%21.9%
HV 60d19.8%19.0%20.8%19.8%20.2%
IV Rank72.1%56.9%86.5%56.9%75.7%
IV Percentile88.8%77.0%98.0%77.0%90.9%
Term Structure-1.0%-1.7%-0.5%-0.7%-1.3%
VWIV26.5%20.2%32.7%20.7%32.7%
Skew 25d2.5%1.6%3.6%1.8%1.7%
Skew 10d5.3%3.6%7.6%4.1%3.8%
Call IV 25d25.7%23.8%28.1%24.5%26.5%
Put IV 25d28.3%26.2%31.4%26.3%28.3%
Bid-Ask Spread %1.391.101.731.291.42
Gamma HHI0.090.050.450.060.05
Net GEX229.3M-840.1M1.55B92.7M361.6M
Net DEX-2.46B-12.19B2.83B-1.32B-5.65B
Net VEX-147.3M-160.3M-140.0M-147.4M-149.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.630.441.350.480.71
Total Volume839,001.455369,5862,507,768605,504369,586
Total OI6,171,717.4095,706,8156,597,8865,945,3285,945,241

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$169.97$170.0024.3%5.9%25.2%56.9%20.7%1.8%-0.7%92.7M-1.32B-147.4M0.481.29N/AN/A409,054196,4503,529,0082,416,320
2024-04-02$169.06$170.0024.8%5.9%23.8%60.5%20.6%1.6%-0.7%122.0M-390.2M-147.8M0.611.24N/AN/A361,347219,0283,648,8412,449,048
2024-04-03$170.13$170.0025.5%5.8%21.6%64.6%20.2%2.0%-0.8%291.0M-1.97B-150.3M0.731.70N/AN/A374,243273,4463,707,0942,467,448
2024-04-04$169.34$175.0026.3%7.2%21.6%69.8%24.2%2.4%-0.9%121.3M-791.9M-149.4M0.561.51N/AN/A499,389278,9763,750,7252,526,411
2024-04-05$169.87$175.0025.5%7.0%21.6%64.9%23.5%2.5%-0.9%45.3M-1.33B-148.7M0.631.50N/AN/A402,440253,0793,791,9642,552,138
2024-04-08$168.66$175.0025.1%7.0%21.4%62.5%23.2%2.4%-0.5%39.5M204.3M-144.4M0.711.31N/AN/A339,469239,7563,629,0852,486,892
2024-04-09$169.19$175.0024.9%6.9%21.1%60.7%24.2%2.4%-0.6%127.7M-1.01B-143.2M0.631.72N/AN/A344,299215,2423,671,0952,492,265
2024-04-10$168.47$175.0025.4%7.1%21.0%64.1%23.4%2.3%-0.7%67.8M-263.4M-141.7M1.351.21N/AN/A416,076563,3003,695,0622,503,893
2024-04-11$175.37$175.0025.2%7.0%25.2%62.6%24.8%1.8%-0.7%867.0M-10.26B-153.4M0.451.48N/AN/A1,254,467568,2713,763,6612,529,673
2024-04-12$176.44$175.0027.4%7.7%25.1%76.4%26.7%1.7%-0.9%606.4M-12.19B-160.3M0.481.55N/AN/A1,698,655809,1133,867,3612,644,690
2024-04-15$173.44$175.0027.8%7.9%25.8%79.1%28.1%2.9%-0.9%385.3M-6.90B-156.1M0.591.73N/AN/A620,829366,0463,807,1692,546,405
2024-04-16$169.78$175.0028.6%8.2%25.9%84.4%27.9%3.6%-1.1%92.0M-2.16B-150.2M0.521.32N/AN/A815,337424,3383,863,0252,563,396
2024-04-17$168.28$175.0028.6%8.2%25.7%84.0%28.4%3.6%-1.1%9.0M-267.7M-147.4M0.761.31N/AN/A476,865361,9333,893,7082,597,663
2024-04-18$167.18$175.0028.8%8.3%25.4%85.6%28.4%3.3%-1.2%-71.9M495.1M-144.5M0.581.10N/AN/A474,402272,8093,940,8732,591,300
2024-04-19$164.99$175.0029.0%8.4%21.7%86.5%29.5%3.3%-1.3%-840.1M2.83B-140.8M0.671.35N/AN/A559,907375,7423,984,8342,613,052
2024-04-22$166.41$175.0027.5%8.1%21.6%77.4%28.1%3.2%-1.3%50.6M959.3M-140.0M0.561.33N/AN/A366,356205,3403,380,2812,326,534
2024-04-23$166.91$175.0027.1%8.0%21.7%74.8%28.7%3.0%-1.4%100.3M391.6M-140.6M0.621.34N/AN/A259,816159,8753,475,9202,365,724
2024-04-24$169.13$175.0026.7%8.1%22.1%72.5%28.5%2.7%-1.5%289.8M-2.07B-143.2M0.661.29N/AN/A376,198247,0143,516,6092,387,775
2024-04-25$169.59$175.0027.3%8.4%21.0%76.0%29.5%2.8%-1.7%321.6M-2.60B-145.8M0.661.33N/AN/A336,225221,5503,568,6432,420,958
2024-04-26$169.99$175.0026.5%8.3%20.8%70.7%29.0%2.5%-1.6%1.55B-2.90B-145.0M0.451.27N/AN/A471,562210,7333,608,3212,438,656
2024-04-29$173.81$175.0027.3%9.1%21.9%76.1%32.3%2.0%-1.3%415.3M-6.92B-150.4M0.441.34N/AN/A535,193234,2763,457,3462,361,676
2024-04-30$172.70$175.0027.3%9.3%21.9%75.7%32.7%1.7%-1.3%361.6M-5.65B-149.9M0.711.42N/AN/A216,329153,2573,522,8072,422,434