AAPL Options History — May 2024 In May 2024, AAPL traded between $171.38 and $192.59. ATM implied volatility averaged 19.3%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded below realized volatility by 8.0% (HV 20d: 27.3%). Max pain ranged from $175.00 to $180.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.54.
Notable Days 2024-05-03 : Highest Volume — 2,781,186 contracts2024-05-03 : Largest IV drop — 34.4% change2024-05-01 : Highest IV Rank — 79.2%2024-05-02 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $186.51 $171.38 $192.59 $171.38 $191.53 Max Pain $176.25 $175.00 $180.00 $175.00 $180.00 ATM IV 19.3% 16.8% 27.8% 27.8% 21.2% Expected Move 5.8% 4.9% 9.7% 9.5% 6.5% HV 20d 27.3% 22.0% 31.7% 22.0% 26.4% HV 60d 24.0% 20.2% 24.9% 20.2% 23.4% IV Rank 26.1% 10.2% 79.2% 79.2% 37.8% IV Percentile 31.1% 9.5% 94.4% 94.4% 51.2% Term Structure 0.0% -1.4% 3.3% -1.4% -1.3% VWIV 20.8% 17.4% 33.9% 33.4% 23.1% Skew 25d 1.3% 0.9% 2.2% 2.2% 0.9% Skew 10d 3.3% 2.1% 4.7% 4.5% 2.6% Call IV 25d 19.0% 15.5% 26.9% 26.9% 21.5% Put IV 25d 20.4% 17.0% 29.1% 29.1% 22.4% Bid-Ask Spread % 1.62 1.41 2.15 2.15 1.70 Gamma HHI 0.12 0.05 0.29 0.05 0.10 Net GEX 1.01B 284.2M 1.87B 284.2M 946.2M Net DEX -18.22B -23.98B -3.88B -3.88B -21.98B Net VEX -150.0M -154.6M -147.2M -147.2M -152.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.54 0.34 0.70 0.68 0.54 Total Volume 863,463.955 433,220 2,781,186 433,220 862,349 Total OI 6,283,891.727 5,920,736 6,655,506 6,031,953 6,345,300
Daily Data (22 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 2024-05-01 $171.38 $175.00 27.8% 9.5% 22.0% 79.2% 33.4% 2.2% -1.4% 284.2M -3.88B -147.2M 0.68 2.15 N/A N/A 257,928 175,292 3,565,968 2,465,985 2024-05-02 $172.94 $175.00 27.3% 9.7% 22.2% 75.8% 33.9% 2.1% -1.3% 368.9M -5.61B -148.9M 0.55 1.58 N/A N/A 677,316 374,667 3,611,255 2,492,226 2024-05-03 $184.22 $175.00 17.9% 5.7% 31.3% 17.1% 20.3% 0.9% -0.2% 1.25B -21.48B -150.2M 0.54 1.87 N/A N/A 1,804,926 976,260 3,841,354 2,640,378 2024-05-06 $181.78 $175.00 18.4% 5.8% 31.7% 20.5% 20.7% 1.2% 2.7% 687.7M -13.08B -150.9M 0.62 1.55 N/A N/A 660,305 410,880 3,594,223 2,577,502 2024-05-07 $182.33 $175.00 17.7% 5.7% 31.7% 15.7% 20.2% 1.1% 2.6% 851.1M -13.99B -150.2M 0.57 1.85 N/A N/A 682,077 386,954 3,749,747 2,642,086 2024-05-08 $182.84 $175.00 16.9% 5.4% 31.5% 11.0% 19.8% 1.6% 2.5% 858.2M -14.54B -149.7M 0.62 1.47 N/A N/A 314,867 194,742 3,789,048 2,703,486 2024-05-09 $184.53 $175.00 16.8% 5.3% 28.6% 10.4% 19.0% 1.1% 2.8% 1.22B -17.43B -149.3M 0.35 1.61 N/A N/A 699,697 244,553 3,828,745 2,718,374 2024-05-10 $183.03 $175.00 16.8% 5.2% 28.8% 10.2% 18.7% 1.5% 3.3% 639.1M -13.89B -148.4M 0.54 1.45 N/A N/A 440,893 237,028 3,783,077 2,737,970 2024-05-13 $186.93 $175.00 19.7% 5.6% 28.7% 28.2% 19.6% 1.6% -0.9% 1.07B -19.87B -149.0M 0.46 1.47 N/A N/A 661,007 303,813 3,605,778 2,558,306 2024-05-14 $187.84 $175.00 18.7% 5.2% 27.1% 22.2% 18.7% 1.7% -0.9% 1.17B -20.78B -149.3M 0.55 1.52 N/A N/A 362,798 200,565 3,678,658 2,631,382 2024-05-15 $190.06 $175.00 18.4% 5.0% 26.7% 20.6% 17.9% 1.3% -0.8% 1.36B -23.98B -149.1M 0.70 1.61 N/A N/A 602,608 419,152 3,695,572 2,679,853 2024-05-16 $189.91 $175.00 18.2% 5.0% 26.4% 19.0% 17.5% 1.3% -1.0% 1.21B -23.11B -150.0M 0.51 1.67 N/A N/A 442,668 227,104 3,756,817 2,788,178 2024-05-17 $190.09 $175.00 17.6% 4.9% 25.5% 15.1% 17.4% 1.2% -1.0% 1.70B -23.68B -149.6M 0.61 1.41 N/A N/A 482,165 296,545 3,809,633 2,845,873 2024-05-20 $191.31 $175.00 17.5% 4.9% 25.5% 14.9% 17.7% 1.2% -0.1% 1.03B -21.71B -147.7M 0.63 1.49 N/A N/A 401,684 252,524 3,436,765 2,483,971 2024-05-21 $192.59 $175.00 17.6% 5.0% 25.4% 15.1% 17.6% 1.1% -0.7% 1.19B -23.52B -148.1M 0.49 1.51 N/A N/A 396,765 195,294 3,494,606 2,530,354 2024-05-22 $190.91 $175.00 18.2% 5.2% 25.9% 19.2% 18.2% 1.0% -0.5% 903.5M -20.60B -150.8M 0.57 1.61 N/A N/A 374,127 211,675 3,534,870 2,579,351 2024-05-23 $187.17 $177.50 18.9% 5.4% 27.5% 23.1% 19.4% 1.5% -0.2% 475.8M -15.46B -151.7M 0.55 1.78 N/A N/A 535,102 291,872 3,628,918 2,586,930 2024-05-24 $190.03 $180.00 18.1% 5.2% 27.7% 18.5% 19.1% 1.1% -0.2% 1.87B -20.23B -150.5M 0.49 1.57 N/A N/A 516,153 255,064 3,684,061 2,579,875 2024-05-28 $189.53 $180.00 19.8% 5.9% 27.1% 29.2% 20.8% 1.6% -1.2% 839.4M -18.99B -149.1M 0.34 1.50 N/A N/A 589,291 197,741 3,552,577 2,510,262 2024-05-29 $190.82 $180.00 20.3% 6.0% 26.8% 32.4% 21.3% 1.4% -1.0% 1.12B -21.10B -152.5M 0.46 1.56 N/A N/A 508,361 235,219 3,678,585 2,530,804 2024-05-30 $191.44 $180.00 21.5% 6.5% 26.4% 39.4% 22.9% 1.0% -1.1% 1.15B -21.98B -154.6M 0.50 1.68 N/A N/A 423,757 212,419 3,732,390 2,564,525 2024-05-31 $191.53 $180.00 21.2% 6.5% 26.4% 37.8% 23.1% 0.9% -1.3% 946.2M -21.98B -152.9M 0.54 1.70 N/A N/A 560,414 301,935 3,756,977 2,588,323
« Apr 2024 | All History | Jun 2024 » Home AAPL History May 2024