AAPL Options History — June 2024 In June 2024, AAPL traded between $192.84 and $217.19. ATM implied volatility averaged 20.7%, placing in the 34.4% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded below realized volatility by 5.5% (HV 20d: 26.2%). Max pain ranged from $180.00 to $190.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.50.
Notable Days 2024-06-12 : Highest Volume — 5,904,708 contracts2024-06-12 : Largest IV spike — 8.5% change2024-06-12 : Highest IV Rank — 44.5%2024-06-05 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $206.58 $192.84 $217.19 $193.45 $213.41 Max Pain $186.05 $180.00 $190.00 $180.00 $190.00 ATM IV 20.7% 19.1% 22.3% 21.2% 21.0% Expected Move 6.0% 5.4% 7.0% 6.9% 5.5% HV 20d 26.2% 14.2% 33.5% 15.4% 32.4% HV 60d 26.0% 23.2% 27.8% 23.4% 27.1% IV Rank 34.4% 24.6% 44.5% 37.8% 36.5% IV Percentile 45.7% 29.4% 62.3% 51.6% 47.2% Term Structure 0.8% -0.7% 4.5% -0.6% 4.5% VWIV 21.6% 19.0% 24.7% 24.3% 19.9% Skew 25d 0.6% -0.6% 1.2% 0.9% 0.4% Skew 10d 1.5% -0.9% 3.1% 2.7% 1.3% Call IV 25d 20.7% 18.9% 22.7% 20.8% 19.7% Put IV 25d 21.3% 19.8% 23.1% 21.8% 20.0% Bid-Ask Spread % 1.92 1.40 2.87 1.57 1.86 Gamma HHI 0.10 0.07 0.13 0.11 0.10 Net GEX 1.29B 779.4M 1.71B 1.16B 1.21B Net DEX -35.08B -50.31B -20.93B -23.28B -35.39B Net VEX -161.9M -175.7M -146.5M -152.6M -171.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.50 0.38 0.70 0.41 0.48 Total Volume 1,642,059.684 574,759 5,904,708 982,240 1,087,309 Total OI 6,872,333.526 6,088,869 8,041,397 6,088,869 6,783,975
Daily Data (19 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 2024-06-03 $193.45 $180.00 21.2% 6.9% 15.4% 37.8% 24.3% 0.9% -0.6% 1.16B -23.28B -152.6M 0.41 1.57 N/A N/A 699,036 283,204 3,595,285 2,493,584 2024-06-04 $194.69 $180.00 20.7% 6.7% 14.2% 34.8% 23.8% 1.2% -0.4% 1.27B -24.93B -151.0M 0.50 1.60 N/A N/A 396,282 199,803 3,658,945 2,543,402 2024-06-05 $196.16 $180.00 20.8% 7.0% 14.3% 35.2% 24.7% 1.0% -0.7% 1.44B -27.03B -151.5M 0.44 1.40 N/A N/A 628,366 275,587 3,704,445 2,582,878 2024-06-06 $195.03 $180.00 20.5% 5.6% 14.7% 33.2% 20.1% 0.7% -0.7% 1.31B -25.18B -152.1M 0.46 1.44 N/A N/A 392,592 182,167 3,770,072 2,625,251 2024-06-07 $196.72 $180.00 20.1% 5.5% 14.7% 31.1% 19.8% 0.5% -0.7% 1.49B -28.04B -149.8M 0.55 1.57 N/A N/A 561,155 310,598 3,827,482 2,641,942 2024-06-10 $192.84 $180.00 19.1% 5.4% 16.4% 24.6% 19.0% 1.0% -0.2% 939.1M -20.93B -146.5M 0.38 2.25 N/A N/A 1,160,855 440,804 3,664,451 2,578,508 2024-06-11 $206.05 $180.00 20.5% 5.8% 27.3% 33.7% 21.0% -0.6% -0.4% 1.64B -40.59B -147.0M 0.52 2.16 N/A N/A 2,756,155 1,420,728 3,812,811 2,648,430 2024-06-12 $213.82 $185.00 22.3% 6.2% 29.6% 44.5% 22.9% 0.4% -0.6% 1.71B -50.31B -153.7M 0.49 2.87 N/A N/A 3,949,973 1,954,735 4,053,094 3,055,767 2024-06-13 $214.03 $190.00 21.5% 6.1% 29.6% 39.9% 22.5% 0.9% -0.4% 1.40B -47.78B -165.0M 0.58 2.17 N/A N/A 1,423,250 820,833 4,471,048 3,382,797 2024-06-14 $211.56 $190.00 20.5% 5.9% 30.2% 33.3% 21.2% 0.9% -0.0% 779.4M -43.28B -165.2M 0.60 2.40 N/A N/A 1,108,597 668,564 4,576,935 3,464,462 2024-06-17 $217.19 $190.00 21.8% 6.2% 31.0% 41.3% 22.8% 0.6% -0.3% 1.48B -48.36B -165.6M 0.38 2.60 N/A N/A 1,443,939 550,006 4,146,155 3,083,630 2024-06-18 $214.96 $190.00 21.8% 6.3% 31.6% 41.8% 23.0% 0.2% -0.2% 1.42B -45.39B -174.0M 0.40 2.00 N/A N/A 1,068,476 425,984 4,423,820 3,154,322 2024-06-20 $209.50 $190.00 21.5% 6.2% 33.5% 39.5% 22.1% 0.1% -0.2% 1.03B -36.96B -175.7M 0.66 1.82 N/A N/A 963,651 632,156 4,619,376 3,204,792 2024-06-21 $210.45 $190.00 19.9% 5.7% 33.2% 29.5% 20.4% 0.8% 0.0% 1.20B -38.79B -170.7M 0.70 1.60 N/A N/A 763,937 534,440 4,638,457 3,233,483 2024-06-24 $208.31 $190.00 19.9% 5.8% 32.4% 29.9% 20.9% 0.5% 3.8% 987.8M -28.17B -169.8M 0.49 1.81 N/A N/A 841,285 413,000 3,839,571 2,497,353 2024-06-25 $209.91 $190.00 19.2% 5.6% 32.2% 25.5% 20.4% 0.8% 3.9% 1.15B -30.65B -168.9M 0.53 2.01 N/A N/A 457,760 243,538 3,937,910 2,547,456 2024-06-26 $213.26 $190.00 19.7% 5.7% 32.3% 28.2% 20.5% 0.4% 4.1% 1.47B -35.58B -171.6M 0.49 1.85 N/A N/A 843,244 414,114 4,009,409 2,604,159 2024-06-27 $213.70 $190.00 20.4% 5.7% 32.3% 33.0% 20.4% 0.3% 4.1% 1.38B -35.80B -173.1M 0.47 1.49 N/A N/A 601,575 281,436 4,031,553 2,667,327 2024-06-28 $213.41 $190.00 21.0% 5.5% 32.4% 36.5% 19.9% 0.4% 4.5% 1.21B -35.39B -171.5M 0.48 1.86 N/A N/A 732,537 354,772 4,088,562 2,695,413
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