AAPL Options History — July 2024 In July 2024, AAPL traded between $215.91 and $234.51. ATM implied volatility averaged 26.6%, placing in the 71.4% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 1.4% (HV 20d: 25.1%). Max pain ranged from $190.00 to $205.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.57.
Notable Days 2024-07-05 : Highest Volume — 1,778,433 contracts2024-07-24 : Largest IV spike — 5.0% change2024-07-30 : Highest IV Rank — 86.0%2024-07-30 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $224.67 $215.91 $234.51 $215.91 $222.80 Max Pain $200.57 $190.00 $205.00 $190.00 $205.00 ATM IV 26.6% 23.9% 28.9% 23.9% 27.7% Expected Move 7.6% 5.7% 9.4% 5.9% 9.2% HV 20d 25.1% 19.6% 33.0% 32.4% 22.0% HV 60d 26.6% 24.3% 27.5% 27.1% 24.3% IV Rank 71.4% 54.8% 86.0% 54.8% 78.2% IV Percentile 88.4% 77.0% 98.0% 77.0% 91.7% Term Structure -0.9% -1.3% -0.4% -0.6% -1.2% VWIV 27.0% 20.2% 33.5% 21.0% 32.4% Skew 25d 1.6% -0.2% 3.4% 0.2% 3.1% Skew 10d 3.4% 0.0% 7.0% 0.0% 6.3% Call IV 25d 26.1% 25.1% 27.5% 25.3% 26.5% Put IV 25d 27.7% 25.3% 30.6% 25.5% 29.5% Bid-Ask Spread % 1.69 1.40 2.02 2.02 1.99 Gamma HHI 0.10 0.06 0.20 0.10 0.08 Net GEX 1.35B 696.2M 2.09B 1.39B 1.06B Net DEX -42.44B -56.31B -28.57B -37.83B -34.29B Net VEX -173.0M -179.1M -167.5M -172.1M -170.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.57 0.42 0.76 0.58 0.66 Total Volume 1,011,514.273 389,546 1,778,433 1,364,416 504,021 Total OI 6,660,363.909 6,161,418 7,255,768 6,387,346 6,316,465
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 2024-07-01 $215.91 $190.00 23.9% 5.9% 32.4% 54.8% 21.0% 0.2% -0.6% 1.39B -37.83B -172.1M 0.58 2.02 N/A N/A 862,119 502,297 3,829,081 2,558,265 2024-07-02 $219.66 $190.00 24.3% 5.7% 32.6% 56.8% 20.2% -0.0% -0.4% 1.68B -43.16B -168.4M 0.49 1.93 N/A N/A 953,464 470,284 3,922,688 2,639,733 2024-07-03 $221.31 $195.00 25.0% 5.7% 32.6% 61.8% 20.2% -0.2% -0.5% 1.73B -44.98B -171.5M 0.42 1.95 N/A N/A 640,277 269,115 4,005,663 2,738,032 2024-07-05 $225.75 $195.00 25.4% 6.9% 33.0% 64.0% 24.6% -0.1% -0.7% 2.09B -51.88B -168.6M 0.44 1.66 N/A N/A 1,231,122 547,311 4,047,734 2,759,401 2024-07-08 $227.22 $200.00 25.6% 7.0% 32.6% 65.2% 24.9% 0.2% -0.9% 1.59B -49.74B -167.5M 0.45 1.74 N/A N/A 687,855 308,893 3,891,945 2,651,351 2024-07-09 $228.34 $200.00 25.3% 6.9% 32.6% 63.2% 24.5% 0.4% -1.0% 1.65B -51.07B -167.5M 0.51 1.66 N/A N/A 597,076 302,021 3,961,837 2,714,628 2024-07-10 $232.49 $200.00 26.1% 7.2% 31.2% 68.4% 25.4% 0.9% -1.1% 1.76B -56.31B -170.0M 0.47 1.88 N/A N/A 1,047,839 489,324 4,029,669 2,794,664 2024-07-11 $228.28 $200.00 26.2% 7.2% 24.4% 68.9% 26.0% 0.9% -1.1% 1.41B -49.03B -175.5M 0.58 1.64 N/A N/A 896,454 521,125 4,131,255 2,879,850 2024-07-12 $230.67 $200.00 25.7% 7.1% 21.4% 65.7% 25.3% 0.8% -1.3% 2.09B -53.26B -174.4M 0.53 2.02 N/A N/A 907,102 478,429 4,206,924 2,888,692 2024-07-15 $233.91 $200.00 26.7% 7.6% 21.7% 72.2% 26.8% 0.7% -0.9% 1.61B -55.06B -172.8M 0.48 1.63 N/A N/A 850,100 411,170 4,022,036 2,754,645 2024-07-16 $234.51 $200.00 25.8% 7.4% 20.9% 66.8% 26.8% 1.0% -0.8% 1.67B -55.96B -174.8M 0.57 1.67 N/A N/A 496,330 281,324 4,148,542 2,870,869 2024-07-17 $229.32 $200.00 26.8% 7.7% 21.5% 72.8% 27.1% 1.5% -0.9% 1.36B -48.09B -177.1M 0.64 1.80 N/A N/A 639,628 411,045 4,177,062 2,896,551 2024-07-18 $224.54 $205.00 27.6% 7.9% 22.7% 77.5% 27.8% 2.7% -1.0% 1.05B -41.14B -179.1M 0.66 1.47 N/A N/A 744,632 489,894 4,250,671 2,930,864 2024-07-19 $224.47 $205.00 27.3% 7.9% 20.2% 76.1% 27.7% 2.9% -0.9% 1.47B -41.28B -177.1M 0.60 1.61 N/A N/A 541,490 327,406 4,333,905 2,921,863 2024-07-22 $224.81 $200.00 26.6% 7.9% 20.2% 71.7% 27.2% 2.3% -0.7% 1.08B -36.65B -172.9M 0.47 1.40 N/A N/A 464,831 216,951 3,717,409 2,458,870 2024-07-23 $224.84 $205.00 26.6% 7.9% 19.6% 71.8% 27.9% 2.4% -0.5% 1.12B -36.62B -174.0M 0.53 1.51 N/A N/A 376,470 198,918 3,804,451 2,495,665 2024-07-24 $218.34 $205.00 28.0% 8.4% 22.8% 80.2% 30.1% 3.1% -0.6% 718.3M -28.57B -176.9M 0.63 1.65 N/A N/A 645,038 406,668 3,864,527 2,540,462 2024-07-25 $219.36 $205.00 28.7% 8.7% 22.2% 84.7% 31.1% 3.1% -0.8% 839.9M -29.98B -177.6M 0.66 1.42 N/A N/A 538,718 354,181 3,899,566 2,554,058 2024-07-26 $218.12 $202.50 28.1% 8.6% 22.3% 81.2% 30.7% 3.0% -0.9% 696.2M -28.81B -174.1M 0.65 1.59 N/A N/A 502,592 324,871 3,931,510 2,569,334 2024-07-29 $219.03 $205.00 28.4% 9.1% 22.3% 82.6% 31.9% 3.0% -1.2% 882.0M -30.02B -170.9M 0.66 1.46 N/A N/A 256,441 168,942 3,709,398 2,452,020 2024-07-30 $218.98 $205.00 28.9% 9.4% 22.0% 86.0% 33.5% 3.4% -1.3% 882.3M -29.94B -172.3M 0.76 1.49 N/A N/A 221,157 168,389 3,750,279 2,505,572 2024-07-31 $222.80 $205.00 27.7% 9.2% 22.0% 78.2% 32.4% 3.1% -1.2% 1.06B -34.29B -170.7M 0.66 1.99 N/A N/A 302,849 201,172 3,781,416 2,535,049
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