AAPL Options History — August 2024 In August 2024, AAPL traded between $207.48 and $230.39. ATM implied volatility averaged 24.7%, placing in the 45.2% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded below realized volatility by 5.8% (HV 20d: 30.4%). Max pain ranged from $200.00 to $205.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.83.
Notable Days 2024-08-02 : Highest Volume — 2,045,468 contracts2024-08-05 : Largest IV spike — 31.8% change2024-08-05 : Highest IV Rank — 100.0%2024-08-05 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $221.57 $207.48 $230.39 $217.80 $228.71 Max Pain $201.82 $200.00 $205.00 $205.00 $205.00 ATM IV 24.7% 20.9% 37.3% 30.4% 22.3% Expected Move 7.2% 6.0% 10.3% 10.2% 6.6% HV 20d 30.4% 23.2% 32.9% 23.3% 28.1% HV 60d 28.1% 24.6% 28.7% 24.6% 28.4% IV Rank 45.2% 25.9% 100.0% 95.3% 32.2% IV Percentile 67.8% 44.4% 100.0% 99.6% 56.3% Term Structure 0.0% -1.8% 0.9% -1.8% -0.2% VWIV 25.6% 21.0% 36.0% 36.0% 23.7% Skew 25d 4.4% 2.7% 9.3% 2.7% 2.9% Skew 10d 9.1% 4.6% 20.3% 4.6% 7.0% Call IV 25d 22.7% 19.5% 32.2% 29.2% 21.5% Put IV 25d 27.1% 22.9% 41.5% 31.9% 24.4% Bid-Ask Spread % 1.69 1.28 3.22 2.96 1.33 Gamma HHI 0.09 0.05 0.15 0.07 0.10 Net GEX 1.12B 358.8M 1.72B 809.2M 1.36B Net DEX -30.85B -39.38B -15.49B -28.23B -36.37B Net VEX -172.5M -183.9M -167.8M -175.2M -170.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.83 0.48 1.55 0.86 0.48 Total Volume 906,051 472,641 2,045,468 982,493 883,565 Total OI 6,463,441.182 5,999,492 6,920,813 6,392,049 6,570,107
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 2024-08-01 $217.80 $205.00 30.4% 10.2% 23.3% 95.3% 36.0% 2.7% -1.8% 809.2M -28.23B -175.2M 0.86 2.96 N/A N/A 528,983 453,510 3,807,195 2,584,854 2024-08-02 $221.79 $205.00 28.3% 8.7% 23.2% 82.3% 30.2% 4.0% -1.0% 1.03B -32.44B -176.7M 1.00 2.13 N/A N/A 1,022,700 1,022,768 3,931,131 2,701,851 2024-08-05 $207.48 $200.00 37.3% 10.3% 32.7% 100.0% 35.4% 9.3% 0.4% 358.8M -15.49B -183.9M 1.22 3.22 N/A N/A 688,501 841,099 3,701,911 2,588,440 2024-08-06 $208.19 $200.00 28.5% 8.2% 32.6% 60.3% 30.2% 5.9% 0.4% 393.4M -16.74B -176.0M 1.34 2.44 N/A N/A 522,398 700,046 3,792,104 2,709,887 2024-08-07 $210.46 $200.00 29.9% 8.5% 32.1% 66.4% 30.5% 7.1% 0.4% 530.2M -19.36B -179.3M 1.55 1.61 N/A N/A 512,593 795,144 3,868,623 2,777,274 2024-08-08 $212.92 $200.00 26.1% 7.7% 32.2% 49.4% 27.8% 5.7% 0.8% 701.1M -22.24B -177.1M 1.26 2.05 N/A N/A 442,175 557,667 3,919,901 2,840,549 2024-08-09 $216.51 $200.00 25.2% 7.4% 32.6% 45.5% 26.8% 5.1% 0.9% 1.07B -27.13B -176.0M 1.00 1.34 N/A N/A 526,239 527,756 3,964,016 2,868,836 2024-08-12 $216.83 $200.00 25.6% 7.4% 32.0% 47.1% 25.4% 5.2% 0.2% 890.4M -26.47B -171.0M 1.01 1.38 N/A N/A 362,533 367,672 3,750,939 2,689,331 2024-08-13 $220.84 $200.00 23.8% 6.9% 32.9% 39.2% 24.9% 4.9% 0.2% 1.14B -31.54B -172.3M 0.92 1.36 N/A N/A 393,680 363,065 3,815,541 2,737,665 2024-08-14 $221.81 $200.00 23.2% 6.7% 32.2% 36.3% 24.3% 4.4% 0.0% 1.23B -33.22B -169.0M 0.95 1.45 N/A N/A 351,275 332,837 3,873,798 2,806,675 2024-08-15 $224.64 $200.00 21.2% 6.1% 31.7% 27.2% 22.9% 3.7% 0.3% 1.65B -37.19B -170.0M 0.74 1.41 N/A N/A 484,161 357,471 3,928,955 2,859,049 2024-08-16 $225.80 $200.00 21.3% 6.2% 31.8% 27.5% 21.5% 3.5% 0.4% 1.60B -39.17B -169.9M 0.71 1.45 N/A N/A 469,130 335,054 3,997,645 2,923,168 2024-08-19 $225.13 $200.00 21.0% 6.0% 31.8% 26.2% 21.0% 3.4% -0.0% 1.18B -33.10B -167.8M 0.61 1.39 N/A N/A 333,859 204,398 3,523,199 2,476,293 2024-08-20 $226.76 $200.00 20.9% 6.0% 31.9% 25.9% 21.2% 3.3% 0.5% 1.36B -35.44B -168.4M 0.54 1.37 N/A N/A 345,296 186,237 3,606,013 2,533,235 2024-08-21 $225.44 $200.00 21.8% 6.2% 30.0% 29.8% 21.8% 3.4% -0.1% 1.23B -33.51B -171.3M 0.57 1.52 N/A N/A 301,306 171,335 3,655,148 2,574,343 2024-08-22 $224.43 $200.00 22.5% 6.4% 30.1% 33.0% 23.0% 3.6% -0.1% 1.10B -32.04B -171.6M 0.59 1.43 N/A N/A 410,261 241,223 3,694,432 2,600,013 2024-08-23 $226.43 $205.00 21.4% 6.1% 30.1% 28.1% 21.6% 3.2% 0.6% 1.31B -34.51B -170.2M 0.60 1.37 N/A N/A 518,163 310,739 3,736,732 2,636,760 2024-08-26 $226.60 $205.00 22.9% 6.5% 30.1% 35.0% 24.4% 3.8% -0.2% 1.26B -33.99B -168.8M 0.68 1.64 N/A N/A 288,542 196,544 3,608,169 2,534,109 2024-08-27 $228.13 $205.00 22.0% 6.5% 30.1% 31.0% 22.9% 3.6% -0.2% 1.45B -36.10B -169.6M 0.52 1.28 N/A N/A 363,640 188,422 3,677,773 2,591,962 2024-08-28 $227.44 $205.00 23.7% 6.7% 29.6% 38.4% 24.0% 3.7% -0.4% 1.36B -34.92B -169.3M 0.63 1.41 N/A N/A 455,866 285,068 3,705,040 2,625,370 2024-08-29 $230.39 $205.00 23.7% 6.9% 28.5% 38.7% 24.2% 3.4% -0.5% 1.72B -39.38B -171.7M 0.49 1.62 N/A N/A 864,702 425,499 3,752,192 2,655,478 2024-08-30 $228.71 $205.00 22.3% 6.6% 28.1% 32.2% 23.7% 2.9% -0.2% 1.36B -36.37B -170.2M 0.48 1.33 N/A N/A 598,408 285,157 3,850,061 2,720,046
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