AAPL Options History — September 2024 In September 2024, AAPL traded between $216.47 and $232.55. ATM implied volatility averaged 23.9%, placing in the 39.3% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 3.6% (HV 20d: 20.3%). Max pain ranged from $205.00 to $215.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.72.
Notable Days 2024-09-20 : Highest Volume — 1,590,777 contracts2024-09-30 : Largest IV spike — 11.7% change2024-09-06 : Highest IV Rank — 59.8%2024-09-04 : Largest Expected Move — 8.0%Monthly Statistics Metric Avg Min Max Open Close Price $223.75 $216.47 $232.55 $221.80 $231.43 Max Pain $214.00 $205.00 $215.00 $205.00 $215.00 ATM IV 23.9% 20.8% 28.4% 26.6% 24.9% Expected Move 6.7% 5.8% 8.0% 7.9% 6.1% HV 20d 20.3% 14.6% 26.3% 17.4% 26.3% HV 60d 25.5% 23.7% 29.1% 29.1% 25.6% IV Rank 39.3% 25.3% 59.8% 51.6% 43.9% IV Percentile 62.1% 38.1% 93.7% 82.1% 67.9% Term Structure 0.8% -0.7% 4.4% -0.6% 1.0% VWIV 24.1% 20.8% 28.4% 27.3% 21.8% Skew 25d 3.7% 2.8% 4.9% 4.5% 4.0% Skew 10d 7.9% 6.1% 9.9% 9.5% 8.5% Call IV 25d 22.1% 19.4% 26.3% 24.1% 23.7% Put IV 25d 25.8% 22.2% 31.2% 28.6% 27.7% Bid-Ask Spread % 1.49 1.20 1.92 1.48 1.55 Gamma HHI 0.09 0.06 0.13 0.08 0.09 Net GEX 1.07B 617.2M 1.98B 909.7M 1.13B Net DEX -28.52B -44.29B -20.98B -27.53B -31.75B Net VEX -161.6M -172.6M -155.1M -170.4M -156.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.72 0.54 0.95 0.58 0.70 Total Volume 877,479.95 495,098 1,590,777 772,178 858,689 Total OI 6,370,821.75 5,681,843 6,930,631 6,323,315 5,684,105
Daily Data (20 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 2024-09-03 $221.80 $205.00 26.6% 7.9% 17.4% 51.6% 27.3% 4.5% -0.6% 909.7M -27.53B -170.4M 0.58 1.48 N/A N/A 489,042 283,136 3,737,369 2,585,946 2024-09-04 $220.99 $205.00 26.6% 8.0% 17.5% 51.5% 28.4% 4.2% -0.6% 871.0M -26.44B -169.9M 0.65 1.49 N/A N/A 475,199 311,155 3,804,036 2,633,866 2024-09-05 $222.19 $215.00 27.0% 7.4% 17.3% 53.4% 26.5% 4.3% -0.7% 1.07B -28.70B -169.8M 0.54 1.42 N/A N/A 452,921 246,458 3,862,254 2,660,941 2024-09-06 $220.98 $215.00 28.4% 7.8% 17.2% 59.8% 28.4% 4.9% -0.7% 804.7M -26.57B -172.6M 0.90 1.38 N/A N/A 502,967 452,010 3,872,291 2,690,966 2024-09-09 $219.81 $215.00 26.7% 7.5% 16.5% 52.3% 26.9% 4.5% -0.4% 830.2M -25.12B -167.5M 0.95 1.40 N/A N/A 593,287 562,736 3,737,771 2,660,783 2024-09-10 $220.81 $215.00 25.7% 7.3% 16.5% 47.4% 26.3% 4.1% -0.3% 917.7M -26.52B -166.5M 0.78 1.51 N/A N/A 519,137 405,173 3,843,053 2,782,377 2024-09-11 $222.17 $215.00 24.5% 7.0% 15.3% 42.2% 24.8% 4.0% -0.1% 1.09B -28.82B -160.8M 0.67 1.68 N/A N/A 411,085 275,256 3,860,782 2,813,791 2024-09-12 $223.16 $215.00 22.8% 6.5% 15.3% 34.6% 23.8% 3.5% -0.0% 1.30B -30.12B -164.0M 0.59 1.72 N/A N/A 393,147 231,793 3,885,063 2,825,557 2024-09-13 $222.78 $215.00 22.1% 6.3% 14.6% 31.4% 22.9% 3.2% -0.1% 1.51B -29.73B -161.4M 0.65 1.48 N/A N/A 501,296 324,854 3,934,698 2,831,491 2024-09-16 $216.51 $215.00 24.3% 6.9% 17.5% 41.2% 24.6% 3.8% -0.2% 617.2M -20.98B -156.3M 0.71 1.28 N/A N/A 623,793 440,443 3,736,641 2,711,542 2024-09-17 $216.47 $215.00 24.0% 6.9% 17.5% 39.8% 24.4% 3.6% -0.2% 677.3M -21.35B -157.0M 0.75 1.20 N/A N/A 363,050 271,965 3,815,415 2,759,209 2024-09-18 $220.66 $215.00 23.7% 6.8% 18.8% 38.4% 24.2% 3.4% -0.0% 1.13B -27.31B -159.3M 0.74 1.90 N/A N/A 714,128 528,834 3,853,611 2,785,718 2024-09-19 $229.31 $215.00 22.0% 6.3% 23.4% 30.8% 23.3% 3.2% -0.4% 1.87B -40.22B -157.3M 0.78 1.52 N/A N/A 787,575 616,744 3,875,172 2,860,763 2024-09-20 $232.55 $215.00 21.1% 6.1% 23.8% 27.0% 22.8% 3.2% -0.1% 1.98B -44.29B -158.7M 0.80 1.92 N/A N/A 884,820 705,957 3,946,460 2,984,171 2024-09-23 $225.93 $215.00 21.1% 6.1% 26.0% 26.6% 20.9% 2.9% 3.8% 737.1M -25.79B -155.1M 0.72 1.54 N/A N/A 448,349 322,732 3,229,842 2,452,001 2024-09-24 $227.07 $215.00 20.8% 5.8% 26.0% 25.3% 20.8% 2.8% 3.9% 922.9M -27.41B -157.3M 0.73 1.35 N/A N/A 286,849 208,249 3,328,139 2,508,066 2024-09-25 $225.41 $215.00 21.0% 6.0% 26.0% 26.3% 20.9% 3.1% 4.1% 765.3M -25.36B -157.1M 0.66 1.35 N/A N/A 403,329 268,193 3,371,410 2,521,837 2024-09-26 $227.31 $215.00 22.1% 6.0% 26.2% 31.2% 20.9% 3.0% 4.1% 1.10B -28.15B -156.7M 0.81 1.33 N/A N/A 373,678 303,604 3,407,163 2,549,881 2024-09-27 $227.65 $215.00 22.3% 6.0% 25.8% 32.1% 22.0% 3.3% 4.4% 1.15B -28.28B -157.3M 0.77 1.37 N/A N/A 399,945 308,021 3,434,496 2,577,758 2024-09-30 $231.43 $215.00 24.9% 6.1% 26.3% 43.9% 21.8% 4.0% 1.0% 1.13B -31.75B -156.5M 0.70 1.55 N/A N/A 503,874 354,815 3,232,856 2,451,249
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