AAPL Options History — October 2024 In October 2024, AAPL traded between $222.21 and $236.06. ATM implied volatility averaged 26.6%, placing in the 51.8% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 3.8% (HV 20d: 22.9%). Max pain ranged from $215.00 to $220.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.67.
Notable Days 2024-10-15 : Highest Volume — 1,372,578 contracts2024-10-07 : Largest IV spike — 11.8% change2024-10-31 : Highest IV Rank — 67.8%2024-10-31 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $230.11 $222.21 $236.06 $226.16 $227.25 Max Pain $216.96 $215.00 $220.00 $215.00 $220.00 ATM IV 26.6% 24.4% 30.2% 26.5% 30.2% Expected Move 7.8% 6.4% 10.3% 6.6% 10.3% HV 20d 22.9% 17.1% 27.6% 25.3% 18.3% HV 60d 24.7% 20.0% 26.1% 26.0% 20.5% IV Rank 51.8% 41.7% 67.8% 51.0% 67.8% IV Percentile 80.7% 65.9% 99.2% 79.8% 99.2% Term Structure -0.7% -1.6% 1.1% 1.1% -1.2% VWIV 27.3% 22.5% 35.8% 23.3% 35.8% Skew 25d 4.0% 3.4% 4.9% 4.4% 3.9% Skew 10d 8.1% 6.7% 9.8% 9.7% 7.6% Call IV 25d 24.7% 22.6% 27.9% 24.7% 27.9% Put IV 25d 28.6% 26.2% 31.8% 29.1% 31.8% Bid-Ask Spread % 1.41 1.22 2.18 1.44 2.18 Gamma HHI 0.11 0.06 0.53 0.08 0.07 Net GEX 1.06B 500.9M 3.78B 665.2M 510.8M Net DEX -28.98B -37.66B -21.16B -24.71B -23.68B Net VEX -148.2M -158.5M -140.5M -158.5M -148.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.47 1.04 0.73 1.04 Total Volume 636,867.522 266,231 1,372,578 1,048,859 912,489 Total OI 5,910,422 5,498,682 6,293,037 5,873,004 5,848,914
Daily Data (23 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 2024-10-01 $226.16 $215.00 26.5% 6.6% 25.3% 51.0% 23.3% 4.4% 1.1% 665.2M -24.71B -158.5M 0.73 1.44 N/A N/A 605,479 443,380 3,317,746 2,555,258 2024-10-02 $227.26 $215.00 26.8% 6.4% 25.2% 52.4% 22.5% 4.4% 1.1% 896.2M -26.90B -158.0M 0.73 1.31 N/A N/A 315,092 230,327 3,396,029 2,608,333 2024-10-03 $224.19 $215.00 27.4% 7.8% 25.7% 55.4% 27.6% 4.6% 0.9% 500.9M -22.69B -158.0M 0.67 1.60 N/A N/A 350,984 234,441 3,410,252 2,625,950 2024-10-04 $226.13 $215.00 26.5% 7.5% 25.8% 51.3% 25.9% 4.3% 0.8% 775.6M -25.45B -155.3M 0.57 1.31 N/A N/A 460,438 263,187 3,443,773 2,646,559 2024-10-07 $222.21 $215.00 29.7% 8.3% 26.5% 65.5% 27.8% 4.9% -1.0% 530.1M -21.16B -155.5M 0.69 1.72 N/A N/A 267,738 185,118 3,300,718 2,541,252 2024-10-08 $225.44 $215.00 28.0% 7.7% 27.0% 57.9% 26.7% 4.8% -1.0% 812.6M -25.25B -153.5M 0.69 1.47 N/A N/A 262,589 181,094 3,369,412 2,579,173 2024-10-09 $229.55 $215.00 27.0% 7.4% 27.6% 53.5% 27.0% 4.2% -1.1% 1.23B -30.72B -147.9M 0.84 1.32 N/A N/A 345,246 290,296 3,385,601 2,625,140 2024-10-10 $229.07 $215.00 26.8% 7.4% 27.6% 52.6% 26.4% 4.4% -1.2% 1.19B -29.56B -149.3M 0.85 1.38 N/A N/A 237,020 202,056 3,406,701 2,662,133 2024-10-11 $228.69 $215.00 26.0% 7.2% 27.6% 48.8% 25.5% 4.0% -1.1% 997.7M -28.85B -148.5M 0.47 1.34 N/A N/A 417,598 195,098 3,431,778 2,669,463 2024-10-14 $231.55 $215.00 25.8% 7.3% 25.5% 48.0% 25.5% 3.7% -0.7% 1.29B -32.56B -141.2M 0.52 1.25 N/A N/A 336,213 174,615 3,330,988 2,553,263 2024-10-15 $233.62 $215.00 26.3% 7.5% 25.5% 50.2% 26.6% 3.8% -1.0% 1.46B -34.40B -147.4M 0.52 1.51 N/A N/A 901,339 471,239 3,379,352 2,598,137 2024-10-16 $231.41 $215.00 25.7% 7.4% 25.2% 47.7% 25.8% 3.8% -1.0% 1.20B -32.01B -145.3M 0.48 1.43 N/A N/A 412,835 197,328 3,486,736 2,691,618 2024-10-17 $232.05 $215.00 25.3% 7.3% 21.4% 45.7% 24.9% 3.5% -0.8% 1.44B -33.26B -143.6M 0.52 1.25 N/A N/A 306,305 160,157 3,533,038 2,707,106 2024-10-18 $234.93 $215.00 24.4% 7.1% 21.2% 41.7% 25.2% 3.6% -0.8% 3.78B -37.66B -140.5M 0.53 1.63 N/A N/A 580,456 310,334 3,566,790 2,726,247 2024-10-21 $236.06 $220.00 24.8% 7.4% 18.2% 43.6% 25.4% 3.6% -1.2% 1.16B -33.27B -142.4M 0.69 1.25 N/A N/A 276,122 190,014 3,125,862 2,372,820 2024-10-22 $235.88 $220.00 24.9% 7.4% 18.2% 44.1% 26.1% 3.4% -1.3% 1.15B -33.14B -142.5M 0.64 1.41 N/A N/A 282,380 181,546 3,181,034 2,436,005 2024-10-23 $230.53 $220.00 26.7% 8.1% 20.0% 52.2% 27.6% 3.8% -1.4% 719.7M -26.77B -144.8M 0.64 1.28 N/A N/A 688,521 441,075 3,205,524 2,470,023 2024-10-24 $230.50 $220.00 26.9% 8.1% 19.8% 52.9% 28.6% 3.7% -1.4% 820.8M -27.35B -146.7M 0.65 1.30 N/A N/A 297,192 193,302 3,339,264 2,513,825 2024-10-25 $231.53 $220.00 27.2% 8.2% 19.9% 54.3% 29.6% 3.8% -1.6% 906.2M -28.62B -145.5M 0.91 1.24 N/A N/A 383,158 346,751 3,344,406 2,530,562 2024-10-28 $233.74 $220.00 26.4% 8.6% 19.3% 50.7% 30.1% 3.7% -0.7% 849.0M -30.50B -143.0M 0.50 1.31 N/A N/A 285,416 142,167 3,142,684 2,439,105 2024-10-29 $234.25 $220.00 26.0% 8.5% 17.1% 48.8% 30.4% 3.6% -0.6% 881.1M -31.21B -143.5M 0.89 1.22 N/A N/A 141,035 125,196 3,195,293 2,486,165 2024-10-30 $230.59 $220.00 27.4% 9.3% 18.2% 55.2% 32.4% 3.4% -0.9% 678.9M -26.80B -148.2M 0.70 1.40 N/A N/A 248,693 174,894 3,219,403 2,540,271 2024-10-31 $227.25 $220.00 30.2% 10.3% 18.3% 67.8% 35.8% 3.9% -1.2% 510.8M -23.68B -148.6M 1.04 2.18 N/A N/A 447,007 465,482 3,266,041 2,582,873
« Sep 2024 | All History | Nov 2024 » Home AAPL History October 2024