AAPL Options History — November 2024 In November 2024, AAPL traded between $222.19 and $236.89. ATM implied volatility averaged 19.4%, placing in the 19.3% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 1.8% (HV 20d: 17.6%). Max pain ranged from $210.00 to $220.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.65.
Notable Days 2024-11-01 : Highest Volume — 1,298,929 contracts2024-11-06 : Largest IV drop — 11.1% change2024-11-01 : Highest IV Rank — 42.0%2024-11-01 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $227.54 $222.19 $236.89 $222.47 $236.89 Max Pain $211.50 $210.00 $220.00 $220.00 $215.00 ATM IV 19.4% 16.6% 24.4% 24.4% 16.6% Expected Move 5.7% 4.8% 7.6% 7.6% 4.8% HV 20d 17.6% 16.1% 19.6% 19.6% 16.1% HV 60d 20.7% 20.1% 21.0% 20.9% 20.1% IV Rank 19.3% 6.3% 42.0% 42.0% 6.6% IV Percentile 27.2% 6.0% 66.3% 66.3% 6.0% Term Structure -0.1% -0.9% 0.5% -0.1% 0.1% VWIV 20.2% 17.4% 26.3% 26.3% 17.4% Skew 25d 2.3% 1.4% 3.7% 3.7% 2.0% Skew 10d 5.2% 3.3% 7.8% 7.8% 5.3% Call IV 25d 18.6% 15.9% 22.3% 22.3% 15.9% Put IV 25d 20.8% 17.8% 25.9% 25.9% 17.9% Bid-Ask Spread % 1.56 1.26 2.25 1.43 1.65 Gamma HHI 0.10 0.06 0.26 0.26 0.16 Net GEX 823.3M -381.9M 1.86B -381.9M 1.86B Net DEX -25.86B -36.96B -17.92B -17.92B -36.96B Net VEX -133.2M -142.5M -123.8M -141.4M -123.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.65 0.51 0.83 0.66 0.72 Total Volume 634,699.9 363,569 1,298,929 1,298,929 560,249 Total OI 5,874,674.7 5,457,462 6,174,510 6,110,761 6,020,101
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 2024-11-01 $222.47 $220.00 24.4% 7.6% 19.6% 42.0% 26.3% 3.7% -0.1% -381.9M -17.92B -141.4M 0.66 1.43 N/A N/A 782,534 516,395 3,388,201 2,722,560 2024-11-04 $222.19 $210.00 24.3% 6.9% 18.6% 41.3% 24.3% 3.5% -0.1% 348.8M -18.96B -142.5M 0.81 1.63 N/A N/A 259,773 211,629 3,201,764 2,544,739 2024-11-05 $222.84 $210.00 22.6% 6.5% 17.8% 33.6% 23.1% 3.4% 0.1% 395.4M -20.08B -139.4M 0.62 2.25 N/A N/A 224,657 138,912 3,243,829 2,572,362 2024-11-06 $223.38 $210.00 20.1% 5.8% 16.5% 22.2% 20.5% 2.8% 0.0% 458.5M -20.76B -135.1M 0.62 1.72 N/A N/A 374,686 233,882 3,277,970 2,598,212 2024-11-07 $227.74 $210.00 18.6% 5.5% 18.0% 15.4% 19.7% 2.1% 0.2% 996.8M -26.42B -133.6M 0.51 1.42 N/A N/A 474,283 240,266 3,362,685 2,656,111 2024-11-08 $226.89 $210.00 18.4% 5.4% 18.1% 14.8% 19.6% 2.0% 0.2% 937.3M -25.03B -131.8M 0.59 1.39 N/A N/A 374,504 221,541 3,362,464 2,675,687 2024-11-11 $223.78 $210.00 19.0% 5.6% 18.0% 17.5% 19.9% 1.7% 0.4% 522.5M -21.79B -131.6M 0.55 1.39 N/A N/A 397,343 218,095 3,240,667 2,575,100 2024-11-12 $224.06 $210.00 19.1% 5.6% 17.6% 17.9% 20.6% 1.7% 0.3% 653.5M -22.29B -134.8M 0.60 1.30 N/A N/A 282,456 170,684 3,314,518 2,577,603 2024-11-13 $225.87 $210.00 18.6% 5.4% 17.7% 15.3% 19.3% 1.4% 0.2% 858.8M -25.36B -131.6M 0.55 1.37 N/A N/A 380,527 208,038 3,361,649 2,624,547 2024-11-14 $227.78 $210.00 18.3% 5.3% 18.0% 14.2% 19.2% 1.4% 0.2% 1.12B -27.74B -134.4M 0.61 1.26 N/A N/A 484,876 297,520 3,408,643 2,671,777 2024-11-15 $224.74 $210.00 20.2% 5.9% 17.8% 22.7% 20.7% 2.5% 0.3% 266.8M -23.70B -133.7M 0.59 1.40 N/A N/A 423,128 250,833 3,461,769 2,712,741 2024-11-18 $227.73 $210.00 19.5% 5.6% 18.5% 19.5% 19.6% 2.1% -0.8% 791.4M -26.47B -129.8M 0.66 1.44 N/A N/A 419,120 275,962 3,057,454 2,400,008 2024-11-19 $228.20 $210.00 19.4% 5.6% 18.5% 19.0% 19.9% 2.1% -0.8% 884.5M -26.21B -135.6M 0.79 1.34 N/A N/A 260,805 206,225 3,152,307 2,491,965 2024-11-20 $228.41 $210.00 20.0% 5.7% 16.7% 21.9% 19.9% 2.4% -0.8% 897.8M -27.23B -130.9M 0.59 1.67 N/A N/A 355,080 207,846 3,187,170 2,541,515 2024-11-21 $228.74 $210.00 19.9% 5.7% 16.8% 21.3% 20.2% 2.6% -0.9% 1.01B -27.18B -134.9M 0.83 1.85 N/A N/A 352,620 292,154 3,229,623 2,571,038 2024-11-22 $229.50 $210.00 18.6% 5.4% 16.7% 15.7% 20.0% 2.3% -0.5% 1.20B -27.76B -134.2M 0.69 1.67 N/A N/A 456,875 315,221 3,256,157 2,615,582 2024-11-25 $230.08 $215.00 17.6% 5.2% 16.4% 11.1% 18.2% 2.2% 0.5% 923.6M -28.11B -127.5M 0.51 1.46 N/A N/A 369,843 189,417 3,131,571 2,544,983 2024-11-26 $234.71 $215.00 16.9% 5.0% 17.9% 7.8% 17.8% 2.1% 0.1% 1.37B -33.70B -128.0M 0.71 1.63 N/A N/A 406,784 287,840 3,201,955 2,595,214 2024-11-27 $234.82 $215.00 16.6% 4.9% 16.9% 6.3% 17.7% 1.8% 0.3% 1.36B -33.50B -130.1M 0.80 2.00 N/A N/A 317,364 254,031 3,272,465 2,668,788 2024-11-29 $236.89 $215.00 16.6% 4.8% 16.1% 6.6% 17.4% 2.0% 0.1% 1.86B -36.96B -123.8M 0.72 1.65 N/A N/A 325,334 234,915 3,314,424 2,705,677
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