AAPL Options History — December 2024 In December 2024, AAPL traded between $239.83 and $259.47. ATM implied volatility averaged 17.9%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 4.7% (HV 20d: 13.1%). Max pain ranged from $200.00 to $220.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.76.
Notable Days 2024-12-20 : Highest Volume — 1,265,419 contracts2024-12-18 : Largest IV spike — 17.5% change2024-12-31 : Highest IV Rank — 36.2%2024-12-18 : Largest Expected Move — 6.0%Monthly Statistics Metric Avg Min Max Open Close Price $249.24 $239.83 $259.47 $239.83 $250.65 Max Pain $202.38 $200.00 $220.00 $215.00 $200.00 ATM IV 17.9% 15.3% 23.2% 16.6% 23.2% Expected Move 5.1% 4.7% 6.0% 5.0% 5.4% HV 20d 13.1% 9.7% 15.7% 13.9% 15.7% HV 60d 18.2% 16.2% 20.4% 20.2% 16.6% IV Rank 12.0% 0.4% 36.2% 6.3% 36.2% IV Percentile 15.1% 0.4% 59.9% 5.2% 59.9% Term Structure 1.3% -0.3% 5.4% 0.7% -0.3% VWIV 19.0% 17.3% 23.6% 18.3% 19.1% Skew 25d 2.3% 1.2% 4.2% 1.6% 3.4% Skew 10d 5.9% 2.4% 12.8% 4.3% 7.0% Call IV 25d 17.1% 14.9% 22.1% 16.2% 22.1% Put IV 25d 19.5% 16.0% 25.9% 17.7% 25.5% Bid-Ask Spread % 1.81 1.35 3.54 1.60 1.52 Gamma HHI 0.14 0.10 0.20 0.10 0.12 Net GEX 1.61B 996.1M 2.53B 1.36B 996.1M Net DEX -44.06B -51.67B -37.39B -38.02B -37.39B Net VEX -129.9M -145.2M -124.8M -125.2M -129.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.50 1.02 0.50 0.70 Total Volume 770,508.905 494,500 1,265,419 829,159 494,500 Total OI 6,151,428.19 5,662,424 6,696,370 5,815,681 5,870,281
Daily Data (21 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 2024-12-02 $239.83 $215.00 16.6% 5.0% 13.9% 6.3% 18.3% 1.6% 0.7% 1.36B -38.02B -125.2M 0.50 1.60 N/A N/A 551,890 277,269 3,187,697 2,627,984 2024-12-03 $242.41 $215.00 16.6% 5.0% 14.0% 6.5% 17.9% 1.4% 0.6% 1.61B -41.33B -124.8M 0.72 1.49 N/A N/A 412,318 298,322 3,267,837 2,705,124 2024-12-04 $243.14 $220.00 15.7% 4.8% 14.0% 2.2% 17.3% 1.6% 0.8% 1.62B -41.98B -126.3M 0.67 1.54 N/A N/A 425,783 286,786 3,311,506 2,776,837 2024-12-05 $242.93 $200.00 15.7% 4.8% 14.1% 2.4% 19.0% 1.6% 0.6% 1.62B -41.27B -124.9M 0.87 1.35 N/A N/A 300,265 262,464 3,338,929 2,818,098 2024-12-06 $242.97 $200.00 15.3% 4.7% 12.9% 0.4% 18.3% 1.2% 0.8% 1.49B -40.98B -127.5M 0.66 1.57 N/A N/A 404,117 265,187 3,389,287 2,865,939 2024-12-09 $246.61 $200.00 16.9% 5.0% 13.3% 7.8% 18.1% 1.3% 0.5% 1.52B -43.70B -126.9M 0.68 1.52 N/A N/A 543,179 370,874 3,228,720 2,727,864 2024-12-10 $247.88 $200.00 16.6% 4.9% 11.5% 6.6% 18.5% 1.2% 0.5% 1.61B -45.02B -127.1M 0.82 1.56 N/A N/A 351,474 289,744 3,292,552 2,841,673 2024-12-11 $246.99 $200.00 16.9% 5.0% 11.8% 7.9% 17.7% 1.7% 0.5% 1.42B -43.80B -126.6M 0.64 1.68 N/A N/A 627,387 402,161 3,339,288 2,916,897 2024-12-12 $248.07 $200.00 16.6% 4.9% 11.8% 6.5% 17.6% 1.5% 0.4% 1.57B -45.30B -126.5M 0.81 1.52 N/A N/A 388,082 314,324 3,418,520 2,961,637 2024-12-13 $248.13 $200.00 16.4% 4.8% 11.8% 5.5% 17.9% 1.4% 0.5% 1.48B -45.23B -128.9M 0.82 1.52 N/A N/A 483,471 394,735 3,458,683 2,993,987 2024-12-16 $250.09 $200.00 17.5% 5.0% 9.8% 10.6% 18.5% 1.6% 0.5% 1.60B -46.86B -128.8M 0.63 1.68 N/A N/A 430,667 271,042 3,344,193 2,890,649 2024-12-17 $253.18 $200.00 17.8% 5.1% 9.7% 11.8% 19.1% 1.5% 0.4% 1.99B -51.08B -132.4M 0.86 1.90 N/A N/A 419,454 362,127 3,457,267 2,961,130 2024-12-18 $248.03 $200.00 20.9% 6.0% 13.3% 25.6% 22.1% 3.3% -0.2% 1.34B -42.52B -140.6M 1.02 2.98 N/A N/A 426,202 434,843 3,526,786 3,049,443 2024-12-19 $250.04 $200.00 20.9% 6.0% 13.3% 25.5% 23.6% 4.2% 0.0% 1.64B -44.17B -145.2M 0.89 2.14 N/A N/A 471,821 419,034 3,564,367 3,042,761 2024-12-20 $253.81 $200.00 17.8% 5.1% 13.8% 11.4% 20.8% 3.7% -0.1% 2.53B -51.67B -133.7M 0.94 3.54 N/A N/A 653,376 612,043 3,602,234 3,094,136 2024-12-23 $254.88 $200.00 17.3% 5.0% 13.8% 9.3% 19.2% 3.2% 4.5% 1.63B -44.74B -126.6M 0.95 1.53 N/A N/A 307,238 290,749 3,053,226 2,609,198 2024-12-24 $257.09 $200.00 16.9% 4.7% 13.8% 7.3% 17.9% 3.7% 5.0% 1.84B -47.10B -132.8M 0.76 1.64 N/A N/A 304,488 232,044 3,120,562 2,713,639 2024-12-26 $259.47 $200.00 17.9% 4.8% 12.8% 11.9% 18.6% 3.0% 5.4% 1.97B -49.92B -131.9M 0.56 1.86 N/A N/A 507,854 286,110 3,162,881 2,771,069 2024-12-27 $254.99 $200.00 19.7% 5.1% 15.0% 20.2% 18.8% 3.3% 5.2% 1.76B -42.89B -134.1M 0.71 2.12 N/A N/A 645,947 458,493 3,249,241 2,839,129 2024-12-30 $252.78 $200.00 21.9% 5.4% 15.6% 30.4% 19.7% 3.8% 0.1% 1.16B -40.35B -127.4M 0.78 1.65 N/A N/A 283,027 219,796 3,092,619 2,696,122 2024-12-31 $250.65 $200.00 23.2% 5.4% 15.7% 36.2% 19.1% 3.4% -0.3% 996.1M -37.39B -129.5M 0.70 1.52 N/A N/A 290,607 203,893 3,136,419 2,733,862
« Nov 2024 | All History | Jan 2025 » Home AAPL History December 2024