AAPL implied volatility history and current IV

Apple na one of the US stock wey people hold pass, and e get deep, liquid chain. Dis page dey track AAPL's implied volatility — wey na de market live price for how de stock go move for future — for three ways: every session for de last three months, its month-by-month history against de index benchmarks, and how e slope across expirations. Every number na from real option closing prices and dem dey refresh am with de weekly batch.

AAPL implied volatility, de last 90 days

SELECT toString(date) AS session_date,
       round(100 * quantileExact(0.5)(implied_volatility), 1) AS atm_iv_pct
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AAPL'
  AND date >= (SELECT max(date) - 90 FROM global_markets.options_greeks)
  AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
  AND abs(strike_price / underlying_close - 1) <= 0.05
  AND expiration_date BETWEEN date + 7 AND date + 60
GROUP BY date
HAVING count() >= 10
ORDER BY date

Every point na one session's median implied volatility for AAPL's near-the-money contracts (strikes wey dey within 5% of de stock, wey dey expire one week to two months out). De latest reading na 26.7%. IV of dat size na annualized number: de yearly percentage move wey option prices dey treat as typical, and if you divide am by roughly 16, e go give you de implied one-day move.

AAPL IV history vs de market, month by month

SELECT toString(toStartOfMonth(date)) AS month,
       round(100 * quantileExactIf(0.5)(implied_volatility, underlying_symbol = 'AAPL'), 1) AS aapl_iv_pct,
       round(100 * quantileExactIf(0.5)(implied_volatility, underlying_symbol = 'SPY'), 1) AS spy_iv_pct,
       round(100 * quantileExactIf(0.5)(implied_volatility, underlying_symbol = 'QQQ'), 1) AS qqq_iv_pct
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('AAPL', 'SPY', 'QQQ')
  AND date >= toDate('2022-07-01')
  AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
  AND abs(strike_price / underlying_close - 1) <= 0.05
  AND expiration_date BETWEEN date + 7 AND date + 60
GROUP BY month
HAVING countIf(underlying_symbol = 'AAPL') >= 50
ORDER BY month

Dis chart na AAPL's fear gauge over time, dem draw am against de market's own. De SPY and QQQ lines carry de same measurement for de market's benchmark chains — de latest month read 26.1% for AAPL against 13.3% for SPY and 23.5% for QQQ. Diversified index almost always carry less implied volatility than any single name inside am — de gap between de lines na de single-name premium, and how dat gap widen and narrow na de story of AAPL's risk cycles. De peaks mark de episodes wey option buyers pay heavy money; de troughs na de stretches wey de market treat de name as quiet.

De term structure: AAPL IV by expiration

SELECT multiIf(days_to_expiry <= 14, 'Under 2 weeks', days_to_expiry <= 45, '2-6 weeks',
               days_to_expiry <= 120, '6 weeks - 4 months', 'Beyond 4 months') AS expiry_bucket,
       round(100 * quantileExact(0.5)(implied_volatility), 1) AS atm_iv_pct,
       count() AS contracts
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AAPL'
  AND date = (SELECT max(date) FROM global_markets.options_greeks)
  AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
  AND abs(strike_price / underlying_close - 1) <= 0.05
GROUP BY expiry_bucket
HAVING count() >= 5
ORDER BY min(days_to_expiry)

If you read across de buckets, e go show wetin de market expect WHEN. If front end dey above back end, e mean say near-term event risk dey inside de price — like report, decision, or catalyst inside de window. If de curve flat or e dey slope upward, dat na de resting state: more time, more uncertainty, e dey gently higher IV.

FAQ

Wetin be AAPL's implied volatility right now?

26.7% at the money as of de latest session for file, wey dem measure across near-the-money contracts wey dey expire 7-60 days out. De 90-day chart for above show de full recent path; de number dey refresh with de weekly batch.

AAPL's IV high or low right now?

Judge am three ways: against its own recent path (de 90-day chart), against its own history (de monthly chart, wey de latest month read 26.1%), and against de benchmarks wey dem draw for de same axes. For where de market extremes dey, de high-IV board dey track de names wey dey price de biggest moves.

How dem take measure am?

From AAPL's near-the-money contracts (strikes wey dey within 5% of de stock price) at every session's close, dem dey keep only contracts wey de volatility solve converge; every value na de median, and dem dey drop thin sessions and months based on de contract floors wey dey inside each panel's SQL.

Wetin dey move AAPL's implied volatility?

Scheduled events dey load IV in advance and crush am after; realized turbulence dey raise am; calm dey grind am down. De monthly history for above na de record for exactly dem cycles.

Every panel na stored, versioned query over de full options tape — you fit expand any panel to audit am, or measure any strike of AAPL's chain on de Strasmore terminal. For de concept, start at wetin implied volatility be; for how strikes differ on de same stock, see volatility skew.