Snapshot Summary
Context: The Indices
S&P 500 (SPY) IV30 10.24%
Nasdaq 100 (QQQ) IV30 13.94%
Technology (XLK) IV30 14.11%
Context: Apple Inc
AAPL 52 Week Low IV30 15.52%
AAPL Current IV30 16.52%
AAPL 52 Week High IV30 33.57%
AAPL Percentile IV30 Percentile (Rank out of 100) 6
AAPL Current HV30 26.1%
Context: Definitions and Ranges
The IV30® is the implied price movement reflected by the option market in the stock price for the next 30 calendar days -- it is forward looking.

Currently the option market reflects a 95% confidence interval stock price range for AAPL of ($181.50, $195.70) within the next 30 calendar days.

The current IV30 for Apple Inc relative to its own past is quite depressed. The IV30 rank, which is measured against its own history and not other stocks, is 6 out of 100.

Apple Inc Implied Risk Scatter Plot (a new risk chart, built for option traders)

Scatter Plot Risk Legend

  • The blue point is the current 30-day implied volatility for Apple Inc
  • The black point is the current 30-day implied volatility for the Technology ETF (XLK).
  • The red point is the 52 week low in IV30® for Apple Inc
  • The green point is the 52 week high in IV30® Apple Inc