Apple Volatility Outlook - On The Rise

One Week

Apple October call option implied volatility is currently at 30, the November VXAPL is at 26, December is 24, and January at 22 compared to its 26-week average of 25 according to Track Data, suggesting large near term price movement into the expected release of Q4 results on October 20. This also represents Backwardation, where front month expectation exceeds back or current months.

1 Week 

One Year

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