# AurelQuant Canonical page: https://aurelquant.com/ar/playbooks/options-sensitivities/ AQ22 / دليل بحث الخيارات والحساسيات قارن عقود الخيارات المرصودة والحساسيات المحسوبة عبر أسعار التنفيذ وآجال الانتهاء. كل أدلة البحث المكتملة جرّب هذا التحليل كعرض تجريبي تحليل محفوظ AQ22 استكشف مدخلات العرض هذا التشغيل غير متاح. العودة إلى العرض اقرأ دليل البحث المحفوظ AURELQUANT AQ22 Options & derivatives Apple · sourced option chain and conditional Greeks تاريخ التشغيل 2026-10-20 أحدث مشاهدة 2026-10-20 01 نظرة عامة 02 المؤشرات 03 المصادر والمنهج الخيارات والحساسيات حساب محفوظ 01 / نظرة عامة See the sensitivities behind an option. 2026-10-20 to 2026-10-20 · Apple · sourced option chain and conditional Greeks دلتا المشروطة لخيار الشراء عبر أسعار التنفيذ المرصودة دلتا Conditional call Delta across observed strikes 1.02 0.88 0.73 دلتا 295 سعر التنفيذ 340 The study retains 72 provider contracts with finite implied volatility. sensitivities are conditional on completed-session spot, observed implied volatility, a Treasury yield proxy and sourced dividend yield. They are theoretical European approximations, not executable prices or an American-exercise valuation. 02 / المؤشرات افحص النتيجة. العقود المرصودة المدروسة 72 عقداً Completed-session spot $342.94 Nearest future expiration 1.00 calendar days Mean observed implied volatility 53.99 % annualized المؤشرات المحسوبة المؤشر النتيجة التعريف / الحالة العقود المرصودة المدروسة 72 عقداً At most two observed expirations and eighteen contracts per side Completed-session spot $342.94 Unadjusted underlying close Nearest future expiration 1.00 calendar days Observed nearest future expiry minus fixed selection date Mean observed implied volatility 53.99 % annualized Unweighted descriptive mean across the bounded observed contracts The study retains 72 provider contracts with finite implied volatility. sensitivities are conditional on completed-session spot, observed implied volatility, a Treasury yield proxy and sourced dividend yield. They are theoretical European approximations, not executable prices or an American-exercise valuation. Conditional call Gamma across observed strikes 1/USD Conditional call Gamma across observed strikes 0.0794 0.0366 -0.0063 Gamma 295 سعر التنفيذ 340 The study retains 72 provider contracts with finite implied volatility. sensitivities are conditional on completed-session spot, observed implied volatility, a Treasury yield proxy and sourced dividend yield. They are theoretical European approximations, not executable prices or an American-exercise valuation. Conditional call Theta across observed strikes USD/day Conditional call Theta across observed strikes -0.12 -0.71 -1.31 Theta 295 سعر التنفيذ 340 The study retains 72 provider contracts with finite implied volatility. sensitivities are conditional on completed-session spot, observed implied volatility, a Treasury yield proxy and sourced dividend yield. They are theoretical European approximations, not executable prices or an American-exercise valuation. Conditional call Vega across observed strikes USD per volatility point Conditional call Vega across observed strikes 0.0615 0.0297 -0.0021 Vega 295 سعر التنفيذ 340 The study retains 72 provider contracts with finite implied volatility. sensitivities are conditional on completed-session spot, observed implied volatility, a Treasury yield proxy and sourced dividend yield. They are theoretical European approximations, not executable prices or an American-exercise valuation. Conditional call Rho across observed strikes USD per interest-rate point Conditional call Rho across observed strikes 0.0088 0.0078 0.0068 Rho 295 سعر التنفيذ 340 The study retains 72 provider contracts with finite implied volatility. sensitivities are conditional on completed-session spot, observed implied volatility, a Treasury yield proxy and sourced dividend yield. They are theoretical European approximations, not executable prices or an American-exercise valuation. 14-session relative strength index index 14-session relative strength index 86.24 48.99 11.73 14-session relative strength index 2025-09-15 إلى 2026-10-19 calculates this technical study from completed adjusted OHLCV sessions. Warm-up values remain unavailable; the indicator is descriptive, not a validated forecast. 14-session moving average USD 14-session moving average 346.85 293.29 239.73 14-session moving average 2025-09-15 إلى 2026-10-19 calculates this technical study from completed adjusted OHLCV sessions. Warm-up values remain unavailable; the indicator is descriptive, not a validated forecast. Ichimoku observed price study USD Ichimoku observed price study 348.84 292.35 235.86 Conversion line Base line Leading span A Leading span B 2025-09-15 إلى 2026-10-19 computes conversion/base high-low midpoints and the shifted technical cloud from observed adjusted OHLC prices. The leading spans are a technical display shift, not a calibrated price forecast; warm-up remains null. Observed contracts and conditional Greeks contract expiry side سعر التنفيذ implied_volatility bid ask last_trade_date years_remaining دلتا gamma theta vega vanna vomma charm speed rho_per_rate_point model_price AAPL261021C00295000 2026-10-21 call 295.0000 1.1680 45.3500 48.5000 2026-10-19T14:50:03+00:00 0.0027 0.9937 0.0008 -0.2151 0.0032 -0.0370 1.6555 7.8706 -0.0001 0.0080 48.0128 AAPL261021C00300000 2026-10-21 call 300.0000 1.1670 41.0500 43.4000 2026-10-19T14:12:59+00:00 0.0027 0.9869 0.0016 -0.3832 0.0061 -0.0625 2.4949 13.3036 -0.0002 0.0081 43.0680 AAPL261021C00302500 2026-10-21 call 302.5000 1.1231 38.5500 41.0000 2026-10-19T14:50:23+00:00 0.0027 0.9848 0.0019 -0.4151 0.0069 -0.0717 2.7886 14.6814 -0.0002 0.0081 40.5809 AAPL261021C00305000 2026-10-21 call 305.0000 0.9746 35.7500 38.2500 2026-10-19T14:51:25+00:00 0.0027 0.9900 0.0015 -0.2636 0.0048 -0.0623 2.6004 11.0628 -0.0002 0.0083 38.0308 AAPL261021C00307500 2026-10-21 call 307.5000 0.9180 33.2000 35.8000 2026-10-19T13:35:35+00:00 0.0027 0.9892 0.0017 -0.2657 0.0051 -0.0700 2.8839 11.7023 -0.0002 0.0083 35.5327 AAPL261021C00310000 2026-10-21 call 310.0000 0.9692 31.1000 33.6500 2026-10-19T16:45:47+00:00 0.0027 0.9782 0.0030 -0.4834 0.0093 -0.1057 3.8291 18.6643 -0.0004 0.0083 33.1143 AAPL261021C00312500 2026-10-21 call 312.5000 0.8276 28.3500 30.8000 2026-10-19T13:34:32+00:00 0.0027 0.9850 0.0026 -0.3124 0.0068 -0.0974 3.7928 14.6805 -0.0004 0.0084 30.5516 AAPL261021C00315000 2026-10-21 call 315.0000 0.8970 26.1000 29.1000 2026-10-19T17:20:36+00:00 0.0027 0.9668 0.0046 -0.6261 0.0133 -0.1475 4.8619 24.0979 -0.0005 0.0083 28.1851 AAPL261021C00317500 2026-10-21 call 317.5000 0.7490 23.4000 26.0500 2026-10-19T19:01:34+00:00 0.0027 0.9766 0.0041 -0.4027 0.0099 -0.1438 5.1333 19.6134 -0.0006 0.0085 25.5913 AAPL261021C00320000 2026-10-21 call 320.0000 0.7319 21.1000 23.7500 2026-10-19T16:40:11+00:00 0.0027 0.9663 0.0057 -0.5231 0.0134 -0.1833 6.0165 24.4106 -0.0008 0.0084 23.1489 AAPL261021C00322500 2026-10-21 call 322.5000 0.5684 18.3500 20.6000 2026-10-20T13:34:29+00:00 0.0027 0.9814 0.0045 -0.2638 0.0082 -0.1644 6.1497 16.9991 -0.0009 0.0087 20.5421 AAPL261021C00325000 2026-10-21 call 325.0000 0.6939 15.4500 17.9500 2026-10-20T13:34:29+00:00 0.0027 0.9332 0.0104 -0.8364 0.0232 -0.2731 7.3560 34.4571 -0.0013 0.0083 18.3426 AAPL261021C00327500 2026-10-21 call 327.5000 0.5286 13.7000 16.0500 2026-10-19T18:57:46+00:00 0.0027 0.9538 0.0102 -0.4908 0.0174 -0.3033 9.1594 29.1277 -0.0018 0.0085 15.6559 AAPL261021C00330000 2026-10-21 call 330.0000 0.6445 11.3000 13.6500 2026-10-19T19:58:31+00:00 0.0027 0.8770 0.0176 -1.2066 0.0365 -0.3557 7.4067 41.6229 -0.0018 0.0079 13.6878 AAPL261021C00332500 2026-10-21 call 332.5000 0.5383 8.9500 10.9500 2026-10-20T13:33:02+00:00 0.0027 0.8675 0.0222 -1.0643 0.0385 -0.4326 8.6566 42.2211 -0.0026 0.0078 11.1254 AAPL261021C00335000 2026-10-21 call 335.0000 0.2881 6.7000 7.1500 2026-10-20T13:35:55+00:00 0.0027 0.9415 0.0226 -0.3336 0.0210 -0.6292 17.7051 32.7973 -0.0069 0.0086 8.1042 AAPL261021C00337500 2026-10-21 call 337.5000 0.2700 4.7000 5.1000 2026-10-20T13:35:08+00:00 0.0027 0.8740 0.0427 -0.5313 0.0372 -0.8673 17.8339 42.2024 -0.0102 0.0081 5.7797 AAPL261021C00340000 2026-10-21 call 340.0000 0.2415 3.0000 3.2000 2026-10-20T13:37:16+00:00 0.0027 0.7566 0.0723 -0.7046 0.0562 -0.8859 11.0602 38.1254 -0.0118 0.0070 3.6022 AAPL261021P00295000 2026-10-21 put 295.0000 1.0195 0.0000 0.4800 2026-10-19T17:52:31+00:00 0.0027 -0.0022 0.0004 -0.0628 0.0012 -0.0188 0.9639 3.5005 -0.0001 -0.0000 0.0119 AAPL261021P00300000 2026-10-21 put 300.0000 0.9121 0.0000 0.4600 2026-10-19T14:23:27+00:00 0.0027 -0.0023 0.0004 -0.0598 0.0013 -0.0223 1.1320 3.7064 -0.0001 -0.0000 0.0115 AAPL261021P00302500 2026-10-21 put 302.5000 0.6836 0.0100 0.0800 2026-10-20T13:33:53+00:00 0.0027 -0.0002 0.0001 -0.0049 0.0001 -0.0040 0.2563 0.5042 -0.0000 -0.0000 0.0006 AAPL261021P00305000 2026-10-21 put 305.0000 0.7734 0.0000 0.3400 2026-10-16T19:59:08+00:00 0.0027 -0.0018 0.0004 -0.0391 0.0010 -0.0210 1.0988 2.9551 -0.0001 -0.0000 0.0071 AAPL261021P00307500 2026-10-21 put 307.5000 0.5703 0.0000 0.0600 2026-10-20T13:32:37+00:00 0.0027 -0.0001 0.0000 -0.0024 0.0001 -0.0030 0.1980 0.3121 -0.0000 -0.0000 0.0003 AAPL261021P00310000 2026-10-21 put 310.0000 0.5234 0.0200 0.0300 2026-10-20T13:33:19+00:00 0.0027 -0.0001 0.0000 -0.0020 0.0001 -0.0029 0.1960 0.2811 -0.0000 -0.0000 0.0002 AAPL261021P00312500 2026-10-21 put 312.5000 0.6328 0.0100 0.3400 2026-10-19T19:52:36+00:00 0.0027 -0.0024 0.0006 -0.0417 0.0013 -0.0325 1.6477 3.7432 -0.0002 -0.0000 0.0080 AAPL261021P00315000 2026-10-21 put 315.0000 0.4688 0.0000 0.0400 2026-10-20T13:30:54+00:00 0.0027 -0.0003 0.0001 -0.0039 0.0002 -0.0069 0.4309 0.5887 -0.0000 -0.0000 0.0005 AAPL261021P00317500 2026-10-21 put 317.5000 0.4141 0.0100 0.0300 2026-10-20T13:31:04+00:00 0.0027 -0.0002 0.0001 -0.0025 0.0001 -0.0058 0.3721 0.4374 -0.0000 -0.0000 0.0003 AAPL261021P00320000 2026-10-21 put 320.0000 0.3750 0.0100 0.0300 2026-10-20T13:33:01+00:00 0.0027 -0.0002 0.0001 -0.0025 0.0001 -0.0071 0.4493 0.4822 -0.0001 -0.0000 0.0003 AAPL261021P00322500 2026-10-21 put 322.5000 0.3477 0.0200 0.0400 2026-10-20T13:36:40+00:00 0.0027 -0.0003 0.0002 -0.0039 0.0002 -0.0123 0.7489 0.7779 -0.0001 -0.0000 0.0006 AAPL261021P00325000 2026-10-21 put 325.0000 0.3330 0.0500 0.0700 2026-10-20T13:35:10+00:00 0.0027 -0.0010 0.0006 -0.0098 0.0006 -0.0305 1.6951 1.8461 -0.0003 -0.0000 0.0016 AAPL261021P00327500 2026-10-21 put 327.5000 0.3066 0.0900 0.1000 2026-10-20T13:37:25+00:00 0.0027 -0.0020 0.0011 -0.0171 0.0011 -0.0582 3.0155 3.2451 -0.0006 -0.0000 0.0032 AAPL261021P00330000 2026-10-21 put 330.0000 0.2852 0.1400 0.1600 2026-10-20T13:36:41+00:00 0.0027 -0.0048 0.0027 -0.0354 0.0025 -0.1256 5.8405 6.5007 -0.0014 -0.0000 0.0077 AAPL261021P00332500 2026-10-21 put 332.5000 0.2720 0.2800 0.3000 2026-10-20T13:37:05+00:00 0.0027 -0.0144 0.0075 -0.0888 0.0066 -0.2922 11.4637 14.4072 -0.0034 -0.0001 0.0250 AAPL261021P00335000 2026-10-21 put 335.0000 0.2666 0.5800 0.6000 2026-10-20T13:37:34+00:00 0.0027 -0.0452 0.0199 -0.2262 0.0171 -0.5995 18.2164 28.9167 -0.0071 -0.0004 0.0895 AAPL261021P00337500 2026-10-21 put 337.5000 0.2629 1.1000 1.1300 2026-10-20T13:37:28+00:00 0.0027 -0.1198 0.0423 -0.4673 0.0359 -0.8831 18.6426 41.8434 -0.0107 -0.0011 0.2797 AAPL261021P00340000 2026-10-21 put 340.0000 0.2559 1.8900 1.9300 2026-10-20T13:37:35+00:00 0.0027 -0.2555 0.0700 -0.7293 0.0577 -0.8088 9.5400 36.8803 -0.0102 -0.0024 0.7100 AAPL261023C00295000 2026-10-23 call 295.0000 0.9702 46.2000 48.6500 2026-10-19T17:00:30+00:00 0.0082 0.9607 0.0028 -0.4547 0.0264 -0.1462 7.9975 8.5967 -0.0002 0.0231 48.5205 AAPL261023C00300000 2026-10-23 call 300.0000 0.8672 41.2000 43.5000 2026-10-20T13:34:39+00:00 0.0082 0.9595 0.0032 -0.4198 0.0271 -0.1673 9.0749 8.7877 -0.0002 0.0235 43.4847 AAPL261023C00302500 2026-10-23 call 302.5000 0.8037 38.4000 41.1000 2026-10-20T13:34:39+00:00 0.0082 0.9610 0.0034 -0.3803 0.0262 -0.1774 9.7224 8.6344 -0.0002 0.0237 40.9330 AAPL261023C00305000 2026-10-23 call 305.0000 0.7349 36.1500 38.1000 2026-10-19T18:41:07+00:00 0.0082 0.9639 0.0035 -0.3311 0.0246 -0.1867 10.4377 8.3076 -0.0003 0.0240 38.3676 AAPL261023C00307500 2026-10-23 call 307.5000 0.7080 33.2500 36.1500 2026-10-19T17:08:20+00:00 0.0082 0.9587 0.0040 -0.3535 0.0275 -0.2087 11.2658 8.9411 -0.0003 0.0241 35.9095 AAPL261023C00310000 2026-10-23 call 310.0000 0.7065 31.0500 33.8000 2026-10-20T13:34:32+00:00 0.0082 0.9466 0.0049 -0.4267 0.0338 -0.2381 11.9414 10.1733 -0.0004 0.0239 33.5402 AAPL261023C00312500 2026-10-23 call 312.5000 0.6580 28.5500 31.2500 2026-10-20T13:34:32+00:00 0.0082 0.9444 0.0055 -0.4117 0.0349 -0.2614 12.9456 10.3945 -0.0004 0.0241 31.0283 AAPL261023C00315000 2026-10-23 call 315.0000 0.5112 25.6000 28.1000 2026-10-19T18:41:26+00:00 0.0082 0.9688 0.0044 -0.2167 0.0219 -0.2499 14.4755 7.7182 -0.0005 0.0250 28.2312 AAPL261023C00317500 2026-10-23 call 317.5000 0.5981 23.8000 26.4000 2026-10-19T19:44:11+00:00 0.0082 0.9270 0.0075 -0.4589 0.0431 -0.3244 14.6645 11.7118 -0.0006 0.0240 26.1535 AAPL261023C00320000 2026-10-23 call 320.0000 0.5938 22.0000 23.8500 2026-10-19T19:49:52+00:00 0.0082 0.9063 0.0091 -0.5433 0.0520 -0.3562 14.6052 12.7549 -0.0007 0.0236 23.8622 AAPL261023C00322500 2026-10-23 call 322.5000 0.6357 18.6000 21.2500 2026-10-19T19:50:01+00:00 0.0082 0.8644 0.0110 -0.7450 0.0677 -0.3572 12.2182 13.6765 -0.0006 0.0226 21.9278 AAPL261023C00325000 2026-10-23 call 325.0000 0.3755 15.9500 17.0000 2026-10-20T13:35:09+00:00 0.0082 0.9456 0.0094 -0.2451 0.0343 -0.4607 22.9773 10.4064 -0.0013 0.0251 18.3102 AAPL261023C00327500 2026-10-23 call 327.5000 0.4307 14.0500 15.3000 2026-10-20T13:34:51+00:00 0.0082 0.8863 0.0144 -0.4586 0.0599 -0.5222 19.5976 13.5010 -0.0013 0.0236 16.2916 AAPL261023C00330000 2026-10-23 call 330.0000 0.3250 11.7500 12.3000 2026-10-20T13:36:57+00:00 0.0082 0.9083 0.0163 -0.3072 0.0512 -0.6591 27.2657 12.8256 -0.0022 0.0245 13.4758 AAPL261023C00332500 2026-10-23 call 332.5000 0.3119 9.6500 10.1500 2026-10-20T13:36:29+00:00 0.0082 0.8682 0.0220 -0.3739 0.0664 -0.7461 25.9370 13.8796 -0.0026 0.0236 11.1903 AAPL261023C00335000 2026-10-23 call 335.0000 0.2969 7.6500 8.1000 2026-10-20T13:35:22+00:00 0.0082 0.8146 0.0290 -0.4384 0.0831 -0.7815 21.7480 13.7508 -0.0029 0.0222 8.9887 AAPL261023C00337500 2026-10-23 call 337.5000 0.2817 5.8500 6.2000 2026-10-20T13:35:08+00:00 0.0082 0.7423 0.0369 -0.4963 0.1004 -0.7163 14.4891 11.8123 -0.0028 0.0204 6.9194 AAPL261023C00340000 2026-10-23 call 340.0000 0.2597 4.2000 4.4000 2026-10-20T13:37:27+00:00 0.0082 0.6519 0.0458 -0.5194 0.1149 -0.5223 6.3397 7.6727 -0.0023 0.0180 4.9547 AAPL261023P00295000 2026-10-23 put 295.0000 0.5234 0.0100 0.0300 2026-10-20T13:32:00+00:00 0.0082 -0.0007 0.0001 -0.0064 0.0007 -0.0142 1.4167 0.4511 -0.0000 -0.0000 0.0030 AAPL261023P00300000 2026-10-23 put 300.0000 0.5176 0.0200 0.0500 2026-10-20T13:30:48+00:00 0.0082 -0.0020 0.0004 -0.0168 0.0020 -0.0345 3.0858 1.0798 -0.0001 -0.0001 0.0094 AAPL261023P00302500 2026-10-23 put 302.5000 0.5195 0.0100 0.0800 2026-10-20T13:31:37+00:00 0.0082 -0.0035 0.0007 -0.0284 0.0033 -0.0540 4.5200 1.6973 -0.0001 -0.0001 0.0177 AAPL261023P00305000 2026-10-23 put 305.0000 0.4785 0.0300 0.0700 2026-10-20T13:31:51+00:00 0.0082 -0.0032 0.0006 -0.0236 0.0030 -0.0538 4.5662 1.5572 -0.0001 -0.0001 0.0144 AAPL261023P00307500 2026-10-23 put 307.5000 0.4727 0.0400 0.1000 2026-10-20T13:32:09+00:00 0.0082 -0.0050 0.0010 -0.0354 0.0045 -0.0778 6.2253 2.2242 -0.0002 -0.0001 0.0237 AAPL261023P00310000 2026-10-23 put 310.0000 0.4258 0.0700 0.0800 2026-10-20T13:34:55+00:00 0.0082 -0.0041 0.0009 -0.0266 0.0038 -0.0742 6.0971 1.9101 -0.0002 -0.0001 0.0171 AAPL261023P00312500 2026-10-23 put 312.5000 0.4404 0.0600 0.1600 2026-10-20T13:30:05+00:00 0.0082 -0.0093 0.0018 -0.0565 0.0077 -0.1309 9.5857 3.4841 -0.0003 -0.0003 0.0431 AAPL261023P00315000 2026-10-23 put 315.0000 0.3877 0.0800 0.1200 2026-10-20T13:33:57+00:00 0.0082 -0.0073 0.0017 -0.0402 0.0063 -0.1251 9.5038 2.9287 -0.0003 -0.0002 0.0290 AAPL261023P00317500 2026-10-23 put 317.5000 0.3809 0.0700 0.1800 2026-10-20T13:30:01+00:00 0.0082 -0.0120 0.0026 -0.0611 0.0097 -0.1819 12.7703 4.1808 -0.0005 -0.0003 0.0495 AAPL261023P00320000 2026-10-23 put 320.0000 0.3467 0.1400 0.1800 2026-10-20T13:33:47+00:00 0.0082 -0.0129 0.0031 -0.0594 0.0104 -0.2112 14.6304 4.4149 -0.0006 -0.0004 0.0491 AAPL261023P00322500 2026-10-23 put 322.5000 0.3379 0.1800 0.2700 2026-10-20T13:34:43+00:00 0.0082 -0.0211 0.0048 -0.0880 0.0158 -0.3001 18.9552 6.1085 -0.0009 -0.0006 0.0829 AAPL261023P00325000 2026-10-23 put 325.0000 0.3169 0.2900 0.3400 2026-10-20T13:37:32+00:00 0.0082 -0.0290 0.0067 -0.1077 0.0206 -0.3900 22.9815 7.4343 -0.0013 -0.0008 0.1114 AAPL261023P00327500 2026-10-23 put 327.5000 0.2930 0.3400 0.4200 2026-10-20T13:34:53+00:00 0.0082 -0.0393 0.0093 -0.1275 0.0264 -0.5021 27.4618 8.8311 -0.0018 -0.0011 0.1454 AAPL261023P00330000 2026-10-23 put 330.0000 0.2871 0.5900 0.6600 2026-10-20T13:36:57+00:00 0.0082 -0.0665 0.0145 -0.1897 0.0401 -0.6636 30.9967 11.4080 -0.0025 -0.0019 0.2629 AAPL261023P00332500 2026-10-23 put 332.5000 0.2798 0.9400 1.0000 2026-10-20T13:37:10+00:00 0.0082 -0.1069 0.0212 -0.2632 0.0573 -0.8017 30.9921 13.3770 -0.0031 -0.0030 0.4509 AAPL261023P00335000 2026-10-23 put 335.0000 0.2697 1.4000 1.4500 2026-10-20T13:36:41+00:00 0.0082 -0.1628 0.0294 -0.3382 0.0765 -0.8747 26.7279 13.9773 -0.0035 -0.0047 0.7298 AAPL261023P00337500 2026-10-23 put 337.5000 0.2638 2.0200 2.1300 2026-10-20T13:36:52+00:00 0.0082 -0.2441 0.0383 -0.4203 0.0975 -0.7960 17.1553 12.2890 -0.0033 -0.0070 1.1996 AAPL261023P00340000 2026-10-23 put 340.0000 0.2622 3.0500 3.1000 2026-10-20T13:37:13+00:00 0.0082 -0.3494 0.0454 -0.4907 0.1151 -0.5125 6.1639 7.6001 -0.0023 -0.0100 1.9412 Delta is dimensionless; gamma is per USD; theta is USD/day; vega is USD per one volatility percentage point; rho is USD per one interest-rate percentage point. calculates these and higher-order sensitivities. IV and quotes can have different timestamps; no synchronized live quote is claimed. Observed risk and performance measurements metric symbol value unit status Annualized volatility AAPL 24.3111 % calculated Historical VaR (signed return) AAPL -1.9766 % calculated Expected shortfall (signed return) AAPL -3.4726 % calculated Maximum drawdown AAPL -13.7985 % calculated Skewness AAPL -0.4186 dimensionless calculated Kurtosis AAPL 3.3247 dimensionless calculated Ulcer AAPL 6.1012 % calculated Period Return AAPL 45.4190 % calculated calculates daily-return risk and performance from the same completed source sessions. Volatility uses 252 sessions per year. VaR/expected-shortfall rows retain the library's signed-return convention; main risk cards show loss-positive values. Tracking error and information ratio retain daily units. Complete FinanceToolkit technical indicator collection indicator symbol value status date McClellan Oscillator AAPL 0.0186 calculated 2026-10-19 Advancers - Decliners AAPL -1.0000 calculated 2026-10-19 On-Balance Volume AAPL 1,468,454,500.0000 calculated 2026-10-19 Accumulation/Distribution Line AAPL 756,099,016.3751 calculated 2026-10-19 Chaikin Oscillator AAPL -27,972,954.6813 calculated 2026-10-19 TRIN AAPL - unavailable 2026-10-19 New Highs - New Lows AAPL 0.0000 calculated 2026-10-19 Chaikin Money Flow AAPL -0.1622 calculated 2026-10-19 Ease of Movement AAPL 11.3362 calculated 2026-10-19 Negative Volume Index AAPL 1,150.0957 calculated 2026-10-19 Positive Volume Index AAPL 1,264.4081 calculated 2026-10-19 Money Flow Index AAPL 67.0511 calculated 2026-10-19 Williams %R AAPL -23.3214 calculated 2026-10-19 Aroon Indicator Up AAPL 71.4286 calculated 2026-10-19 Aroon Indicator Down AAPL 14.2857 calculated 2026-10-19 Commodity Channel Index AAPL 73.8004 calculated 2026-10-19 Relative Vigor Index AAPL 0.5800 calculated 2026-10-19 Force Index AAPL 24,445,330.7409 calculated 2026-10-19 Ultimate Oscillator AAPL 43.0215 calculated 2026-10-19 Percentage Price Oscillator AAPL 1.8917 calculated 2026-10-19 Detrended Price Oscillator AAPL -1.2500 calculated 2026-10-19 Average Directional Index AAPL 18.0352 calculated 2026-10-19 Chande Momentum Oscillator AAPL 43.5932 calculated 2026-10-19 Ichimoku Conversion Line AAPL 339.4250 calculated 2026-10-19 Ichimoku Base Line AAPL 336.9800 calculated 2026-10-19 Ichimoku Leading Span A AAPL 320.7275 calculated 2026-10-19 Ichimoku Leading Span B AAPL 312.3656 calculated 2026-10-19 Stochastic %K AAPL 76.6786 calculated 2026-10-19 Stochastic %D AAPL 76.0519 calculated 2026-10-19 MACD Line AAPL 4.1295 calculated 2026-10-19 MACD Signal Line AAPL 3.9818 calculated 2026-10-19 Relative Strength Index AAPL 61.1953 calculated 2026-10-19 Balance of Power AAPL 0.3673 calculated 2026-10-19 Awesome Oscillator AAPL 10.4044 calculated 2026-10-19 Vortex Indicator VI+ AAPL 1.0738 calculated 2026-10-19 Vortex Indicator VI- AAPL 0.8475 calculated 2026-10-19 Elder Ray Bull Power AAPL 6.5177 calculated 2026-10-19 Elder Ray Bear Power AAPL 0.6377 calculated 2026-10-19 Rate of Change AAPL 4.1105 calculated 2026-10-19 Choppiness Index AAPL 52.7329 calculated 2026-10-19 Know Sure Thing AAPL 40.2643 calculated 2026-10-19 Know Sure Thing Signal Line AAPL 46.0773 calculated 2026-10-19 Simple Moving Average (SMA) AAPL 337.9200 calculated 2026-10-19 Exponential Moving Average (EMA) AAPL 339.1811 calculated 2026-10-19 Double Exponential Moving Average (DEMA) AAPL 343.0823 calculated 2026-10-19 TRIX AAPL 0.1741 calculated 2026-10-19 Triangular Moving Average AAPL 338.1027 calculated 2026-10-19 Weighted Moving Average (WMA) AAPL 340.1395 calculated 2026-10-19 Hull Moving Average (HMA) AAPL 344.3593 calculated 2026-10-19 Kaufman Adaptive Moving Average (KAMA) AAPL 333.3192 calculated 2026-10-19 Volume Weighted Average Price (VWAP) AAPL 338.4303 calculated 2026-10-19 Parabolic SAR AAPL 331.7011 calculated 2026-10-19 Pivot Point AAPL 343.9133 calculated 2026-10-19 Pivot Point Resistance 1 AAPL 347.3667 calculated 2026-10-19 Pivot Point Support 1 AAPL 340.0067 calculated 2026-10-19 Fibonacci Retracement 50.0% AAPL 336.9800 calculated 2026-10-19 Fibonacci Retracement 61.8% AAPL 334.3439 calculated 2026-10-19 Bollinger Band Upper AAPL 346.7240 calculated 2026-10-19 Bollinger Band Middle AAPL 337.9200 calculated 2026-10-19 Bollinger Band Lower AAPL 329.1161 calculated 2026-10-19 True Range AAPL 5.8800 calculated 2026-10-19 Average True Range AAPL 6.6393 calculated 2026-10-19 Supertrend AAPL 325.1297 calculated 2026-10-19 Supertrend Trend Direction AAPL 1.0000 calculated 2026-10-19 Keltner Channel Upper AAPL 352.4596 calculated 2026-10-19 Keltner Channel Middle AAPL 339.1811 calculated 2026-10-19 Keltner Channel Lower AAPL 325.9025 calculated 2026-10-19 Donchian Channel Upper AAPL 348.1500 calculated 2026-10-19 Donchian Channel Middle AAPL 336.9800 calculated 2026-10-19 Donchian Channel Lower AAPL 325.8100 calculated 2026-10-19 The actual technicals controller collects all supported breadth, momentum, overlap and volatility indicators from observed adjusted OHLCV. Each latest value has its own calculated/unavailable state. Session volume is provider volume, not a fabricated order book. Source and calculation coverage module status reason ratios/models unavailable Financial statement ratios and DuPont require matching annual statement evidence; choose AQ06 for those calculations. fixedincome unavailable No specific bond, coupon schedule or swaption market observations were supplied by this stock-market demonstration. Bond and swaption outputs are not invented. economics unavailable No dated macro release/vintage dataset was selected. Market price returns are not substituted for economic releases. portfolio/causal econometrics unavailable Portfolio optimization and causal research require explicit constraints, instruments and validation; this bounded demonstration does not imply those workflows ran. Unavailable measurements retain their specific missing evidence. A method being present in the library does not mean the required market inputs exist. Measures that need additional evidence (4) ratios/models: Financial statement ratios and DuPont require matching annual statement evidence; choose AQ06 for those calculations. fixedincome: No specific bond, coupon schedule or swaption market observations were supplied by this stock-market demonstration. Bond and swaption outputs are not invented. economics: No dated macro release/vintage dataset was selected. Market price returns are not substituted for economic releases. portfolio/causal econometrics: Portfolio optimization and causal research require explicit constraints, instruments and validation; this bounded demonstration does not imply those workflows ran. 03 / المصادر والمنهج تتبّع المنطق. طريقة الحساب Public yfinance observations are requested through tomorrow because Yahoo's end date is exclusive. Only verified completed XNYS sessions at selection time enter daily studies; incomplete current-day bars are excluded. The selection date is fixed once in Africa/Tunis. The observed source cutoff is displayed separately. methods receive observed input. Missing values are not filled or replaced with defaults. Adjusted-close returns are descriptive provider-adjusted returns, not a point-in-time data-vintage backtest. أدلة المصادر AAPL 2026-10-19 Apple observed option chain 2026-10-20 ^IRX 2026-10-19 النطاق والمراجعة This is a bounded public-data research demonstration; no transaction execution, accounts or customer records are used. Sources may be delayed or revised. Current observations and provider licensing must be reviewed before commercial redistribution. Narratives are generated deterministically from calculated evidence. No language model is claimed to have authored this run. يظل تاريخ التشغيل ثابتاً لهذا الاختيار. قد تسبقه مشاهدات السوق وفترات التقارير المالية. التقديرات حسابات بحثية وليست أسعاراً مستقبلية مرصودة. الفصل السابق 01 / 03 الفصل التالي استكشف هذا التحليل لفريقك. ناقش الأسعار لشركاتك وأسواقك واحتياجات المراجعة. طلب عرض سعر .demo-book .book-page{height:auto;min-height:0;overflow:visible}.book-page[hidden]{display:block!important}.book-chapters,.book-page-controls{display:none!important}