APD Options History — June 2022

In June 2022, APD traded between $234.33 and $260.79. ATM implied volatility averaged 28.2%, placing in the 53.6% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded below realized volatility by 0.9% (HV 20d: 29.1%). Max pain ranged from $230.00 to $260.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 1.06.

Notable Days

  • 2022-06-28: Highest Volume — 7,610 contracts
  • 2022-06-13: Largest IV spike — 14.5% change
  • 2022-06-16: Highest IV Rank — 69.7%
  • 2022-06-16: Largest Expected Move — 9.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$245.81$234.33$260.79$244.54$239.56
Max Pain$242.38$230.00$260.00$260.00$250.00
ATM IV28.2%26.0%32.2%28.1%29.7%
Expected Move8.0%6.9%9.2%8.1%8.5%
HV 20d29.1%25.6%32.4%31.8%30.9%
HV 60d26.8%25.6%28.0%26.8%28.0%
IV Rank53.6%44.6%69.7%53.4%59.6%
IV Percentile78.1%68.3%92.1%79.0%84.9%
Term Structure1.6%-0.7%3.5%-0.7%1.6%
VWIV28.7%23.9%32.0%28.7%30.7%
Skew 25d5.3%4.5%6.9%5.3%6.4%
Skew 10d12.0%7.1%23.4%11.3%11.9%
Call IV 25d26.2%22.9%30.3%25.6%27.3%
Put IV 25d31.5%27.4%36.4%30.9%33.8%
Bid-Ask Spread %79.9071.2988.4788.4781.08
Gamma HHI0.200.150.320.180.29
Net GEX4.4M494.3K13.1M2.4M4.5M
Net DEX9.0M-101.4M105.2M42.7M3.2M
Net VEX-1.6M-1.9M-1.5M-1.6M-1.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.060.162.080.941.58
Total Volume3,138.8571,8307,6102,3182,375
Total OI42,088.47633,16847,33141,22041,661

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$244.54$260.0028.1%8.1%31.8%53.4%28.7%5.3%-0.7%2.4M42.7M-1.6M0.9488.471,1971,12123,42517,795
2022-06-02$251.67$230.0026.1%7.1%31.1%45.3%25.8%4.8%1.5%5.6M-4.6M-1.7M0.6079.051,9801,18426,98017,719
2022-06-03$252.37$230.0027.1%7.4%25.6%49.0%25.8%6.0%1.4%6.9M-21.0M-1.8M0.9977.371,1951,17827,55417,771
2022-06-06$257.06$230.0026.9%7.1%26.1%48.4%24.7%5.0%1.1%9.7M-61.5M-1.8M0.7477.441,5711,16827,53817,865
2022-06-07$260.79$240.0026.2%6.9%25.9%45.7%23.9%4.6%2.1%13.1M-101.4M-1.9M0.7279.271,7761,27727,60517,902
2022-06-08$253.38$240.0026.0%7.4%27.3%44.6%30.0%5.2%1.9%6.6M-23.7M-1.7M1.3779.141,4201,94727,82418,008
2022-06-09$254.31$240.0027.3%7.8%27.1%50.1%29.4%4.7%1.0%7.7M-33.4M-1.8M1.2476.761,6101,99127,99318,376
2022-06-10$249.04$250.0027.7%7.9%27.7%51.6%32.0%5.3%0.4%4.6M7.9M-1.7M1.3779.341,6872,31828,59318,492
2022-06-13$242.12$250.0031.7%9.1%29.5%67.8%31.0%4.9%0.3%2.3M53.7M-1.6M0.8077.981,9051,51628,64417,911
2022-06-14$239.81$240.0031.6%9.0%29.6%67.1%31.0%6.9%1.0%1.6M69.3M-1.6M0.7471.291,5511,15528,94217,971
2022-06-15$239.83$240.0029.0%8.3%28.1%57.1%30.2%4.8%1.0%1.8M70.7M-1.6M1.0182.501,3021,30928,97818,017
2022-06-16$234.33$240.0032.2%9.2%28.3%69.7%32.0%5.9%1.3%494.3K105.2M-1.5M1.0580.371,2501,31529,28118,050
2022-06-17$236.48$240.0028.9%8.3%28.4%56.4%29.4%6.5%3.5%1.4M92.1M-1.5M1.2581.789521,18829,26118,011
2022-06-21$241.16$240.0027.4%7.9%29.2%50.6%26.8%5.3%3.3%2.2M13.2M-1.5M1.0179.841,2321,25019,84213,326
2022-06-22$240.87$240.0028.3%8.1%29.2%54.1%29.3%4.7%1.4%2.6M11.2M-1.5M2.0082.486111,21920,46513,471
2022-06-23$241.20$240.0029.4%8.4%29.2%58.5%30.3%6.1%1.2%2.6M11.9M-1.5M1.3080.298281,07520,51513,480
2022-06-24$251.34$240.0026.5%7.6%32.4%46.8%27.0%5.3%2.0%5.0M-39.9M-1.7M2.0879.116931,44320,62113,532
2022-06-27$246.79$250.0026.7%7.7%32.3%47.5%29.6%5.4%2.3%3.6M-9.7M-1.5M1.1378.079921,12020,80613,894
2022-06-28$242.16$250.0027.7%7.9%30.8%51.2%27.3%4.5%2.8%2.6M12.5M-1.5M0.1683.696,5841,02620,93113,955
2022-06-29$243.28$250.0027.7%7.9%30.6%51.5%27.7%4.5%2.4%5.3M-9.9M-1.6M0.2882.495,7921,61326,85913,994
2022-06-30$239.56$250.0029.7%8.5%30.9%59.6%30.7%6.4%1.6%4.5M3.2M-1.6M1.5881.089221,45326,87514,786