APD Options History — October 2022

In October 2022, APD traded between $229.98 and $254.84. ATM implied volatility averaged 33.7%, placing in the 75.4% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 3.2% (HV 20d: 30.4%). Max pain ranged from $220.00 to $240.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.81.

Notable Days

  • 2022-10-10: Highest Volume — 4,536 contracts
  • 2022-10-05: Largest IV spike — 11.1% change
  • 2022-10-10: Highest IV Rank — 85.0%
  • 2022-10-12: Largest Expected Move — 10.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$241.43$229.98$254.84$238.83$250.77
Max Pain$234.76$220.00$240.00$240.00$240.00
ATM IV33.7%28.4%36.0%29.9%34.6%
Expected Move9.7%8.1%10.2%8.6%9.9%
HV 20d30.4%27.8%31.9%27.8%31.5%
HV 60d27.9%26.3%28.8%26.3%27.3%
IV Rank75.4%54.1%85.0%60.3%79.2%
IV Percentile92.0%66.3%98.8%79.4%94.4%
Term Structure-1.9%-5.0%2.5%1.9%-5.0%
VWIV33.7%28.4%38.0%30.2%34.1%
Skew 25d6.7%4.7%8.0%7.4%6.1%
Skew 10d14.9%8.8%24.2%15.3%12.1%
Call IV 25d31.0%26.7%32.9%27.6%32.3%
Put IV 25d37.7%33.5%40.3%35.0%38.3%
Bid-Ask Spread %76.9371.7583.1880.4177.30
Gamma HHI0.160.150.190.150.16
Net GEX-1.2M-4.7M2.2M-722.6K897.1K
Net DEX41.6M-58.3M122.4M51.9M-23.3M
Net VEX-1.4M-1.5M-1.3M-1.4M-1.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.810.401.621.350.73
Total Volume3,075.5711,9884,5362,3602,542
Total OI43,780.85739,69848,34239,69844,731

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$238.83$240.0029.9%8.6%27.8%60.3%30.2%7.4%1.9%-722.6K51.9M-1.4M1.3580.411,0031,35720,74818,950
2022-10-04$247.61$240.0028.4%8.1%30.8%54.1%28.4%6.8%2.5%767.1K-10.7M-1.5M0.9080.051,2541,13020,76318,941
2022-10-05$244.27$240.0031.5%9.0%29.2%66.9%31.9%7.8%1.3%210.7K14.9M-1.4M1.0483.189731,01520,87818,991
2022-10-06$238.87$230.0030.9%9.2%30.1%64.2%30.5%7.0%-1.2%-701.8K50.7M-1.4M0.8977.711,4621,30820,92519,015
2022-10-07$231.27$230.0033.5%9.9%31.1%74.9%33.6%7.9%-1.6%-1.9M107.1M-1.3M0.7177.451,5111,06921,21519,235
2022-10-10$233.22$230.0036.0%9.7%29.3%85.0%35.4%7.4%-1.5%-1.7M93.3M-1.3M1.4580.391,8522,68421,43719,362
2022-10-11$231.17$230.0034.2%10.0%27.9%77.6%36.9%6.2%-2.1%-2.9M114.5M-1.3M1.2579.581,5992,00321,80221,002
2022-10-12$229.98$220.0035.4%10.2%27.9%82.7%38.0%6.8%-1.6%-3.5M122.4M-1.4M0.6874.331,7701,19522,08222,090
2022-10-13$238.06$220.0032.8%9.4%30.0%71.8%35.6%7.9%-1.3%-2.3M70.9M-1.4M1.6273.111,5632,53122,23422,312
2022-10-14$233.33$220.0034.9%10.0%30.7%80.3%35.1%6.6%-2.0%-4.7M115.7M-1.4M0.5979.322,2291,30622,38523,311
2022-10-17$238.12$230.0034.1%9.8%31.5%77.1%33.6%8.0%-1.7%-3.5M78.3M-1.4M0.7575.161,7161,29422,62023,526
2022-10-18$241.83$240.0035.0%10.0%31.8%80.9%33.9%6.6%-1.8%-1.8M40.6M-1.4M0.6576.492,0371,31522,95423,824
2022-10-19$241.04$240.0035.3%10.1%31.5%82.0%35.1%7.4%-2.5%-1.8M45.7M-1.4M0.4879.252,3311,11723,30423,930
2022-10-20$238.51$240.0034.5%9.9%31.6%79.1%36.0%6.3%-1.6%-2.9M70.9M-1.4M0.4471.752,7121,18223,78023,959
2022-10-21$241.92$240.0034.3%9.8%31.5%77.9%32.5%6.4%-2.0%-1.3M28.9M-1.4M0.4074.442,6041,04024,19224,150
2022-10-24$243.33$240.0035.1%10.1%30.7%81.2%33.2%6.1%-2.9%-1.4M33.7M-1.4M0.7072.791,6451,15421,94021,531
2022-10-25$250.76$240.0034.9%10.0%31.9%80.7%33.4%6.3%-4.2%792.6K-23.4M-1.4M0.5771.861,8621,05722,22321,757
2022-10-26$252.60$240.0034.8%10.0%31.0%79.9%34.6%5.6%-4.4%1.3M-37.4M-1.4M0.6475.861,7061,09322,44821,890
2022-10-27$249.70$240.0034.5%9.9%30.6%78.9%33.6%5.4%-4.0%597.9K-13.2M-1.4M0.6476.721,6981,09522,49321,950
2022-10-28$254.84$240.0032.2%9.2%31.2%69.6%31.3%4.7%-3.2%2.2M-58.3M-1.3M0.6378.441,57799622,51822,000
2022-10-31$250.77$240.0034.6%9.9%31.5%79.2%34.1%6.1%-5.0%897.1K-23.3M-1.3M0.7377.301,4681,07422,59222,139