APD Options History — April 2024 In April 2024, APD traded between $228.35 and $243.24. ATM implied volatility averaged 30.1%, placing in the 67.7% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 12.6% (HV 20d: 17.4%). Max pain ranged from $240.00 to $240.00. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.96.
Notable Days 2024-04-29 : Highest Volume — 4,034 contracts2024-04-10 : Largest IV spike — 54.8% change2024-04-25 : Highest IV Rank — 100.0%2024-04-29 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $235.49 $228.35 $243.24 $243.24 $236.93 Max Pain $240.00 $240.00 $240.00 $240.00 $240.00 ATM IV 30.1% 19.3% 40.6% 19.3% 22.0% Expected Move 9.1% 5.5% 11.7% 5.5% 6.3% HV 20d 17.4% 15.5% 19.8% 19.3% 15.5% HV 60d 40.1% 40.0% 40.5% 40.0% 40.0% IV Rank 67.7% 25.3% 100.0% 25.3% 32.3% IV Percentile 82.6% 44.4% 100.0% 44.4% 64.3% Term Structure -3.9% -12.0% 9.4% 9.1% -0.5% VWIV 32.2% 19.4% 40.9% 19.8% 22.7% Skew 25d 2.4% 1.2% 3.4% 1.5% 1.2% Skew 10d 4.7% 2.1% 6.6% 2.1% 2.6% Call IV 25d 30.9% 18.4% 40.2% 18.4% 21.8% Put IV 25d 33.2% 19.9% 42.1% 19.9% 23.0% Bid-Ask Spread % 71.24 55.78 82.26 72.11 77.99 Gamma HHI 0.18 0.11 0.47 0.18 0.17 Net GEX -2.0M -15.9M 3.3M 3.3M 2.4M Net DEX 13.4M -50.3M 101.1M -50.3M -22.0M Net VEX -1.3M -1.4M -1.2M -1.2M -1.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.96 0.18 9.47 2.63 1.01 Total Volume 1,662.727 336 4,034 897 3,315 Total OI 39,810.591 34,999 46,160 34,999 46,160
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2024-04-01 $243.24 $240.00 19.3% 5.5% 19.3% 25.3% 19.8% 1.5% 9.1% 3.3M -50.3M -1.2M 2.63 72.11 247 650 17,753 17,246 2024-04-02 $239.57 $240.00 19.4% 5.6% 19.8% 25.8% 19.4% 1.8% 9.4% 1.1M -16.5M -1.2M 0.52 76.99 828 428 17,820 17,768 2024-04-03 $240.03 $240.00 19.8% 5.7% 19.8% 27.3% 19.5% 1.4% 9.4% 1.4M -23.6M -1.2M 0.53 82.26 432 230 17,964 17,848 2024-04-04 $237.07 $240.00 21.4% 8.6% 18.8% 33.9% 30.2% 2.8% -3.2% -373.9K 3.9M -1.2M 0.75 71.51 288 217 18,218 17,960 2024-04-05 $239.14 $240.00 20.6% 8.6% 18.9% 30.4% 31.4% 2.8% -3.2% 839.8K -12.6M -1.2M 1.21 72.45 152 184 18,313 18,058 2024-04-08 $237.79 $240.00 21.0% 8.8% 18.2% 32.2% 30.8% 2.6% -3.8% -516.8K 2.3M -1.2M 1.19 71.88 240 285 18,342 18,148 2024-04-09 $239.51 $240.00 20.4% 8.9% 15.7% 29.7% 32.7% 3.0% -4.2% 596.6K -9.9M -1.2M 3.47 71.37 816 2,828 18,297 18,340 2024-04-10 $236.10 $240.00 31.6% 9.1% 16.0% 75.0% 33.1% 3.0% -4.7% -2.9M 29.4M -1.3M 0.93 72.47 343 319 18,952 20,747 2024-04-11 $237.47 $240.00 31.7% 9.1% 15.8% 75.5% 33.5% 2.7% -4.4% -2.0M 10.5M -1.2M 9.47 73.72 152 1,440 19,153 20,783 2024-04-12 $232.16 $240.00 33.9% 9.7% 17.3% 84.2% 33.5% 3.4% -4.9% -5.3M 63.7M -1.3M 1.58 70.28 472 744 19,168 21,945 2024-04-15 $230.74 $240.00 34.4% 9.9% 17.3% 86.3% 34.8% 3.0% -5.7% -6.6M 78.0M -1.2M 3.07 69.69 249 764 19,307 22,071 2024-04-16 $228.35 $240.00 34.2% 9.8% 17.2% 85.7% 33.7% 2.7% -6.0% -8.0M 101.1M -1.2M 0.76 68.76 633 482 19,354 22,088 2024-04-17 $228.94 $240.00 34.6% 9.9% 16.4% 87.1% 34.2% 3.1% -6.3% -8.9M 84.2M -1.2M 2.22 69.87 417 924 19,694 21,801 2024-04-18 $232.99 $240.00 34.8% 10.0% 17.7% 87.9% 35.3% 2.3% -6.2% -7.3M 37.7M -1.2M 0.80 71.25 775 617 19,805 21,622 2024-04-19 $231.07 $240.00 35.1% 10.1% 17.2% 89.4% 34.9% 2.6% -6.4% -15.9M 41.1M -1.2M 0.18 72.09 1,669 294 20,251 21,568 2024-04-22 $233.81 $240.00 37.0% 10.6% 17.7% 96.7% 37.0% 2.2% -7.6% 61.6K 7.1M -1.3M 0.27 66.01 2,834 766 17,944 19,162 2024-04-23 $233.46 $240.00 35.5% 10.2% 17.7% 91.0% 36.2% 2.1% -7.2% 1.3M -1.3M -1.3M 7.17 72.86 390 2,795 20,282 19,617 2024-04-24 $234.30 $240.00 36.3% 10.4% 17.8% 94.2% 36.0% 2.6% -8.0% 39.4K 7.6M -1.4M 0.90 65.65 331 299 20,422 21,987 2024-04-25 $234.53 $240.00 38.9% 11.1% 16.0% 100.0% 38.4% 1.8% -9.6% -16.5K 854.2K -1.4M 1.10 69.43 606 667 20,635 22,172 2024-04-26 $236.21 $240.00 38.6% 11.1% 16.3% 99.0% 39.5% 1.9% -9.9% 669.2K -12.8M -1.4M 2.65 72.75 665 1,759 20,884 22,378 2024-04-29 $237.35 $240.00 40.6% 11.7% 16.4% 100.0% 40.9% 1.9% -12.0% 1.5M -22.7M -1.4M 0.80 55.78 2,246 1,788 21,286 22,520 2024-04-30 $236.93 $240.00 22.0% 6.3% 15.5% 32.3% 22.7% 1.2% -0.5% 2.4M -22.0M -1.3M 1.01 77.99 1,651 1,664 22,569 23,591
« Mar 2024 | All History | May 2024 » Home APD History April 2024