APD Options History — October 2024 In October 2024, APD traded between $285.24 and $331.28. ATM implied volatility averaged 31.6%, placing in the 64.5% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded below realized volatility by 3.3% (HV 20d: 34.9%). Max pain ranged from $280.00 to $310.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.91.
Notable Days 2024-10-15 : Highest Volume — 7,424 contracts2024-10-09 : Largest IV spike — 43.3% change2024-10-30 : Highest IV Rank — 100.0%2024-10-31 : Largest Expected Move — 12.8%Monthly Statistics Metric Avg Min Max Open Close Price $314.58 $285.24 $331.28 $292.05 $310.97 Max Pain $294.35 $280.00 $310.00 $290.00 $290.00 ATM IV 31.6% 21.8% 44.6% 22.9% 44.6% Expected Move 9.5% 6.6% 12.8% 6.6% 12.8% HV 20d 34.9% 19.0% 38.7% 20.2% 37.4% HV 60d 28.6% 25.3% 32.0% 25.7% 25.5% IV Rank 64.5% 27.8% 100.0% 32.1% 100.0% IV Percentile 85.3% 65.1% 100.0% 69.8% 100.0% Term Structure -4.6% -13.3% 9.3% 9.2% -13.3% VWIV 34.3% 23.1% 44.4% 23.3% 44.4% Skew 25d 3.6% 1.2% 7.3% 1.2% 5.3% Skew 10d 7.8% 3.0% 16.6% 3.0% 9.3% Call IV 25d 32.0% 23.0% 42.1% 23.3% 42.1% Put IV 25d 35.6% 24.5% 47.3% 24.5% 47.3% Bid-Ask Spread % 66.62 51.50 82.67 82.23 67.39 Gamma HHI 0.19 0.13 0.26 0.20 0.17 Net GEX 14.1M 10.7M 20.1M 15.3M 14.3M Net DEX -435.1M -710.3M -156.1M -222.1M -365.4M Net VEX -1.4M -1.7M -1.3M -1.4M -1.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.91 0.03 3.05 0.06 0.78 Total Volume 1,753.826 267 7,424 1,662 312 Total OI 46,422 38,670 53,511 38,670 52,616
Daily Data (23 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 2024-10-01 $292.05 $290.00 22.9% 6.6% 20.2% 32.1% 23.3% 1.2% 9.2% 15.3M -222.1M -1.4M 0.06 82.23 1,573 89 22,958 15,712 2024-10-02 $290.33 $290.00 23.2% 6.7% 20.5% 33.4% 23.1% 1.6% 9.3% 15.2M -206.4M -1.4M 0.23 82.67 650 148 23,109 15,747 2024-10-03 $285.54 $300.00 24.3% 9.3% 21.5% 37.5% 33.2% 3.1% -3.7% 12.1M -157.8M -1.4M 2.63 55.77 87 229 23,339 16,091 2024-10-04 $285.24 $300.00 24.8% 9.1% 19.0% 39.2% 32.3% 2.7% -3.8% 11.7M -156.1M -1.3M 0.55 51.50 1,013 561 23,360 16,286 2024-10-07 $312.75 $300.00 26.1% 9.7% 36.6% 44.4% 35.5% 2.3% -4.6% 18.8M -447.5M -1.3M 1.74 64.54 1,621 2,815 23,623 16,746 2024-10-08 $308.90 $300.00 21.8% 9.2% 37.2% 27.8% 32.6% 2.0% -3.6% 20.1M -387.6M -1.5M 1.51 63.78 705 1,067 24,418 19,487 2024-10-09 $317.92 $300.00 31.2% 8.9% 38.1% 63.9% 32.8% 2.6% -2.9% 16.5M -493.3M -1.3M 0.96 60.68 1,136 1,095 24,586 20,089 2024-10-10 $313.95 $300.00 32.6% 9.4% 38.7% 69.3% 32.5% 1.9% -3.7% 18.4M -449.4M -1.4M 0.81 63.61 1,032 833 25,211 20,775 2024-10-11 $316.68 $300.00 29.6% 8.5% 38.4% 57.9% 31.0% 2.0% -3.1% 17.2M -480.7M -1.4M 1.18 67.27 559 658 25,515 21,379 2024-10-14 $319.31 $310.00 31.7% 9.1% 38.3% 65.9% 32.1% 6.0% -4.2% 15.6M -509.7M -1.4M 0.30 71.60 2,173 655 25,833 21,682 2024-10-15 $322.53 $310.00 33.7% 9.7% 38.3% 73.4% 38.0% 3.9% -5.3% 14.4M -569.9M -1.5M 0.16 68.41 6,389 1,035 27,494 22,060 2024-10-16 $327.50 $290.00 31.8% 9.1% 38.0% 66.3% 35.2% 2.5% -5.7% 12.8M -651.1M -1.3M 0.37 62.63 1,576 579 28,440 22,904 2024-10-17 $327.97 $280.00 31.1% 8.9% 38.0% 63.4% 31.8% 2.8% -3.4% 13.4M -672.7M -1.4M 0.65 67.99 737 477 29,404 23,277 2024-10-18 $331.28 $290.00 30.0% 8.6% 37.9% 59.1% 30.0% 2.8% -4.4% 17.0M -710.3M -1.4M 0.22 65.63 1,469 317 29,919 23,592 2024-10-21 $330.96 $290.00 30.2% 8.7% 37.9% 60.1% 30.2% 3.3% -4.3% 11.4M -534.7M -1.4M 0.97 61.51 443 431 25,062 21,070 2024-10-22 $329.83 $290.00 31.2% 8.9% 37.8% 63.9% 32.9% 3.8% -4.9% 10.7M -509.8M -1.4M 1.41 63.07 180 253 25,297 21,342 2024-10-23 $326.99 $290.00 32.8% 9.4% 37.9% 69.9% 38.9% 4.7% -5.5% 10.9M -481.0M -1.5M 0.27 66.88 572 157 25,399 21,455 2024-10-24 $321.33 $290.00 35.6% 10.2% 38.4% 80.8% 36.9% 7.3% -7.1% 11.2M -431.2M -1.6M 1.49 72.65 177 264 25,864 21,545 2024-10-25 $318.06 $290.00 37.3% 10.7% 38.6% 87.2% 38.8% 4.3% -8.8% 11.3M -409.6M -1.5M 0.59 70.09 302 177 25,930 21,587 2024-10-28 $316.06 $290.00 39.4% 11.3% 38.5% 95.1% 40.5% 5.1% -10.2% 10.7M -381.6M -1.5M 0.93 61.53 139 129 25,818 21,614 2024-10-29 $316.61 $290.00 39.1% 11.2% 37.7% 94.0% 39.2% 5.2% -10.7% 10.9M -395.8M -1.4M 0.03 70.39 5,116 141 25,873 21,649 2024-10-30 $312.68 $290.00 41.7% 12.0% 38.0% 100.0% 44.3% 5.6% -11.5% 14.9M -384.5M -1.6M 3.05 70.44 66 201 30,837 21,712 2024-10-31 $310.97 $290.00 44.6% 12.8% 37.4% 100.0% 44.4% 5.3% -13.3% 14.3M -365.4M -1.7M 0.78 67.39 175 137 30,849 21,767
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