AppFolio Inc. (APPF) Options History
Historical options analytics archive for APPF with monthly max pain, implied volatility, gamma exposure, and put/call data.
91 months of complete options data available.
APPF monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for APPF. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 53.1% | 57.2% | $170.00 | $74.4K | -$2.1M | 5.52 |
| 2026-05 | 20 | 49.3% | 49.7% | $175.00 | $325.6K | -$3.6M | 2.96 |
| 2026-04 | 21 | 57.0% | 70.6% | $160.00 | $524.8K | -$7.6M | 1.42 |
| 2026-03 | 22 | 45.6% | 44.4% | $180.00 | $264.2K | -$2.8M | 1.80 |
| 2026-02 | 19 | 44.3% | 41.8% | $170.00 | $421.2K | -$9.8M | 8.63 |
| 2026-01 | 20 | 50.6% | 54.8% | $230.00 | $393.0K | -$11.9M | 20.82 |
This archive aggregates APPF's daily end-of-day options snapshots into monthly summaries, spanning 2018-12 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how APPF option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 53.1%, a month-end max-pain strike around $170.00, an average put/call ratio of 5.52.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Frequently asked APPF history questions
- How much options history is available for APPF?
- This archive holds 91 months of APPF options analytics, spanning 2018-12 through 2026-06. Each entry is a monthly rollup of APPF's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the APPF archive.
- What data does each monthly APPF aggregate contain?
- Every monthly row summarizes that month of APPF option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 53.1%, an average IV rank of 57.2%, a month-end max-pain strike around $170.00, an average put/call ratio of 5.52.
- How is the APPF options-history archive built and how often does it update?
- The archive is derived from APPF's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how APPF's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.