APPF Options History — November 2018

Name: APPF Options Analytics - November 2018
Creator: Options Analysis Suite

In November 2018, APPF traded between $61.06 and $61.87. ATM implied volatility averaged 47.2%. The 30-day expected move averaged 13.5%. Max pain ranged from $55.00 to $55.00. Net GEX was positive for 3 of 3 trading days. Term structure was in contango for 0 of 3 days. Put/call ratio averaged 3.36.

Notable Days

2018-11-29: Highest Volume — 376 contracts
2018-11-29: Largest IV drop — 3.4% change
2018-11-28: Largest Expected Move — 13.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$61.43	$61.06	$61.87	$61.36	$61.06
Max Pain	$55.00	$55.00	$55.00	$55.00	$55.00
ATM IV	47.2%	46.5%	48.4%	48.4%	46.5%
Expected Move	13.5%	13.3%	13.9%	13.9%	13.3%
Term Structure	-4.1%	-4.4%	-3.7%	-4.4%	-4.1%
VWIV	52.9%	50.2%	55.3%	55.3%	53.1%
Skew 25d	3.3%	3.0%	3.6%	3.3%	3.6%
Skew 10d	6.9%	5.2%	8.0%	7.5%	8.0%
Call IV 25d	46.3%	45.5%	47.2%	47.2%	45.5%
Put IV 25d	49.6%	49.1%	50.5%	50.5%	49.1%
Bid-Ask Spread %	66.88	62.49	70.47	62.49	70.47
Gamma HHI	0.70	0.68	0.71	0.68	0.69
Net GEX	156.9K	149.0K	164.1K	149.0K	157.5K
Net DEX	-2.0M	-2.1M	-1.8M	-2.0M	-1.8M
Net VEX	-7.2K	-7.5K	-6.9K	-7.5K	-6.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.36	2.62	3.78	3.78	3.68
Total Volume	355.333	344	376	344	346
Total OI	1,414	1,410	1,416	1,416	1,416

Daily Data (3 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
2018-11-28	$61.36	$55.00	48.4%	13.9%	0.0%	0.0%	55.3%	3.3%	-4.4%	149.0K	-2.0M	-7.5K	3.78	62.49	72	272	1,078	338
2018-11-29	$61.87	$55.00	46.7%	13.4%	0.0%	0.0%	50.2%	3.0%	-3.7%	164.1K	-2.1M	-7.1K	2.62	67.69	104	272	1,077	333
2018-11-30	$61.06	$55.00	46.5%	13.3%	0.0%	0.0%	53.1%	3.6%	-4.1%	157.5K	-1.8M	-6.9K	3.68	70.47	74	272	1,083	333