APPF Options History — January 2019 In January 2019, APPF traded between $56.66 and $63.64. ATM implied volatility averaged 38.3%. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 1.6% (HV 20d: 36.7%). Max pain ranged from $50.00 to $60.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.91.
Notable Days 2019-01-18 : Highest Volume — 203 contracts2019-01-28 : Largest IV spike — 14.0% change2019-01-31 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $60.69 $56.66 $63.64 $58.76 $63.20 Max Pain $54.76 $50.00 $60.00 $60.00 $60.00 ATM IV 38.3% 33.5% 47.6% 44.6% 33.5% Expected Move 11.1% 9.7% 13.6% 12.8% 13.6% HV 20d 36.7% 27.3% 44.7% 40.4% 34.1% Term Structure 7.3% -4.6% 12.2% -1.9% -4.6% VWIV 38.9% 32.2% 49.8% 46.0% 48.2% Skew 25d 3.6% 2.9% 4.4% 3.8% 4.3% Skew 10d 6.8% 1.8% 15.7% 12.3% 6.7% Call IV 25d 36.8% 31.8% 46.1% 43.4% 46.1% Put IV 25d 40.4% 35.1% 50.4% 47.2% 50.4% Bid-Ask Spread % 71.58 47.99 84.45 62.58 47.99 Gamma HHI 0.30 0.21 0.40 0.21 0.28 Net GEX 11.9K -1.3K 21.1K 2.1K 17.7K Net DEX -209.6K -428.4K 50.7K -43.1K -400.7K Net VEX -2.0K -3.1K -1.3K -1.5K -2.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.91 0.00 6.00 1.64 0.10 Total Volume 41.333 7 203 29 54 Total OI 365.952 334 422 342 375
Daily Data (21 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 2019-01-02 $58.76 $60.00 44.6% 12.8% 40.4% 0.0% 46.0% 3.8% -1.9% 2.1K -43.1K -1.5K 1.64 62.58 11 18 223 119 2019-01-03 $56.66 $55.00 47.6% 12.8% 41.4% 0.0% 44.6% 3.0% 3.6% -1.3K 50.7K -1.4K 1.82 56.86 11 20 224 110 2019-01-04 $57.26 $55.00 43.3% 12.2% 41.6% 0.0% 42.0% 3.8% 4.5% -230 37.2K -1.3K 1.75 65.06 12 21 224 111 2019-01-07 $59.19 $50.00 42.3% 11.8% 43.4% 0.0% 0.0% 4.3% 4.7% 7.2K -106.0K -1.3K 1.40 65.41 5 7 235 110 2019-01-08 $59.50 $50.00 41.5% 11.6% 43.0% 0.0% 49.8% 3.1% 5.8% 9.0K -127.9K -1.3K 0.60 65.81 15 9 235 109 2019-01-09 $61.43 $50.00 40.2% 11.5% 44.4% 0.0% 37.8% 3.6% 5.8% 13.2K -239.5K -1.4K 0.28 66.64 40 11 238 110 2019-01-10 $60.66 $50.00 39.3% 11.3% 44.7% 0.0% 37.4% 3.4% 6.3% 14.5K -192.9K -1.3K 0.51 68.01 41 21 257 110 2019-01-11 $61.25 $50.00 37.3% 10.7% 44.4% 0.0% 32.5% 3.4% 7.8% 17.9K -218.0K -1.5K 0.34 73.03 47 16 271 120 2019-01-14 $60.44 $50.00 37.2% 10.7% 44.0% 0.0% 0.0% 2.9% 7.3% 17.1K -166.0K -1.4K 0.67 72.57 6 4 274 119 2019-01-15 $61.56 $50.00 35.8% 10.3% 44.4% 0.0% 0.0% 3.1% 8.9% 18.4K -236.2K -1.4K 0.27 71.29 15 4 270 118 2019-01-16 $60.94 $50.00 34.4% 9.9% 35.5% 0.0% 0.0% 3.4% 9.3% 20.9K -213.2K -1.4K 0.33 74.92 12 4 279 118 2019-01-17 $61.27 $50.00 34.1% 9.8% 30.6% 0.0% 0.0% 3.4% 9.1% 21.1K -262.0K -1.4K 0.11 78.01 35 4 278 115 2019-01-18 $61.78 $50.00 34.8% 10.0% 29.8% 0.0% 34.8% 3.3% 8.6% 10.7K -351.5K -1.6K 0.28 75.36 158 45 307 115 2019-01-22 $61.20 $60.00 38.1% 10.9% 29.7% 0.0% 38.1% 3.8% 10.7% 11.1K -264.8K -2.9K 6.00 78.26 1 6 260 84 2019-01-23 $61.73 $60.00 37.3% 10.7% 28.5% 0.0% 37.2% 3.0% 10.6% 12.1K -294.0K -2.9K 0.86 75.50 7 6 260 84 2019-01-24 $61.75 $60.00 36.9% 10.6% 27.3% 0.0% 36.9% 3.4% 11.4% 12.2K -296.1K -2.8K 1.57 78.11 7 11 262 84 2019-01-25 $63.64 $60.00 33.7% 9.7% 27.4% 0.0% 34.0% 3.0% 12.2% 17.5K -428.4K -3.1K 0.59 77.10 39 23 262 89 2019-01-28 $61.26 $60.00 38.4% 11.0% 31.4% 0.0% 34.7% 4.2% 10.3% 12.1K -271.1K -2.9K 0.00 82.66 37 0 276 101 2019-01-29 $60.02 $60.00 37.4% 10.7% 32.5% 0.0% 35.8% 4.4% 10.7% 7.3K -163.0K -2.7K 0.02 83.46 48 1 275 101 2019-01-30 $60.94 $60.00 36.4% 10.4% 32.0% 0.0% 32.2% 4.2% 12.2% 8.5K -214.7K -2.7K 0.06 84.45 34 2 271 102 2019-01-31 $63.20 $60.00 33.5% 13.6% 34.1% 0.0% 48.2% 4.3% -4.6% 17.7K -400.7K -2.9K 0.10 47.99 49 5 273 102
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