APPF Options History — February 2019 In February 2019, APPF traded between $62.53 and $71.96. ATM implied volatility averaged 51.9%. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 24.0% (HV 20d: 27.9%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 1.12.
Notable Days 2019-02-28 : Highest Volume — 375 contracts2019-02-06 : Largest IV spike — 43.8% change2019-02-28 : Largest Expected Move — 18.6%Monthly Statistics Metric Avg Min Max Open Close Price $66.65 $62.53 $71.96 $64.06 $71.96 Max Pain $60.79 $60.00 $65.00 $60.00 $65.00 ATM IV 51.9% 33.4% 65.0% 33.4% 65.0% Expected Move 15.6% 14.3% 18.6% 14.4% 18.6% HV 20d 27.9% 23.6% 30.8% 30.8% 26.0% HV 60d 33.6% 32.5% 35.4% 35.4% 33.5% Term Structure -10.2% -18.7% -5.7% -7.0% -18.7% VWIV 53.8% 47.7% 61.1% 49.9% 61.1% Skew 25d 4.8% 3.2% 7.7% 4.1% 5.1% Skew 10d 8.5% 6.3% 10.0% 8.8% 8.8% Call IV 25d 51.9% 47.0% 61.1% 47.0% 60.3% Put IV 25d 56.7% 51.1% 68.9% 51.1% 65.3% Bid-Ask Spread % 46.83 30.15 73.28 45.60 30.15 Gamma HHI 0.26 0.21 0.35 0.27 0.22 Net GEX 27.6K 7.8K 57.8K 26.8K 51.6K Net DEX -644.1K -1.4M -177.3K -523.0K -1.4M Net VEX -4.5K -5.7K -3.1K -3.1K -5.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.12 0.00 4.70 2.31 0.17 Total Volume 124.632 6 375 162 375 Total OI 747.263 398 1,177 398 1,177
Daily Data (19 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 2019-02-01 $64.06 $60.00 33.4% 14.4% 30.8% 0.0% 49.9% 4.1% -7.0% 26.8K -523.0K -3.1K 2.31 45.60 49 113 293 105 2019-02-04 $64.23 $60.00 35.4% 14.3% 30.8% 0.0% 50.1% 3.5% -5.8% 14.5K -333.2K -3.9K 0.00 47.85 6 0 293 215 2019-02-05 $63.89 $60.00 34.9% 14.5% 29.2% 0.0% 56.3% 4.4% -6.1% 13.7K -297.5K -3.9K 3.10 40.09 10 31 297 215 2019-02-06 $63.01 $60.00 50.3% 14.4% 29.9% 0.0% 50.0% 3.7% -5.7% 7.8K -193.0K -3.8K 0.06 50.09 16 1 298 246 2019-02-07 $62.53 $60.00 51.0% 14.6% 28.0% 0.0% 51.8% 4.7% -6.3% 8.5K -177.3K -3.8K 1.54 45.88 13 20 314 245 2019-02-08 $63.72 $60.00 50.0% 14.3% 28.2% 0.0% 51.3% 3.2% -5.7% 16.0K -276.6K -3.9K 1.47 45.22 15 22 312 262 2019-02-11 $64.40 $60.00 52.3% 15.0% 28.3% 0.0% 50.5% 4.4% -7.9% 25.1K -363.6K -3.9K 0.08 47.17 38 3 319 271 2019-02-12 $64.94 $60.00 52.7% 15.1% 27.7% 0.0% 51.0% 5.1% -8.4% 37.5K -480.6K -4.0K 1.60 49.99 10 16 356 274 2019-02-13 $65.75 $60.00 53.0% 15.2% 27.4% 0.0% 54.8% 4.4% -8.3% 45.5K -582.3K -4.2K 0.74 51.43 38 28 356 285 2019-02-14 $65.57 $60.00 53.7% 15.4% 27.0% 0.0% 55.5% 4.9% -8.4% 57.8K -678.7K -4.4K 0.54 50.12 54 29 386 290 2019-02-15 $67.37 $60.00 54.6% 15.6% 28.3% 0.0% 54.1% 4.6% -10.2% 22.2K -983.5K -4.3K 0.40 50.94 96 38 397 289 2019-02-19 $67.65 $60.00 53.2% 15.2% 28.2% 0.0% 59.4% 5.1% -10.2% 30.2K -798.9K -4.4K 4.70 49.56 60 282 358 251 2019-02-20 $67.97 $60.00 53.1% 15.2% 27.7% 0.0% 47.7% 5.5% -10.5% 19.4K -664.5K -5.3K 3.27 45.64 86 281 400 534 2019-02-21 $68.57 $60.00 55.0% 15.8% 27.7% 0.0% 54.2% 5.2% -11.7% 18.6K -742.1K -5.1K 0.20 37.27 99 20 393 535 2019-02-22 $70.46 $60.00 56.1% 16.1% 28.7% 0.0% 51.5% 5.5% -12.2% 29.0K -1.0M -5.2K 0.11 37.76 169 18 411 550 2019-02-25 $71.44 $60.00 60.4% 17.3% 27.5% 0.0% 53.0% 5.6% -16.3% 40.6K -1.2M -5.1K 0.46 46.08 69 32 495 559 2019-02-26 $69.60 $65.00 59.8% 17.1% 25.2% 0.0% 60.7% 4.7% -15.5% 30.2K -787.9K -5.5K 0.24 45.58 80 19 505 589 2019-02-27 $69.23 $65.00 62.6% 17.9% 23.6% 0.0% 60.0% 7.7% -18.4% 30.1K -775.9K -5.7K 0.28 73.28 103 29 530 593 2019-02-28 $71.96 $65.00 65.0% 18.6% 26.0% 0.0% 61.1% 5.1% -18.7% 51.6K -1.4M -5.7K 0.17 30.15 321 54 564 613
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