APPF Options History — March 2019 In March 2019, APPF traded between $66.13 and $79.42. ATM implied volatility averaged 35.5%. The 30-day expected move averaged 11.7%. IV traded below realized volatility by 6.6% (HV 20d: 42.1%). Max pain ranged from $65.00 to $85.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.53.
Notable Days 2019-03-26 : Highest Volume — 500 contracts2019-03-12 : Largest IV drop — 18.0% change2019-03-27 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $73.29 $66.13 $79.42 $66.83 $79.42 Max Pain $71.25 $65.00 $85.00 $65.00 $80.00 ATM IV 35.5% 32.6% 40.9% 39.5% 34.0% Expected Move 11.7% 9.7% 13.6% 11.3% 13.2% HV 20d 42.1% 34.1% 46.3% 37.3% 34.1% HV 60d 36.0% 33.6% 38.7% 37.0% 34.8% Term Structure 6.2% -6.5% 11.8% -6.5% 11.8% VWIV 40.8% 32.5% 47.9% 39.4% 45.7% Skew 25d 3.2% 1.0% 4.6% 4.0% 1.0% Skew 10d 9.2% 2.4% 17.2% 16.4% 2.4% Call IV 25d 33.8% 30.9% 37.3% 35.9% 34.3% Put IV 25d 37.0% 34.6% 39.9% 39.9% 35.3% Bid-Ask Spread % 52.35 43.76 68.96 67.74 45.22 Gamma HHI 0.30 0.24 0.40 0.32 0.24 Net GEX 89.6K 19.8K 146.5K 30.7K 131.5K Net DEX -2.2M -4.1M -333.9K -398.9K -4.1M Net VEX -6.6K -8.6K -5.0K -5.4K -7.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.02 1.84 0.19 0.26 Total Volume 157.19 40 500 219 180 Total OI 1,418.286 1,024 1,818 1,477 1,320
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 2019-03-01 $66.83 $65.00 39.5% 11.3% 37.3% 0.0% 39.4% 4.0% -6.5% 30.7K -398.9K -5.4K 0.19 67.74 184 35 848 629 2019-03-04 $68.74 $65.00 35.3% 10.1% 38.2% 0.0% 37.6% 3.7% 3.3% 50.5K -826.7K -5.0K 0.53 56.74 45 24 841 642 2019-03-05 $68.16 $65.00 35.1% 10.1% 38.4% 0.0% 37.6% 3.0% 4.2% 54.4K -799.7K -5.2K 0.73 55.57 41 30 884 646 2019-03-06 $68.58 $65.00 33.8% 9.7% 38.3% 0.0% 34.0% 4.6% 4.0% 65.5K -896.0K -5.3K 0.46 59.89 46 21 896 658 2019-03-07 $66.13 $65.00 38.1% 10.9% 40.4% 0.0% 36.1% 3.5% 2.0% 19.8K -333.9K -5.1K 1.84 51.14 76 140 891 651 2019-03-08 $68.08 $65.00 35.2% 10.1% 41.3% 0.0% 32.5% 3.6% 4.5% 47.3K -727.9K -5.7K 1.19 49.27 67 80 909 717 2019-03-11 $70.78 $65.00 40.9% 11.1% 42.8% 0.0% 40.3% 3.3% 2.6% 79.6K -1.3M -5.8K 0.51 47.07 115 59 913 762 2019-03-12 $71.55 $65.00 33.5% 11.0% 42.8% 0.0% 39.5% 3.0% 4.8% 106.8K -1.9M -6.2K 0.58 43.76 50 29 980 752 2019-03-13 $73.18 $65.00 32.6% 10.8% 43.3% 0.0% 40.2% 3.7% 4.5% 131.5K -2.4M -5.7K 0.50 50.35 74 37 997 753 2019-03-14 $74.04 $65.00 34.3% 11.4% 43.2% 0.0% 40.9% 3.6% 4.9% 146.5K -2.6M -5.9K 0.66 49.52 86 57 1,017 744 2019-03-15 $74.64 $70.00 34.0% 11.2% 43.1% 0.0% 39.1% 2.9% 4.8% 76.4K -2.7M -6.3K 0.55 46.80 134 74 1,032 786 2019-03-18 $73.75 $0.00 35.0% 12.4% 42.9% 0.0% 42.8% 3.1% 8.1% 79.8K -2.0M -7.2K 0.02 57.94 42 1 590 434 2019-03-19 $74.10 $75.00 34.4% 12.5% 42.9% 0.0% 41.8% 4.0% 9.7% 84.6K -2.1M -7.1K 0.11 47.35 90 10 610 433 2019-03-20 $75.19 $65.00 34.8% 12.7% 43.0% 0.0% 42.7% 1.6% 10.0% 85.4K -2.3M -7.4K 0.45 68.96 55 25 635 436 2019-03-21 $77.92 $85.00 32.7% 12.2% 44.4% 0.0% 42.8% 3.3% 10.3% 88.9K -3.1M -6.8K 0.51 49.68 166 84 649 437 2019-03-22 $75.58 $80.00 35.4% 12.7% 45.5% 0.0% 43.1% 2.4% 8.7% 115.5K -2.8M -8.2K 0.41 50.67 133 54 746 466 2019-03-25 $77.86 $80.00 34.7% 12.7% 46.3% 0.0% 0.0% 4.0% 9.7% 112.2K -3.4M -7.7K 1.11 49.06 19 21 741 467 2019-03-26 $79.10 $80.00 36.8% 13.3% 45.0% 0.0% 45.3% 3.3% 9.3% 102.0K -3.6M -7.2K 0.06 48.22 472 28 725 455 2019-03-27 $77.08 $80.00 38.9% 13.6% 46.3% 0.0% 47.9% 2.1% 8.7% 136.7K -3.4M -8.6K 0.26 52.84 137 35 873 466 2019-03-28 $78.36 $80.00 36.5% 13.4% 44.9% 0.0% 46.7% 3.2% 10.6% 136.9K -3.8M -8.5K 0.18 51.60 208 37 877 476 2019-03-29 $79.42 $80.00 34.0% 13.2% 34.1% 0.0% 45.7% 1.0% 11.8% 131.5K -4.1M -7.5K 0.26 45.22 143 37 844 476
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