APPF Options History — April 2019 In April 2019, APPF traded between $78.31 and $97.15. ATM implied volatility averaged 47.5%. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 19.7% (HV 20d: 27.9%). Max pain ranged from $80.00 to $80.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.88.
Notable Days 2019-04-23 : Highest Volume — 339 contracts2019-04-10 : Largest IV spike — 28.3% change2019-04-30 : Largest Expected Move — 17.8%Monthly Statistics Metric Avg Min Max Open Close Price $86.93 $78.31 $97.15 $78.31 $96.94 Max Pain $80.00 $80.00 $80.00 $80.00 $80.00 ATM IV 47.5% 34.5% 62.0% 36.6% 62.0% Expected Move 14.8% 13.7% 17.8% 13.7% 17.8% HV 20d 27.9% 20.6% 34.3% 34.2% 20.6% HV 60d 33.3% 31.7% 34.2% 34.0% 31.7% Term Structure -8.3% -19.0% 13.5% 11.2% -19.0% VWIV 51.5% 46.4% 61.3% 48.0% 61.3% Skew 25d 3.0% -0.5% 7.8% 1.9% 7.8% Skew 10d 9.7% 1.2% 24.2% 15.8% 14.9% Call IV 25d 49.3% 34.2% 57.8% 37.3% 57.7% Put IV 25d 52.3% 36.5% 65.4% 39.2% 65.4% Bid-Ask Spread % 60.99 49.16 73.39 49.16 67.26 Gamma HHI 0.27 0.15 0.41 0.24 0.30 Net GEX 90.6K 18.3K 129.2K 129.2K 76.7K Net DEX -4.2M -6.1M -1.6M -3.7M -4.0M Net VEX -7.7K -14.2K -5.0K -7.8K -14.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.88 0.10 2.77 2.60 0.33 Total Volume 151.286 18 339 18 57 Total OI 1,236.381 623 1,510 1,326 1,192
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 2019-04-01 $78.31 $80.00 36.6% 13.7% 34.2% 0.0% 48.0% 1.9% 11.2% 129.2K -3.7M -7.8K 2.60 49.16 5 13 850 476 2019-04-02 $80.22 $80.00 34.8% 13.8% 34.2% 0.0% 47.7% 2.4% 13.5% 127.8K -4.3M -7.1K 0.18 59.01 85 15 854 489 2019-04-03 $81.51 $80.00 36.0% 13.8% 34.3% 0.0% 47.9% 4.3% -7.9% 117.5K -4.6M -6.2K 0.14 58.05 113 16 831 487 2019-04-04 $80.09 $80.00 34.5% 13.7% 31.6% 0.0% 48.1% 2.6% -7.2% 127.1K -4.2M -6.3K 0.24 50.42 96 23 825 485 2019-04-05 $81.47 $80.00 35.6% 13.8% 30.9% 0.0% 48.1% 4.0% -7.5% 126.6K -4.6M -6.1K 0.16 62.43 146 23 835 483 2019-04-08 $81.32 $80.00 37.3% 13.9% 29.0% 0.0% 48.5% 0.7% -7.7% 122.3K -4.5M -5.7K 2.00 57.36 21 42 820 483 2019-04-09 $81.19 $80.00 37.3% 14.2% 29.1% 0.0% 49.9% 2.9% -9.3% 125.4K -4.5M -5.8K 1.96 50.98 25 49 839 496 2019-04-10 $81.61 $80.00 47.8% 13.7% 28.5% 0.0% 47.6% 1.5% -7.4% 119.6K -4.6M -5.7K 1.23 73.39 40 49 839 508 2019-04-11 $82.17 $80.00 49.4% 14.2% 28.4% 0.0% 49.6% -0.5% -8.7% 117.1K -4.8M -5.4K 1.23 55.79 39 48 839 508 2019-04-12 $82.77 $80.00 49.5% 14.2% 28.4% 0.0% 50.0% 2.2% -11.1% 115.9K -5.0M -5.0K 2.77 53.01 43 119 829 509 2019-04-15 $84.99 $80.00 49.2% 14.1% 28.6% 0.0% 46.4% 4.0% -10.1% 100.0K -5.3M -5.1K 1.41 65.48 37 52 817 584 2019-04-16 $86.89 $80.00 50.7% 14.5% 29.0% 0.0% 50.2% 2.4% -9.0% 83.3K -5.6M -5.5K 0.57 60.82 102 58 823 634 2019-04-17 $88.16 $80.00 50.9% 14.6% 29.0% 0.0% 52.5% 3.1% -10.6% 66.2K -6.0M -6.3K 1.66 65.59 35 58 862 638 2019-04-18 $88.98 $80.00 51.6% 14.8% 27.1% 0.0% 51.8% 4.2% -11.6% 18.3K -6.1M -6.2K 0.82 53.81 71 58 874 636 2019-04-22 $92.71 $80.00 55.3% 15.9% 26.0% 0.0% 54.8% 2.5% -10.9% 22.7K -1.6M -5.8K 0.37 68.12 181 67 307 316 2019-04-23 $94.39 $80.00 54.1% 15.5% 25.2% 0.0% 54.4% 4.8% -10.7% 33.4K -2.2M -8.7K 0.26 63.02 270 69 426 380 2019-04-24 $94.65 $80.00 53.7% 15.4% 25.2% 0.0% 55.3% 1.5% -9.9% 54.9K -2.8M -10.8K 0.10 66.67 305 29 559 380 2019-04-25 $94.55 $80.00 56.0% 16.0% 22.0% 0.0% 53.5% 4.1% -12.5% 72.8K -3.1M -12.6K 0.10 64.89 277 28 634 388 2019-04-26 $95.42 $80.00 55.2% 15.8% 21.8% 0.0% 55.5% 2.6% -11.4% 72.1K -3.6M -12.9K 0.25 66.98 271 68 689 389 2019-04-29 $97.15 $80.00 61.2% 17.5% 22.0% 0.0% 60.5% 3.6% -17.2% 74.8K -3.9M -13.5K 0.17 68.46 63 11 712 439 2019-04-30 $96.94 $80.00 62.0% 17.8% 20.6% 0.0% 61.3% 7.8% -19.0% 76.7K -4.0M -14.2K 0.33 67.26 43 14 741 451
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