APPF Options History — July 2019

In July 2019, APPF traded between $97.37 and $107.63. ATM implied volatility averaged 42.9%, placing in the 38.7% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 12.0% (HV 20d: 30.9%). Max pain ranged from $90.00 to $105.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 3.92.

Notable Days

  • 2019-07-29: Highest Volume — 372 contracts
  • 2019-07-10: Largest IV spike — 39.8% change
  • 2019-07-29: Highest IV Rank — 70.0%
  • 2019-07-29: Largest Expected Move — 15.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$104.32$97.37$107.63$102.75$97.46
Max Pain$100.00$90.00$105.00$90.00$105.00
ATM IV42.9%28.3%54.0%32.3%36.2%
Expected Move12.8%8.6%15.5%9.2%10.4%
HV 20d30.9%20.2%39.7%39.7%29.7%
HV 60d29.7%28.4%31.5%30.0%31.3%
IV Rank38.7%0.0%70.0%2.8%21.4%
IV Percentile50.2%0.0%88.6%0.7%31.5%
Term Structure-5.2%-12.0%14.1%14.1%-0.9%
VWIV45.6%29.9%53.8%31.9%31.5%
Skew 25d3.8%1.2%7.3%2.2%1.2%
Skew 10d8.3%-0.4%21.7%20.9%-0.4%
Call IV 25d43.0%30.4%51.7%33.0%36.7%
Put IV 25d46.8%32.9%55.7%35.2%37.9%
Bid-Ask Spread %66.6243.2491.6290.3387.30
Gamma HHI0.290.250.340.290.30
Net GEX49.4K-268.0K216.6K138.0K-268.0K
Net DEX-4.0M-6.7M1.2M-5.3M1.1M
Net VEX-20.2K-23.5K-18.0K-19.7K-23.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.920.4215.766.670.66
Total Volume190.90963372115224
Total OI2,041.3641,5262,4511,8342,451

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-07-01$102.75$90.0032.3%9.2%39.7%2.8%31.9%2.2%14.1%138.0K-5.3M-19.7K6.6790.3315100993841
2019-07-02$102.98$90.0030.8%8.8%39.5%0.0%31.8%2.8%14.1%129.3K-5.1M-20.8K2.7491.6246126996933
2019-07-03$102.94$90.0030.2%8.6%38.4%0.0%29.9%2.3%13.2%132.1K-5.0M-21.0K1.8691.03701301,006940
2019-07-05$103.17$100.0028.3%12.7%38.3%0.0%45.0%3.9%-6.2%152.6K-5.2M-20.1K2.8858.20481381,027938
2019-07-08$103.62$100.0033.6%13.0%37.8%14.5%46.3%2.7%-7.9%152.4K-5.3M-20.0K0.6253.1339241,027944
2019-07-09$105.53$100.0032.5%13.3%38.1%11.4%46.9%3.1%-8.2%172.4K-5.9M-19.6K1.0363.3432331,037952
2019-07-10$106.52$100.0045.5%13.0%36.1%46.7%46.1%5.2%-7.4%183.9K-6.6M-18.9K0.4560.1378351,036955
2019-07-11$106.25$100.0047.8%13.7%35.9%53.0%47.1%5.1%-10.3%186.3K-6.5M-18.5K0.5352.8372381,045957
2019-07-12$106.72$100.0047.4%13.6%35.3%52.1%47.6%4.3%-9.3%196.3K-6.7M-18.8K0.4253.0590381,066962
2019-07-15$105.99$100.0047.1%13.5%35.5%51.2%52.8%4.6%-8.6%216.6K-6.4M-18.0K5.8153.8416931,083962
2019-07-16$105.18$100.0047.8%13.7%25.8%53.0%48.5%4.3%-10.8%193.1K-5.8M-18.1K12.7461.92232931,0921,028
2019-07-17$107.17$100.0046.6%13.4%26.4%49.7%51.4%5.3%-9.8%192.0K-6.3M-19.3K6.9558.81443061,1011,284
2019-07-18$107.47$100.0049.0%14.0%26.3%56.4%50.5%6.2%-9.7%159.8K-6.2M-19.7K2.1661.9931671,0901,328
2019-07-19$107.63$100.0045.0%12.9%26.2%45.4%46.8%3.3%-8.2%-34.2K-6.4M-18.7K0.6764.8155371,1041,319
2019-07-22$103.60$100.0048.5%13.9%29.5%54.9%48.9%2.6%-7.6%-55.0K-1.5M-19.7K11.3578.6617193571955
2019-07-23$103.96$100.0050.4%14.5%23.8%60.2%52.8%4.2%-8.8%-87.9K-1.1M-21.0K15.7662.96172685761,128
2019-07-24$105.45$105.0051.2%14.7%23.1%62.5%53.8%4.0%-9.7%-108.7K-1.3M-21.6K8.6564.71312685761,332
2019-07-25$104.38$105.0050.9%14.6%21.4%61.6%51.3%7.3%-10.4%-113.7K-1.0M-22.3K1.4766.0851755941,332
2019-07-26$105.90$105.0052.0%14.9%20.2%64.6%51.7%2.7%-10.3%-95.3K-1.7M-21.1K0.5463.78136746141,333
2019-07-29$102.90$105.0054.0%15.5%22.7%70.0%53.6%4.0%-12.0%-112.0K-815.4K-22.1K1.1843.241712016831,339
2019-07-30$97.37$105.0035.9%10.3%29.7%20.8%38.1%3.0%-0.0%-243.8K1.2M-22.8K1.1583.971661919541,426
2019-07-31$97.46$105.0036.2%10.4%29.7%21.4%31.5%1.2%-0.9%-268.0K1.1M-23.5K0.6687.30135899941,457