APPF Options History — August 2019

In August 2019, APPF traded between $93.95 and $101.83. ATM implied volatility averaged 39.2%, placing in the 29.6% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 5.7% (HV 20d: 33.5%). Max pain ranged from $100.00 to $105.00. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 4.31.

Notable Days

  • 2019-08-05: Highest Volume — 509 contracts
  • 2019-08-05: Largest IV spike — 38.2% change
  • 2019-08-12: Highest IV Rank — 58.9%
  • 2019-08-07: Largest Expected Move — 11.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$97.32$93.95$101.83$99.69$99.03
Max Pain$100.23$100.00$105.00$105.00$100.00
ATM IV39.2%35.0%49.9%37.4%36.4%
Expected Move10.8%10.0%11.7%10.7%10.4%
HV 20d33.5%28.9%35.9%31.0%31.2%
HV 60d32.3%31.4%33.2%31.7%33.2%
IV Rank29.6%18.2%58.9%24.6%22.1%
IV Percentile43.0%20.7%77.8%42.0%32.6%
Term Structure-0.4%-3.2%1.6%-1.9%-0.7%
VWIV37.8%34.2%42.7%36.3%36.3%
Skew 25d5.2%2.3%10.9%10.9%6.5%
Skew 10d11.6%-1.5%27.8%1.5%10.4%
Call IV 25d35.4%27.7%39.1%27.7%32.6%
Put IV 25d40.6%36.9%45.0%38.6%39.0%
Bid-Ask Spread %79.4666.9691.6988.5287.20
Gamma HHI0.300.180.460.220.30
Net GEX-85.7K-279.8K66.5K-134.3K66.5K
Net DEX-252.9K-2.8M2.8M-734.1K-2.0M
Net VEX-18.7K-22.6K-16.4K-22.4K-16.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.310.0041.420.560.42
Total Volume69.955650925127
Total OI1,827.51,1792,4582,4161,331

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-08-01$99.69$105.0037.4%10.7%31.0%24.6%36.3%10.9%-1.9%-134.3K-734.1K-22.4K0.5688.52161909831,433
2019-08-02$99.05$100.0035.0%10.0%31.0%18.2%34.4%3.7%-1.6%-186.3K91.5K-22.3K3.0491.6924739921,415
2019-08-05$94.75$100.0048.4%11.6%34.4%54.7%40.5%6.4%0.4%-259.4K2.8M-22.6K41.4268.28124971,0011,457
2019-08-06$94.39$100.0044.0%11.7%33.3%42.7%41.1%4.7%-1.1%-192.5K1.9M-21.2K9.2769.56111021,0071,230
2019-08-07$95.58$100.0047.3%11.7%33.5%51.7%40.5%5.3%0.1%-167.9K1.2M-20.7K0.3369.992791,0041,154
2019-08-08$96.87$100.0040.5%11.1%34.2%33.1%42.1%5.2%-0.4%-179.3K547.3K-20.6K8.0066.966481,0271,155
2019-08-09$95.66$100.0037.3%11.0%34.1%24.5%42.7%4.2%1.6%-227.3K1.3M-20.4K1.0070.05331,0301,201
2019-08-12$93.95$100.0049.9%11.7%34.4%58.9%41.0%5.9%-1.2%-240.9K2.3M-18.9K2.0074.13361,0311,201
2019-08-13$96.19$100.0041.8%10.7%35.9%36.7%35.4%6.1%0.6%-279.8K927.0K-18.9K0.0576.252211,0291,201
2019-08-14$96.31$100.0039.1%11.2%35.0%29.4%37.6%5.5%0.9%-279.6K948.0K-18.5K0.7579.99431,0301,201
2019-08-15$97.82$100.0037.3%10.7%35.6%24.3%38.6%5.1%1.2%-258.1K87.3K-18.1K1.4384.847101,0321,200
2019-08-16$98.35$100.0036.4%10.4%35.8%21.9%37.0%5.3%-1.6%21.7K-207.3K-17.4K10.4574.98111151,0351,199
2019-08-19$95.89$100.0037.6%10.8%34.4%25.3%37.4%5.1%1.0%21.9K-855.0K-16.9K0.1475.357010636543
2019-08-20$97.50$100.0039.0%11.2%35.1%29.0%34.2%2.3%-3.2%46.1K-1.5M-17.5K4.6782.90628698553
2019-08-21$99.06$100.0035.5%10.2%35.2%19.4%35.6%3.6%1.1%53.8K-1.9M-17.6K1.4581.282029709565
2019-08-22$98.13$100.0035.8%10.3%35.2%20.3%35.8%4.8%-1.3%52.3K-1.7M-17.5K0.1583.57132715592
2019-08-23$95.97$100.0037.3%10.7%35.2%24.3%37.8%3.9%0.5%42.6K-977.7K-17.4K6.5082.26213714594
2019-08-26$97.80$100.0038.6%11.1%35.0%27.9%38.1%2.9%-2.6%47.4K-1.5M-17.1K0.1481.5371715608
2019-08-27$97.92$100.0037.8%10.8%28.9%25.7%37.5%5.8%-1.3%47.6K-1.5M-16.9K0.0083.9560715608
2019-08-28$99.34$100.0035.1%10.1%29.3%18.4%35.6%6.1%1.4%54.2K-2.0M-16.8K0.1685.87193719608
2019-08-29$101.83$100.0035.3%10.1%29.6%19.1%35.8%5.5%-0.7%65.0K-2.8M-16.4K2.8988.90926726608
2019-08-30$99.03$100.0036.4%10.4%31.2%22.1%36.3%6.5%-0.7%66.5K-2.0M-16.5K0.4287.20198740591