APPF Options History — October 2019

In October 2019, APPF traded between $86.58 and $99.44. ATM implied volatility averaged 46.2%, placing in the 48.8% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded above realized volatility by 13.0% (HV 20d: 33.2%). Max pain ranged from $90.00 to $95.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 4.24.

Notable Days

  • 2019-10-25: Highest Volume — 518 contracts
  • 2019-10-29: Largest IV drop — 36.4% change
  • 2019-10-28: Highest IV Rank — 79.7%
  • 2019-10-28: Largest Expected Move — 16.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$92.95$86.58$99.44$94.61$97.28
Max Pain$93.70$90.00$95.00$95.00$95.00
ATM IV46.2%32.3%57.6%39.3%36.9%
Expected Move13.7%9.2%16.5%11.3%10.6%
HV 20d33.2%29.6%37.4%33.6%37.4%
HV 60d32.2%31.0%33.3%31.5%32.7%
IV Rank48.8%10.7%79.7%29.8%23.5%
IV Percentile68.0%1.7%96.5%51.2%32.6%
Term Structure-6.0%-14.6%5.2%5.2%-0.2%
VWIV49.4%33.6%71.0%41.6%37.8%
Skew 25d7.6%4.9%10.1%6.6%8.1%
Skew 10d15.5%5.5%27.2%5.5%15.9%
Call IV 25d43.9%30.7%51.9%37.8%31.0%
Put IV 25d51.5%38.6%61.4%44.4%39.1%
Bid-Ask Spread %73.5352.5893.8493.8482.63
Gamma HHI0.240.150.330.260.28
Net GEX134.3K12.1K227.2K161.7K227.2K
Net DEX-2.4M-5.0M787.5K-2.5M-4.3M
Net VEX-20.6K-22.3K-19.3K-19.8K-21.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.240.0025.200.502.20
Total Volume1073518316
Total OI1,893.0871,4562,4211,7482,413

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-10-01$94.61$95.0039.3%11.3%33.6%29.8%0.0%6.6%5.2%161.7K-2.5M-19.8K0.5093.84211,144604
2019-10-02$92.91$95.0042.8%12.3%34.1%39.4%41.6%7.8%5.2%138.9K-1.9M-19.4K0.0087.99501,146605
2019-10-03$94.35$90.0039.4%14.3%34.6%30.1%48.6%7.0%-8.9%158.5K-2.6M-19.9K0.3367.30120401,146605
2019-10-04$95.86$95.0039.3%14.1%34.8%29.8%47.6%7.7%-7.1%184.7K-3.2M-21.2K0.0469.062311,203590
2019-10-07$96.94$95.0041.4%13.6%33.7%35.7%50.7%6.6%-5.7%212.1K-3.9M-21.0K14.0068.882281,224558
2019-10-08$93.39$95.0042.4%13.9%36.2%38.4%52.6%9.0%-6.6%157.4K-2.4M-19.8K0.4374.9865281,226556
2019-10-09$95.40$95.0048.5%13.9%35.5%55.0%46.8%8.5%-5.9%195.2K-3.4M-21.7K4.6467.0611511,285551
2019-10-10$94.08$95.0047.4%13.6%33.2%52.0%47.4%10.1%-4.4%158.5K-2.6M-20.8K11.3373.433341,295599
2019-10-11$95.42$95.0048.2%13.8%32.7%54.1%48.6%6.4%-7.6%182.6K-3.3M-21.0K1.2174.2053641,296630
2019-10-14$94.19$95.0049.8%14.3%32.7%58.5%0.0%8.6%-8.9%137.5K-2.6M-20.6K0.0075.51501,346675
2019-10-15$93.44$95.0048.5%13.9%31.8%55.1%52.7%7.6%-8.1%110.8K-2.1M-20.0K0.4072.09161651,345674
2019-10-16$92.33$95.0050.6%14.5%31.9%60.9%50.9%4.9%-8.8%50.6K-1.8M-21.9K0.1783.9694161,345737
2019-10-17$91.65$95.0047.1%13.5%31.8%51.3%52.2%7.1%-7.9%12.1K-1.4M-21.1K25.2069.0151261,338724
2019-10-18$87.45$95.0052.5%15.0%34.4%65.8%51.2%4.9%-9.9%54.2K787.5K-19.5K3.0771.7214431,335836
2019-10-21$88.09$95.0051.0%14.6%30.4%61.7%49.2%8.4%-7.6%58.1K-989.7K-19.5K0.0270.29932994462
2019-10-22$86.58$90.0053.2%15.2%30.9%67.8%51.7%6.2%-9.1%67.5K-910.8K-19.3K1.3670.6411151,087462
2019-10-23$87.21$90.0054.0%15.5%29.6%70.0%50.9%8.0%-9.5%71.9K-993.4K-19.4K1.6768.029151,095476
2019-10-24$89.73$90.0052.2%15.0%31.8%65.0%53.9%9.0%-9.8%97.3K-1.7M-21.0K0.8370.23651,103484
2019-10-25$90.88$90.0052.3%15.0%32.1%65.4%71.0%8.4%-8.6%121.3K-2.2M-20.9K24.9066.84204981,105409
2019-10-28$91.54$90.0057.6%16.5%30.9%79.7%62.4%9.6%-14.6%118.9K-2.4M-21.1K4.0952.58913721,117902
2019-10-29$95.02$95.0036.6%10.5%33.8%22.6%36.5%6.7%-0.1%196.3K-3.5M-22.1K0.6780.49111741,1751,246
2019-10-30$99.44$95.0032.3%9.2%36.7%10.7%33.6%7.8%0.4%216.6K-5.0M-22.3K0.5080.3442211,1651,228
2019-10-31$97.28$95.0036.9%10.6%37.4%23.5%37.8%8.1%-0.2%227.2K-4.3M-21.7K2.2082.635111,1811,232