APPF Options History — June 2020

In June 2020, APPF traded between $151.17 and $174.13. ATM implied volatility averaged 56.9%, placing in the 32.1% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded below realized volatility by 5.3% (HV 20d: 62.2%). Max pain ranged from $115.00 to $150.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 1.53.

Notable Days

  • 2020-06-23: Highest Volume — 801 contracts
  • 2020-06-08: Largest IV spike — 19.4% change
  • 2020-06-15: Highest IV Rank — 39.1%
  • 2020-06-15: Largest Expected Move — 18.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$161.61$151.17$174.13$162.04$162.30
Max Pain$123.41$115.00$150.00$150.00$130.00
ATM IV56.9%51.3%63.3%54.0%56.9%
Expected Move16.2%14.7%18.2%15.5%16.3%
HV 20d62.2%44.7%72.9%69.3%44.7%
HV 60d82.9%62.1%105.9%105.9%62.1%
IV Rank32.1%26.1%39.1%29.0%32.1%
IV Percentile77.0%65.1%84.5%76.6%76.2%
Term Structure0.2%-6.2%5.8%1.1%1.1%
VWIV57.4%50.8%69.5%58.0%50.8%
Skew 25d9.3%5.6%16.2%6.8%16.2%
Skew 10d20.8%8.8%29.6%14.8%22.4%
Call IV 25d52.8%45.7%60.1%53.6%45.7%
Put IV 25d62.1%57.6%67.1%60.4%62.0%
Bid-Ask Spread %77.3270.2282.5281.2182.52
Gamma HHI0.120.100.130.130.11
Net GEX160.1K112.6K205.7K117.6K183.9K
Net DEX-12.0M-14.9M-8.8M-11.8M-12.3M
Net VEX-30.1K-32.6K-26.7K-28.2K-30.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.530.075.330.733.00
Total Volume108.955108013816
Total OI1,931.7271,6772,2141,6772,214

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-06-01$162.04$150.0054.0%15.5%69.3%29.0%58.0%6.8%1.1%117.6K-11.8M-28.2K0.7381.2122161,056621
2020-06-02$167.67$150.0053.1%15.2%67.4%28.1%53.4%12.4%-0.1%115.1K-12.9M-27.7K0.0780.028961,062630
2020-06-03$173.08$150.0052.6%15.1%67.3%27.4%54.3%6.1%2.0%141.4K-14.5M-27.6K0.3680.652591,141633
2020-06-04$170.52$115.0056.9%16.0%65.1%32.1%57.4%8.0%-0.7%143.1K-14.0M-27.4K2.4670.411674111,143635
2020-06-05$174.13$115.0051.9%14.9%64.0%26.8%54.8%9.4%-1.7%147.3K-14.9M-26.7K1.4371.9123331,146637
2020-06-08$161.93$115.0062.0%16.8%71.4%37.7%54.6%10.2%-3.4%130.1K-11.7M-28.8K0.3870.22126481,158660
2020-06-09$162.58$115.0062.1%16.0%71.5%37.7%60.2%9.9%-2.2%155.5K-12.4M-31.1K0.6774.92961,259689
2020-06-10$162.15$115.0057.4%16.5%67.4%32.7%54.3%6.5%-2.3%153.4K-12.2M-31.1K0.7874.08971,259695
2020-06-11$151.17$115.0062.3%17.9%72.9%38.0%62.2%8.2%-2.7%112.6K-8.8M-31.2K0.4277.6045191,258703
2020-06-12$153.74$120.0059.2%17.0%72.2%34.6%59.3%10.8%-2.0%115.4K-9.6M-32.6K2.1873.0911241,290704
2020-06-15$157.14$120.0063.3%18.2%70.5%39.1%62.2%11.9%-4.5%124.9K-11.0M-31.3K3.5575.9220711,292702
2020-06-16$158.00$120.0061.7%17.7%66.2%37.3%57.5%6.8%-6.2%165.0K-11.5M-30.7K0.7876.1918141,306650
2020-06-17$157.45$120.0060.5%17.3%65.0%36.0%57.5%12.4%-4.0%155.6K-11.4M-30.4K2.2980.447161,312662
2020-06-18$157.79$120.0057.3%16.4%64.5%32.5%59.9%6.9%1.3%165.3K-11.4M-30.5K0.1581.085381,316677
2020-06-19$157.80$120.0053.8%15.4%64.3%28.8%55.4%13.4%3.5%194.4K-11.6M-29.9K1.0076.43881,316685
2020-06-22$163.71$120.0053.3%15.3%65.1%28.3%57.2%6.9%3.7%194.7K-12.5M-29.7K1.3174.0739511,188497
2020-06-23$163.81$120.0051.3%14.7%51.4%26.1%69.5%8.9%5.8%194.6K-12.4M-30.9K3.8078.181676341,209525
2020-06-24$159.94$120.0054.3%15.6%48.9%29.3%53.6%6.6%4.3%201.8K-11.8M-31.2K0.6179.2638231,239879
2020-06-25$160.29$125.0054.8%15.7%47.7%29.9%57.0%12.1%4.3%200.9K-11.9M-31.5K2.3381.21371,246901
2020-06-26$159.20$120.0057.4%16.5%46.6%32.7%55.3%5.6%3.4%205.7K-11.7M-31.2K0.0781.101411,243903
2020-06-29$158.93$120.0055.9%16.0%45.8%31.1%57.8%8.9%4.0%204.3K-11.3M-31.2K5.3380.5612641,254903
2020-06-30$162.30$130.0056.9%16.3%44.7%32.1%50.8%16.2%1.1%183.9K-12.3M-30.9K3.0082.524121,258956