APPF Options History — October 2020

In October 2020, APPF traded between $142.08 and $169.48. ATM implied volatility averaged 53.4%, placing in the 28.3% IV rank vs the trailing year. The 30-day expected move averaged 16.0%. IV traded above realized volatility by 19.2% (HV 20d: 34.2%). Max pain ranged from $140.00 to $155.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 1.28.

Notable Days

  • 2020-10-14: Highest Volume — 201 contracts
  • 2020-10-06: Largest IV drop — 21.3% change
  • 2020-10-30: Highest IV Rank — 42.0%
  • 2020-10-30: Largest Expected Move — 18.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$156.76$142.08$169.48$148.38$142.08
Max Pain$150.23$140.00$155.00$140.00$150.00
ATM IV53.4%41.7%66.0%49.4%66.0%
Expected Move16.0%14.2%18.9%14.2%18.9%
HV 20d34.2%29.2%44.9%42.5%43.5%
HV 60d43.5%40.7%46.2%45.6%40.7%
IV Rank28.3%15.7%42.0%24.0%42.0%
IV Percentile57.3%29.0%84.5%44.0%84.5%
Term Structure-3.4%-9.7%5.2%5.2%-6.2%
VWIV55.1%46.1%62.4%46.1%60.1%
Skew 25d7.9%5.3%13.5%12.9%6.9%
Skew 10d19.2%-5.1%39.8%13.7%39.8%
Call IV 25d51.4%43.0%59.2%43.0%59.2%
Put IV 25d59.3%53.9%66.2%55.9%66.1%
Bid-Ask Spread %70.3458.1793.9891.4978.12
Gamma HHI0.140.090.220.150.11
Net GEX196.6K37.7K400.0K184.3K37.7K
Net DEX-7.3M-15.7M-346.7K-6.0M-346.7K
Net VEX-26.2K-30.4K-20.0K-29.9K-20.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.280.007.000.060.92
Total Volume56.773152015623
Total OI1,739.9551,2412,2141,9241,370

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-10-01$148.38$140.0049.4%14.2%42.5%24.0%46.1%12.9%5.2%184.3K-6.0M-29.9K0.0691.495331,371553
2020-10-02$147.95$140.0051.1%14.6%30.3%25.8%53.6%13.5%0.2%190.9K-6.5M-30.4K0.0093.981601,414553
2020-10-05$153.28$150.0053.0%16.1%31.8%27.9%53.4%7.5%-2.8%240.1K-8.6M-29.7K0.2265.9460131,412553
2020-10-06$157.51$150.0041.7%15.5%33.2%15.7%52.5%5.3%-3.0%306.8K-10.9M-28.9K0.0666.278051,445560
2020-10-07$159.76$150.0043.6%16.0%33.4%17.7%53.2%8.1%-5.0%307.8K-11.8M-29.0K0.2463.6051121,451560
2020-10-08$162.00$150.0045.1%15.9%31.1%19.3%60.8%8.9%-3.5%337.9K-12.6M-29.3K3.1561.04341071,470555
2020-10-09$163.79$150.0041.9%14.9%29.4%15.9%51.3%5.6%-1.4%365.6K-13.8M-27.9K0.0968.752221,489661
2020-10-12$166.65$150.0049.7%15.4%29.2%24.3%53.3%8.5%-2.4%365.3K-15.1M-26.8K0.3566.2251181,503661
2020-10-13$169.48$150.0053.8%15.4%29.3%28.7%51.9%5.5%-5.4%347.1K-15.7M-27.3K0.1163.725461,503670
2020-10-14$165.69$150.0054.0%15.5%30.2%29.0%56.7%5.9%-3.5%399.1K-13.4M-27.1K1.2858.17881131,473674
2020-10-15$163.62$155.0055.8%16.0%30.9%30.9%58.6%6.7%-2.6%400.0K-11.5M-28.1K1.0060.9512121,426786
2020-10-16$163.78$155.0052.8%15.2%30.6%27.7%52.0%8.1%-3.7%112.3K-11.9M-26.6K3.1669.88381201,423791
2020-10-19$159.04$155.0055.0%15.8%31.9%30.0%55.4%7.3%-6.2%99.2K-3.3M-25.2K1.7567.862035798443
2020-10-20$158.62$155.0054.7%15.7%31.9%29.7%52.4%6.3%-3.0%93.1K-3.1M-25.1K7.0070.64321799476
2020-10-21$157.92$155.0054.4%15.6%31.3%29.5%58.1%10.7%-2.4%88.9K-3.1M-24.9K0.2769.363710799497
2020-10-22$150.74$150.0054.9%15.7%36.4%30.0%52.6%7.4%-2.1%71.2K-2.0M-23.8K0.1371.97233831507
2020-10-23$153.08$150.0053.7%15.4%36.4%28.7%56.6%7.0%-2.3%81.8K-2.4M-23.8K0.0567.98211836508
2020-10-26$153.25$150.0058.4%16.7%36.4%33.7%53.5%6.7%-3.4%82.0K-2.4M-23.6K0.8872.0687854509
2020-10-27$157.86$150.0056.3%16.1%35.6%31.4%56.4%6.8%-4.3%99.5K-3.3M-24.7K0.1172.11182859512
2020-10-28$146.92$150.0063.4%18.2%44.9%39.2%62.4%8.4%-6.6%57.6K-1.3M-22.0K4.0073.63520845514
2020-10-29$147.25$150.0065.1%18.7%41.7%41.0%61.9%9.0%-9.7%56.2K-1.3M-21.8K3.4073.67517845520
2020-10-30$142.08$150.0066.0%18.9%43.5%42.0%60.1%6.9%-6.2%37.7K-346.7K-20.0K0.9278.121211841529