APPF Options History — April 2021

In April 2021, APPF traded between $142.45 and $148.95. ATM implied volatility averaged 45.8%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded above realized volatility by 22.9% (HV 20d: 22.9%). Max pain ranged from $140.00 to $165.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 2.99.

Notable Days

  • 2021-04-13: Highest Volume — 375 contracts
  • 2021-04-05: Largest IV spike — 29.2% change
  • 2021-04-26: Highest IV Rank — 35.3%
  • 2021-04-05: Largest Expected Move — 14.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$145.22$142.45$148.95$142.84$144.43
Max Pain$151.67$140.00$165.00$160.00$150.00
ATM IV45.8%37.8%50.5%38.4%46.7%
Expected Move13.7%11.0%14.8%11.0%13.4%
HV 20d22.9%12.5%35.3%35.3%13.7%
HV 60d53.7%51.8%56.7%56.7%51.9%
IV Rank20.2%0.0%35.3%0.0%24.6%
IV Percentile23.8%0.0%47.6%0.0%23.4%
Term Structure-1.9%-10.9%14.4%14.4%-5.7%
VWIV47.1%38.0%50.9%38.0%46.9%
Skew 25d3.7%-12.9%10.3%-12.9%5.4%
Skew 10d14.1%-7.9%28.4%12.1%16.0%
Call IV 25d46.0%35.7%49.9%47.7%46.7%
Put IV 25d49.7%34.8%53.8%34.8%52.1%
Bid-Ask Spread %78.3157.2193.3793.3790.50
Gamma HHI0.280.060.530.350.25
Net GEX-106.5K-304.2K28.5K-167.4K-57.8K
Net DEX1.2M-687.7K2.6M2.5M890.1K
Net VEX-18.3K-21.8K-16.0K-19.1K-19.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.990.0019.000.5619.00
Total Volume53.8113751420
Total OI1,297.8578031,6211,5181,112

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-04-01$142.84$160.0038.4%11.0%35.3%0.0%38.0%-12.9%14.4%-167.4K2.5M-19.1K0.5693.3795797721
2021-04-05$142.49$140.0049.7%14.8%33.2%18.5%0.0%5.2%-3.0%-163.6K2.5M-18.2K0.2557.2141801721
2021-04-06$142.82$140.0045.4%14.0%33.1%12.4%48.9%6.0%0.8%-168.1K2.5M-17.5K0.8972.301816798721
2021-04-07$142.45$150.0039.9%13.9%30.2%3.4%50.1%4.8%3.1%-191.1K2.4M-17.9K0.9072.85109806724
2021-04-08$143.04$150.0037.8%14.0%29.6%0.0%0.0%3.5%-1.6%-213.2K2.2M-17.1K0.0075.2810809733
2021-04-09$142.56$150.0041.5%12.5%29.1%8.9%45.3%5.5%4.9%-209.4K2.4M-17.0K9.0078.58327810733
2021-04-12$142.88$150.0038.4%13.9%27.0%1.4%46.6%3.5%-2.0%-304.2K2.6M-16.0K0.3874.413714810752
2021-04-13$144.57$150.0043.5%13.2%26.7%13.8%47.4%5.6%-1.1%-244.4K1.7M-16.2K1.0975.59179196837745
2021-04-14$144.75$150.0046.5%13.3%26.7%21.1%48.1%4.9%-0.5%-215.3K1.7M-16.7K2.0071.961326838760
2021-04-15$147.14$150.0046.3%13.3%27.2%20.7%43.7%3.5%-0.0%-148.1K1.2M-16.6K4.2978.011460844777
2021-04-16$145.81$165.0045.3%13.0%20.1%18.1%47.4%5.1%-4.9%-8.7K821.3K-16.2K2.0074.912856848773
2021-04-19$144.67$160.0047.5%13.6%19.9%25.9%47.9%1.1%-3.1%-1.7K282.1K-16.0K0.3078.53103451352
2021-04-20$145.79$160.0046.8%13.4%17.9%24.2%43.9%1.8%-4.5%165188.3K-16.1K0.0976.6112611458358
2021-04-21$147.60$150.0047.4%13.6%18.2%25.7%48.2%4.2%-2.2%23.3K-499.6K-19.4K1.0073.162323583364
2021-04-22$148.01$150.0050.0%14.3%16.6%32.5%50.6%3.5%-3.6%28.5K-687.7K-19.7K11.6279.6013151575353
2021-04-23$147.29$150.0050.4%14.5%16.7%34.4%50.9%4.8%-10.9%-34.2K385.8K-21.6K2.0075.7912585504
2021-04-26$146.99$150.0050.5%14.5%16.7%35.3%50.6%5.4%-5.9%-36.9K394.9K-21.1K3.0076.5813584506
2021-04-27$148.05$150.0050.1%14.4%15.5%33.9%45.0%5.8%-5.0%-38.2K437.5K-20.6K1.4089.6257585509
2021-04-28$148.95$160.0050.5%14.5%15.5%35.1%49.6%10.3%-5.1%-39.0K271.6K-21.8K3.0091.3313588519
2021-04-29$146.55$150.0050.3%14.4%12.5%34.6%45.7%1.4%-5.2%-47.6K625.6K-20.4K0.0088.2910589522
2021-04-30$144.43$150.0046.7%13.4%13.7%24.6%46.9%5.4%-5.7%-57.8K890.1K-19.7K19.0090.50119590522