APPF Options History — June 2021

In June 2021, APPF traded between $133.14 and $147.89. ATM implied volatility averaged 33.2%, placing in the 3.5% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 3.4% (HV 20d: 29.8%). Max pain ranged from $135.00 to $150.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 1.03.

Notable Days

  • 2021-06-29: Highest Volume — 336 contracts
  • 2021-06-28: Largest IV spike — 11.3% change
  • 2021-06-03: Highest IV Rank — 9.6%
  • 2021-06-01: Largest Expected Move — 10.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$140.37$133.14$147.89$135.13$141.36
Max Pain$148.64$135.00$150.00$135.00$150.00
ATM IV33.2%28.6%37.7%36.7%31.4%
Expected Move9.4%8.2%10.5%10.5%9.0%
HV 20d29.8%21.5%37.1%37.1%35.2%
HV 60d29.3%26.7%30.6%29.5%30.3%
IV Rank3.5%0.0%9.6%7.3%6.2%
IV Percentile0.9%0.0%2.4%1.2%1.6%
Term Structure6.4%0.3%10.5%0.3%10.3%
VWIV32.6%25.6%36.2%36.1%30.8%
Skew 25d5.5%0.3%11.4%1.9%4.5%
Skew 10d12.9%3.1%27.0%11.6%5.7%
Call IV 25d32.1%26.4%38.5%38.5%31.1%
Put IV 25d37.7%31.5%47.7%40.4%35.6%
Bid-Ask Spread %92.0687.8096.3690.8394.39
Gamma HHI0.110.070.360.080.11
Net GEX53.1K12.2K159.0K12.2K61.9K
Net DEX-42.6K-910.5K780.7K342.2K205.8K
Net VEX-11.5K-12.6K-9.7K-11.9K-10.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.030.004.130.260.05
Total Volume55.40923363965
Total OI1,024.1369661,0749661,074

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-06-01$135.13$135.0036.7%10.5%37.1%7.3%36.1%1.9%0.3%12.2K342.2K-11.9K0.2690.83318640326
2021-06-02$134.88$135.0035.9%10.3%26.0%5.1%36.2%11.4%1.7%27.4K271.6K-12.5K0.2592.2541666336
2021-06-03$133.23$150.0037.7%10.4%24.8%9.6%0.0%0.3%5.8%20.3K500.4K-11.6K0.0087.8005667336
2021-06-04$134.32$150.0037.3%9.8%24.9%8.7%35.3%3.2%7.7%21.7K490.7K-11.4K1.6791.57610667341
2021-06-07$135.69$150.0036.5%9.9%25.1%6.8%0.0%4.1%5.0%29.0K408.8K-11.1K1.0090.1811671346
2021-06-08$140.38$150.0034.9%9.2%27.1%2.6%33.0%11.4%6.5%48.7K-127.3K-12.0K4.1389.85833672347
2021-06-09$138.87$150.0033.8%9.7%22.6%0.0%34.1%9.2%4.5%33.4K109.9K-12.2K0.0090.93025670369
2021-06-10$140.31$150.0032.9%9.4%22.2%0.0%32.5%7.5%6.1%39.6K-45.6K-11.9K0.0094.4003670368
2021-06-11$142.38$150.0032.3%9.3%22.4%0.0%36.2%3.8%7.0%52.1K-454.4K-12.6K0.0089.21017670366
2021-06-14$141.36$150.0034.0%9.7%21.5%4.1%34.1%8.9%5.2%59.7K-448.4K-11.3K1.5096.3623670356
2021-06-15$133.14$150.0033.9%9.7%30.7%3.9%35.8%5.6%3.5%15.9K780.7K-10.1K3.1791.53619671354
2021-06-16$136.28$150.0033.4%9.6%31.6%2.6%30.4%6.6%5.8%37.2K637.2K-9.7K0.9292.631312675363
2021-06-17$140.81$150.0032.2%9.2%33.0%0.0%32.0%4.1%6.9%74.4K-258.2K-11.0K0.0290.41471690367
2021-06-18$139.78$150.0031.8%9.1%33.2%0.0%33.9%6.9%8.5%159.0K3.3K-11.5K0.2289.77184671367
2021-06-21$143.42$150.0030.6%8.8%33.9%0.0%32.1%1.4%5.9%24.9K-60.6K-11.2K1.1791.171821643328
2021-06-22$147.01$150.0033.2%9.5%34.4%6.1%30.9%7.2%8.2%46.3K-599.2K-11.7K0.0093.40600652324
2021-06-23$147.71$150.0032.0%9.2%33.9%3.3%30.6%5.1%6.5%78.5K-910.5K-12.3K1.2790.51146185696324
2021-06-24$146.92$150.0028.7%8.2%33.0%0.0%25.6%4.6%7.3%86.9K-907.4K-11.9K1.2895.082532705303
2021-06-25$147.89$150.0028.6%8.2%33.0%0.0%29.0%3.6%9.0%94.0K-639.3K-12.1K0.0995.48111718327
2021-06-28$144.07$150.0031.9%9.1%34.7%7.1%31.7%5.9%9.0%70.4K-93.2K-10.9K0.0093.78410728327
2021-06-29$143.16$150.0030.4%8.7%34.8%3.9%32.7%4.6%10.5%75.7K-143.3K-11.0K1.5693.74131205743327
2021-06-30$141.36$150.0031.4%9.0%35.2%6.2%30.8%4.5%10.3%61.9K205.8K-10.3K0.0594.39623747327