APPF Options History — August 2021

In August 2021, APPF traded between $117.94 and $141.28. ATM implied volatility averaged 40.6%, placing in the 29.9% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 5.2% (HV 20d: 35.5%). Max pain ranged from $135.00 to $140.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 1.84.

Notable Days

  • 2021-08-09: Highest Volume — 159 contracts
  • 2021-08-10: Largest IV drop — 27.7% change
  • 2021-08-09: Highest IV Rank — 82.4%
  • 2021-08-03: Largest Expected Move — 15.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$129.96$117.94$141.28$141.25$117.94
Max Pain$139.55$135.00$140.00$140.00$135.00
ATM IV40.6%32.0%61.8%47.2%32.0%
Expected Move10.9%9.2%15.7%13.5%9.2%
HV 20d35.5%29.2%40.7%32.2%32.5%
HV 60d32.3%29.5%33.5%30.5%33.5%
IV Rank29.9%8.5%82.4%46.2%8.5%
IV Percentile30.1%3.6%96.4%50.4%3.6%
Term Structure-1.5%-11.2%3.0%-4.8%1.4%
VWIV39.4%31.2%54.0%48.9%31.5%
Skew 25d4.1%-3.5%15.0%6.8%2.7%
Skew 10d11.2%-0.0%36.4%18.2%17.7%
Call IV 25d38.3%30.5%55.1%49.3%35.2%
Put IV 25d42.4%33.9%61.5%56.0%37.9%
Bid-Ask Spread %86.4166.0894.9990.2292.00
Gamma HHI0.200.090.560.090.20
Net GEX-23.8K-108.1K72.3K22.4K-58.9K
Net DEX986.2K-707.1K2.6M-155.1K1.7M
Net VEX-6.7K-9.5K-5.0K-7.9K-5.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.840.037.250.330.60
Total Volume43.63621591232
Total OI817.8186531,075653732

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-08-02$141.25$140.0047.2%13.5%32.2%46.2%48.9%6.8%-4.8%22.4K-155.1K-7.9K0.3390.2293433220
2021-08-03$138.81$140.0054.6%15.7%32.7%64.6%54.0%3.7%-11.2%16.4K35.8K-7.6K0.0387.071294433221
2021-08-04$140.10$140.0054.1%15.5%30.6%63.2%47.3%9.4%-10.8%14.5K51.1K-7.4K2.0094.9912438224
2021-08-05$141.28$140.0058.7%12.6%29.2%74.6%0.0%1.9%-3.1%72.3K-707.1K-9.5K1.0066.0811544223
2021-08-06$138.12$140.0055.2%12.5%30.5%66.1%43.8%15.0%-1.8%55.8K-58.7K-8.1K2.6792.7238544225
2021-08-09$138.17$140.0061.8%12.8%30.3%82.4%44.9%-0.3%-2.2%59.9K-219.9K-8.1K0.9267.918376543226
2021-08-10$129.32$140.0044.7%9.6%38.7%39.9%34.4%1.1%-0.6%-4.3K1.1M-5.0K1.4987.044364544230
2021-08-11$132.61$140.0034.6%9.9%39.7%14.9%34.8%3.9%-0.6%-29.9K1.2M-6.5K0.5884.662615623305
2021-08-12$134.74$140.0033.1%9.5%40.2%11.2%0.0%1.9%2.0%-3.6K524.5K-7.9K0.7283.401813646310
2021-08-13$132.37$140.0033.6%9.6%40.7%12.4%38.3%-3.5%2.3%-30.9K920.5K-7.0K0.0085.56047656323
2021-08-16$131.85$140.0035.8%10.3%40.6%17.9%33.2%0.3%-0.6%-58.0K1.2M-6.5K0.5782.0974666335
2021-08-17$127.18$140.0036.1%10.4%39.0%18.7%36.9%4.9%-1.6%-81.2K2.0M-6.3K1.4186.643752666356
2021-08-18$125.66$140.0034.9%10.0%39.0%15.7%36.3%3.4%-1.3%-75.0K2.0M-5.7K0.6390.563824667359
2021-08-19$123.94$140.0035.4%10.2%39.1%17.0%31.2%2.9%-0.7%-81.6K2.6M-5.8K5.1486.83736682381
2021-08-20$125.33$140.0035.2%10.1%38.9%16.5%36.8%5.5%-0.9%-108.1K2.6M-6.2K3.6783.46311685390
2021-08-23$126.42$140.0035.8%10.2%38.9%17.8%36.4%5.5%3.0%-22.6K835.3K-6.1K1.4286.451217413244
2021-08-24$124.97$140.0034.6%9.9%37.4%14.9%39.9%2.8%1.3%-33.3K966.8K-6.0K1.3888.031622413255
2021-08-25$123.97$140.0034.9%10.0%33.6%15.7%42.9%7.5%-1.1%-31.1K1.1M-6.0K7.2588.14429422262
2021-08-26$122.35$140.0034.6%9.9%31.8%14.9%39.0%2.8%-2.3%-39.0K1.2M-6.0K2.4089.92512427274
2021-08-27$122.79$140.0032.2%9.2%32.1%8.9%0.0%-0.4%2.4%-48.3K1.2M-6.4K0.8094.5754428296
2021-08-30$120.00$135.0034.8%10.0%32.5%15.5%37.9%12.9%-1.7%-58.2K1.6M-5.7K3.6392.67829423305
2021-08-31$117.94$135.0032.0%9.2%32.5%8.5%31.5%2.7%1.4%-58.9K1.7M-5.3K0.6092.002012428304