APPF Options History — October 2021

In October 2021, APPF traded between $123.78 and $133.20. ATM implied volatility averaged 41.9%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 10.4% (HV 20d: 31.5%). Max pain ranged from $110.00 to $130.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 1.15.

Notable Days

  • 2021-10-27: Highest Volume — 191 contracts
  • 2021-10-11: Largest IV spike — 75.3% change
  • 2021-10-11: Highest IV Rank — 65.6%
  • 2021-10-27: Largest Expected Move — 13.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$129.27$123.78$133.20$125.12$131.16
Max Pain$125.95$110.00$130.00$120.00$130.00
ATM IV41.9%31.4%55.0%33.9%42.1%
Expected Move12.3%9.7%13.4%9.7%12.1%
HV 20d31.5%22.0%38.4%37.9%22.0%
HV 60d33.7%32.2%34.9%34.2%32.4%
IV Rank33.0%7.0%65.6%13.3%33.6%
IV Percentile37.9%2.4%86.1%11.5%34.5%
Term Structure-3.1%-7.0%9.6%9.6%-2.0%
VWIV43.1%33.5%47.0%33.5%43.8%
Skew 25d5.3%-0.7%15.3%15.3%12.5%
Skew 10d10.9%-8.5%29.8%-8.5%16.0%
Call IV 25d41.5%23.1%48.6%23.1%43.6%
Put IV 25d46.8%33.6%56.0%38.4%56.0%
Bid-Ask Spread %79.5262.3798.6598.6588.91
Gamma HHI0.380.160.730.510.17
Net GEX96.2K-11.3K322.7K116.7K11.0K
Net DEX-593.8K-2.1M268.3K-645.7K-341.0K
Net VEX-5.3K-6.8K-4.0K-6.8K-5.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.150.003.750.330.74
Total Volume75.571519132188
Total OI611.667213924858366

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-10-01$125.12$120.0033.9%9.7%37.9%13.3%33.5%15.3%9.6%116.7K-645.7K-6.8K0.3398.65248605253
2021-10-04$123.78$110.0036.8%12.4%38.0%20.3%0.0%1.8%-3.5%129.2K-489.0K-6.2K0.0067.7507609253
2021-10-05$126.61$125.0033.5%12.8%38.4%12.2%41.1%4.7%-4.3%149.2K-969.9K-6.2K0.2562.37123619252
2021-10-06$126.44$125.0041.9%12.2%38.2%33.1%43.3%3.3%-4.6%140.2K-886.6K-6.2K0.0069.64580619258
2021-10-07$127.90$125.0037.0%12.3%36.2%20.9%42.9%7.6%-1.9%156.3K-1.2M-5.8K0.6872.261913619261
2021-10-08$128.64$125.0031.4%11.9%32.9%7.0%0.0%6.9%-0.4%215.0K-1.7M-5.8K0.0070.20010663261
2021-10-11$126.12$125.0055.0%13.4%33.6%65.6%47.0%7.0%-6.1%184.0K-963.4K-5.4K3.3384.66310657260
2021-10-12$124.77$125.0047.4%12.8%33.5%46.7%0.0%5.5%-6.0%232.2K-965.5K-5.1K1.5078.8423659255
2021-10-13$125.78$125.0044.8%12.8%32.9%40.2%0.0%2.7%-4.8%322.7K-1.0M-4.8K0.5081.2342657261
2021-10-14$130.24$125.0042.4%12.2%33.3%34.4%46.7%0.4%-3.9%168.9K-2.0M-4.7K3.7579.10415657258
2021-10-15$129.77$125.0040.8%11.7%33.3%30.3%37.1%-0.7%-1.9%222.4K-2.1M-4.0K0.2492.345112658257
2021-10-18$131.57$125.0043.0%12.3%29.7%35.8%43.7%3.4%-3.6%-11.3K268.3K-4.0K2.2585.3281869144
2021-10-19$131.22$125.0042.3%12.1%29.6%33.9%42.5%5.9%-2.4%-7.1K204.5K-4.4K0.1478.2814289156
2021-10-20$131.32$130.0042.6%12.2%29.6%34.7%43.0%2.0%-2.8%-7.5K203.2K-5.2K1.4176.795983111175
2021-10-21$133.20$130.0041.3%11.9%29.6%31.7%42.7%6.7%-1.4%-4.3K111.8K-4.9K1.3878.626184111174
2021-10-22$133.08$130.0043.5%12.5%29.4%37.1%43.3%5.9%-5.5%-5.0K124.2K-5.0K1.3877.566184117180
2021-10-25$132.24$130.0045.0%12.9%29.1%40.6%44.5%6.9%-7.0%-3.7K158.9K-5.1K1.2975.416280128184
2021-10-26$132.54$130.0044.4%12.7%24.7%39.2%45.8%3.9%-4.5%-2.2K9.0K-5.2K1.1481.467080130176
2021-10-27$130.39$130.0046.8%13.4%25.0%45.2%45.5%6.6%-4.9%-1.0K92.3K-5.1K0.7283.3711180144176
2021-10-28$132.73$130.0043.6%12.5%25.1%37.3%46.7%3.2%-3.9%13.7K-427.6K-6.0K0.7887.1810280186178
2021-10-29$131.16$130.0042.1%12.1%22.0%33.6%43.8%12.5%-2.0%11.0K-341.0K-5.9K0.7488.9110880188178