APPF Options History — November 2021

In November 2021, APPF traded between $120.85 and $135.97. ATM implied volatility averaged 42.0%, placing in the 36.2% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 14.1% (HV 20d: 27.9%). Max pain ranged from $120.00 to $130.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.61.

Notable Days

  • 2021-11-08: Highest Volume — 396 contracts
  • 2021-11-09: Largest IV drop — 22.3% change
  • 2021-11-08: Highest IV Rank — 78.2%
  • 2021-11-02: Largest Expected Move — 14.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$128.56$120.85$135.97$135.97$120.85
Max Pain$121.43$120.00$130.00$130.00$120.00
ATM IV42.0%34.9%57.3%46.4%48.6%
Expected Move11.5%10.0%14.2%13.3%13.9%
HV 20d27.9%24.4%31.4%24.4%27.7%
HV 60d30.8%29.4%33.4%33.0%30.9%
IV Rank36.2%17.2%78.2%44.1%54.5%
IV Percentile45.3%17.5%92.1%60.3%75.0%
Term Structure-3.0%-11.9%0.3%-7.9%-11.9%
VWIV41.7%35.5%52.9%47.0%49.9%
Skew 25d5.6%0.9%15.8%6.8%6.1%
Skew 10d10.6%2.0%24.4%18.5%10.4%
Call IV 25d38.9%34.0%49.3%42.9%48.2%
Put IV 25d44.4%38.1%57.9%49.7%54.3%
Bid-Ask Spread %85.1669.59103.7289.3797.05
Gamma HHI0.170.130.250.160.18
Net GEX19.4K-23.4K95.2K22.4K-2.0K
Net DEX-146.8K-935.2K559.6K-709.7K552.5K
Net VEX-7.2K-9.1K-5.6K-5.6K-6.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.610.311.000.770.52
Total Volume271.714184396184208
Total OI611.619372826372575

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-11-01$135.97$130.0046.4%13.3%24.4%44.1%47.0%6.8%-7.9%22.4K-709.7K-5.6K0.7789.3710480194178
2021-11-02$132.42$130.0049.4%14.2%25.8%51.5%50.2%4.8%-7.3%17.8K-510.5K-5.9K0.7685.4110580203178
2021-11-03$135.62$130.0049.2%14.1%26.9%56.1%52.9%12.7%-8.0%23.1K-657.3K-5.8K0.7684.4610580204179
2021-11-04$135.48$120.0050.1%11.9%26.8%58.7%42.4%4.8%-4.5%23.4K-750.7K-5.8K0.4069.5920884206180
2021-11-05$134.85$120.0050.4%11.8%26.9%59.5%43.7%3.2%-1.7%42.5K-933.0K-8.0K0.4183.0820784316183
2021-11-08$133.59$120.0057.3%12.2%26.0%78.2%44.3%2.8%-2.1%41.2K-800.7K-7.7K0.3173.3930393321183
2021-11-09$132.04$120.0044.5%11.1%26.1%43.4%39.2%2.1%-0.6%74.1K-721.7K-8.2K0.4682.25227105465204
2021-11-10$133.60$120.0037.3%10.7%26.2%23.7%38.1%3.8%-0.6%95.2K-935.2K-8.1K0.6372.59199126461208
2021-11-11$130.60$120.0036.4%10.4%24.8%21.3%38.4%2.9%-0.4%44.9K-519.4K-8.6K0.7078.39181126547185
2021-11-12$127.48$120.0035.8%10.3%26.3%19.7%39.4%4.4%0.3%30.1K-165.8K-8.0K1.0083.95178178560199
2021-11-15$127.51$120.0035.3%10.1%25.7%18.2%42.7%7.7%0.3%12.4K31.5K-9.1K1.0081.24177177563262
2021-11-16$130.36$120.0035.6%10.2%27.0%19.3%37.5%4.8%-0.4%30.6K-296.2K-8.5K0.7179.25185132565261
2021-11-17$125.01$120.0036.0%10.3%30.8%20.4%36.6%4.0%-1.3%-11.3K352.3K-7.5K0.5979.27195115565261
2021-11-18$124.47$120.0034.9%10.0%30.2%17.2%36.5%0.9%-0.4%-19.5K375.8K-7.5K0.5486.98195105555252
2021-11-19$123.98$120.0034.9%10.0%30.1%17.4%35.5%3.2%-0.9%-23.4K509.5K-6.5K0.5982.58183108555253
2021-11-22$125.06$120.0035.0%10.0%30.4%17.7%37.3%6.3%-0.6%1.5K343.3K-6.6K0.4386.5515868349209
2021-11-23$123.14$120.0038.0%10.9%30.7%25.6%37.5%1.9%0.1%-28420.9K-6.8K0.5495.1413975351212
2021-11-24$124.63$120.0037.9%10.9%30.8%25.4%39.8%8.5%-4.8%3.4K285.0K-7.0K0.5697.9013575351210
2021-11-26$121.10$120.0044.9%12.9%31.2%44.6%43.9%9.3%-4.3%-2.1K559.6K-6.4K0.56103.7213575353215
2021-11-29$122.09$120.0044.8%12.8%31.4%44.1%43.3%15.8%-5.8%2.5K486.8K-6.8K0.5896.1513578358215
2021-11-30$120.85$120.0048.6%13.9%27.7%54.5%49.9%6.1%-11.9%-2.0K552.5K-6.9K0.5297.0513771358217