APPF Options History — May 2022

In May 2022, APPF traded between $82.63 and $107.08. ATM implied volatility averaged 54.6%, placing in the 59.8% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded below realized volatility by 12.5% (HV 20d: 67.1%). Max pain ranged from $100.00 to $110.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 2.60.

Notable Days

  • 2022-05-17: Highest Volume — 872 contracts
  • 2022-05-10: Largest IV drop — 20.9% change
  • 2022-05-09: Highest IV Rank — 100.0%
  • 2022-05-02: Largest Expected Move — 16.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$96.93$82.63$107.08$104.36$100.53
Max Pain$102.86$100.00$110.00$110.00$100.00
ATM IV54.6%46.9%75.4%59.0%55.2%
Expected Move14.9%13.5%16.9%16.9%15.8%
HV 20d67.1%34.5%87.5%35.5%87.5%
HV 60d47.6%34.7%56.5%35.5%56.5%
IV Rank59.8%39.2%100.0%82.3%56.8%
IV Percentile86.1%68.3%100.0%96.4%90.9%
Term Structure-3.6%-13.5%4.5%-13.5%-3.1%
VWIV56.0%46.2%68.0%63.8%57.4%
Skew 25d14.4%2.1%25.2%14.8%13.3%
Skew 10d25.9%-1.7%43.7%14.8%20.5%
Call IV 25d50.3%44.3%58.3%56.8%53.0%
Put IV 25d64.7%55.4%71.6%71.6%66.3%
Bid-Ask Spread %89.4282.1196.3888.5488.84
Gamma HHI0.180.100.250.160.11
Net GEX-89.8K-193.6K-37.5K-48.0K-71.8K
Net DEX2.7M567.3K5.8M1.4M1.7M
Net VEX-13.5K-17.7K-8.8K-12.6K-16.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.600.804.220.953.88
Total Volume524.524259872259581
Total OI1,366.2869591,8239591,558

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-05-02$104.36$110.0059.0%16.9%35.5%82.3%63.8%14.8%-13.5%-48.0K1.4M-12.6K0.9588.54133126379580
2022-05-03$102.95$110.0058.2%16.7%34.5%80.3%60.9%6.0%-10.4%-64.1K1.7M-12.4K1.1694.09135157381622
2022-05-04$106.86$110.0058.0%16.6%37.1%79.6%63.5%17.5%-10.8%-47.8K1.2M-13.0K0.9295.22137126384610
2022-05-05$103.41$105.0060.6%13.7%38.4%86.8%49.1%12.0%-2.5%-65.8K1.6M-11.7K0.9082.11137123375611
2022-05-06$104.05$105.0064.8%14.4%38.5%98.0%51.2%9.7%-4.1%-59.1K1.4M-12.1K0.8083.63153123376612
2022-05-09$100.08$105.0075.4%15.2%40.2%100.0%58.6%12.3%-3.4%-75.4K1.9M-12.0K2.1584.19156336396635
2022-05-10$85.92$105.0059.6%16.0%65.3%66.3%53.5%25.2%-4.1%-109.2K5.2M-8.8K3.5995.33161578409894
2022-05-11$82.63$105.0051.1%14.7%65.9%48.2%53.8%18.2%3.3%-109.2K5.1M-9.6K2.1596.38158340430970
2022-05-12$88.04$105.0054.8%15.7%70.0%55.9%57.1%22.6%-5.5%-120.4K4.3M-11.7K2.2084.79146321437968
2022-05-13$94.39$100.0047.4%13.6%75.8%40.1%48.9%2.1%-0.8%-148.5K3.3M-12.4K1.8687.95148276441969
2022-05-16$89.57$100.0051.1%14.7%77.1%48.2%49.7%19.8%-7.4%-140.4K4.2M-10.6K1.8588.95151279442968
2022-05-17$87.42$100.0049.0%14.1%76.4%43.7%46.2%10.2%-1.5%-132.5K4.4M-10.0K4.2293.32167705449968
2022-05-18$85.59$100.0048.6%13.9%76.4%42.8%50.7%19.2%4.5%-163.2K5.8M-14.4K3.5094.981675844551,368
2022-05-19$93.22$100.0053.5%15.3%84.0%53.2%58.7%15.8%-8.7%-193.6K4.4M-15.8K3.5593.951595644551,364
2022-05-20$96.90$100.0057.0%16.3%85.6%60.6%61.2%12.6%-3.8%-75.7K3.2M-15.4K2.5089.802235584561,363
2022-05-23$98.52$100.0049.9%14.3%85.0%45.6%58.4%8.9%1.7%-57.1K1.7M-15.6K3.6686.86119436452944
2022-05-24$97.71$100.0047.5%13.6%83.1%40.4%57.5%14.1%-0.1%-64.0K1.8M-16.4K3.7385.59120447459980
2022-05-25$101.38$100.0050.8%14.6%84.0%47.4%68.0%17.1%-2.0%-54.2K1.4M-16.7K3.9690.69123487460990
2022-05-26$104.99$100.0046.9%13.5%84.6%39.2%54.8%17.9%-1.4%-49.0K1.1M-17.5K3.7787.421244674611,071
2022-05-27$107.08$100.0047.7%13.7%84.5%40.9%52.5%12.7%-1.5%-37.5K567.3K-17.7K3.3985.151334514601,090
2022-05-31$100.53$100.0055.2%15.8%87.5%56.8%57.4%13.3%-3.1%-71.8K1.7M-16.4K3.8888.841194624651,093