APPF Options History — June 2022

In June 2022, APPF traded between $86.95 and $104.55. ATM implied volatility averaged 49.4%, placing in the 44.5% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded below realized volatility by 13.4% (HV 20d: 62.8%). 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 14 of 21 days. Put/call ratio averaged 2.99.

Notable Days

  • 2022-06-16: Highest Volume — 767 contracts
  • 2022-06-27: Largest IV spike — 56.9% change
  • 2022-06-27: Highest IV Rank — 63.3%
  • 2022-06-27: Largest Expected Move — 16.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$94.97$86.95$104.55$102.57$90.34
Max Pain$109.29$100.00$110.00$100.00$105.00
ATM IV49.4%35.3%58.2%51.5%52.6%
Expected Move13.9%10.1%16.7%14.8%15.1%
HV 20d62.8%49.3%87.7%87.7%49.3%
HV 60d57.7%55.3%60.7%56.6%60.5%
IV Rank44.5%14.4%63.3%49.0%51.2%
IV Percentile71.4%17.5%94.0%81.3%81.3%
Term Structure1.8%-7.1%17.2%-7.1%0.8%
VWIV54.2%48.3%60.1%57.7%60.1%
Skew 25d7.5%-2.6%17.0%2.3%3.8%
Skew 10d18.4%1.9%35.0%29.1%35.0%
Call IV 25d49.1%39.9%61.8%54.2%61.8%
Put IV 25d56.6%47.8%65.6%56.4%65.6%
Bid-Ask Spread %90.0083.6798.8794.4894.20
Gamma HHI0.160.100.250.100.17
Net GEX-97.1K-212.2K-45.6K-60.7K-68.1K
Net DEX2.7M1.3M4.3M1.3M3.0M
Net VEX-14.9K-17.2K-13.0K-17.0K-13.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.992.264.284.142.57
Total Volume596.476493767606546
Total OI1,624.6191,4281,8281,5761,563

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$102.57$100.0051.5%14.8%87.7%49.0%57.7%2.3%-7.1%-60.7K1.3M-17.0K4.1494.481184884671,109
2022-06-02$104.55$110.0044.0%13.7%86.9%32.8%53.5%12.2%4.2%-58.3K1.3M-17.2K4.2885.131185054671,137
2022-06-03$101.61$110.0057.2%13.3%86.7%61.2%53.2%7.1%1.0%-76.2K1.9M-17.2K4.2487.841195054671,155
2022-06-06$99.33$110.0050.7%13.3%87.0%47.2%51.6%9.3%-1.9%-95.3K2.2M-15.9K4.2885.311195094671,155
2022-06-07$98.56$110.0052.9%13.6%85.9%52.0%49.5%2.5%0.3%-102.3K2.4M-16.2K3.3488.061515054671,175
2022-06-08$98.21$110.0047.4%13.6%64.7%40.2%48.3%5.3%0.5%-100.2K2.4M-16.5K3.3286.791515025001,185
2022-06-09$94.78$110.0050.7%14.5%64.4%47.3%52.3%4.3%-4.9%-130.6K3.0M-15.2K3.2588.221514905001,194
2022-06-10$93.67$110.0048.3%13.8%61.1%42.1%50.0%8.1%-1.6%-158.2K3.3M-15.0K2.9689.121594704991,191
2022-06-13$88.24$110.0050.4%14.5%59.6%46.6%56.5%0.1%1.7%-165.0K4.0M-14.6K2.8792.431594575081,195
2022-06-14$87.49$110.0053.8%15.4%56.8%53.9%53.7%9.0%-2.1%-186.4K4.3M-14.0K3.0183.841374135171,212
2022-06-15$90.08$110.0043.7%12.5%57.1%32.3%56.2%12.2%2.7%-177.2K3.6M-14.4K2.3088.171944465301,205
2022-06-16$86.95$110.0048.7%14.0%58.0%42.9%49.3%4.4%6.6%-212.2K4.3M-13.7K2.2693.632355325971,226
2022-06-17$90.96$110.0053.6%15.4%51.7%53.5%59.3%13.4%1.0%-54.8K2.7M-13.8K2.5383.671583996171,211
2022-06-21$92.22$110.0047.9%13.7%49.8%41.2%54.2%5.9%3.9%-54.9K2.6M-13.0K2.6091.67137356557871
2022-06-22$93.19$110.0050.3%14.4%49.6%46.5%55.8%5.6%2.6%-57.2K2.5M-13.2K3.0087.64135405558886
2022-06-23$98.47$110.0035.3%10.1%53.6%14.4%50.9%17.0%16.2%-55.8K2.0M-14.3K2.6498.87145383567958
2022-06-24$101.26$110.0037.1%10.6%52.9%18.2%59.5%14.9%17.2%-45.6K1.5M-15.1K2.3290.77165382585956
2022-06-27$97.17$110.0058.2%16.7%53.1%63.3%58.3%11.2%-5.5%-53.2K2.0M-14.9K2.3094.22165380586961
2022-06-28$92.99$110.0052.3%15.0%54.1%50.6%55.3%12.4%-1.8%-59.7K2.4M-14.7K2.3588.20171401586961
2022-06-29$91.79$110.0051.0%14.6%50.0%47.9%53.8%-2.6%3.7%-66.5K2.9M-13.0K2.3097.82171394591978
2022-06-30$90.34$105.0052.6%15.1%49.3%51.2%60.1%3.8%0.8%-68.1K3.0M-13.5K2.5794.20153393591972