APPF Options History — August 2022

In August 2022, APPF traded between $79.64 and $113.23. ATM implied volatility averaged 47.0%, placing in the 17.3% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded below realized volatility by 54.0% (HV 20d: 100.9%). Max pain ranged from $90.00 to $100.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 3.54.

Notable Days

  • 2022-08-08: Highest Volume — 813 contracts
  • 2022-08-17: Largest IV spike — 373.6% change
  • 2022-08-17: Highest IV Rank — 100.0%
  • 2022-08-17: Largest Expected Move — 51.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$105.68$79.64$113.23$102.42$101.00
Max Pain$99.13$90.00$100.00$100.00$100.00
ATM IV47.0%36.8%180.0%42.5%42.2%
Expected Move13.3%10.5%51.6%12.2%12.1%
HV 20d100.9%35.3%170.4%46.2%169.2%
HV 60d77.6%47.1%105.2%63.1%103.7%
IV Rank17.3%4.2%100.0%22.6%7.2%
IV Percentile35.4%18.7%100.0%37.7%35.3%
Term Structure-2.8%-101.0%6.2%0.4%1.6%
VWIV49.2%29.5%128.4%51.2%40.1%
Skew 25d5.1%-25.4%13.0%2.3%6.8%
Skew 10d15.2%-14.0%34.8%29.1%12.5%
Call IV 25d42.9%29.2%82.0%47.1%40.7%
Put IV 25d47.9%39.1%62.4%49.4%47.4%
Bid-Ask Spread %87.4971.32107.2886.7997.09
Gamma HHI0.260.110.570.180.16
Net GEX21.7K-35.3K150.4K-9.6K-18.3K
Net DEX45.8K-1.4M1.7M763.5K941.7K
Net VEX-9.0K-11.1K-7.2K-10.9K-7.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.540.0017.003.531.69
Total Volume211.8260813480501
Total OI1,217.2178651,4541,044997

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$102.42$100.0042.5%12.2%46.2%22.6%51.2%2.3%0.4%-9.6K763.5K-10.9K3.5386.79106374307737
2022-08-02$103.89$100.0040.0%11.5%45.8%17.5%55.7%11.3%0.7%717439.1K-10.8K3.5684.69107381317737
2022-08-03$105.95$100.0043.0%12.3%44.9%23.6%54.9%-5.1%-2.6%11.8K209.1K-11.1K6.4291.53105674319741
2022-08-04$105.81$90.0042.5%12.3%44.9%22.6%44.0%9.7%-0.9%10.9K85.8K-10.3K5.8471.321156723311,059
2022-08-05$108.86$90.0037.0%11.2%45.2%11.5%39.8%4.8%1.0%34.6K-396.3K-9.9K4.7886.241406693311,058
2022-08-08$107.56$100.0047.6%11.4%43.5%33.0%42.0%10.6%-0.6%30.2K-193.0K-10.2K4.9872.811366773571,062
2022-08-09$106.16$100.0047.4%11.7%35.3%32.5%0.0%10.2%0.3%28.6K134.8K-9.9K0.0076.73003571,078
2022-08-10$111.92$100.0040.9%11.7%38.8%19.4%37.7%3.5%0.9%44.0K-847.5K-10.3K0.5078.32843571,078
2022-08-11$109.48$100.0039.5%11.3%40.4%16.4%47.5%5.7%4.5%73.5K-632.3K-9.5K1.0082.3211113631,076
2022-08-12$112.10$100.0036.8%10.5%39.5%11.0%0.0%7.0%3.6%68.6K-1.1M-9.6K0.0079.84023711,077
2022-08-15$113.23$100.0037.7%10.8%37.6%12.8%0.0%8.3%1.7%72.3K-1.4M-8.1K0.0088.90003711,076
2022-08-16$110.21$100.0038.0%10.9%39.4%13.4%0.0%9.4%1.6%104.1K-803.9K-8.2K0.0085.091303711,076
2022-08-17$79.64$100.00180.0%51.6%123.0%100.0%128.4%-25.4%-101.0%-35.1K1.7M-10.6K0.0091.59503771,076
2022-08-18$109.69$100.0038.4%11.0%170.3%4.7%43.4%1.6%-0.4%150.4K-670.9K-8.4K0.2085.87513781,076
2022-08-19$106.78$100.0040.2%11.5%170.4%5.9%43.7%6.7%2.1%-34.9K267.9K-8.1K0.1188.72913731,077
2022-08-22$105.84$100.0040.5%11.6%170.4%6.1%39.4%11.5%1.4%-35.3K659.2K-7.8K0.0287.03892208657
2022-08-23$107.18$100.0041.9%12.0%170.2%7.0%0.0%6.0%3.7%3.1K18.7K-8.5K0.0089.0820297659
2022-08-24$106.55$100.0037.7%10.8%169.5%4.2%0.0%8.6%5.6%8.5K90.8K-7.4K0.0095.3300299659
2022-08-25$107.29$100.0042.8%12.3%169.2%7.6%0.0%13.0%0.8%6.0K126.7K-7.8K0.00100.2500299659
2022-08-26$105.10$100.0040.1%11.5%169.2%5.9%40.5%7.4%2.3%2.7K286.2K-7.3K0.0087.8310299659
2022-08-29$102.43$100.0040.3%11.5%169.5%6.0%29.5%0.3%6.2%-6.5K646.6K-7.2K17.00107.28234299659
2022-08-30$101.64$100.0043.1%12.3%169.4%7.9%0.0%2.5%1.8%-12.0K794.2K-7.8K14.0097.66114299683
2022-08-31$101.00$100.0042.2%12.1%169.2%7.2%40.1%6.8%1.6%-18.3K941.7K-7.6K1.6997.09186315300697