APPF Options History — September 2022

In September 2022, APPF traded between $94.39 and $109.45. ATM implied volatility averaged 44.4%, placing in the 8.7% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded below realized volatility by 52.8% (HV 20d: 97.2%). 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 19 of 21 days. Put/call ratio averaged 2.16.

Notable Days

  • 2022-09-16: Highest Volume — 700 contracts
  • 2022-09-12: Largest IV spike — 59.8% change
  • 2022-09-13: Highest IV Rank — 26.9%
  • 2022-09-30: Largest Expected Move — 14.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$100.65$94.39$109.45$97.67$105.08
Max Pain$109.05$100.00$110.00$100.00$110.00
ATM IV44.4%31.7%71.3%41.9%50.4%
Expected Move12.3%10.5%14.5%12.0%14.5%
HV 20d97.2%32.3%169.7%169.6%41.2%
HV 60d102.8%101.8%104.0%103.9%102.4%
IV Rank8.7%0.2%26.9%7.1%12.8%
IV Percentile41.3%0.4%98.8%33.3%69.0%
Term Structure3.8%-3.5%8.7%0.3%3.3%
VWIV49.3%36.8%76.9%36.8%62.2%
Skew 25d7.6%-1.2%23.9%7.7%5.3%
Skew 10d26.7%-3.6%48.1%35.3%28.1%
Call IV 25d43.4%28.4%56.2%43.9%51.1%
Put IV 25d51.0%37.6%62.4%51.6%56.4%
Bid-Ask Spread %91.8885.72101.6195.1191.39
Gamma HHI0.180.150.250.170.20
Net GEX-26.3K-35.0K-15.8K-29.7K-21.7K
Net DEX929.2K-169.7K1.6M1.3M293.8K
Net VEX-6.0K-7.6K-4.9K-7.6K-5.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.160.0018.000.042.48
Total Volume226.143170028435
Total OI1,050.8579651,197997994

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-09-01$97.67$100.0041.9%12.0%169.6%7.1%36.8%7.7%0.3%-29.7K1.3M-7.6K0.0495.11271300697
2022-09-02$96.07$100.0045.0%12.9%169.2%9.2%38.8%23.9%-0.3%-35.0K1.5M-6.8K18.00101.61118347696
2022-09-06$94.39$110.0047.9%12.4%169.2%11.1%55.0%5.3%4.0%-34.8K1.6M-5.9K1.8488.11189348346683
2022-09-07$97.28$110.0041.0%11.5%169.7%6.4%41.9%-0.9%4.0%-29.2K1.3M-5.3K1.7291.10193331348701
2022-09-08$97.62$110.0039.7%13.5%168.4%5.6%42.8%19.1%-3.5%-28.7K1.3M-6.2K0.0092.8560354703
2022-09-09$100.76$110.0031.7%10.5%168.8%0.2%39.2%5.5%6.2%-21.8K1.0M-6.5K0.0791.801239358703
2022-09-12$101.39$110.0050.7%11.3%168.6%13.0%37.6%8.0%3.2%-17.5K965.9K-5.9K0.0085.7208479711
2022-09-13$97.49$110.0071.3%12.4%168.9%26.9%55.5%10.8%3.2%-34.9K1.5M-5.5K0.9591.68317300479713
2022-09-14$98.51$110.0041.1%11.8%168.8%6.5%39.4%3.6%2.3%-25.2K1.2M-5.3K0.0090.9830479715
2022-09-15$101.12$110.0041.3%11.9%119.6%6.7%38.2%12.6%6.5%-19.3K939.2K-5.4K1.1792.9867482715
2022-09-16$100.90$110.0041.4%11.9%32.3%6.7%44.6%6.0%5.6%-15.8K967.3K-4.9K0.7789.85396304485708
2022-09-19$103.90$110.0038.8%11.1%33.2%5.0%0.0%6.1%8.7%-27.1K611.6K-6.8K0.0092.2470279686
2022-09-20$100.33$110.0041.9%12.0%35.3%7.1%76.9%8.9%1.0%-28.7K901.4K-6.3K0.0090.11021282686
2022-09-21$100.11$110.0040.8%11.7%34.8%6.3%43.1%6.2%8.0%-29.3K903.5K-6.0K0.0091.9201282706
2022-09-22$99.35$110.0042.1%12.1%34.8%7.2%44.2%3.8%5.1%-27.7K998.9K-5.4K2.6795.9538282707
2022-09-23$99.80$110.0041.9%12.0%34.7%7.1%46.1%5.8%1.5%-26.8K946.5K-5.2K0.0097.2910279708
2022-09-26$104.33$110.0045.0%12.9%38.0%9.2%52.7%10.5%6.0%-27.4K480.8K-6.0K2.2589.45126284280708
2022-09-27$102.67$110.0045.4%13.0%37.3%9.4%61.7%5.8%4.6%-27.0K629.8K-6.0K2.2588.73126284283712
2022-09-28$105.44$110.0044.0%12.6%38.3%8.5%64.9%6.4%6.1%-25.3K409.7K-6.2K2.3189.11128296283710
2022-09-29$109.45$110.0048.3%13.8%40.2%11.4%64.9%-1.2%4.8%-20.0K-169.7K-6.2K2.4091.43130312285714
2022-09-30$105.08$110.0050.4%14.5%41.2%12.8%62.2%5.3%3.3%-21.7K293.8K-5.8K2.4891.39125310288706