APPF Options History — October 2022

In October 2022, APPF traded between $95.68 and $125.25. ATM implied volatility averaged 52.1%, placing in the 13.8% IV rank vs the trailing year. The 30-day expected move averaged 15.2%. IV traded above realized volatility by 10.2% (HV 20d: 41.9%). Max pain ranged from $95.00 to $110.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.21.

Notable Days

  • 2022-10-21: Highest Volume — 944 contracts
  • 2022-10-28: Largest IV drop — 24.5% change
  • 2022-10-21: Highest IV Rank — 19.7%
  • 2022-10-21: Largest Expected Move — 17.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$107.46$95.68$125.25$108.33$125.25
Max Pain$100.95$95.00$110.00$110.00$100.00
ATM IV52.1%40.5%61.0%47.0%44.3%
Expected Move15.2%11.6%17.5%13.5%12.7%
HV 20d41.9%36.2%60.8%41.5%60.8%
HV 60d101.7%100.8%105.2%102.5%105.2%
IV Rank13.8%6.1%19.7%10.5%8.5%
IV Percentile70.3%21.8%95.2%54.0%38.5%
Term Structure-5.6%-12.7%10.1%3.8%-1.0%
VWIV56.5%47.9%64.0%64.0%47.9%
Skew 25d7.0%-0.1%13.9%8.9%9.2%
Skew 10d22.6%-6.3%43.0%43.0%26.3%
Call IV 25d52.4%41.8%65.2%48.0%45.5%
Put IV 25d59.4%51.1%71.3%56.9%54.8%
Bid-Ask Spread %79.1869.6694.3292.9172.66
Gamma HHI0.190.130.290.190.14
Net GEX-9.5K-85.5K74.1K-20.6K58.4K
Net DEX-29.4K-2.6M2.2M22.2K-2.6M
Net VEX-5.4K-7.7K-2.8K-5.6K-7.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.210.352.711.990.51
Total Volume591293944469482
Total OI1,113.9524721,546996782

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$108.33$110.0047.0%13.5%41.5%10.5%64.0%8.9%3.8%-20.6K22.2K-5.6K1.9992.91157312289707
2022-10-04$108.88$110.0040.5%11.6%40.5%6.1%53.0%7.4%10.1%-10.6K-336.3K-5.6K2.7194.32126341323707
2022-10-05$109.98$110.0043.5%12.5%39.6%8.1%54.4%0.4%4.9%-8.7K-504.3K-5.6K2.6490.99135357323723
2022-10-06$112.70$95.0042.9%14.4%40.1%7.8%57.8%6.2%-6.3%-2.2K-893.9K-5.5K2.4771.36137339329739
2022-10-07$112.49$95.0048.7%15.3%39.2%11.7%54.3%4.7%-8.3%-3.3K-819.7K-5.4K2.3772.60145344331745
2022-10-10$112.70$100.0049.9%15.8%39.2%12.5%58.8%7.4%-7.9%-2.8K-912.3K-5.3K1.5169.66229346340762
2022-10-11$111.33$100.0050.6%16.1%36.2%12.7%59.3%10.6%-8.5%28.8K-968.3K-6.7K1.0272.91416424505781
2022-10-12$111.19$100.0055.8%16.0%36.3%16.2%58.6%6.5%-11.6%74.1K-1000.0K-7.7K0.9771.79416403691855
2022-10-13$106.46$100.0054.6%15.7%39.4%15.4%57.1%7.2%-7.8%2.6K156.5K-6.9K0.9775.58415402691855
2022-10-14$102.94$100.0055.9%16.0%41.5%16.3%57.0%11.6%-8.2%-34.5K886.9K-6.2K0.8888.00415366692845
2022-10-17$103.38$100.0054.9%15.7%40.1%15.6%56.6%9.2%-6.5%-55.5K1.0M-4.7K0.8876.56416368693841
2022-10-18$104.62$100.0054.9%15.8%38.2%15.6%54.2%5.7%-12.7%-60.3K793.6K-4.5K0.8977.57414367693846
2022-10-19$101.03$100.0056.4%16.2%40.3%16.6%56.9%-0.1%-8.0%-85.5K1.6M-3.5K0.9480.09391366693843
2022-10-20$100.48$100.0055.0%15.8%40.3%15.7%52.8%1.9%-5.4%-83.6K1.6M-4.1K0.7980.11429340695846
2022-10-21$98.31$100.0061.0%17.5%41.0%19.7%60.3%13.9%-12.3%2.8K2.2M-2.8K0.8776.51505439685853
2022-10-24$95.68$100.0055.2%15.8%38.4%15.8%55.1%8.3%-1.0%-21.5K714.8K-4.2K0.8588.77172146245227
2022-10-25$100.19$100.0057.9%16.6%42.0%17.7%55.9%7.1%-7.6%-15.5K416.1K-4.4K0.8380.90185153246228
2022-10-26$102.85$100.0060.1%17.2%42.0%19.1%59.9%5.6%-7.7%-4.6K105.7K-4.9K0.4281.5920687259230
2022-10-27$106.43$100.0059.8%17.1%41.6%18.9%62.6%7.0%-10.6%-3.2K-78.7K-6.2K0.3571.3427294281268
2022-10-28$121.49$100.0045.1%12.9%60.8%9.0%50.5%9.3%-4.5%45.9K-2.1M-6.8K0.5376.52231123363343
2022-10-31$125.25$100.0044.3%12.7%60.8%8.5%47.9%9.2%-1.0%58.4K-2.6M-7.6K0.5172.66320162407375