APPF Options History — November 2022

In November 2022, APPF traded between $110.10 and $124.30. ATM implied volatility averaged 44.1%, placing in the 8.3% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded below realized volatility by 18.8% (HV 20d: 62.8%). Max pain ranged from $105.00 to $110.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.42.

Notable Days

  • 2022-11-02: Highest Volume — 563 contracts
  • 2022-11-22: Largest IV spike — 15.0% change
  • 2022-11-07: Highest IV Rank — 12.4%
  • 2022-11-02: Largest Expected Move — 13.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$117.11$110.10$124.30$124.30$112.76
Max Pain$109.52$105.00$110.00$105.00$110.00
ATM IV44.1%39.4%50.1%43.6%40.5%
Expected Move12.4%11.3%13.4%12.5%11.6%
HV 20d62.8%44.1%68.0%61.1%45.4%
HV 60d69.5%48.4%105.6%105.1%49.7%
IV Rank8.3%5.2%12.4%8.0%5.9%
IV Percentile36.3%9.9%62.3%36.1%16.3%
Term Structure-2.3%-9.7%1.0%1.0%-1.9%
VWIV45.5%40.8%50.0%45.0%44.9%
Skew 25d7.4%-3.1%17.7%13.8%12.0%
Skew 10d10.5%-17.9%29.7%2.6%-7.7%
Call IV 25d44.1%36.2%52.3%40.5%43.9%
Put IV 25d51.4%48.2%63.5%54.3%55.9%
Bid-Ask Spread %88.3780.91101.6882.4397.65
Gamma HHI0.130.100.170.120.16
Net GEX50.4K4.3K119.5K79.7K4.3K
Net DEX-1.4M-2.9M-452.4K-2.9M-484.8K
Net VEX-8.3K-10.7K-5.8K-9.3K-5.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.420.090.760.760.09
Total Volume363.905056354311
Total OI875.9525591,054899600

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-11-01$124.30$105.0043.6%12.5%61.1%8.0%45.0%13.8%1.0%79.7K-2.9M-9.3K0.7682.43308235503396
2022-11-02$119.93$105.0046.7%13.4%62.9%10.1%46.1%17.7%-2.8%57.1K-1.9M-10.7K0.7283.19328235515476
2022-11-03$120.44$110.0046.9%12.3%62.4%10.3%46.9%5.8%-0.5%68.2K-2.1M-10.7K0.5685.52281156543472
2022-11-04$113.09$110.0045.3%12.6%66.7%9.1%44.8%8.3%-1.6%40.8K-1.0M-10.3K0.4484.03336148540473
2022-11-07$111.96$110.0050.1%13.0%66.8%12.4%48.2%4.0%-1.8%33.7K-664.8K-9.4K0.4287.08336141545481
2022-11-08$113.54$110.0050.0%12.6%66.8%12.3%50.0%6.9%-1.2%39.1K-976.0K-9.3K0.4286.70337141545481
2022-11-09$114.18$110.0044.8%12.8%66.8%8.8%44.4%11.7%-3.6%58.8K-1.2M-8.9K0.4294.33337141540481
2022-11-10$120.82$110.0044.8%12.8%67.4%8.8%41.6%6.5%-3.6%71.2K-2.1M-9.8K0.4285.89336142540481
2022-11-11$120.92$110.0044.1%12.7%65.8%8.4%48.7%3.9%-1.3%78.1K-2.3M-9.3K0.4083.85356142541482
2022-11-14$117.54$110.0042.1%12.1%67.0%7.0%47.1%4.8%-2.5%97.7K-1.6M-8.3K0.4081.28357142561482
2022-11-15$121.76$110.0042.7%12.2%67.8%7.4%45.6%5.8%-2.0%111.5K-2.6M-8.7K0.4481.22356158561482
2022-11-16$122.18$110.0042.1%12.1%65.9%7.0%49.8%5.0%-1.6%119.5K-2.6M-8.4K0.4880.91327158562486
2022-11-17$117.51$110.0041.8%12.0%68.0%6.8%40.8%8.0%-1.9%98.7K-1.5M-7.7K0.6483.02247157562488
2022-11-18$118.37$110.0041.1%11.8%67.1%6.3%42.7%5.7%-0.5%18.3K-1.4M-7.2K0.6682.31238157564490
2022-11-21$115.02$110.0039.4%11.3%67.2%5.2%49.1%4.1%0.7%11.8K-620.3K-6.6K0.2490.4623556365194
2022-11-22$116.96$110.0045.3%13.0%65.8%9.1%43.0%-3.1%-6.8%18.8K-840.2K-7.1K0.2396.1124056375214
2022-11-23$116.80$110.0042.8%12.3%65.5%7.4%43.3%6.5%-1.0%20.7K-890.6K-7.3K0.1597.8124037380214
2022-11-25$117.10$110.0043.2%12.4%64.7%7.7%0.0%8.3%-2.7%20.3K-928.7K-7.2K0.00101.6800380214
2022-11-28$113.97$110.0043.7%12.5%44.7%8.1%43.6%15.0%-2.9%6.4K-550.8K-6.2K0.1195.7391380214
2022-11-29$110.10$110.0044.9%12.9%44.1%8.9%44.9%4.5%-9.7%4.6K-452.4K-6.7K0.0994.53222377215
2022-11-30$112.76$110.0040.5%11.6%45.4%5.9%0.0%12.0%-1.9%4.3K-484.8K-5.8K0.0097.65011385215