APPF Options History — January 2024

In January 2024, APPF traded between $165.29 and $229.48. ATM implied volatility averaged 40.9%, placing in the 27.2% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 2.6% (HV 20d: 38.3%). Max pain ranged from $170.00 to $210.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.44.

Notable Days

  • 2024-01-26: Highest Volume — 2,865 contracts
  • 2024-01-10: Largest IV spike — 31.3% change
  • 2024-01-24: Highest IV Rank — 50.6%
  • 2024-01-24: Largest Expected Move — 14.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$183.63$165.29$229.48$168.69$219.56
Max Pain$177.86$170.00$210.00$185.00$210.00
ATM IV40.9%29.9%51.3%35.7%35.8%
Expected Move12.3%10.2%14.7%10.2%10.3%
HV 20d38.3%18.8%94.5%27.2%94.1%
HV 60d39.6%33.0%61.9%34.5%61.9%
IV Rank27.2%2.3%50.6%15.3%15.7%
IV Percentile62.6%0.8%96.4%44.0%46.8%
Term Structure-4.0%-10.4%8.1%7.4%-2.0%
VWIV43.2%34.3%52.7%34.3%37.2%
Skew 25d3.7%0.4%6.1%0.7%2.2%
Skew 10d8.8%1.1%20.1%9.1%3.1%
Call IV 25d41.7%34.6%49.8%37.7%36.9%
Put IV 25d45.4%38.4%54.9%38.4%39.2%
Bid-Ask Spread %65.9651.3584.5483.5369.70
Gamma HHI0.120.080.220.100.22
Net GEX-32.7K-480.6K313.9K-52.2K-480.6K
Net DEX-3.9M-29.3M5.1M3.7M-21.1M
Net VEX-66.7K-98.1K-54.8K-58.0K-98.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.440.073.942.001.80
Total Volume321.476182,86518137
Total OI3,113.7622,1965,0882,7365,088

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-01-02$168.69$185.0035.7%10.2%27.2%15.3%34.3%0.7%7.4%-52.2K3.7M-58.0K2.0083.536121,3551,381
2024-01-03$167.07$185.0036.3%10.4%24.4%16.9%36.6%4.0%8.1%-67.4K4.5M-57.4K0.5384.5432171,3571,388
2024-01-04$165.66$180.0035.1%12.4%24.2%14.2%42.8%5.3%-5.7%-74.4K5.1M-55.3K1.4051.3525351,3611,397
2024-01-05$165.29$175.0029.9%12.4%24.0%2.3%44.6%4.9%-3.2%-83.9K4.9M-55.5K2.1566.2727581,3511,403
2024-01-08$167.41$170.0034.8%12.8%18.8%13.5%42.8%6.1%-6.2%-84.4K4.4M-54.8K2.8356.7112341,3721,437
2024-01-09$173.27$170.0031.2%12.3%22.7%5.3%42.7%5.2%-6.5%-45.7K2.2M-58.2K0.2458.0441101,3851,447
2024-01-10$176.00$170.0041.0%11.7%23.6%27.4%43.4%5.3%-5.1%-24.0K1.2M-58.6K1.1762.0112141,4031,453
2024-01-11$179.69$170.0041.0%11.7%24.3%27.3%42.0%4.2%-4.1%626-388.4K-59.1K2.1265.58691461,4041,458
2024-01-12$181.44$170.0042.2%12.1%23.8%30.1%42.0%0.4%-5.8%-10.1K-1.2M-62.8K0.3276.1771231,4081,541
2024-01-16$174.47$170.0046.7%13.4%27.4%40.3%44.7%3.3%-6.6%-71.4K2.0M-60.3K1.2862.2118231,4231,553
2024-01-17$174.63$170.0046.1%13.2%25.9%38.9%47.9%2.8%-6.4%-54.2K1.2M-59.4K0.6362.9172451,4281,501
2024-01-18$175.81$170.0044.2%12.7%26.1%34.5%44.1%3.7%-1.3%-20.9K296.0K-63.6K0.2965.601751,4781,514
2024-01-19$178.18$170.0044.0%12.6%26.5%34.2%41.3%3.0%-3.3%69.0K-641.2K-62.8K1.3072.4563821,4701,508
2024-01-22$181.50$170.0050.8%14.6%26.8%49.5%47.1%3.4%-9.3%15.0K-718.3K-66.9K0.4271.233461479551,241
2024-01-23$180.47$170.0048.5%13.9%26.9%44.4%51.8%3.9%-6.3%173.1K-3.1M-74.2K2.4572.5220491,2931,254
2024-01-24$176.88$170.0051.3%14.7%27.8%50.6%50.2%5.1%-8.8%153.7K-2.0M-70.7K0.0763.22232161,3021,285
2024-01-25$173.62$170.0051.3%14.7%28.6%50.6%52.7%4.5%-10.4%209.0K-1.3M-72.3K1.2054.211321591,5191,294
2024-01-26$223.27$170.0039.9%11.4%93.7%24.8%40.7%2.3%-2.6%313.9K-26.9M-65.4K2.3153.028661,9991,6531,417
2024-01-29$229.48$210.0036.1%10.4%93.6%16.4%39.7%4.1%-1.8%-158.0K-29.3M-89.7K3.9460.622981,1732,0262,813
2024-01-30$223.94$210.0037.7%10.8%94.5%20.0%38.3%2.5%-3.1%-393.5K-24.2M-96.6K1.7773.27751332,1132,960
2024-01-31$219.56$210.0035.8%10.3%94.1%15.7%37.2%2.2%-2.0%-480.6K-21.1M-98.1K1.8069.7049882,1242,964