APPF Options History — April 2024

In April 2024, APPF traded between $208.62 and $241.89. ATM implied volatility averaged 45.4%, placing in the 64.6% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 6.5% (HV 20d: 38.9%). Max pain ranged from $195.00 to $220.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.27.

Notable Days

  • 2024-04-11: Highest Volume — 722 contracts
  • 2024-04-26: Largest IV drop — 38.5% change
  • 2024-04-16: Highest IV Rank — 100.0%
  • 2024-04-25: Largest Expected Move — 16.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$225.33$208.62$241.89$240.34$230.42
Max Pain$202.27$195.00$220.00$220.00$200.00
ATM IV45.4%32.6%57.0%34.4%39.6%
Expected Move13.5%9.3%16.4%9.9%11.3%
HV 20d38.9%24.5%50.4%40.1%50.4%
HV 60d54.5%32.8%61.6%61.3%40.5%
IV Rank64.6%13.2%100.0%22.4%38.0%
IV Percentile78.5%15.5%100.0%33.7%74.2%
Term Structure-5.2%-14.2%13.4%12.5%-5.5%
VWIV47.3%34.5%58.2%34.5%40.3%
Skew 25d2.7%-0.1%5.9%0.1%0.0%
Skew 10d5.3%0.4%18.8%1.3%0.8%
Call IV 25d47.4%34.9%58.6%35.5%40.6%
Put IV 25d50.1%35.2%61.3%35.6%40.6%
Bid-Ask Spread %76.9867.7487.7785.2587.77
Gamma HHI0.160.110.350.150.30
Net GEX383.6K144.6K689.5K458.8K546.1K
Net DEX-14.6M-26.8M-6.0M-22.3M-18.2M
Net VEX-74.5K-78.9K-69.0K-78.5K-69.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.270.025.881.330.75
Total Volume165.1362872228105
Total OI4,024.6823,3194,9103,3194,910

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-04-01$240.34$220.0034.4%9.9%40.1%22.4%34.5%0.1%12.5%458.8K-22.3M-78.5K1.3385.2512161,7781,541
2024-04-02$236.39$220.0034.6%9.9%40.1%23.4%35.1%-0.1%11.1%433.7K-20.2M-78.2K0.2385.952661,7881,546
2024-04-03$233.79$220.0036.7%10.5%38.2%31.8%34.9%2.3%13.4%436.6K-19.3M-77.7K0.2487.6654131,8061,544
2024-04-04$231.13$195.0038.9%13.9%37.6%40.6%48.5%1.0%-7.2%427.3K-18.3M-77.9K0.3967.7454211,8441,555
2024-04-05$232.61$195.0037.9%13.9%37.3%36.5%46.7%2.6%-8.1%464.6K-19.3M-77.9K1.5574.28941461,8751,557
2024-04-08$232.94$200.0040.2%14.1%37.3%46.0%50.5%3.4%-7.1%460.2K-18.6M-77.6K0.5571.6322121,9031,604
2024-04-09$231.75$200.0039.2%13.4%37.3%42.1%47.8%2.5%-6.2%451.0K-17.2M-78.9K1.4473.3416231,9131,608
2024-04-10$226.03$200.0048.9%14.0%38.3%81.2%48.3%5.9%-8.1%378.7K-14.9M-76.1K0.3377.6970231,9161,630
2024-04-11$224.58$200.0047.6%13.6%38.3%76.0%37.6%5.5%-7.0%409.8K-14.2M-74.3K0.0272.47711111,9641,631
2024-04-12$220.84$200.0050.3%14.4%38.4%87.1%51.9%3.9%-10.2%361.2K-12.0M-75.6K0.2270.6749112,6491,632
2024-04-15$217.07$200.0050.9%14.6%38.9%89.3%51.8%1.0%-8.1%322.3K-9.6M-70.9K1.1670.0431362,6191,630
2024-04-16$216.01$200.0053.8%15.4%38.9%100.0%57.4%5.9%-11.3%314.7K-9.5M-71.9K5.8873.97261532,6361,660
2024-04-17$217.86$200.0051.1%14.7%38.9%89.5%53.5%4.8%-9.6%316.8K-10.4M-75.1K2.4373.7223562,6441,770
2024-04-18$213.76$200.0050.5%14.5%38.5%86.8%51.8%1.1%-5.5%300.9K-9.0M-72.4K2.8176.59431212,6621,787
2024-04-19$208.62$200.0052.4%15.0%37.8%94.7%56.4%3.6%-8.5%283.3K-6.0M-71.2K1.6476.26861412,6671,885
2024-04-22$215.40$200.0055.0%15.8%40.1%100.0%54.0%2.2%-11.4%191.4K-8.6M-73.0K0.2576.5596242,3621,779
2024-04-23$219.18$200.0056.4%16.2%39.8%100.0%55.9%3.1%-12.9%220.6K-10.5M-74.9K3.7680.2125942,3741,809
2024-04-24$214.41$200.0056.4%16.2%24.6%100.0%58.2%2.7%-9.8%144.6K-7.2M-75.7K0.3772.4551192,3831,897
2024-04-25$215.31$200.0057.0%16.4%24.5%100.0%57.1%4.2%-14.2%155.4K-7.3M-72.6K0.2074.82363742,4041,908
2024-04-26$241.89$200.0035.1%10.1%50.3%22.0%34.8%0.5%-0.2%671.4K-26.8M-69.0K1.5180.212113182,6681,980
2024-04-29$236.93$200.0032.6%9.3%49.8%13.2%34.5%3.2%-0.9%689.5K-22.7M-70.1K0.8684.3379682,6832,142
2024-04-30$230.42$200.0039.6%11.3%50.4%38.0%40.3%0.0%-5.5%546.1K-18.2M-69.6K0.7587.7760452,7192,191