APPF Options History — June 2024

In June 2024, APPF traded between $227.11 and $248.63. ATM implied volatility averaged 32.2%, placing in the 12.3% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 11.1% (HV 20d: 21.1%). Max pain ranged from $195.00 to $230.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 0.32.

Notable Days

2024-06-21: Highest Volume — 230 contracts
2024-06-24: Largest IV drop — 13.9% change
2024-06-21: Highest IV Rank — 22.7%
2024-06-21: Largest Expected Move — 10.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$234.12	$227.11	$248.63	$227.36	$245.83
Max Pain	$211.05	$195.00	$230.00	$195.00	$195.00
ATM IV	32.2%	28.0%	35.3%	35.1%	28.8%
Expected Move	9.1%	8.0%	10.1%	10.1%	8.2%
HV 20d	21.1%	18.7%	24.0%	22.0%	24.0%
HV 60d	36.9%	33.8%	38.7%	37.9%	34.4%
IV Rank	12.3%	0.0%	22.7%	22.1%	2.6%
IV Percentile	18.9%	0.0%	50.0%	46.4%	0.4%
Term Structure	6.5%	-2.9%	15.7%	-1.9%	11.2%
VWIV	32.2%	29.9%	37.2%	34.9%	31.3%
Skew 25d	2.5%	-1.8%	9.4%	-0.1%	3.9%
Skew 10d	5.8%	-8.1%	24.7%	-0.8%	3.8%
Call IV 25d	31.7%	23.4%	37.0%	34.7%	31.2%
Put IV 25d	34.2%	30.6%	38.2%	34.7%	35.1%
Bid-Ask Spread %	92.82	88.68	96.46	96.46	94.01
Gamma HHI	0.17	0.14	0.26	0.18	0.18
Net GEX	316.4K	159.6K	481.2K	278.0K	481.2K
Net DEX	-11.0M	-17.0M	-8.5M	-8.6M	-15.9M
Net VEX	-57.0K	-60.7K	-53.4K	-58.6K	-55.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.32	0.00	1.24	0.11	0.41
Total Volume	74.368	2	230	40	41
Total OI	1,852.316	1,630	1,932	1,884	1,714

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2024-06-03	$227.36	$195.00	35.1%	10.1%	22.0%	22.1%	34.9%	-0.1%	-1.9%	278.0K	-8.6M	-58.6K	0.11	96.46	36	4	1,339	545
2024-06-04	$227.11	$195.00	34.8%	10.0%	18.8%	21.0%	37.2%	-0.8%	-0.4%	261.5K	-8.5M	-58.1K	0.04	94.27	45	2	1,334	546
2024-06-05	$230.74	$195.00	34.0%	9.7%	19.6%	18.1%	33.5%	1.6%	-2.9%	304.2K	-9.7M	-58.9K	0.42	93.63	26	11	1,344	544
2024-06-06	$232.94	$220.00	33.8%	9.2%	20.0%	17.3%	32.3%	2.7%	4.7%	342.4K	-10.7M	-60.7K	0.47	88.68	40	19	1,342	545
2024-06-07	$229.94	$230.00	31.0%	8.9%	20.0%	7.4%	0.0%	4.4%	5.5%	281.1K	-9.2M	-58.8K	0.00	91.22	2	0	1,364	564
2024-06-10	$232.14	$230.00	33.5%	9.2%	20.5%	16.3%	31.6%	7.3%	5.9%	312.0K	-10.0M	-58.3K	0.15	91.21	13	2	1,366	564
2024-06-11	$234.27	$230.00	34.7%	8.9%	20.7%	20.8%	29.9%	1.1%	5.5%	350.1K	-11.0M	-58.1K	1.24	91.67	97	120	1,368	564
2024-06-12	$240.43	$220.00	31.0%	8.9%	23.0%	7.7%	31.0%	3.1%	4.1%	455.0K	-14.1M	-59.0K	0.16	91.74	96	15	1,366	551
2024-06-13	$235.16	$220.00	30.0%	8.6%	23.7%	3.9%	30.5%	9.3%	6.7%	332.3K	-11.7M	-56.7K	0.20	92.11	30	6	1,355	544
2024-06-14	$231.87	$220.00	32.3%	9.3%	23.8%	12.2%	31.8%	3.0%	5.6%	279.0K	-10.2M	-55.7K	0.60	91.84	20	12	1,360	543
2024-06-17	$230.99	$220.00	32.5%	9.3%	21.8%	13.0%	33.1%	-0.1%	6.2%	256.2K	-9.8M	-53.4K	0.00	92.60	35	0	1,377	541
2024-06-18	$232.19	$220.00	32.1%	9.2%	20.6%	11.6%	0.0%	0.6%	6.0%	265.9K	-10.4M	-55.2K	0.59	92.90	82	48	1,353	540
2024-06-20	$230.71	$220.00	32.9%	9.4%	19.2%	14.4%	35.2%	0.6%	10.8%	185.2K	-8.8M	-54.8K	0.25	95.06	8	2	1,345	582
2024-06-21	$229.50	$220.00	35.3%	10.1%	19.2%	22.7%	30.3%	1.1%	6.0%	159.6K	-9.1M	-54.8K	0.00	92.26	229	1	1,348	571
2024-06-24	$231.34	$195.00	30.4%	8.7%	18.7%	5.4%	32.0%	-0.0%	11.3%	281.8K	-9.8M	-54.4K	0.28	93.40	71	20	1,158	472
2024-06-25	$237.49	$195.00	30.4%	8.7%	20.5%	5.4%	31.1%	9.4%	11.2%	347.8K	-11.7M	-57.1K	0.00	92.25	73	0	1,206	492
2024-06-26	$239.61	$195.00	28.0%	8.0%	20.6%	0.0%	30.4%	-1.8%	15.7%	388.8K	-13.0M	-57.5K	0.75	94.29	77	58	1,249	492
2024-06-27	$248.63	$195.00	31.2%	8.9%	24.0%	10.9%	31.5%	1.1%	12.5%	450.0K	-17.0M	-56.1K	0.31	93.98	55	17	1,256	450
2024-06-28	$245.83	$195.00	28.8%	8.2%	24.0%	2.6%	31.3%	3.9%	11.2%	481.2K	-15.9M	-55.8K	0.41	94.01	29	12	1,277	437