APPF Options History — July 2024

In July 2024, APPF traded between $219.79 and $269.71. ATM implied volatility averaged 43.5%, placing in the 52.0% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded above realized volatility by 13.4% (HV 20d: 30.1%). Max pain ranged from $195.00 to $250.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.28.

Notable Days

  • 2024-07-26: Highest Volume — 602 contracts
  • 2024-07-26: Largest IV drop — 43.0% change
  • 2024-07-24: Highest IV Rank — 100.0%
  • 2024-07-25: Largest Expected Move — 17.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$251.41$219.79$269.71$243.10$222.03
Max Pain$218.18$195.00$250.00$195.00$230.00
ATM IV43.5%28.5%60.1%35.0%36.2%
Expected Move12.9%8.8%17.2%10.0%10.4%
HV 20d30.1%24.1%49.1%24.1%48.9%
HV 60d33.5%25.7%35.2%34.4%34.0%
IV Rank52.0%1.6%100.0%24.3%25.4%
IV Percentile67.8%0.4%100.0%47.2%57.9%
Term Structure-5.2%-14.2%12.1%5.5%0.0%
VWIV44.9%28.1%60.5%28.1%36.1%
Skew 25d4.2%-0.3%15.1%15.1%12.5%
Skew 10d-0.1%-17.0%17.0%5.5%-17.0%
Call IV 25d43.1%23.0%60.2%23.0%28.0%
Put IV 25d47.3%31.6%60.7%38.1%40.5%
Bid-Ask Spread %87.3373.4697.0996.6492.78
Gamma HHI0.160.100.210.180.11
Net GEX496.8K232.1K693.1K468.8K235.4K
Net DEX-17.9M-25.8M-4.8M-15.1M-5.6M
Net VEX-56.6K-67.3K-51.8K-55.1K-53.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.001.150.150.10
Total Volume148.95556021534
Total OI1,934.5911,6512,3811,7412,381

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-07-01$243.10$195.0035.0%10.0%24.1%24.3%28.1%15.1%5.5%468.8K-15.1M-55.1K0.1596.641321,297444
2024-07-02$246.63$195.0031.0%8.9%24.4%10.4%29.7%1.8%12.1%500.0K-16.5M-55.4K0.0096.782601,301446
2024-07-03$250.13$195.0030.7%8.8%24.6%9.3%0.0%0.0%10.6%532.5K-17.9M-55.4K0.0097.09501,319446
2024-07-05$251.16$200.0028.5%12.5%24.2%1.6%43.3%6.1%-5.5%565.0K-18.3M-54.3K1.0087.41881,318446
2024-07-08$252.81$200.0034.1%12.4%24.1%21.2%43.5%4.5%-6.8%563.7K-19.0M-53.3K0.0485.702611,324454
2024-07-09$249.16$200.0034.7%12.5%24.3%23.0%41.7%2.2%-5.9%574.5K-17.6M-53.8K0.1386.791521,345455
2024-07-10$247.11$200.0044.6%12.8%24.6%57.1%44.7%3.7%-6.5%605.4K-16.9M-52.6K0.3386.962481,348456
2024-07-11$253.09$200.0044.6%12.8%25.6%57.1%43.5%4.8%-6.8%599.6K-19.4M-53.2K0.0488.325121,351461
2024-07-12$264.11$200.0047.1%13.5%28.1%65.7%45.1%3.8%-8.0%532.7K-23.8M-51.8K0.1582.29274401,363460
2024-07-15$261.54$240.0047.6%13.6%26.8%67.4%46.8%1.7%-9.6%664.8K-24.3M-55.8K0.2484.53152371,516486
2024-07-16$263.77$250.0048.0%13.8%25.8%69.0%49.1%4.4%-7.1%693.1K-25.1M-57.7K0.0486.6916661,560514
2024-07-17$262.21$250.0051.7%14.8%26.0%81.7%51.6%4.2%-9.8%650.2K-25.1M-58.9K0.1886.0257101,604520
2024-07-18$263.09$250.0050.4%14.5%26.0%77.2%50.9%6.2%-7.7%644.4K-25.8M-60.3K0.5485.7761331,638536
2024-07-19$262.23$250.0053.4%15.3%25.8%87.5%47.1%2.4%-10.5%515.3K-25.6M-61.2K0.0485.91319141,640562
2024-07-22$269.71$195.0055.3%15.8%26.5%93.8%54.8%6.5%-13.3%465.7K-20.7M-61.5K1.1583.7326301,314337
2024-07-23$269.66$195.0054.7%15.7%26.7%92.0%54.3%0.6%-12.6%469.3K-21.2M-61.1K0.1481.2281111,327363
2024-07-24$258.45$195.0059.4%17.0%31.1%100.0%59.5%-0.3%-14.2%442.6K-17.8M-62.5K0.3277.51215681,352369
2024-07-25$259.92$240.0060.1%17.2%31.1%100.0%60.5%0.9%-13.5%494.8K-18.6M-67.3K0.2173.46420881,490427
2024-07-26$234.48$240.0034.2%9.8%47.0%19.5%36.9%1.3%1.5%242.5K-8.3M-54.7K0.1988.84505971,581496
2024-07-29$226.91$240.0036.9%10.6%48.1%27.7%38.1%7.4%-3.1%237.0K-6.8M-53.3K0.4192.89138571,700499
2024-07-30$219.79$240.0038.6%11.1%49.1%33.0%37.9%3.0%-2.7%232.1K-4.8M-51.9K0.6793.9088591,791524
2024-07-31$222.03$230.0036.2%10.4%48.9%25.4%36.1%12.5%0.0%235.4K-5.6M-53.7K0.1092.783131,833548