APPF Options History — August 2024

In August 2024, APPF traded between $204.31 and $234.39. ATM implied volatility averaged 37.1%, placing in the 34.5% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded below realized volatility by 6.4% (HV 20d: 43.5%). Max pain ranged from $195.00 to $230.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 2.21.

Notable Days

  • 2024-08-28: Highest Volume — 602 contracts
  • 2024-08-13: Largest IV drop — 55.3% change
  • 2024-08-12: Highest IV Rank — 79.4%
  • 2024-08-05: Largest Expected Move — 12.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$220.77$204.31$234.39$216.13$233.51
Max Pain$209.55$195.00$230.00$230.00$195.00
ATM IV37.1%23.9%53.5%39.8%33.0%
Expected Move10.1%8.9%12.9%11.4%9.5%
HV 20d43.5%24.6%51.5%48.9%24.6%
HV 60d35.2%33.9%35.8%33.9%35.7%
IV Rank34.5%0.0%79.4%36.8%25.2%
IV Percentile45.4%0.0%96.4%75.0%24.2%
Term Structure0.1%-3.6%4.6%-2.8%-1.7%
VWIV34.8%28.7%44.9%35.2%29.7%
Skew 25d2.5%-7.4%14.8%-7.4%1.1%
Skew 10d2.5%-21.9%16.1%2.4%2.0%
Call IV 25d33.0%21.3%39.5%39.5%31.9%
Put IV 25d35.5%26.9%46.9%32.0%33.0%
Bid-Ask Spread %92.1983.2596.3195.5691.47
Gamma HHI0.130.090.330.100.30
Net GEX287.0K27.4K714.4K188.9K670.2K
Net DEX-7.8M-13.8M-2.1M-3.5M-13.8M
Net VEX-50.9K-64.8K-44.2K-50.0K-63.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.210.0039.000.200.11
Total Volume100.31856025342
Total OI2,180.2731,6442,4482,3952,337

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-08-01$216.13$230.0039.8%11.4%48.9%36.8%35.2%-7.4%-2.8%188.9K-3.5M-50.0K0.2095.564491,848547
2024-08-02$209.86$230.0038.1%10.9%49.3%31.6%44.1%3.4%1.4%194.8K-2.3M-46.6K0.3896.2868261,858547
2024-08-05$204.31$220.0052.4%12.9%49.4%76.0%44.9%7.6%-2.5%188.5K-2.1M-44.2K0.4083.2572291,871480
2024-08-06$209.44$220.0044.9%10.8%50.9%52.7%37.9%1.9%1.9%203.4K-3.4M-47.7K0.6886.6950341,930492
2024-08-07$212.09$220.0049.1%11.7%51.5%65.8%37.9%3.1%1.0%229.6K-5.0M-50.4K1.1886.1111131,955476
2024-08-08$215.56$220.0046.0%10.6%50.9%56.0%35.6%4.0%0.4%223.3K-5.6M-50.7K0.0090.581901,961487
2024-08-09$213.88$220.0038.2%10.5%47.3%31.7%35.1%0.3%-1.2%191.9K-6.1M-49.8K0.2090.002551,965457
2024-08-12$212.99$220.0053.5%10.4%47.3%79.4%33.5%4.3%-1.5%195.2K-5.4M-46.1K0.6791.98641,946453
2024-08-13$217.44$220.0023.9%9.3%48.1%0.0%0.0%6.1%0.2%164.8K-6.8M-47.7K0.6694.7474491,948453
2024-08-14$217.30$220.0035.4%10.2%48.2%31.9%0.0%5.8%-1.7%129.9K-6.6M-46.3K0.0094.77501,930457
2024-08-15$221.34$220.0032.7%9.4%49.1%24.2%31.7%2.9%1.4%138.0K-7.9M-47.1K1.5694.709141,933456
2024-08-16$219.06$220.0032.9%9.4%49.0%24.7%35.5%3.3%-0.3%27.4K-6.9M-45.2K0.1796.28204341,934468
2024-08-19$223.28$195.0031.2%8.9%48.2%20.0%31.4%1.5%3.2%305.2K-8.5M-47.3K0.4195.0851211,276368
2024-08-20$221.19$195.0034.7%10.0%48.1%29.8%34.6%14.8%-3.6%290.1K-7.6M-46.1K0.0694.959561,290389
2024-08-21$227.33$195.0034.3%9.8%48.2%28.6%34.3%-0.7%1.5%388.2K-10.4M-51.1K0.1996.312141,376393
2024-08-22$225.37$195.0033.2%9.5%48.0%25.6%28.7%4.7%0.5%381.2K-10.5M-51.8K1.1394.4240451,375393
2024-08-23$229.11$195.0031.7%9.1%32.6%21.5%32.7%1.8%4.6%385.5K-11.2M-55.4K1.0991.8011121,393433
2024-08-26$234.39$195.0032.1%9.2%31.4%22.6%33.1%-1.6%0.3%423.2K-12.7M-54.3K0.4392.7347201,395443
2024-08-27$232.54$195.0031.4%9.0%29.1%20.7%33.7%-3.7%2.6%407.2K-11.6M-53.7K39.0091.9051951,392452
2024-08-28$229.66$195.0035.5%10.2%29.4%32.1%34.2%3.1%-2.5%272.9K-9.8M-59.3K0.0287.51590121,392621
2024-08-29$231.25$195.0031.6%9.1%27.4%21.3%32.0%-0.4%1.3%714.4K-13.3M-64.8K0.0191.0918421,773623
2024-08-30$233.51$195.0033.0%9.5%24.6%25.2%29.7%1.1%-1.7%670.2K-13.8M-63.8K0.1191.473841,712625