APPF Options History — October 2024

In October 2024, APPF traded between $195.43 and $231.38. ATM implied volatility averaged 42.7%, placing in the 51.9% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 10.1% (HV 20d: 32.6%). Max pain ranged from $200.00 to $240.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.40.

Notable Days

  • 2024-10-25: Highest Volume — 1,356 contracts
  • 2024-10-25: Largest IV drop — 33.7% change
  • 2024-10-24: Highest IV Rank — 93.9%
  • 2024-10-24: Largest Expected Move — 16.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$214.43$195.43$231.38$231.38$209.38
Max Pain$218.26$200.00$240.00$220.00$200.00
ATM IV42.7%32.6%57.9%35.1%36.7%
Expected Move12.7%9.6%16.6%10.1%10.5%
HV 20d32.6%14.4%51.5%14.4%51.5%
HV 60d33.8%30.9%38.9%33.8%33.4%
IV Rank51.9%23.9%93.9%30.9%35.4%
IV Percentile68.3%19.4%99.2%46.4%60.7%
Term Structure-3.8%-12.6%10.5%8.3%-3.6%
VWIV43.2%26.4%59.3%35.3%39.3%
Skew 25d0.3%-4.9%6.5%-0.1%-1.5%
Skew 10d1.3%-18.8%18.0%-2.0%0.3%
Call IV 25d45.1%30.9%57.3%38.2%39.2%
Put IV 25d45.5%30.9%58.2%38.1%37.7%
Bid-Ask Spread %80.1057.5398.1595.5392.72
Gamma HHI0.170.090.250.170.15
Net GEX210.9K-30.7K674.8K230.2K395.2K
Net DEX-5.6M-11.3M2.4M-9.1M-6.2M
Net VEX-41.2K-59.9K-30.1K-42.9K-47.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.001.500.730.27
Total Volume17831,3565247
Total OI2,200.3041,5842,9202,0222,791

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$231.38$220.0035.1%10.1%14.4%30.9%35.3%-0.1%8.3%230.2K-9.1M-42.9K0.7395.5330221,352670
2024-10-02$227.10$220.0033.4%9.6%15.5%26.2%30.8%-0.0%10.5%143.8K-7.3M-42.7K0.0098.151301,378682
2024-10-03$226.49$240.0032.6%12.8%15.5%23.9%43.7%3.4%-3.9%123.1K-6.9M-42.1K0.6778.2015101,388682
2024-10-04$228.69$240.0033.8%12.3%15.1%27.2%0.0%2.3%-1.4%157.8K-7.8M-42.5K0.0073.151401,398695
2024-10-07$223.67$240.0035.6%13.1%16.9%32.2%47.3%1.7%-4.0%51.4K-5.7M-39.5K0.6484.181171,418695
2024-10-08$226.54$230.0037.5%13.4%17.4%37.4%44.0%-0.7%-7.4%109.0K-6.9M-40.5K0.2578.50821,429702
2024-10-09$224.52$230.0047.8%13.7%17.1%66.0%45.7%2.2%-5.8%28.1K-6.3M-39.7K0.5087.16211,428704
2024-10-10$222.03$230.0047.2%13.5%17.6%64.5%44.8%1.8%-6.8%-7.1K-5.0M-38.8K1.5078.15691,428703
2024-10-11$226.39$240.0046.5%13.3%18.8%62.4%41.8%2.1%-5.8%39.6K-6.9M-38.8K0.9080.1762561,432706
2024-10-14$226.53$240.0047.5%13.6%18.5%65.1%47.3%-2.5%-6.0%-30.7K-6.6M-38.4K0.0973.312321,454734
2024-10-15$203.27$230.0050.5%14.5%42.4%73.5%50.4%-2.1%-6.8%52.0K2.4M-30.1K0.4578.76115521,462735
2024-10-16$203.25$230.0046.6%13.4%42.3%62.7%46.4%6.5%-3.8%201.8K-2.7M-34.1K0.1268.495161,555538
2024-10-17$202.30$220.0048.6%13.9%42.0%68.3%47.6%-3.8%-5.8%102.8K-2.6M-32.7K0.3078.223091,563537
2024-10-18$201.19$210.0044.7%12.8%41.3%57.5%44.7%-3.4%-2.3%190.0K-2.5M-32.9K0.5377.802561361,573543
2024-10-21$200.43$200.0050.5%14.5%41.1%73.6%53.5%-2.7%-7.6%158.3K-2.4M-38.3K0.1775.0384141,120464
2024-10-22$198.33$200.0052.1%14.9%40.5%78.0%59.3%-4.9%-8.5%148.4K-1.8M-37.3K0.2074.5784171,188486
2024-10-23$195.43$200.0053.4%15.3%40.6%81.6%33.6%1.8%-9.3%179.2K-2.3M-41.4K0.1072.81112111,266490
2024-10-24$198.59$200.0057.9%16.6%41.1%93.9%58.3%0.9%-12.6%158.6K-2.2M-38.9K0.3357.537672551,202501
2024-10-25$213.03$200.0038.4%11.0%49.7%40.0%39.7%0.2%-1.0%674.8K-11.3M-59.9K0.3782.089933632,057863
2024-10-28$211.22$200.0034.4%9.8%49.7%28.8%36.2%4.4%0.7%502.9K-7.9M-49.0K0.4882.45113541,961881
2024-10-29$215.52$200.0035.1%10.1%50.5%30.8%33.6%0.9%-1.1%612.6K-9.9M-51.1K0.1686.3799161,985914
2024-10-30$216.55$200.0036.2%10.4%50.3%33.8%26.4%1.3%-3.3%628.9K-10.4M-48.7K0.3489.0787301,941913
2024-10-31$209.38$200.0036.7%10.5%51.5%35.4%39.3%-1.5%-3.6%395.2K-6.2M-47.0K0.2792.7237101,887904