APPF Options History — November 2024

In November 2024, APPF traded between $208.56 and $255.54. ATM implied volatility averaged 34.5%, placing in the 29.3% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded below realized volatility by 6.3% (HV 20d: 40.8%). Max pain ranged from $200.00 to $210.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.49.

Notable Days

2024-11-15: Highest Volume — 216 contracts
2024-11-04: Largest IV spike — 17.0% change
2024-11-04: Highest IV Rank — 47.9%
2024-11-04: Largest Expected Move — 10.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$233.29	$208.56	$255.54	$208.56	$255.54
Max Pain	$205.00	$200.00	$210.00	$200.00	$200.00
ATM IV	34.5%	30.9%	41.3%	35.3%	31.2%
Expected Move	9.4%	8.9%	10.5%	10.1%	9.0%
HV 20d	40.8%	26.8%	55.0%	51.2%	26.8%
HV 60d	34.6%	33.3%	35.6%	33.3%	35.3%
IV Rank	29.3%	19.2%	47.9%	31.3%	20.2%
IV Percentile	35.3%	6.7%	76.6%	48.8%	9.9%
Term Structure	-0.2%	-2.4%	1.7%	0.0%	0.9%
VWIV	32.9%	23.1%	38.9%	32.0%	32.3%
Skew 25d	1.3%	-2.6%	5.2%	1.1%	1.4%
Skew 10d	5.6%	-16.0%	21.1%	-14.0%	-7.5%
Call IV 25d	32.4%	28.5%	35.4%	35.4%	30.5%
Put IV 25d	33.7%	30.3%	37.1%	36.5%	31.9%
Bid-Ask Spread %	93.00	84.17	99.27	92.49	99.27
Gamma HHI	0.25	0.12	0.75	0.15	0.14
Net GEX	735.3K	321.6K	2.3M	386.8K	519.5K
Net DEX	-14.2M	-19.9M	-5.9M	-5.9M	-18.1M
Net VEX	-37.4K	-45.0K	-33.0K	-45.0K	-35.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.49	0.00	4.30	0.17	0.00
Total Volume	56.65	3	216	28	4
Total OI	2,232.95	1,544	2,801	2,801	1,770

Daily Data (20 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
2024-11-01	$208.56	$200.00	35.3%	10.1%	51.2%	31.3%	32.0%	1.1%	0.0%	386.8K	-5.9M	-45.0K	0.17	92.49	24	4	1,902	899
2024-11-04	$211.89	$210.00	41.3%	10.5%	51.3%	47.9%	36.6%	1.1%	-2.3%	406.7K	-6.6M	-43.3K	4.30	86.00	10	43	1,900	899
2024-11-05	$215.75	$210.00	40.4%	10.0%	51.5%	45.5%	35.7%	2.4%	-0.9%	573.9K	-9.1M	-44.0K	2.00	84.17	18	36	1,889	892
2024-11-06	$227.41	$210.00	37.2%	9.3%	55.0%	36.6%	32.3%	-1.8%	-0.5%	925.4K	-16.9M	-43.6K	0.10	88.71	114	11	1,878	885
2024-11-07	$227.38	$210.00	33.8%	9.0%	54.8%	27.2%	38.9%	0.1%	-0.6%	940.7K	-16.0M	-41.5K	1.22	96.77	18	22	1,832	892
2024-11-08	$228.15	$210.00	34.9%	9.4%	54.4%	30.4%	35.1%	3.3%	-2.1%	978.9K	-15.9M	-39.3K	0.35	93.90	20	7	1,828	902
2024-11-11	$233.36	$210.00	40.8%	9.1%	55.0%	46.8%	32.7%	1.6%	1.0%	1.1M	-18.6M	-38.7K	0.13	91.19	31	4	1,808	904
2024-11-12	$235.01	$210.00	36.7%	9.3%	36.6%	35.3%	33.0%	2.9%	0.8%	1.2M	-19.9M	-37.3K	0.19	90.26	54	10	1,799	906
2024-11-13	$234.68	$210.00	33.3%	9.5%	36.6%	25.8%	29.3%	-1.8%	-0.2%	982.6K	-19.8M	-33.8K	0.06	90.30	85	5	1,757	913
2024-11-14	$232.61	$210.00	32.7%	9.4%	36.8%	24.3%	33.0%	1.8%	0.3%	1.2M	-17.6M	-33.0K	0.04	90.23	55	2	1,703	913
2024-11-15	$229.27	$210.00	32.2%	9.2%	37.4%	22.8%	23.1%	3.4%	-1.1%	2.3M	-14.7M	-33.3K	0.00	94.63	215	1	1,742	913
2024-11-18	$229.38	$200.00	31.4%	9.0%	37.2%	20.7%	31.3%	3.2%	1.7%	330.5K	-9.1M	-34.6K	0.00	92.16	3	0	1,109	435
2024-11-19	$227.72	$200.00	32.7%	9.4%	37.1%	24.3%	32.0%	-1.5%	-0.4%	321.6K	-8.7M	-34.7K	0.03	95.64	29	1	1,111	435
2024-11-20	$230.63	$200.00	33.0%	9.5%	36.2%	25.0%	33.3%	4.0%	1.5%	331.7K	-9.6M	-33.9K	0.00	95.69	62	0	1,136	436
2024-11-21	$236.28	$200.00	32.9%	9.4%	36.6%	24.9%	33.5%	5.2%	-0.4%	381.2K	-11.8M	-37.3K	0.00	93.49	15	0	1,171	436
2024-11-22	$240.99	$200.00	30.9%	8.9%	28.9%	19.2%	31.4%	-2.3%	1.6%	417.7K	-13.6M	-36.2K	0.00	96.10	20	0	1,182	436
2024-11-25	$251.43	$200.00	34.5%	9.9%	31.0%	29.2%	32.8%	2.9%	-2.4%	451.8K	-16.4M	-34.3K	1.00	96.19	40	40	1,192	437
2024-11-26	$254.75	$200.00	33.1%	9.5%	30.8%	25.3%	37.0%	-2.6%	-0.3%	480.1K	-17.8M	-34.6K	0.15	96.93	65	10	1,204	470
2024-11-27	$254.92	$200.00	32.2%	9.2%	30.9%	22.9%	32.3%	2.3%	-0.0%	491.9K	-17.8M	-34.6K	0.06	95.92	52	3	1,266	477
2024-11-29	$255.54	$200.00	31.2%	9.0%	26.8%	20.2%	0.0%	1.4%	0.9%	519.5K	-18.1M	-35.0K	0.00	99.27	4	0	1,292	478