APPF Options History — December 2024

In December 2024, APPF traded between $247.04 and $267.02. ATM implied volatility averaged 32.7%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 6.3% (HV 20d: 26.4%). Max pain ranged from $200.00 to $210.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.57.

Notable Days

  • 2024-12-20: Highest Volume — 166 contracts
  • 2024-12-09: Largest IV spike — 12.2% change
  • 2024-12-19: Highest IV Rank — 33.0%
  • 2024-12-19: Largest Expected Move — 10.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$256.50$247.04$267.02$257.58$247.04
Max Pain$208.57$200.00$210.00$200.00$210.00
ATM IV32.7%30.6%35.9%32.3%31.9%
Expected Move9.3%8.8%10.3%9.3%9.1%
HV 20d26.4%21.7%30.7%26.3%25.4%
HV 60d36.5%35.2%37.5%35.2%37.3%
IV Rank24.3%18.6%33.0%23.2%21.9%
IV Percentile23.9%6.3%56.7%17.1%16.3%
Term Structure7.2%-2.3%12.0%-0.8%12.0%
VWIV32.9%29.9%35.8%33.1%31.6%
Skew 25d1.4%-1.0%4.9%4.9%1.7%
Skew 10d2.7%-9.7%18.1%18.1%4.9%
Call IV 25d32.2%28.4%35.4%28.4%31.5%
Put IV 25d33.6%31.3%38.4%33.3%33.2%
Bid-Ask Spread %89.5884.3498.9098.9092.21
Gamma HHI0.160.120.240.140.14
Net GEX446.1K257.6K576.4K518.9K257.6K
Net DEX-16.2M-21.8M-8.4M-18.5M-8.4M
Net VEX-27.8K-33.8K-23.5K-33.8K-23.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.570.004.880.130.00
Total Volume27.4762166265
Total OI1,6081,1041,8361,7671,150

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-12-02$257.58$200.0032.3%9.3%26.3%23.2%33.1%4.9%-0.8%518.9K-18.5M-33.8K0.1398.902331,289478
2024-12-03$260.22$200.0033.6%9.6%26.2%26.6%34.8%1.7%-2.3%539.2K-19.8M-33.0K0.0597.442211,300479
2024-12-04$266.90$200.0031.5%9.0%26.6%20.9%31.5%0.9%-0.8%576.4K-21.7M-32.7K0.0792.798061,304481
2024-12-05$267.02$210.0032.1%8.8%21.7%22.6%33.9%0.2%8.4%557.4K-21.8M-30.3K0.0087.642201,279485
2024-12-06$262.54$210.0030.6%8.8%23.3%18.6%30.6%1.1%7.6%538.3K-20.3M-30.1K0.2089.941021,285485
2024-12-09$256.60$210.0034.4%9.5%25.6%29.0%32.6%3.2%6.2%517.5K-18.5M-29.5K0.1489.491421,287487
2024-12-10$255.94$210.0034.1%9.5%25.0%28.2%35.1%0.6%6.2%511.3K-18.2M-29.5K2.2084.345111,291488
2024-12-11$261.47$210.0032.4%9.3%25.7%23.5%33.8%2.5%7.6%543.5K-19.6M-29.5K0.0084.914501,294497
2024-12-12$263.75$210.0031.5%9.0%25.6%20.8%30.1%0.8%8.2%561.4K-20.4M-27.4K0.4487.94941,308497
2024-12-13$257.78$210.0031.0%8.9%27.1%19.5%0.0%0.9%8.2%514.9K-18.6M-27.7K0.0088.00701,314498
2024-12-16$262.44$210.0033.1%9.5%26.4%25.4%33.2%2.3%6.3%547.3K-19.9M-26.4K0.3388.20931,314498
2024-12-17$260.79$210.0032.4%9.3%26.7%23.4%33.0%1.5%7.6%531.1K-19.7M-25.9K0.2585.85821,319500
2024-12-18$251.07$210.0034.8%10.0%30.7%29.9%35.4%-1.0%5.8%467.6K-16.8M-26.4K0.0889.222421,320501
2024-12-19$251.98$210.0035.9%10.3%30.6%33.0%35.6%3.1%8.4%447.2K-17.0M-26.9K0.1386.381521,335501
2024-12-20$252.11$210.0034.3%9.8%29.7%28.6%35.8%1.6%9.0%422.8K-17.0M-26.4K0.1187.29150161,334501
2024-12-23$249.12$210.0034.7%10.0%29.5%29.9%34.6%0.2%8.5%273.4K-8.7M-26.1K4.8889.91839753351
2024-12-24$251.68$210.0031.7%9.1%25.6%21.5%32.5%1.4%10.3%258.1K-9.0M-26.0K1.0091.5811751388
2024-12-26$252.90$210.0031.8%9.1%25.2%21.7%30.5%0.4%11.8%261.2K-9.4M-24.9K0.0091.7680751388
2024-12-27$249.23$210.0031.1%8.9%25.7%19.7%29.9%-0.1%12.0%261.9K-8.8M-24.6K2.0088.7336753388
2024-12-30$248.32$210.0032.2%9.2%25.6%22.9%31.2%2.1%10.5%260.3K-8.5M-24.3K0.0088.6390753393
2024-12-31$247.04$210.0031.9%9.1%25.4%21.9%31.6%1.7%12.0%257.6K-8.4M-23.5K0.0092.2150755395