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AppFolio, Inc. Class A Common Stock APPF

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-11T13:55:18.153Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T21:00:01.70372609Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:55:17.753361+00:00

Share price$224.76
1D-0.1%
AH$222$223$225$226$2275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAPPF
Sold putSold callAH

AppFolio, Inc. Class A Common Stock options

Live interpolated APPF call and put midpoint premiums by absolute delta.AppFolio, Inc. Class A Common Stock$1.63$6.28$10.93$15.58$20.23$200.31$212.65$224.99$237.33$249.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive APPF spot · $224.76APPF PRICE$2.13$2.82$3.73$4.64$5.56$6.63$7.82$9.02$10.21$11.78$13.54$15.30$17.06$2.28$3.19$4.11$5.03$6.06$7.31$8.56$9.82$11.22$12.92$14.63$16.33$18.89
PutsExpensive1.13×
CallsExpensive1.09×
SkewBullish-1.30 pp
Implied moveBearish±$16.39
TiltBearish4.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ243.5655.6%9.3%209.8455.4%7.7%
25Δ239.5055.3%7.8%212.6555.7%6.8%
30Δ236.7356.0%7.0%215.4056.1%6.0%
35Δ233.9656.7%6.2%218.1556.4%5.2%
40Δ231.1957.4%5.3%220.8256.6%4.4%
45Δ228.5357.6%4.6%223.3256.2%3.9%
50Δ225.9757.2%4.0%225.8355.9%3.3%
55Δ223.4156.9%3.4%228.3355.6%2.8%
60Δ220.8556.6%2.8%230.8655.1%2.3%
65Δ218.2056.1%2.3%233.4554.0%1.9%
70Δ215.5255.5%1.9%236.0352.9%1.5%
75Δ212.8354.9%1.5%238.6151.9%1.1%
80Δ210.1554.3%1.1%241.9151.3%0.8%

20Δ

Calls
Pseudo strike
243.56
IV
55.6%
B/E move
9.3%
Puts
Pseudo strike
209.84
IV
55.4%
B/E move
7.7%

25Δ

Calls
Pseudo strike
239.50
IV
55.3%
B/E move
7.8%
Puts
Pseudo strike
212.65
IV
55.7%
B/E move
6.8%

30Δ

Calls
Pseudo strike
236.73
IV
56.0%
B/E move
7.0%
Puts
Pseudo strike
215.40
IV
56.1%
B/E move
6.0%

35Δ

Calls
Pseudo strike
233.96
IV
56.7%
B/E move
6.2%
Puts
Pseudo strike
218.15
IV
56.4%
B/E move
5.2%

40Δ

Calls
Pseudo strike
231.19
IV
57.4%
B/E move
5.3%
Puts
Pseudo strike
220.82
IV
56.6%
B/E move
4.4%

45Δ

Calls
Pseudo strike
228.53
IV
57.6%
B/E move
4.6%
Puts
Pseudo strike
223.32
IV
56.2%
B/E move
3.9%

50Δ

Calls
Pseudo strike
225.97
IV
57.2%
B/E move
4.0%
Puts
Pseudo strike
225.83
IV
55.9%
B/E move
3.3%

55Δ

Calls
Pseudo strike
223.41
IV
56.9%
B/E move
3.4%
Puts
Pseudo strike
228.33
IV
55.6%
B/E move
2.8%

60Δ

Calls
Pseudo strike
220.85
IV
56.6%
B/E move
2.8%
Puts
Pseudo strike
230.86
IV
55.1%
B/E move
2.3%

65Δ

Calls
Pseudo strike
218.20
IV
56.1%
B/E move
2.3%
Puts
Pseudo strike
233.45
IV
54.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
215.52
IV
55.5%
B/E move
1.9%
Puts
Pseudo strike
236.03
IV
52.9%
B/E move
1.5%

75Δ

Calls
Pseudo strike
212.83
IV
54.9%
B/E move
1.5%
Puts
Pseudo strike
238.61
IV
51.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
210.15
IV
54.3%
B/E move
1.1%
Puts
Pseudo strike
241.91
IV
51.3%
B/E move
0.8%

Options history

IV · four-Friday blend47.96%
Daily close
APPF46.1%54.6%63.1%2026-08-13: 51.72%2026-08-14: 50.42%2026-08-17: 52.65%2026-08-18: 53.15%2026-08-19: 52.30%2026-08-20: 54.12%2026-08-21: 51.94%2026-08-24: 51.50%2026-08-25: 51.04%2026-08-26: 50.96%2026-08-27: 50.48%2026-08-28: 49.72%2026-08-31: 49.62%2026-09-01: 50.24%2026-09-02: 49.79%2026-09-03: 49.92%2026-09-04: 49.66%2026-09-08: 52.59%2026-09-09: 52.16%2026-09-10: 51.98%2026-09-11: 51.03%2026-09-14: 54.25%2026-09-15: 54.59%2026-09-16: 54.20%2026-09-17: 55.59%2026-09-18: 52.98%2026-09-21: 50.62%2026-09-22: 50.28%2026-09-23: 50.29%2026-09-24: 50.57%2026-09-25: 50.84%2026-09-28: 51.63%2026-09-29: 51.13%2026-09-30: 51.14%2026-10-01: 50.73%2026-10-02: 50.13%2026-10-05: 48.89%2026-10-06: 49.40%2026-10-07: 50.48%2026-10-08: 50.67%2026-10-09: 49.65%2026-10-12: 52.32%2026-10-13: 53.04%2026-10-14: 54.95%2026-10-15: 61.89%2026-10-16: 58.47%2026-10-19: 58.84%2026-10-20: 59.43%2026-10-21: 60.11%2026-10-22: 56.67%2026-10-23: 48.73%2026-10-26: 48.31%2026-10-27: 47.93%2026-10-28: 47.36%2026-10-29: 47.26%2026-10-30: 47.96%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
51.72%
50.42%
52.65%
53.15%
52.30%
54.12%
51.94%
51.50%
51.04%
50.96%
50.48%
49.72%
49.62%
50.24%
49.79%
49.92%
49.66%
52.59%
52.16%
51.98%
51.03%
54.25%
54.59%
54.20%
55.59%
52.98%
50.62%
50.28%
50.29%
50.57%
50.84%
51.63%
51.13%
51.14%
50.73%
50.13%
48.89%
49.40%
50.48%
50.67%
49.65%
52.32%
53.04%
54.95%
61.89%
58.47%
58.84%
59.43%
60.11%
56.67%
48.73%
48.31%
47.93%
47.36%
47.26%
47.96%