APRN220819C00003500 Option on Blue Apron

APRN
 Stock
  

USD 5.01  0.54  12.08%   

Blue Apron's option chain provides insight into all available option contracts written on Blue Apron's stock. Investors can see outstanding put and call contracts with pricing information and greeks for a given expiration period. In addition, each of Blue Apron's stock options below provides a detailed picture of the payoff. Comparing vital and dynamic information of various option contracts across diverse expiration periods will help you make an educated decision on your market timing strategies around investing in a given Blue Apron option contract. View S&P 500 options
  
Purchasing Blue Apron options can give investors a meaningful hedge against losses and, therefore, could be used conservatively to decrease the volatility of your portfolio. However, many options could also amount to little more than gambling, significantly enhancing your overall portfolio risk. One simple example of these aggressive strategies is the sale of "uncovered" Blue Apron calls. Remember, the seller must deliver Blue Apron Holdings stock to the call owner when a call is exercised.

In The Money vs. Out of Money Option Contracts on Blue Apron

Analyzing Blue Apron's in-the-money options over time can help investors to take a profitable long position in Blue Apron regardless of its overall volatility. This is especially true when Blue Apron's options are deep in the money. These options can be identified using deltas that are over 0.75. Deep in-the-money Blue Apron's options could be used as guardians of the underlying stock as they move almost dollar for dollar with Blue Apron's stock while costing only a fraction of its price.
Blue Apron's latest option contracts expiring on 2022-09-30 are carrying combined implied volatility of 263.49 with a put-to-call open interest ratio of 0.54 over 28 outstanding agreements suggesting investors are buying more calls than puts on contracts expiring on 2022-09-30. The current put volume is at 567, with calls trading at the volume of 5106. This yields a 0.11 put-to-call volume ratio. The Blue Apron option chain provides detailed quote and price information for the current Blue Apron Holdings option contracts. It shows all of Blue Apron's listed puts, calls, expiration dates, strike prices, and other pricing information.

Open Interest Against 2022-09-30 Option Contracts

Blue Apron option prices can potentially be used to forecast stock returns because most option chains provide information not only about the current prices but also about the future conditions in Blue Apron's lending market. For example, when Blue Apron's puts are not actively trading or completely missing in the marketplace, investors can use it to internalize expected shorting costs. So if an investor is writing a put option on Blue Apron, he or she must hedge the risk by shorting Blue Apron stock over its option's life.
The chart above shows Blue Apron's distribution of open interest by maturity on contracts that have not yet been settled. The area between the two highest points is the projection of the price at expiration. Blue Apron's open interest chart also provides vital information regarding the liquidity of an option. If there is no open interest for Blue Apron's option, there is no secondary market available for investors to trade.

Blue Apron Maximum Pain Price across 2022-09-30 Option Contracts

Max pain usually refers to a trading concept that asserts that market manipulation can cause the market price of particular securities such as Blue Apron close to expiration to expire worthless. According to most research, approximately 10% to 15% of all stock options are exercised, while about 35% expire worthlessly, with roughly 50% traded out before the expiration date. So, Max pain occurs when market makers reach a net positive position across all options at a strike price where option holders stand to lose the most money. By contrast, option sellers may reap the most after selling more options than buying, causing them to expire worthless.
Blue Apron's stock options are financial instruments that give investors the right to buy or sell shares of Blue Apron Holdings common stock at a specified price for a given time period. Generally speaking, an option to purchase or sell Blue Apron stock makes it part of the underlying stock when the option's price is tied to the movement of the underlying stock. If Blue Apron's stock price goes up or down, the stock options follow.
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Please note that buying 'in-the-money' options on Blue Apron lessens the impact of time decay, as they carry both intrinsic and time value. So, even if Blue Apron's value remains static through the expiration date, the investor can sell to close an 'in-the-money' option to avoid a potential loss. However, in-the-money Blue Apron contracts are usually more expensive to enter than their out-of-the-money counterparts. So keep in mind that while the payoffs on an in-the-money trade can be high, the investors could ultimately experience a more consequential loss if Blue Apron Stock moves the wrong way.

Blue Apron Holdings In The Money Call Balance

When Blue Apron's strike price is surpassing the current stock price, the option contract against Blue Apron Holdings stock is said to be in the money. When it comes to buying Blue Apron's options that are 'In the Money' or 'Out of the Money', the choice depends on your outlook for the underlying security, financial situation, and what you are trying to achieve.
While 'out-of-the-money' option contracts written on Blue Apron Holdings are typically viewed as the more aggressive, there are potential upsides to purchasing these types of options contracts. For one, the cost to buy an 'Out of the Money' option is lower than the cost to buy an 'In the Money' option. This cost-benefit is due to the fact that at the time of the purchase, 'Out of the Money' contracts have no intrinsic value. So, while the potential for a 100% loss is more significant, the cost and risk to enter the trade are lower.

Blue Apron Current Options Market Mood

Blue Apron's open interest and total value indicators provide investors with the necessary information to digest the overall options buildup for its expiring contracts. In addition, it helps Blue Apron Stock's traders understand whether a recent fall or rise in the market is unreasonable and if the time has come to take contrarian positions. These ratios are calculated based on options trading volumes and current open interest.

Put-to-Call Open Interest

Put-to-Call Volume

Most options investors, including buyers and sellers of Blue Apron's calls and puts, are not very successful. It is estimated that an average options trader loses somewhere between 80% to 90% of the time. Blue Apron's option open interest and volume spread between outstanding puts and calls are regarded by many investors as reliable indicators of the overall future market direction. Using current Blue Apron's option volume and open interest to make an investment decision is considered a contrarian-sentiment measure that can be utilized in many timing strategies in both derivative and spot marketplace.

Rule 16 of the current Blue Apron contract

Base on the Rule 16, the options market is currently suggesting that Blue Apron Holdings will have an average daily up or down price movement of about 16.47% per day over the life of the 2022-09-30 option contract. With Blue Apron trading at $5.01, that is roughly $0.83. If you think that the market is fully incorporating Blue Apron's daily price movement you should consider buying Blue Apron Holdings options at the current volatility level of 263.49%. But if you have an opposite viewpoint you should avoid it and even consider selling them.

Blue Apron Option Chain

When Blue Apron's strike price is surpassing the current stock price, the option contract against Blue Apron Holdings stock is said to be in the money. When it comes to buying options that are ITM or OTM, the choice depends on your outlook for the underlying security, financial situation, and what you are trying to achieve.
2022-09-302022-10-072022-10-142022-10-212022-10-282022-11-042022-11-182022-12-162023-01-202023-04-212024-01-192025-01-17
Blue Apron's option chain is a display of a range of information that helps investors for ways to trade options on Blue Apron. In general, an option chain provides a helpful tool for investors to see all available option contracts, both puts, and calls, for Blue Apron. It also shows strike prices and maturity days for a Blue Apron against a given expiration period. The table below combines all the option information in the form of a chain but before you use it, remember that it entails significant risk and it is not for everyone.
DeltaGammaOpen IntExpirationCurrent SpreadLast Price
Call
2022-09-30 CALL at $1.50.97820.018112022-09-302.9 - 3.12.7In
Call
2022-09-30 CALL at $2.00.95720.036402022-09-302.45 - 2.60.0In
Call
2022-09-30 CALL at $3.00.94780.089192022-09-301.45 - 1.551.7In
Call
2022-09-30 CALL at $3.50.89340.19152022-09-300.95 - 1.10.98In
Call
2022-09-30 CALL at $4.00.75170.3719972022-09-300.6 - 0.70.61In
Call
2022-09-30 CALL at $4.50.53520.38311172022-09-300.3 - 0.40.4Out
Call
2022-09-30 CALL at $5.00.37230.34074942022-09-300.2 - 0.250.25Out
Call
2022-09-30 CALL at $5.50.24840.27631572022-09-300.1 - 0.150.15Out
Call
2022-09-30 CALL at $6.00.11320.19281212022-09-300.05 - 0.10.05Out
Call
2022-09-30 CALL at $6.50.09940.14822022-09-300.0 - 0.10.05Out
Call
2022-09-30 CALL at $7.00.07740.1132122022-09-300.0 - 0.050.04Out
Call
2022-09-30 CALL at $9.00.06010.066902022-09-300.0 - 0.10.04Out
Call
2022-09-30 CALL at $10.00.04480.050102022-09-300.0 - 0.050.03Out
 Put
2022-09-30 PUT at $3.0-0.07240.100892022-09-300.0 - 0.050.05Out
 Put
2022-09-30 PUT at $3.5-0.090.1843122022-09-300.0 - 0.050.04Out
 Put
2022-09-30 PUT at $4.0-0.25440.3625032022-09-300.1 - 0.150.15Out
 Put
2022-09-30 PUT at $4.5-0.47040.4236132022-09-300.35 - 0.40.39In
 Put
2022-09-30 PUT at $5.0-0.64950.368252022-09-300.7 - 0.80.74In
 Put
2022-09-30 PUT at $5.5-0.77710.283672022-09-301.1 - 1.21.3In
 Put
2022-09-30 PUT at $6.0-0.93670.153202022-09-301.55 - 1.651.55In
 Put
2022-09-30 PUT at $7.0-0.9510.090302022-09-302.4 - 2.70.0In
 Put
2022-09-30 PUT at $8.0-0.71990.117102022-09-302.6 - 5.20.0In
 Put
2022-09-30 PUT at $9.0-0.83610.099402022-09-303.2 - 6.20.0In
 Put
2022-09-30 PUT at $10.0-0.84530.087402022-09-304.3 - 7.10.0In

Blue Apron Implied Volatility

    
  263.49  
Blue Apron's implied volatility exposes the market's sentiment of Blue Apron Holdings stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Blue Apron's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Blue Apron stock will not fluctuate a lot when Blue Apron's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Blue Apron in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Blue Apron's short interest history, or implied volatility extrapolated from Blue Apron options trading.

Pair Trading with Blue Apron

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Blue Apron position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Blue Apron will appreciate offsetting losses from the drop in the long position's value.
The ability to find closely correlated positions to Blue Apron could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Blue Apron when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Blue Apron - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Blue Apron Holdings to buy it.
The correlation of Blue Apron is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Blue Apron moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Blue Apron Holdings moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Blue Apron can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
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Is Blue Apron's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Blue Apron. If investors know Blue Apron will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Blue Apron listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Blue Apron Holdings is measured differently than its book value, which is the value of Blue Apron that is recorded on the company's balance sheet. Investors also form their own opinion of Blue Apron's value that differs from its market value or its book value, called intrinsic value, which is Blue Apron's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Blue Apron's market value can be influenced by many factors that don't directly affect Blue Apron's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Blue Apron's value and its price as these two are different measures arrived at by different means. Investors typically determine Blue Apron value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Blue Apron's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.