FDS Options History — October 2013

In October 2013, FDS traded between $107.76 and $113.14. ATM implied volatility averaged 19.5%, placing in the 17.6% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 2.0% (HV 20d: 17.5%). Max pain ranged from $110.00 to $110.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 23 of 23 days. Put/call ratio averaged 1.71.

Notable Days

2013-10-09: Highest Volume — 474 contracts
2013-10-07: Largest IV spike — 10.5% change
2013-10-10: Highest IV Rank — 23.1%
2013-10-08: Largest Expected Move — 6.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$109.45	$107.76	$113.14	$110.94	$108.94
Max Pain	$110.00	$110.00	$110.00	$110.00	$110.00
ATM IV	19.5%	17.7%	21.7%	18.8%	17.7%
Expected Move	5.6%	5.1%	6.5%	5.4%	5.1%
HV 20d	17.5%	15.3%	22.0%	22.0%	15.9%
HV 60d	18.7%	18.1%	19.3%	18.4%	18.5%
IV Rank	17.6%	13.1%	23.1%	15.9%	13.1%
IV Percentile	28.5%	12.7%	51.6%	20.6%	12.7%
Term Structure	3.8%	1.3%	5.4%	1.3%	5.4%
VWIV	20.2%	14.8%	29.8%	18.9%	17.7%
Skew 25d	3.1%	1.9%	5.6%	1.9%	5.6%
Skew 10d	7.0%	3.2%	13.3%	3.2%	13.3%
Call IV 25d	19.0%	14.5%	22.2%	18.8%	14.5%
Put IV 25d	22.1%	19.2%	25.7%	20.8%	20.1%
Bid-Ask Spread %	61.81	23.39	99.16	29.50	94.58
Gamma HHI	0.33	0.18	0.82	0.33	0.20
Net GEX	798.0K	-16.9K	4.2M	1.1M	39.7K
Net DEX	-705.3K	-14.1M	4.9M	-8.0M	1.6M
Net VEX	-91.5K	-107.8K	-78.2K	-102.6K	-78.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.71	0.09	5.68	2.12	0.29
Total Volume	118.435	25	474	78	44
Total OI	7,266.826	5,371	8,804	7,734	5,701

Daily Data (23 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
2013-10-01	$110.94	$110.00	18.8%	5.4%	22.0%	15.9%	18.9%	1.9%	1.3%	1.1M	-8.0M	-102.6K	2.12	29.50	25	53	4,817	2,917
2013-10-02	$111.22	$110.00	18.9%	5.4%	21.6%	16.1%	18.8%	2.0%	1.6%	1.1M	-8.8M	-102.7K	2.17	26.98	41	89	4,833	2,955
2013-10-03	$111.55	$110.00	19.2%	5.5%	20.4%	16.8%	19.0%	2.3%	1.5%	1.1M	-9.6M	-103.0K	1.48	24.61	54	80	4,854	3,029
2013-10-04	$113.14	$110.00	19.1%	5.7%	20.6%	16.5%	20.3%	3.1%	3.7%	1.3M	-14.1M	-103.7K	2.33	23.39	122	284	4,892	3,073
2013-10-07	$111.37	$110.00	21.1%	6.3%	16.2%	21.6%	22.7%	3.1%	3.1%	1.1M	-8.6M	-107.8K	0.29	31.55	21	6	4,984	3,331
2013-10-08	$108.67	$110.00	21.5%	6.5%	16.6%	22.7%	22.7%	3.3%	3.4%	780.4K	-865.7K	-103.9K	2.50	43.03	102	255	4,980	3,335
2013-10-09	$107.91	$110.00	20.6%	6.5%	16.7%	20.5%	29.8%	3.8%	3.3%	625.9K	2.4M	-101.5K	5.68	36.20	71	403	4,969	3,456
2013-10-10	$109.21	$110.00	21.7%	6.2%	17.3%	23.1%	21.7%	3.6%	3.3%	894.5K	-503.9K	-101.8K	2.63	53.81	27	71	4,962	3,771
2013-10-11	$109.71	$110.00	20.9%	6.0%	17.5%	21.1%	0.0%	3.3%	3.9%	1.1M	-1.9M	-101.7K	4.62	66.35	13	60	4,976	3,828
2013-10-14	$108.93	$110.00	21.1%	6.1%	17.4%	21.7%	20.3%	3.8%	3.4%	1.1M	1.1M	-96.1K	0.59	66.80	29	17	4,973	3,768
2013-10-15	$107.76	$110.00	21.1%	6.1%	16.7%	21.7%	0.0%	3.5%	3.8%	678.4K	4.9M	-91.4K	0.13	67.38	80	10	4,962	3,761
2013-10-16	$109.05	$110.00	20.2%	5.8%	17.1%	19.3%	19.0%	3.9%	3.8%	1.5M	2.0M	-91.5K	0.29	77.52	103	30	4,903	3,771
2013-10-17	$109.06	$110.00	19.5%	5.6%	17.1%	17.6%	21.5%	3.2%	4.0%	1.6M	3.6M	-87.4K	2.46	60.11	26	64	4,770	3,731
2013-10-18	$109.64	$110.00	19.1%	5.5%	17.1%	16.6%	20.7%	3.1%	4.4%	4.2M	1.7M	-86.9K	1.28	74.63	18	23	4,763	3,738
2013-10-21	$109.19	$110.00	19.2%	5.5%	16.9%	16.8%	22.9%	3.0%	4.2%	38.7K	1.8M	-82.3K	1.76	71.89	49	86	2,463	2,908
2013-10-22	$109.04	$110.00	19.0%	5.5%	16.9%	16.4%	18.2%	2.6%	4.1%	16.4K	1.9M	-82.1K	0.62	69.38	37	23	2,509	2,967
2013-10-23	$108.35	$110.00	19.0%	5.5%	17.1%	16.4%	18.7%	2.7%	4.7%	-16.9K	3.0M	-81.5K	0.09	75.15	23	2	2,514	2,986
2013-10-24	$109.14	$110.00	18.3%	5.2%	16.7%	14.5%	18.4%	2.4%	4.8%	13.8K	2.2M	-80.7K	1.42	76.73	12	17	2,534	2,987
2013-10-25	$109.04	$110.00	18.0%	5.2%	16.4%	13.9%	0.0%	2.3%	5.2%	15.1K	2.1M	-80.8K	1.08	82.59	12	13	2,543	3,004
2013-10-28	$108.56	$110.00	18.2%	5.2%	16.4%	14.3%	18.1%	2.6%	5.1%	-4.5K	2.6M	-78.2K	0.15	79.59	106	16	2,545	3,014
2013-10-29	$109.05	$110.00	18.1%	5.2%	15.3%	14.2%	0.0%	3.0%	4.9%	57.0K	1.9M	-79.7K	5.25	90.75	4	21	2,645	3,030
2013-10-30	$107.97	$110.00	18.0%	5.2%	15.5%	13.9%	14.8%	3.4%	5.3%	10.6K	3.2M	-78.2K	0.17	99.16	70	12	2,646	3,039
2013-10-31	$108.94	$110.00	17.7%	5.1%	15.9%	13.1%	17.7%	5.6%	5.4%	39.7K	1.6M	-78.9K	0.29	94.58	34	10	2,650	3,051