FDS Options History — June 2021

In June 2021, FDS traded between $322.65 and $336.88. ATM implied volatility averaged 25.0%, placing in the 25.2% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 8.1% (HV 20d: 16.9%). Max pain ranged from $320.00 to $330.00. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 8.83.

Notable Days

  • 2021-06-29: Highest Volume — 1,107 contracts
  • 2021-06-29: Largest IV drop — 33.2% change
  • 2021-06-28: Highest IV Rank — 48.0%
  • 2021-06-28: Largest Expected Move — 8.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$328.32$322.65$336.88$323.93$336.57
Max Pain$324.09$320.00$330.00$320.00$320.00
ATM IV25.0%19.4%29.7%22.4%19.4%
Expected Move7.4%5.6%8.5%6.4%5.6%
HV 20d16.9%9.9%21.0%20.7%9.9%
HV 60d26.8%24.9%27.8%27.8%24.9%
IV Rank25.2%2.6%48.0%12.9%2.6%
IV Percentile19.0%0.4%56.3%4.8%0.4%
Term Structure-1.3%-5.8%4.3%3.6%0.5%
VWIV28.0%20.3%32.5%25.4%20.9%
Skew 25d1.6%-1.9%3.6%2.9%2.5%
Skew 10d4.9%-2.3%10.5%5.8%5.3%
Call IV 25d25.9%18.9%31.0%21.9%19.2%
Put IV 25d27.5%21.7%31.5%24.8%21.7%
Bid-Ask Spread %85.3679.4497.9294.9791.09
Gamma HHI0.150.130.170.160.13
Net GEX-449.6K-1.0M592.8K-304.3K398.8K
Net DEX1.9M-5.5M5.3M1.8M-4.6M
Net VEX-54.6K-60.0K-49.4K-52.1K-52.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio8.830.1574.005.713.47
Total Volume200.636131,107114161
Total OI2,138.4091,6162,6741,6162,525

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-06-01$323.93$320.0022.4%6.4%20.7%12.9%25.4%2.9%3.6%-304.3K1.8M-52.1K5.7194.971797781835
2021-06-02$327.17$320.0022.9%6.6%21.0%14.6%23.4%1.5%4.3%-283.4K1.6M-52.4K74.0097.922148785917
2021-06-03$323.90$330.0022.8%7.3%19.9%14.3%29.3%2.3%1.1%-507.5K3.6M-56.2K23.6379.4481897861,060
2021-06-04$324.79$330.0021.3%8.0%20.0%8.9%29.8%2.2%-1.8%-667.6K3.9M-58.0K9.2982.227657871,242
2021-06-07$323.09$330.0019.7%7.6%19.9%3.1%29.0%-0.2%-0.0%-804.5K4.7M-56.9K6.5082.77241567861,289
2021-06-08$322.87$330.0021.6%7.3%19.9%10.0%27.9%1.1%-0.1%-900.7K4.7M-60.0K0.2282.981847981,415
2021-06-09$322.65$330.0025.9%7.4%19.2%25.5%28.8%-0.7%-1.1%-1.0M5.3M-58.0K5.0082.088408121,417
2021-06-10$324.09$330.0026.6%7.6%18.3%28.0%27.6%-1.9%-1.9%-904.3K4.9M-58.3K0.8486.6477658131,455
2021-06-11$327.76$330.0027.0%7.7%18.4%29.6%31.8%2.1%-2.1%-587.5K3.2M-58.6K0.6387.05858661,513
2021-06-14$327.03$330.0028.4%8.2%18.3%36.1%32.5%-0.4%-1.9%-702.5K3.6M-58.6K40.0083.771408721,518
2021-06-15$328.10$330.0026.6%7.6%17.8%34.4%28.7%2.1%-2.5%-529.1K3.0M-56.5K0.1582.593358731,546
2021-06-16$326.61$320.0024.8%7.1%17.4%26.1%29.2%1.3%1.1%-669.5K3.4M-56.5K2.5084.408208601,545
2021-06-17$329.07$320.0026.5%7.6%17.2%33.6%26.9%2.5%-2.1%-368.8K1.9M-52.8K0.4484.13948561,535
2021-06-18$328.84$320.0026.0%7.4%14.5%31.4%27.6%1.4%-0.0%-273.4K2.2M-54.0K0.5281.2723128621,534
2021-06-21$329.84$320.0029.0%8.3%14.4%45.0%27.9%3.1%-4.5%-530.7K1.9M-49.4K0.1586.1475116691,117
2021-06-22$331.49$320.0027.4%7.9%14.5%37.8%30.3%2.2%-3.7%-358.4K735.9K-51.5K6.0084.776367401,124
2021-06-23$328.98$320.0026.7%7.6%14.7%34.6%29.8%1.6%-3.8%-425.2K1.3M-49.9K2.6785.592095577441,107
2021-06-24$331.04$320.0026.5%7.6%14.8%33.8%28.7%2.3%-2.2%-392.7K918.5K-50.4K10.2285.019927491,155
2021-06-25$331.41$320.0027.9%8.0%14.7%39.9%28.0%3.2%-5.1%-483.7K1.6M-52.2K0.5585.8591507551,233
2021-06-28$336.84$320.0029.7%8.5%15.8%48.0%31.7%0.6%-5.8%-138.5K-1.4M-50.3K0.5880.195793388381,257
2021-06-29$336.88$320.0019.8%5.7%10.3%4.3%20.3%3.6%-0.1%592.8K-5.5M-55.5K1.2786.974886191,2781,396
2021-06-30$336.57$320.0019.4%5.6%9.9%2.6%20.9%2.5%0.5%398.8K-4.6M-52.7K3.4791.09361251,1831,342