FDS Options History — October 2021

In October 2021, FDS traded between $394.39 and $442.96. ATM implied volatility averaged 20.1%, placing in the 16.8% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 3.7% (HV 20d: 16.4%). Max pain ranged from $380.00 to $410.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.97.

Notable Days

  • 2021-10-27: Highest Volume — 1,152 contracts
  • 2021-10-13: Largest IV drop — 25.9% change
  • 2021-10-12: Highest IV Rank — 43.8%
  • 2021-10-04: Largest Expected Move — 6.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$415.94$394.39$442.96$394.39$442.96
Max Pain$398.57$380.00$410.00$380.00$410.00
ATM IV20.1%16.3%27.0%23.1%19.0%
Expected Move5.7%4.7%6.6%6.6%5.4%
HV 20d16.4%9.6%19.2%18.8%9.7%
HV 60d16.5%15.8%17.1%17.1%16.0%
IV Rank16.8%1.9%43.8%28.6%12.5%
IV Percentile15.1%0.4%50.0%27.8%11.5%
Term Structure1.7%-0.8%5.8%-0.8%2.4%
VWIV20.0%16.6%22.9%22.0%19.7%
Skew 25d2.5%-0.4%6.4%4.2%4.1%
Skew 10d5.4%-2.6%11.7%8.4%6.1%
Call IV 25d19.0%15.9%22.6%21.6%16.6%
Put IV 25d21.5%18.6%25.8%25.8%20.7%
Bid-Ask Spread %85.0577.4193.3593.3592.39
Gamma HHI0.210.130.330.130.19
Net GEX1.6M820.6K2.8M820.6K1.4M
Net DEX-22.5M-32.8M-11.3M-11.3M-32.8M
Net VEX-91.2K-106.0K-82.6K-88.0K-98.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.970.066.200.251.18
Total Volume448101,15240909
Total OI2,224.0481,8242,6742,2382,096

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-10-01$394.39$380.0023.1%6.6%18.8%28.6%22.0%4.2%-0.8%820.6K-11.3M-88.0K0.2593.353281,0531,185
2021-10-04$398.04$390.0022.9%6.6%19.0%27.6%0.0%1.9%-0.8%1.0M-13.4M-86.7K0.8177.9727221,0781,205
2021-10-05$396.74$390.0023.2%6.3%18.5%28.7%22.9%3.3%1.0%1.2M-13.7M-82.6K0.0677.41216131,0901,206
2021-10-06$394.93$390.0022.2%6.4%18.5%25.0%0.0%3.4%1.3%1.2M-12.5M-85.3K6.2078.685311,1171,213
2021-10-07$398.73$390.0019.0%5.7%18.7%12.7%22.8%2.1%3.7%1.6M-15.4M-84.7K0.0879.63162131,2181,216
2021-10-08$401.33$390.0018.7%6.0%18.8%11.2%19.8%6.4%1.4%1.8M-16.8M-83.3K0.2082.7555111,2151,217
2021-10-11$406.06$390.0023.1%5.8%18.8%28.5%21.2%3.0%1.4%2.2M-21.5M-87.0K1.6580.9220331,3331,227
2021-10-12$411.07$390.0027.0%6.0%19.1%43.8%19.3%3.1%1.6%2.3M-26.1M-88.3K0.2680.6666171,3761,229
2021-10-13$409.58$390.0020.0%5.7%19.2%16.5%19.8%1.9%1.5%2.8M-24.6M-88.7K1.3582.3626351,3761,240
2021-10-14$413.90$390.0020.5%5.9%19.2%18.5%19.6%3.0%2.9%2.7M-28.9M-91.7K0.3880.3597371,4341,235
2021-10-15$415.54$390.0016.3%4.7%17.4%1.9%16.6%3.0%5.8%1.6M-31.6M-88.7K0.4590.3840181,4401,234
2021-10-18$416.30$400.0019.3%5.5%16.7%13.8%19.3%0.6%0.5%1.3M-18.9M-88.9K0.6288.6229181,127697
2021-10-19$420.26$410.0019.5%5.6%16.4%14.4%19.8%-0.4%1.7%1.4M-21.2M-87.2K0.6785.80641,129711
2021-10-20$421.03$410.0018.0%5.2%16.5%8.7%19.8%2.2%3.4%1.4M-21.2M-90.6K0.8781.965404721,149732
2021-10-21$425.71$410.0018.6%5.3%16.3%10.8%19.4%0.4%1.2%1.5M-23.1M-102.5K0.9287.535154721,176738
2021-10-22$429.54$410.0017.6%5.1%15.9%7.3%19.5%2.4%0.7%1.5M-26.3M-92.2K0.9492.495124811,187744
2021-10-25$432.71$410.0018.4%5.3%15.6%10.4%19.4%1.7%2.6%1.5M-27.6M-92.8K0.9485.795395041,188757
2021-10-26$436.01$410.0018.3%5.3%12.3%10.0%19.6%0.7%2.2%1.4M-29.2M-96.2K0.8486.396125141,216772
2021-10-27$434.20$410.0019.3%5.5%9.7%13.6%19.7%4.2%0.4%1.5M-27.9M-104.5K0.8190.116385141,281782
2021-10-28$435.68$410.0018.1%5.2%9.6%9.1%20.0%2.3%1.4%1.5M-29.2M-106.0K0.8090.606355101,303783
2021-10-29$442.96$410.0019.0%5.4%9.7%12.5%19.7%4.1%2.4%1.4M-32.8M-98.5K1.1892.394174921,302794