FDS Options History — April 2022

In April 2022, FDS traded between $406.75 and $446.47. ATM implied volatility averaged 27.9%, placing in the 46.9% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded below realized volatility by 1.2% (HV 20d: 29.2%). Max pain ranged from $410.00 to $430.00. Net GEX was positive for 4 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 2.48.

Notable Days

  • 2022-04-14: Highest Volume — 2,267 contracts
  • 2022-04-12: Largest IV spike — 47.0% change
  • 2022-04-12: Highest IV Rank — 100.0%
  • 2022-04-29: Largest Expected Move — 9.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$430.01$406.75$446.47$426.85$406.75
Max Pain$415.00$410.00$430.00$410.00$430.00
ATM IV27.9%22.9%43.1%29.2%32.4%
Expected Move7.4%6.6%9.3%7.1%9.3%
HV 20d29.2%25.2%31.1%30.1%27.3%
HV 60d26.7%26.2%27.5%26.2%27.5%
IV Rank46.9%26.0%100.0%56.6%60.7%
IV Percentile68.7%38.5%100.0%83.7%92.5%
Term Structure-0.5%-4.0%1.3%-4.0%-2.7%
VWIV28.3%23.9%33.9%23.9%33.9%
Skew 25d4.4%2.0%6.2%4.5%5.7%
Skew 10d5.5%0.6%14.6%14.6%7.3%
Call IV 25d24.9%20.7%31.9%28.4%31.9%
Put IV 25d29.3%25.2%37.6%32.9%37.6%
Bid-Ask Spread %87.5282.4693.1082.7288.20
Gamma HHI0.190.130.540.160.14
Net GEX-828.4K-3.6M245.3K-1.0M-1.3M
Net DEX7.3M-6.2M22.0M12.2M22.0M
Net VEX-85.1K-97.5K-63.0K-95.0K-89.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.481.144.121.812.98
Total Volume1,439.2472,2671,3311,677
Total OI3,589.953,0814,3263,7733,449

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-04-01$426.85$410.0029.2%7.1%30.1%56.6%23.9%4.5%-4.0%-1.0M12.2M-95.0K1.8182.724748571,5252,248
2022-04-04$433.93$410.0031.2%7.0%30.5%65.0%25.7%3.7%0.6%-709.0K6.4M-86.3K1.8384.044428091,5442,265
2022-04-05$440.43$410.0029.6%7.0%30.6%58.3%25.9%6.2%1.1%-401.3K1.7M-87.7K1.9090.504268101,5502,274
2022-04-06$442.06$410.0026.2%7.0%30.2%43.8%26.7%4.6%0.3%-127.9K-1.7M-91.4K2.0088.184018011,5512,270
2022-04-07$446.47$410.0025.7%6.8%28.4%41.9%27.2%4.0%-0.2%6.5K-3.6M-84.4K1.8182.464528191,5722,280
2022-04-08$444.18$410.0024.3%7.1%28.6%35.8%27.0%4.2%0.5%181.2K-6.2M-89.2K1.6687.214948201,6082,276
2022-04-11$433.03$410.0029.3%7.4%30.3%57.3%26.9%4.3%0.4%-1.2M2.7M-85.8K1.7686.914598061,6172,264
2022-04-12$425.34$410.0043.1%7.5%30.5%100.0%27.1%2.2%-0.2%-1.6M11.0M-75.8K1.7288.264688051,6192,264
2022-04-13$428.52$410.0024.8%7.1%30.5%33.0%29.8%4.6%-0.1%-3.6M8.9M-63.0K3.8787.114611,7861,6192,264
2022-04-14$420.95$410.0024.0%6.9%30.1%29.9%25.9%3.6%1.3%-1.9M15.3M-90.0K4.1284.664431,8241,6192,707
2022-04-18$420.87$410.0024.6%7.0%28.0%32.1%26.4%2.0%0.3%-766.0K10.7M-76.8K3.2687.833291,0711,4161,665
2022-04-19$432.39$410.0022.9%6.6%29.7%26.0%26.6%3.4%-0.2%-186.8K4.0M-70.3K3.2893.103301,0821,4301,666
2022-04-20$443.51$410.0023.0%6.6%31.1%26.5%29.5%4.7%0.1%245.3K-101.3K-72.2K1.7392.714377541,4331,678
2022-04-21$438.28$410.0023.1%6.6%31.1%26.8%29.3%6.2%0.6%55.5K1.2M-78.6K1.7392.074347511,5401,681
2022-04-22$431.25$410.0025.4%7.3%30.3%35.0%28.9%6.1%0.0%-216.2K4.6M-87.2K3.5688.834211,4991,5401,680
2022-04-25$428.17$430.0029.1%8.3%29.6%48.7%31.8%5.5%-2.8%-739.4K10.3M-93.5K3.7186.894211,5631,5411,841
2022-04-26$418.63$430.0029.3%8.4%26.0%49.5%30.2%4.0%-1.4%-1.1M16.0M-95.0K2.8787.124301,2331,5411,881
2022-04-27$418.88$430.0030.6%8.8%25.2%54.3%31.4%4.9%-2.4%-1.1M15.5M-97.5K1.1486.2822251,5511,882
2022-04-28$419.72$430.0031.1%8.9%25.2%56.0%31.6%4.0%-1.5%-1.1M15.1M-92.9K2.9185.344211,2271,5581,890
2022-04-29$406.75$430.0032.4%9.3%27.3%60.7%33.9%5.7%-2.7%-1.3M22.0M-89.2K2.9888.204211,2561,5591,890