FDS Options History — May 2022

In May 2022, FDS traded between $356.12 and $398.25. ATM implied volatility averaged 33.7%, placing in the 60.9% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 2.5% (HV 20d: 31.2%). Max pain ranged from $430.00 to $450.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.02.

Notable Days

  • 2022-05-04: Highest Volume — 1,285 contracts
  • 2022-05-09: Largest IV spike — 34.4% change
  • 2022-05-09: Highest IV Rank — 100.0%
  • 2022-05-12: Largest Expected Move — 10.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$374.76$356.12$398.25$392.50$383.11
Max Pain$447.14$430.00$450.00$430.00$450.00
ATM IV33.7%27.0%45.9%36.2%31.2%
Expected Move9.3%7.7%10.8%10.4%8.9%
HV 20d31.2%27.5%34.6%28.7%32.0%
HV 60d29.7%28.2%30.8%28.2%30.0%
IV Rank60.9%37.8%100.0%74.7%51.2%
IV Percentile87.9%61.9%100.0%96.8%82.9%
Term Structure-0.7%-5.5%3.0%-5.5%0.7%
VWIV33.3%28.5%38.0%32.9%33.5%
Skew 25d6.0%1.8%11.5%4.4%11.5%
Skew 10d10.8%0.1%21.5%6.4%8.7%
Call IV 25d30.7%22.2%35.2%34.1%26.2%
Put IV 25d36.8%32.7%41.5%38.6%37.8%
Bid-Ask Spread %85.3377.6294.7288.4994.72
Gamma HHI0.190.130.330.150.16
Net GEX-1.2M-2.0M-435.8K-1.7M-435.8K
Net DEX29.3M9.6M42.5M30.5M10.2M
Net VEX-60.0K-85.5K-44.9K-77.3K-50.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.020.572.411.491.22
Total Volume1,048.2388121,285937819
Total OI3,395.6672,7363,9763,4762,798

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-05-02$392.50$430.0036.2%10.4%28.7%74.7%32.9%4.4%-5.5%-1.7M30.5M-77.3K1.4988.493765611,5501,926
2022-05-03$397.22$430.0032.3%9.3%28.3%60.4%29.6%3.6%-1.8%-1.5M26.3M-85.5K1.4985.823775621,5541,935
2022-05-04$398.25$430.0027.0%7.7%27.5%41.0%36.4%4.3%1.6%-1.7M29.2M-74.4K2.4186.683779081,5551,933
2022-05-05$381.50$450.0036.2%8.9%30.4%74.6%31.2%5.5%-0.8%-1.5M34.7M-69.0K1.5078.353645461,5571,811
2022-05-06$377.88$450.0034.2%8.9%29.7%67.1%32.3%5.7%-0.6%-1.5M35.1M-68.7K1.3480.873735001,5621,815
2022-05-09$364.72$450.0045.9%9.9%31.2%100.0%34.0%3.0%-1.6%-1.3M40.2M-61.7K1.3483.463714991,5761,821
2022-05-10$365.95$450.0043.3%10.0%31.0%91.3%35.2%7.0%-3.5%-1.3M39.0M-58.5K1.1877.623884561,5781,779
2022-05-11$365.56$450.0035.1%10.1%30.9%64.2%35.7%1.8%-2.5%-1.5M37.5M-59.8K0.5783.027834501,5821,795
2022-05-12$364.58$450.0037.5%10.8%30.4%72.2%38.0%6.3%-3.4%-1.2M38.2M-66.9K0.5883.297844571,9791,799
2022-05-13$372.41$450.0035.9%10.3%31.9%66.7%38.0%7.9%-3.7%-1.4M34.2M-72.2K0.5879.417894551,9731,800
2022-05-16$371.78$450.0030.2%8.7%31.8%47.9%37.2%6.3%1.3%-1.4M34.8M-66.3K0.5781.517974572,1661,803
2022-05-17$373.08$450.0033.6%9.6%29.6%59.2%34.7%3.6%-0.3%-1.5M33.0M-62.7K0.5782.597964522,1711,805
2022-05-18$356.12$450.0032.4%9.3%30.1%55.2%34.7%5.7%-0.6%-1.3M42.5M-54.4K0.5786.677964552,1721,803
2022-05-19$361.41$450.0033.2%9.5%31.4%57.7%32.2%6.3%-1.4%-1.6M41.2M-48.5K0.6285.057514692,1721,771
2022-05-20$363.81$450.0032.1%9.2%31.8%54.3%34.2%5.8%1.0%-2.0M39.6M-52.3K0.6286.187534692,1871,784
2022-05-23$371.50$450.0034.0%9.7%33.5%60.4%31.5%6.5%-0.7%-723.5K15.2M-44.9K0.8190.015494421,6551,081
2022-05-24$372.03$450.0032.3%9.2%33.1%54.7%31.3%6.9%0.1%-697.2K15.7M-45.7K0.8086.705544411,6601,087
2022-05-25$370.44$450.0030.0%8.6%33.0%47.2%30.2%7.7%2.6%-745.6K15.5M-46.1K0.7991.155594441,6681,087
2022-05-26$379.37$450.0028.4%8.1%34.6%42.0%28.9%6.3%3.0%-674.2K13.0M-46.1K1.1788.513784441,6781,092
2022-05-27$386.80$450.0027.2%7.8%34.2%37.8%28.5%10.5%1.6%-460.4K9.6M-49.6K1.2191.913684441,7001,089
2022-05-31$383.11$450.0031.2%8.9%32.0%51.2%33.5%11.5%0.7%-435.8K10.2M-50.2K1.2294.723694501,7071,091