FDS Options History — June 2022

In June 2022, FDS traded between $349.17 and $392.72. ATM implied volatility averaged 31.7%, placing in the 53.0% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 0.1% (HV 20d: 31.7%). Max pain ranged from $340.00 to $450.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.76.

Notable Days

  • 2022-06-15: Highest Volume — 1,242 contracts
  • 2022-06-23: Largest IV drop — 15.0% change
  • 2022-06-13: Highest IV Rank — 67.3%
  • 2022-06-13: Largest Expected Move — 10.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$371.92$349.17$392.72$377.22$384.79
Max Pain$383.33$340.00$450.00$450.00$380.00
ATM IV31.7%27.6%36.1%31.8%33.3%
Expected Move9.1%7.9%10.3%9.1%9.5%
HV 20d31.7%26.2%40.1%32.0%39.8%
HV 60d30.9%29.6%33.6%30.2%33.3%
IV Rank53.0%39.3%67.3%53.2%58.2%
IV Percentile81.3%59.1%94.8%84.9%88.1%
Term Structure-1.6%-4.9%1.3%-0.9%-4.2%
VWIV29.7%23.8%34.4%28.7%32.1%
Skew 25d5.6%2.6%9.1%5.5%4.3%
Skew 10d11.1%3.0%18.4%13.9%12.6%
Call IV 25d28.5%22.6%32.9%26.3%28.3%
Put IV 25d34.1%28.2%38.8%31.8%32.6%
Bid-Ask Spread %88.8580.7394.9490.6394.34
Gamma HHI0.300.170.590.210.21
Net GEX-606.3K-2.7M522.8K-688.3K287.5K
Net DEX5.3M-7.0M16.5M12.5M-4.1M
Net VEX-39.0K-58.8K-22.5K-39.2K-56.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.760.161.221.220.27
Total Volume803.5244561,242812630
Total OI2,177.7148182,8862,8071,470

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$377.22$450.0031.8%9.1%32.0%53.2%28.7%5.5%-0.9%-688.3K12.5M-39.2K1.2290.633654471,7091,098
2022-06-02$384.36$340.0028.4%8.6%32.8%41.8%29.0%5.4%-0.5%-615.0K6.9M-35.7K1.2180.733674451,7071,000
2022-06-03$379.44$340.0029.3%8.9%29.4%45.0%31.6%6.8%-1.0%-618.5K8.1M-42.1K1.2282.313684481,7091,002
2022-06-06$378.46$340.0031.6%8.6%29.2%52.5%31.0%5.3%0.2%-709.4K7.8M-34.2K1.1783.143844501,7121,004
2022-06-07$382.31$350.0033.6%8.3%26.2%59.3%25.7%7.3%0.3%-523.3K6.6M-33.9K1.1788.023844501,736996
2022-06-08$376.39$350.0030.0%8.6%26.9%47.2%28.1%6.4%-1.0%-728.8K8.3M-32.5K1.2182.183844651,737996
2022-06-09$371.88$400.0029.2%8.4%27.3%44.6%23.8%3.6%0.4%-814.0K9.2M-30.7K1.2189.113844651,738996
2022-06-10$364.72$400.0031.6%9.1%28.3%52.6%23.8%5.7%-1.5%-1.2M11.9M-29.1K1.1986.143884621,739995
2022-06-13$351.60$400.0036.1%10.3%29.9%67.3%29.1%5.4%-3.8%-1.3M15.8M-26.6K1.2087.253874661,753943
2022-06-14$350.50$400.0034.8%10.0%29.9%63.0%29.9%4.6%-3.5%-1.6M16.5M-24.1K1.1486.873934491,756936
2022-06-15$357.16$400.0032.5%9.3%30.8%55.5%29.8%3.6%-2.0%-1.9M10.9M-22.5K0.5693.077944481,764936
2022-06-16$349.17$400.0034.8%10.0%27.2%63.2%31.7%5.7%-1.2%-1.9M16.1M-34.8K0.3689.727882801,953933
2022-06-17$351.24$400.0034.4%9.9%26.7%61.8%31.1%5.6%-0.5%-2.7M14.5M-33.2K0.3690.737942851,957919
2022-06-21$358.99$400.0032.1%9.2%27.8%54.0%32.3%9.1%-1.0%199.6K-1.3M-32.4K0.1693.1539264656162
2022-06-22$361.29$400.0036.0%10.3%26.8%67.2%34.4%6.9%-4.9%218.5K-1.7M-36.3K0.9084.48488437664179
2022-06-23$389.73$380.0030.6%8.8%38.4%49.2%30.7%2.6%-2.3%459.0K-6.5M-56.7K0.2490.49488118772560
2022-06-24$392.72$380.0027.6%7.9%38.3%39.3%28.6%7.7%1.3%498.9K-7.0M-58.8K0.2494.94495117782566
2022-06-27$391.24$380.0029.1%8.4%37.6%44.3%30.0%4.8%-1.9%522.8K-6.9M-57.6K0.2493.25498119796567
2022-06-28$375.63$380.0030.3%8.7%39.8%48.4%31.6%6.3%-2.0%256.1K-3.6M-48.4K0.3594.74495175796569
2022-06-29$381.45$380.0029.2%8.4%40.1%44.5%30.7%5.6%-2.7%210.4K-3.0M-53.4K0.2690.59491127796673
2022-06-30$384.79$380.0033.3%9.5%39.8%58.2%32.1%4.3%-4.2%287.5K-4.1M-56.2K0.2794.34497133796674