FDS Options History — August 2022

In August 2022, FDS traded between $421.68 and $454.90. ATM implied volatility averaged 22.9%, placing in the 23.7% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 2.5% (HV 20d: 20.4%). Max pain ranged from $390.00 to $430.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 21 of 23 days. Put/call ratio averaged 1.95.

Notable Days

  • 2022-08-31: Highest Volume — 627 contracts
  • 2022-08-08: Largest IV spike — 28.2% change
  • 2022-08-08: Highest IV Rank — 42.9%
  • 2022-08-02: Largest Expected Move — 7.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$437.41$421.68$454.90$423.72$437.09
Max Pain$409.57$390.00$430.00$400.00$430.00
ATM IV22.9%19.1%28.7%25.3%24.7%
Expected Move6.4%5.5%7.4%7.2%7.1%
HV 20d20.4%17.5%23.9%23.7%18.3%
HV 60d29.4%28.2%32.5%32.5%28.3%
IV Rank23.7%11.0%42.9%31.4%29.6%
IV Percentile26.7%8.3%60.3%40.9%36.9%
Term Structure2.9%-2.7%6.9%-2.5%3.5%
VWIV23.8%19.6%28.5%26.3%25.8%
Skew 25d3.8%1.3%7.5%5.5%2.8%
Skew 10d7.6%-5.3%15.5%3.3%10.4%
Call IV 25d21.2%17.1%24.8%23.1%23.4%
Put IV 25d25.0%21.3%29.3%28.6%26.3%
Bid-Ask Spread %96.3291.7499.9096.6696.00
Gamma HHI0.320.240.380.350.26
Net GEX615.9K-277.4K1.2M972.8K-277.4K
Net DEX-16.8M-27.2M-8.6M-15.6M-8.6M
Net VEX-51.1K-60.5K-39.8K-55.8K-54.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.950.0023.750.581.88
Total Volume155.7832627349627
Total OI1,4201,1361,5381,4411,369

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$423.72$400.0025.3%7.2%23.7%31.4%26.3%5.5%-2.5%972.8K-15.6M-55.8K0.5896.66221128839602
2022-08-02$421.68$400.0025.7%7.4%23.9%32.8%27.1%4.4%-2.7%979.8K-14.8M-57.0K0.5998.63217128832616
2022-08-03$423.90$400.0023.3%6.7%23.1%24.8%23.9%7.5%0.8%1.1M-15.5M-54.9K0.5999.90223131831616
2022-08-04$424.15$390.0024.2%6.6%23.1%28.0%26.8%4.7%1.1%1.0M-15.5M-54.2K0.5991.74225132830618
2022-08-05$422.78$390.0022.4%6.3%23.1%21.9%23.8%2.9%3.6%1.1M-15.4M-53.8K0.5893.82226132829621
2022-08-08$424.65$390.0028.7%6.6%23.1%42.9%25.6%3.3%2.7%1.1M-15.6M-52.1K0.5894.19226132830621
2022-08-09$423.76$390.0026.2%6.7%20.0%34.5%23.5%3.9%2.1%1.1M-15.7M-50.5K2.0094.581326830624
2022-08-10$434.10$400.0022.2%6.4%21.3%21.3%21.5%5.5%2.6%1.1M-19.3M-49.0K0.0395.18331831630
2022-08-11$432.01$400.0021.7%6.2%21.5%19.8%20.1%3.9%3.4%1.2M-19.3M-47.6K0.7595.581612831631
2022-08-12$439.75$400.0021.9%6.3%22.0%20.4%25.4%3.8%1.4%1.1M-22.2M-45.3K5.0096.3015842642
2022-08-15$446.88$400.0019.1%5.5%19.9%11.0%0.0%3.3%3.6%953.0K-24.4M-41.8K0.6095.8453843647
2022-08-16$448.74$400.0019.2%5.5%18.7%11.3%20.3%3.4%4.0%878.1K-24.8M-42.3K0.4197.382711840650
2022-08-17$451.02$410.0019.4%5.6%18.7%12.1%22.0%3.5%4.2%875.8K-26.1M-41.3K0.0897.7312910845659
2022-08-18$454.90$410.0019.6%5.6%17.9%12.7%19.6%4.2%4.4%816.9K-27.2M-39.8K0.0698.46332854664
2022-08-19$446.02$410.0020.8%6.0%19.5%16.7%23.8%3.7%4.0%1.0M-24.2M-43.8K2.6995.5870188872666
2022-08-22$443.32$420.0023.8%6.8%19.5%26.7%24.7%4.9%3.7%273.3K-13.3M-53.0K23.7594.358190706430
2022-08-23$439.02$430.0023.4%6.7%20.2%25.3%26.5%3.1%4.0%-202.0K-9.2M-60.5K0.0094.3104714614
2022-08-24$443.37$430.0023.6%6.8%20.0%25.9%19.7%1.3%4.0%-204.0K-11.5M-57.0K0.1498.1971714617
2022-08-25$451.01$430.0021.2%6.1%18.5%17.9%20.8%1.7%6.9%-89.9K-15.0M-54.6K0.5098.8084717618
2022-08-26$446.70$430.0021.8%6.2%18.2%19.9%24.2%2.5%4.5%-130.8K-12.0M-57.3K1.5098.6869724622
2022-08-29$444.10$430.0024.7%7.1%17.5%29.5%23.1%2.5%4.4%-224.3K-11.8M-53.7K0.0094.49110730630
2022-08-30$437.73$430.0024.4%7.0%18.3%28.6%28.5%5.2%2.4%-263.1K-8.7M-55.7K0.0099.0520739630
2022-08-31$437.09$430.0024.7%7.1%18.3%29.6%25.8%2.8%3.5%-277.4K-8.6M-54.8K1.8896.00218409739630