FDS Options History — October 2022

In October 2022, FDS traded between $394.25 and $430.31. ATM implied volatility averaged 30.1%, placing in the 45.0% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded below realized volatility by 2.8% (HV 20d: 32.9%). Max pain ranged from $390.00 to $430.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.74.

Notable Days

  • 2022-10-13: Highest Volume — 732 contracts
  • 2022-10-12: Largest IV drop — 20.3% change
  • 2022-10-11: Highest IV Rank — 73.0%
  • 2022-10-31: Largest Expected Move — 9.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$413.08$394.25$430.31$409.53$424.87
Max Pain$398.57$390.00$430.00$430.00$390.00
ATM IV30.1%25.7%37.9%29.1%31.8%
Expected Move8.4%7.4%9.1%8.3%9.1%
HV 20d32.9%27.4%39.5%34.7%28.2%
HV 60d27.2%26.3%27.9%26.4%27.9%
IV Rank45.0%31.7%73.0%43.2%48.4%
IV Percentile65.0%39.3%97.2%60.7%79.0%
Term Structure-1.4%-3.8%0.8%0.6%-3.8%
VWIV31.7%25.5%39.3%35.1%30.7%
Skew 25d5.2%2.4%7.1%2.4%3.7%
Skew 10d6.4%-7.3%10.5%4.8%3.6%
Call IV 25d28.1%25.9%29.9%29.9%29.6%
Put IV 25d33.2%31.7%35.0%32.3%33.3%
Bid-Ask Spread %90.7986.1493.1093.0591.48
Gamma HHI0.260.170.330.240.29
Net GEX-176.4K-613.2K400.3K-420.1K361.5K
Net DEX4.8M-7.9M16.1M8.0M-6.2M
Net VEX-65.1K-94.0K-56.5K-61.1K-66.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.740.311.401.400.49
Total Volume574.524435732598498
Total OI1,779.4761,0892,2961,8941,204

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$409.53$430.0029.1%8.3%34.7%43.2%35.1%2.4%0.6%-420.1K8.0M-61.1K1.4093.052493491,006888
2022-10-04$420.45$430.0025.7%7.4%35.3%31.7%37.7%4.4%0.2%-525.5K2.9M-62.6K1.3093.102443181,008885
2022-10-05$425.08$430.0027.8%8.0%35.1%38.7%39.3%5.0%0.1%-443.4K-652.1K-66.2K1.2691.692503161,010888
2022-10-06$418.65$400.0030.1%7.7%35.2%46.8%30.5%3.5%0.8%-504.6K4.2M-64.2K1.2288.102573141,014909
2022-10-07$412.04$400.0030.4%8.4%34.8%47.6%30.8%6.0%-1.4%-469.0K7.3M-60.1K0.9186.142682451,019862
2022-10-10$411.80$400.0034.5%8.1%34.4%61.6%30.5%6.2%-1.2%-325.2K6.2M-59.1K0.9392.182652461,033857
2022-10-11$414.27$400.0037.9%8.7%34.0%73.0%31.9%5.5%-0.8%-528.1K6.6M-56.5K0.9591.713643471,033860
2022-10-12$404.26$400.0030.2%8.7%34.7%47.0%31.4%4.6%-1.8%-400.9K11.0M-94.0K0.9387.323753491,2331,063
2022-10-13$408.68$400.0028.5%8.2%35.2%41.2%31.2%7.1%-1.2%-613.2K10.3M-71.3K0.7590.864193131,123970
2022-10-14$394.25$390.0030.9%8.8%36.9%49.2%30.9%5.5%-2.7%-205.4K15.8M-65.7K0.6391.023942501,155981
2022-10-17$407.67$390.0029.0%8.3%39.4%42.9%33.2%5.0%-2.0%-473.8K11.2M-67.9K0.6487.793902511,157983
2022-10-18$407.82$390.0029.4%8.4%39.5%41.7%33.1%5.7%-1.6%-485.1K11.1M-65.3K0.6689.993892551,159981
2022-10-19$405.57$390.0029.6%8.5%38.6%42.3%32.0%4.1%-1.4%-376.9K12.4M-62.2K0.3890.094011521,161980
2022-10-20$399.58$390.0030.8%8.8%27.6%46.4%31.8%5.5%-1.8%224.7K16.1M-59.9K0.5292.583832011,170981
2022-10-21$407.08$390.0029.6%8.5%27.6%42.2%32.1%5.1%-2.9%-286.2K12.6M-66.4K0.5089.414012001,1761,032
2022-10-24$409.89$390.0030.1%8.6%27.4%44.0%30.2%4.9%-2.1%268.7K-2.9M-63.7K0.3492.99369125622467
2022-10-25$418.60$390.0029.7%8.5%28.1%41.8%25.5%6.3%-2.3%353.0K-4.6M-65.5K0.3191.05370115650467
2022-10-26$418.89$390.0030.1%8.6%27.9%43.1%28.6%6.5%-2.7%362.8K-5.2M-63.6K0.3692.59320115652457
2022-10-27$425.46$390.0029.0%8.3%28.2%39.3%29.4%4.2%-3.1%400.3K-7.0M-63.2K0.5190.89318163655454
2022-10-28$430.31$390.0027.4%7.9%28.2%33.3%29.7%6.8%0.8%382.3K-7.9M-63.1K0.6092.61324193665499
2022-10-31$424.87$390.0031.8%9.1%28.2%48.4%30.7%3.7%-3.8%361.5K-6.2M-66.0K0.4991.48334164671533