FDS Options History — June 2023

In June 2023, FDS traded between $389.49 and $424.62. ATM implied volatility averaged 22.6%, placing in the 19.2% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 0.9% (HV 20d: 21.7%). Max pain ranged from $390.00 to $420.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.14.

Notable Days

  • 2023-06-20: Highest Volume — 762 contracts
  • 2023-06-12: Largest IV spike — 47.5% change
  • 2023-06-13: Highest IV Rank — 47.1%
  • 2023-06-12: Largest Expected Move — 7.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$403.90$389.49$424.62$389.49$401.66
Max Pain$407.14$390.00$420.00$400.00$420.00
ATM IV22.6%18.7%29.2%21.6%18.7%
Expected Move6.5%5.4%7.8%6.2%5.4%
HV 20d21.7%17.3%27.8%17.3%27.6%
HV 60d23.7%20.7%25.2%24.7%23.0%
IV Rank19.2%2.6%47.1%15.0%2.6%
IV Percentile26.1%0.4%77.0%15.1%0.4%
Term Structure-0.0%-4.6%5.3%4.1%0.2%
VWIV22.3%17.8%27.5%20.9%18.7%
Skew 25d3.8%1.5%8.0%3.1%2.2%
Skew 10d5.6%2.5%10.8%5.9%3.6%
Call IV 25d20.7%16.5%25.3%21.7%18.0%
Put IV 25d24.5%20.2%29.8%24.9%20.2%
Bid-Ask Spread %85.1569.3695.6995.6988.02
Gamma HHI0.190.100.560.140.11
Net GEX229.7K-829.3K2.2M208.4K-732.4K
Net DEX4.2M-13.5M17.8M5.1M13.5M
Net VEX-88.7K-105.6K-79.9K-82.0K-94.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.140.075.502.250.28
Total Volume134.286137625232
Total OI2,460.5241,5962,9022,2232,902

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-06-01$389.49$400.0021.6%6.2%17.3%15.0%20.9%3.1%4.1%208.4K5.1M-82.0K2.2595.6916369881,235
2023-06-02$398.67$400.0019.6%5.6%19.2%6.1%17.8%8.0%5.3%453.0K2.5M-86.4K0.1691.701939941,264
2023-06-05$399.63$390.0021.9%7.4%17.5%16.1%27.5%4.4%-2.8%574.2K1.8M-89.2K5.5082.422111,0041,265
2023-06-06$397.39$390.0024.1%6.0%17.6%25.6%20.7%4.5%3.1%421.6K3.7M-81.3K0.7786.2913101,0061,267
2023-06-07$398.30$390.0021.6%5.9%17.6%14.6%21.5%1.6%0.9%585.2K2.7M-79.9K1.3086.1743561,0171,273
2023-06-08$404.65$390.0022.0%6.9%18.4%16.5%23.9%4.3%-0.7%825.7K-888.2K-83.8K1.2886.0118231,0571,309
2023-06-09$397.54$400.0019.6%7.4%18.9%6.4%24.9%3.7%-1.9%688.8K3.0M-88.3K1.5784.937111,0681,323
2023-06-12$399.78$400.0028.9%7.8%19.0%45.8%25.6%4.0%-4.6%695.8K2.1M-80.7K1.2981.41791,0711,331
2023-06-13$406.75$400.0029.2%7.5%19.6%47.1%20.3%4.4%-3.1%926.3K-1.9M-87.1K0.9082.321091,0741,340
2023-06-14$410.22$400.0026.6%7.6%18.7%35.8%25.1%6.7%-3.4%1.0M-4.2M-86.3K0.2788.193081,0751,340
2023-06-15$422.87$400.0023.1%6.6%20.7%21.3%23.3%3.8%3.3%1.1M-12.9M-86.6K1.3084.011141481,1011,341
2023-06-16$421.86$410.0025.4%7.3%20.8%31.0%21.8%3.2%-0.2%2.2M-13.5M-92.5K0.1483.0798141,1711,440
2023-06-20$421.54$420.0026.3%7.5%20.8%34.7%27.4%4.8%-0.4%236.8K-2.6M-91.3K1.2276.64343419758838
2023-06-21$424.62$420.0027.3%7.8%20.9%39.0%27.0%5.5%-3.6%70.0K-2.2M-105.6K1.0069.362022021,0701,123
2023-06-22$406.20$420.0019.1%5.5%25.2%4.0%19.3%1.5%1.3%-678.7K11.0M-95.0K0.8873.602502211,2531,299
2023-06-23$395.78$420.0020.9%6.0%27.0%12.0%21.6%4.2%-0.2%-683.3K16.0M-87.7K2.1991.92591291,3871,361
2023-06-26$395.06$420.0020.6%5.9%27.0%10.7%19.9%2.4%-0.0%-802.5K17.7M-89.0K0.7189.1766471,3611,428
2023-06-27$400.08$420.0019.2%5.5%27.3%4.8%19.6%3.1%1.5%-729.5K13.7M-97.9K0.2287.662351,3931,434
2023-06-28$394.16$420.0020.4%5.9%27.8%9.9%19.8%2.8%-0.1%-829.3K17.8M-90.1K0.5691.9348271,3981,433
2023-06-29$395.56$420.0019.3%5.5%27.3%4.9%22.2%1.9%0.3%-776.4K16.4M-87.6K0.0787.633021,4331,446
2023-06-30$401.66$420.0018.7%5.4%27.6%2.6%18.7%2.2%0.2%-732.4K13.5M-94.7K0.2888.022571,4541,448