FDS Options History — October 2023

In October 2023, FDS traded between $420.11 and $455.95. ATM implied volatility averaged 21.6%, placing in the 24.7% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 5.5% (HV 20d: 16.1%). Max pain ranged from $420.00 to $440.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 3.42.

Notable Days

  • 2023-10-18: Highest Volume — 576 contracts
  • 2023-10-03: Largest IV spike — 11.7% change
  • 2023-10-27: Highest IV Rank — 39.0%
  • 2023-10-27: Largest Expected Move — 7.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$440.05$420.11$455.95$435.56$432.10
Max Pain$430.45$420.00$440.00$440.00$430.00
ATM IV21.6%19.1%25.0%20.6%21.6%
Expected Move6.2%5.5%7.2%5.9%6.2%
HV 20d16.1%13.9%19.3%13.9%19.3%
HV 60d14.8%13.7%15.7%15.6%15.7%
IV Rank24.7%14.3%39.0%20.6%24.6%
IV Percentile34.4%5.6%68.7%21.0%37.7%
Term Structure-0.7%-1.9%0.7%-0.0%-1.2%
VWIV22.0%20.0%24.5%21.2%22.0%
Skew 25d3.7%2.5%5.7%3.5%2.8%
Skew 10d7.1%5.5%11.6%6.9%6.4%
Call IV 25d19.8%18.0%22.0%19.7%20.4%
Put IV 25d23.5%21.1%26.5%23.2%23.2%
Bid-Ask Spread %83.5276.7987.6185.2287.61
Gamma HHI0.130.090.190.150.10
Net GEX592.9K-921.8K1.7M-87.6K211.7K
Net DEX-12.5M-36.3M7.7M-3.1M1.1M
Net VEX-152.2K-188.3K-118.3K-185.5K-121.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.420.0017.581.310.00
Total Volume116.2738576678
Total OI4,383.8643,1505,1324,6983,223

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-10-02$435.56$440.0020.6%5.9%13.9%20.6%21.2%3.5%-0.0%-87.6K-3.1M-185.5K1.3185.2229382,2822,416
2023-10-03$436.75$440.0023.0%6.6%13.9%30.6%24.5%3.6%-0.6%-2.0K-4.7M-187.7K4.3584.44261132,2862,432
2023-10-04$446.50$430.0021.3%6.1%15.7%23.5%22.9%3.9%-0.6%947.6K-21.9M-188.3K17.3086.30101732,2942,457
2023-10-05$449.71$420.0021.8%6.2%15.8%25.5%22.4%2.7%-0.6%1.0M-25.3M-185.1K3.1577.0626822,2962,553
2023-10-06$453.71$430.0020.7%6.0%15.8%21.1%20.1%3.2%-0.3%1.5M-30.7M-181.6K1.2876.7929372,3092,580
2023-10-09$452.96$430.0021.6%6.1%15.1%24.7%0.0%3.5%-0.7%1.3M-30.5M-175.4K2.0077.75362,3212,591
2023-10-10$453.05$430.0020.4%5.8%14.6%19.8%20.0%3.2%-0.7%1.6M-31.8M-166.3K0.3679.95106382,3212,581
2023-10-11$455.95$430.0019.1%5.5%14.2%14.3%21.7%3.1%-0.2%1.7M-36.3M-163.5K2.2980.5328642,3352,605
2023-10-12$447.35$430.0019.4%5.6%16.1%15.6%21.2%2.8%-0.4%908.4K-22.4M-162.4K7.3883.078592,3432,658
2023-10-13$446.02$430.0020.3%5.8%15.8%19.4%21.9%3.9%0.1%756.2K-19.4M-169.4K1.2880.7043552,3462,681
2023-10-16$447.45$430.0019.4%5.6%15.8%15.7%0.0%3.2%-0.3%1.2M-24.8M-152.6K1.2981.9845582,3712,699
2023-10-17$448.93$430.0019.7%5.7%15.3%16.9%21.5%3.2%-0.2%1.4M-27.4M-145.3K2.3684.7714332,4062,704
2023-10-18$442.82$430.0021.2%6.1%16.3%23.2%22.0%3.9%0.7%630.8K-15.4M-145.0K17.5886.07315452,4152,717
2023-10-19$437.33$430.0021.9%6.3%17.1%26.0%20.7%3.9%-0.6%753.4K-6.4M-142.3K0.1885.25224402,4192,635
2023-10-20$430.93$430.0023.5%6.7%16.4%32.7%23.3%4.9%-1.6%-921.8K1.5M-132.8K0.6887.47125852,4452,619
2023-10-23$432.65$430.0022.4%6.4%16.5%28.1%23.1%5.7%-1.3%239.4K391.3K-133.9K0.5683.9418101,7421,408
2023-10-24$429.31$430.0021.6%6.2%16.6%24.7%22.0%4.3%-0.9%-37.8K3.2M-118.3K5.0084.733151,7531,404
2023-10-25$424.62$430.0023.5%6.7%17.0%32.8%20.3%4.2%-0.9%-185.9K6.1M-120.1K0.0385.7021061,7631,419
2023-10-26$429.08$430.0022.9%6.6%16.2%30.0%22.6%4.2%-1.1%154.6K2.7M-128.6K1.4384.947101,7901,420
2023-10-27$420.11$430.0025.0%7.2%17.5%39.0%23.8%4.7%-1.9%-164.8K7.7M-121.7K4.6286.9113601,7881,411
2023-10-30$428.31$430.0023.7%6.8%19.0%33.7%23.8%2.5%-1.1%76.7K3.1M-121.2K0.9286.2913121,7951,412
2023-10-31$432.10$430.0021.6%6.2%19.3%24.6%22.0%2.8%-1.2%211.7K1.1M-121.2K0.0087.61801,8051,418