FDS Options History — March 2024 In March 2024, FDS traded between $445.16 and $486.28. ATM implied volatility averaged 22.0%, placing in the 35.9% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 2.8% (HV 20d: 19.2%). Max pain ranged from $450.00 to $480.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 1.24.
Notable Days 2024-03-13 : Highest Volume — 1,271 contracts2024-03-11 : Largest IV spike — 26.2% change2024-03-18 : Highest IV Rank — 71.7%2024-03-18 : Largest Expected Move — 7.8%Monthly Statistics Metric Avg Min Max Open Close Price $465.78 $445.16 $486.28 $461.69 $454.74 Max Pain $465.50 $450.00 $480.00 $450.00 $470.00 ATM IV 22.0% 17.1% 27.2% 20.1% 17.4% Expected Move 6.7% 4.9% 7.8% 5.8% 5.0% HV 20d 19.2% 12.8% 30.2% 16.8% 30.2% HV 60d 18.7% 15.9% 22.0% 17.8% 21.5% IV Rank 35.9% 14.1% 71.7% 20.6% 16.1% IV Percentile 57.0% 6.0% 95.6% 38.1% 7.9% Term Structure -0.9% -3.6% 5.0% 5.0% 0.7% VWIV 24.1% 17.9% 28.4% 20.7% 17.9% Skew 25d 2.8% -0.8% 4.5% 1.1% 2.6% Skew 10d 4.5% -5.0% 8.9% 4.3% 6.7% Call IV 25d 22.5% 16.1% 25.6% 20.1% 16.1% Put IV 25d 25.3% 17.3% 29.1% 21.2% 18.7% Bid-Ask Spread % 76.87 63.42 94.02 94.02 84.48 Gamma HHI 0.33 0.20 0.67 0.32 0.20 Net GEX 1.6M -1.1M 5.4M 1.8M -95.0K Net DEX -9.1M -30.3M 12.4M -11.3M 3.9M Net VEX -83.7K -112.1K -67.6K -76.6K -77.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.24 0.10 5.00 1.31 1.04 Total Volume 200.25 3 1,271 60 53 Total OI 2,357.35 1,864 3,191 2,390 2,122
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2024-03-01 $461.69 $450.00 20.1% 5.8% 16.8% 20.6% 20.7% 1.1% 5.0% 1.8M -11.3M -76.6K 1.31 94.02 26 34 1,660 730 2024-03-04 $465.42 $460.00 22.1% 7.5% 16.8% 28.9% 25.7% 3.4% -3.6% 2.1M -14.0M -75.0K 0.60 68.45 10 6 1,665 731 2024-03-05 $463.61 $460.00 22.1% 7.7% 15.7% 29.2% 26.1% 3.0% -2.2% 2.0M -13.0M -75.9K 0.50 69.43 2 1 1,668 734 2024-03-06 $463.89 $460.00 22.1% 7.6% 15.7% 29.1% 27.0% 3.8% -1.8% 2.0M -12.7M -74.5K 0.38 64.51 81 31 1,670 734 2024-03-07 $466.96 $450.00 22.6% 7.5% 15.3% 31.2% 26.2% 4.3% -2.5% 2.7M -16.4M -75.1K 3.75 63.42 4 15 1,751 735 2024-03-08 $465.07 $450.00 19.8% 7.4% 13.3% 19.5% 28.2% 4.2% -3.1% 2.4M -12.9M -67.6K 5.00 68.42 3 15 1,753 744 2024-03-11 $476.50 $450.00 25.0% 7.6% 15.5% 41.1% 26.8% 3.4% -3.1% 4.1M -23.8M -74.4K 0.92 72.77 60 55 1,754 754 2024-03-12 $478.42 $470.00 22.0% 7.6% 15.3% 28.5% 26.4% 4.5% -3.6% 5.0M -25.3M -78.3K 0.38 71.70 73 28 1,789 807 2024-03-13 $482.02 $470.00 26.2% 7.5% 13.4% 45.9% 26.5% 4.3% -1.9% 5.4M -30.3M -82.1K 0.50 74.18 848 423 1,834 834 2024-03-14 $478.22 $470.00 25.8% 7.4% 13.6% 61.4% 24.8% 3.6% -1.5% 2.2M -20.3M -112.1K 0.10 75.77 40 4 1,909 1,282 2024-03-15 $475.28 $470.00 25.6% 7.3% 13.9% 60.7% 28.4% 3.4% -0.2% 1.9M -17.4M -110.0K 1.58 74.90 12 19 1,902 1,286 2024-03-18 $477.77 $470.00 27.2% 7.8% 13.2% 71.7% 28.2% 3.4% -1.7% 1.1M -10.6M -107.3K 2.09 71.22 22 46 1,167 697 2024-03-19 $481.87 $470.00 26.3% 7.5% 13.3% 66.4% 27.7% 2.4% -1.7% 1.3M -13.1M -109.6K 2.81 69.45 21 59 1,187 723 2024-03-20 $486.28 $480.00 24.5% 7.0% 12.8% 55.8% 25.6% 3.0% -2.4% 1.5M -14.5M -107.6K 1.36 78.31 279 380 1,193 748 2024-03-21 $451.87 $480.00 19.7% 5.6% 29.9% 32.2% 19.7% 2.1% 0.6% -1.1M 12.4M -77.4K 0.79 85.99 612 483 1,303 904 2024-03-22 $447.22 $470.00 18.1% 5.2% 29.8% 20.8% 18.5% 1.0% 1.8% -570.3K 9.8M -75.3K 0.70 86.82 56 39 1,298 776 2024-03-25 $446.37 $470.00 18.6% 5.3% 29.8% 24.6% 19.4% 1.1% 1.7% -574.8K 9.5M -72.4K 0.28 85.56 54 15 1,321 775 2024-03-26 $445.16 $470.00 17.1% 4.9% 29.8% 14.1% 19.8% -0.8% 1.7% -624.0K 9.5M -69.5K 0.38 89.25 16 6 1,335 777 2024-03-27 $447.25 $470.00 17.8% 5.1% 29.5% 19.3% 18.0% 1.6% 0.6% -387.7K 7.8M -74.7K 0.37 88.77 54 20 1,340 755 2024-03-28 $454.74 $470.00 17.4% 5.0% 30.2% 16.1% 17.9% 2.6% 0.7% -95.0K 3.9M -77.9K 1.04 84.48 26 27 1,357 765
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