FDS Options History — April 2024

In April 2024, FDS traded between $418.23 and $444.03. ATM implied volatility averaged 20.1%, placing in the 35.7% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded below realized volatility by 6.8% (HV 20d: 27.0%). Max pain ranged from $440.00 to $470.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 1.47.

Notable Days

  • 2024-04-18: Highest Volume — 363 contracts
  • 2024-04-04: Largest IV spike — 23.5% change
  • 2024-04-15: Highest IV Rank — 52.9%
  • 2024-04-15: Largest Expected Move — 6.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$429.65$418.23$444.03$444.03$418.23
Max Pain$446.82$440.00$470.00$470.00$440.00
ATM IV20.1%17.9%22.6%20.3%21.1%
Expected Move5.8%5.1%6.5%5.8%6.1%
HV 20d27.0%17.1%32.0%31.3%19.7%
HV 60d22.4%21.7%23.7%21.7%23.0%
IV Rank35.7%20.1%52.9%37.1%42.6%
IV Percentile44.8%13.1%79.0%48.8%65.1%
Term Structure1.3%0.0%3.4%0.2%0.1%
VWIV20.3%17.6%22.7%19.6%19.4%
Skew 25d2.7%0.1%4.3%2.7%3.1%
Skew 10d4.5%-2.7%12.4%8.1%0.7%
Call IV 25d19.3%17.7%21.3%18.9%19.5%
Put IV 25d22.0%20.0%24.3%21.6%22.6%
Bid-Ask Spread %85.3781.9190.0685.5288.48
Gamma HHI0.280.100.430.300.25
Net GEX-1.0M-1.5M-185.4K-807.7K-777.6K
Net DEX11.0M1.2M18.4M9.8M7.8M
Net VEX-49.5K-67.1K-40.1K-67.1K-41.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.470.129.330.690.29
Total Volume79.591133634427
Total OI1,979.8641,3032,4422,1361,454

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-04-01$444.03$470.0020.3%5.8%31.3%37.1%19.6%2.7%0.2%-807.7K9.8M-67.1K0.6985.5226181,367769
2024-04-02$438.98$470.0020.0%5.7%31.2%34.3%20.1%1.9%0.3%-1.1M13.3M-61.4K2.1183.9028591,387782
2024-04-03$436.04$470.0017.9%5.1%31.3%20.1%18.2%3.4%2.1%-1.3M14.9M-58.6K1.4983.2545671,390803
2024-04-04$433.46$460.0022.2%6.1%31.2%50.0%20.5%2.1%0.0%-1.4M16.6M-57.9K0.6481.9153341,407829
2024-04-05$433.01$450.0020.8%5.9%31.0%40.3%19.7%2.3%0.3%-1.5M17.0M-56.7K0.3881.9532121,414841
2024-04-08$440.89$450.0019.0%5.5%32.0%27.4%19.0%2.2%1.8%-1.3M11.8M-57.7K0.1284.843441,431830
2024-04-09$438.55$450.0021.3%6.1%30.4%43.9%22.3%4.3%0.4%-1.5M12.9M-55.9K0.5484.2326141,453833
2024-04-10$429.99$450.0020.4%5.9%30.7%37.7%21.0%3.2%0.6%-1.5M18.4M-50.6K0.5283.3158301,457838
2024-04-11$428.31$440.0020.0%5.7%30.3%34.3%20.9%3.1%0.5%-1.5M14.9M-46.1K0.5483.1039211,491715
2024-04-12$426.24$440.0020.7%5.9%30.3%39.7%22.1%3.5%3.2%-1.3M15.2M-47.1K1.0485.6125261,503719
2024-04-15$422.36$440.0022.6%6.5%30.3%52.9%22.7%3.0%1.4%-1.0M17.1M-43.1K0.6384.5243271,516740
2024-04-16$427.31$440.0019.8%5.7%30.7%33.1%21.9%2.5%1.4%-1.3M15.6M-44.3K9.3384.969841,537762
2024-04-17$428.45$440.0018.8%5.4%30.4%26.1%19.8%3.6%3.4%-1.4M15.5M-45.1K0.9787.7034331,537821
2024-04-18$428.45$440.0019.9%5.7%30.0%33.9%20.5%2.3%1.3%-707.9K5.6M-42.5K0.1785.80311521,555580
2024-04-19$432.71$440.0021.0%6.0%17.1%41.4%21.7%2.0%0.5%-212.9K2.4M-44.8K1.2185.3052631,833609
2024-04-22$437.88$440.0018.0%5.2%17.5%20.7%19.3%2.4%2.5%-185.4K1.2M-47.0K0.4486.884319835468
2024-04-23$421.10$440.0019.5%5.6%22.1%31.1%19.6%2.3%2.9%-456.1K6.1M-40.1K2.9385.3757167850462
2024-04-24$423.11$440.0019.4%5.6%22.3%30.3%19.5%0.1%1.9%-661.3K5.9M-46.3K0.6986.131611870556
2024-04-25$419.58$440.0020.3%5.8%22.2%37.1%21.1%2.4%2.0%-685.0K7.0M-44.7K7.0086.01321877546
2024-04-26$421.74$440.0019.4%5.6%21.2%30.7%17.6%3.8%1.0%-695.2K6.4M-45.0K0.1890.06112880559
2024-04-29$421.84$440.0020.8%6.0%19.9%40.2%20.1%2.5%0.0%-673.2K6.3M-44.8K0.3689.33114890561
2024-04-30$418.23$440.0021.1%6.1%19.7%42.6%19.4%3.1%0.1%-777.6K7.8M-41.8K0.2988.48216892562