FDS Options History — June 2024

In June 2024, FDS traded between $394.12 and $426.54. ATM implied volatility averaged 27.2%, placing in the 55.3% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 6.5% (HV 20d: 20.6%). Max pain ranged from $400.00 to $450.00. Net GEX was positive for 5 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 2.06.

Notable Days

2024-06-20: Highest Volume — 3,042 contracts
2024-06-21: Largest IV drop — 38.9% change
2024-06-03: Highest IV Rank — 100.0%
2024-06-05: Largest Expected Move — 10.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$408.45	$394.12	$426.54	$394.12	$407.02
Max Pain	$415.26	$400.00	$450.00	$450.00	$410.00
ATM IV	27.2%	16.9%	38.6%	34.5%	17.4%
Expected Move	7.1%	4.8%	10.1%	9.9%	5.0%
HV 20d	20.6%	19.2%	23.5%	19.5%	19.7%
HV 60d	21.8%	18.7%	24.3%	24.2%	19.6%
IV Rank	55.3%	7.5%	100.0%	100.0%	9.7%
IV Percentile	70.3%	5.2%	100.0%	100.0%	9.5%
Term Structure	-2.1%	-10.5%	1.2%	-6.3%	1.2%
VWIV	25.4%	17.7%	35.1%	35.1%	17.7%
Skew 25d	3.0%	0.8%	5.1%	4.1%	4.0%
Skew 10d	5.6%	1.9%	10.0%	10.0%	1.9%
Call IV 25d	23.3%	15.1%	32.9%	31.2%	15.1%
Put IV 25d	26.3%	19.1%	36.3%	35.3%	19.1%
Bid-Ask Spread %	85.34	80.11	91.30	88.87	91.30
Gamma HHI	0.24	0.16	0.34	0.31	0.25
Net GEX	-240.4K	-1.1M	4.0M	-907.5K	-214.2K
Net DEX	5.4M	-21.8M	16.7M	16.7M	1.8M
Net VEX	-71.9K	-129.0K	-40.1K	-40.3K	-115.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.06	0.14	10.80	1.29	1.22
Total Volume	418.474	30	3,042	48	60
Total OI	2,937.737	2,364	6,273	2,364	2,903

Daily Data (19 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
2024-06-03	$394.12	$450.00	34.5%	9.9%	19.5%	100.0%	35.1%	4.1%	-6.3%	-907.5K	16.7M	-40.3K	1.29	88.87	21	27	1,475	889
2024-06-04	$397.08	$440.00	34.3%	9.8%	19.3%	98.7%	33.5%	3.7%	-7.2%	-930.9K	15.6M	-40.1K	0.88	91.05	26	23	1,481	895
2024-06-05	$400.99	$440.00	35.2%	10.1%	19.8%	100.0%	34.4%	3.4%	-10.5%	-752.1K	13.5M	-45.5K	6.69	88.06	36	241	1,500	912
2024-06-06	$406.89	$420.00	33.2%	6.9%	20.8%	90.4%	27.3%	2.9%	-0.9%	-841.1K	13.0M	-52.3K	1.32	80.68	41	54	1,531	1,105
2024-06-07	$408.65	$420.00	31.9%	6.5%	20.8%	83.5%	25.4%	5.1%	-0.0%	-875.9K	12.8M	-51.9K	1.06	83.75	16	17	1,529	1,133
2024-06-10	$406.48	$420.00	38.1%	7.4%	20.0%	100.0%	26.2%	2.3%	-1.4%	-775.3K	12.5M	-53.1K	0.30	80.11	23	7	1,529	1,138
2024-06-11	$407.52	$410.00	38.6%	7.0%	20.1%	100.0%	25.5%	2.3%	-0.7%	-732.5K	12.1M	-52.6K	0.92	84.15	26	24	1,550	1,137
2024-06-12	$406.29	$410.00	27.0%	7.7%	19.9%	50.4%	26.9%	2.5%	-4.2%	-913.4K	12.5M	-46.4K	0.56	82.22	27	15	1,574	1,135
2024-06-13	$403.42	$410.00	25.7%	7.4%	19.5%	45.1%	25.0%	1.8%	-1.4%	-1.1M	14.5M	-45.4K	2.07	85.89	15	31	1,590	1,137
2024-06-14	$401.44	$400.00	26.8%	7.7%	19.2%	49.7%	25.9%	3.6%	-1.7%	-1.1M	15.3M	-45.5K	0.14	82.25	86	12	1,599	1,154
2024-06-17	$405.33	$410.00	27.3%	7.8%	19.7%	52.0%	27.9%	3.0%	-2.7%	-985.7K	13.0M	-41.8K	1.95	80.80	92	179	1,666	1,155
2024-06-18	$406.57	$400.00	26.4%	7.6%	19.3%	48.0%	26.6%	2.5%	-1.9%	-1.1M	13.6M	-45.5K	0.14	81.59	892	121	1,702	1,293
2024-06-20	$410.09	$400.00	31.1%	8.9%	19.9%	67.8%	30.6%	0.8%	-3.0%	-554.2K	7.7M	-76.4K	0.77	84.35	1,720	1,322	2,155	1,339
2024-06-21	$422.17	$410.00	19.0%	5.4%	23.2%	16.4%	19.2%	3.0%	-2.5%	4.0M	-18.8M	-111.4K	0.67	83.56	1,235	827	3,388	2,885
2024-06-24	$426.54	$410.00	18.1%	5.2%	23.0%	12.5%	19.0%	1.1%	0.8%	1.3M	-21.8M	-129.0K	1.69	86.30	109	184	1,710	1,138
2024-06-25	$419.43	$410.00	17.5%	5.0%	23.5%	10.2%	18.3%	3.1%	0.4%	941.0K	-13.8M	-125.4K	3.33	86.90	48	160	1,715	1,053
2024-06-26	$415.48	$410.00	16.9%	4.8%	22.9%	7.5%	19.6%	3.5%	0.4%	472.7K	-8.4M	-123.4K	3.38	90.09	40	135	1,734	1,129
2024-06-27	$415.05	$410.00	17.0%	4.9%	22.1%	8.2%	19.3%	3.8%	0.9%	508.2K	-8.3M	-125.2K	10.80	89.59	5	54	1,740	1,119
2024-06-28	$407.02	$410.00	17.4%	5.0%	19.7%	9.7%	17.7%	4.0%	1.2%	-214.2K	1.8M	-115.5K	1.22	91.30	27	33	1,742	1,161