FDS Options History — August 2024

In August 2024, FDS traded between $395.83 and $420.46. ATM implied volatility averaged 24.9%, placing in the 41.6% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 2.6% (HV 20d: 22.3%). Max pain ranged from $410.00 to $420.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 1.72.

Notable Days

  • 2024-08-29: Highest Volume — 728 contracts
  • 2024-08-05: Largest IV spike — 31.4% change
  • 2024-08-05: Highest IV Rank — 87.6%
  • 2024-08-05: Largest Expected Move — 9.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$408.60$395.83$420.46$407.97$420.46
Max Pain$418.18$410.00$420.00$420.00$410.00
ATM IV24.9%19.6%35.7%26.7%26.0%
Expected Move6.8%5.5%9.0%7.7%7.5%
HV 20d22.3%15.4%28.4%27.6%15.4%
HV 60d22.4%20.8%23.2%22.2%20.9%
IV Rank41.6%19.1%87.6%49.3%46.3%
IV Percentile80.2%42.1%99.2%93.3%88.1%
Term Structure1.1%-5.3%6.1%-1.0%-2.6%
VWIV24.4%20.1%31.8%27.1%27.1%
Skew 25d2.8%-2.1%5.1%1.1%0.4%
Skew 10d2.7%-5.3%9.6%2.5%1.8%
Call IV 25d22.2%18.6%28.3%24.6%28.3%
Put IV 25d24.9%19.7%31.6%25.7%28.7%
Bid-Ask Spread %90.9684.8695.8588.4388.68
Gamma HHI0.190.140.360.170.36
Net GEX812.8K-192.3K2.4M345.6K2.4M
Net DEX-3.0M-19.1M7.9M-140.7K-19.1M
Net VEX-66.6K-95.3K-44.0K-70.0K-95.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.720.0910.001.171.16
Total Volume139.818372813171
Total OI2,036.9551,5962,8141,7202,814

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-08-01$407.97$420.0026.7%7.7%27.6%49.3%27.1%1.1%-1.0%345.6K-140.7K-70.0K1.1788.43671,230490
2024-08-02$413.16$420.0027.2%7.8%27.8%51.3%25.9%4.0%-0.8%533.0K-3.2M-75.4K0.5691.4318101,233493
2024-08-05$403.39$420.0035.7%9.0%28.4%87.6%31.8%5.1%-0.4%228.9K230.7K-72.0K2.1984.8621461,233496
2024-08-06$406.95$420.0026.5%7.9%28.3%48.4%29.8%5.1%0.4%134.5K1.9M-65.2K5.8686.297411,238528
2024-08-07$404.50$420.0031.3%7.6%28.0%68.6%0.0%1.8%1.0%189.3K2.3M-62.7K2.0089.60121,240546
2024-08-08$403.67$420.0029.6%7.0%27.8%61.4%21.9%4.1%4.3%-49.8K6.0M-47.9K10.0092.083301,241545
2024-08-09$402.04$420.0027.0%6.9%26.9%50.4%28.7%4.8%3.7%56.0K4.9M-51.9K0.5092.79421,243524
2024-08-12$395.83$420.0026.3%6.8%27.0%47.5%25.1%4.7%2.4%-192.3K7.9M-44.0K1.4592.2631451,247525
2024-08-13$401.55$420.0024.5%5.5%24.3%40.0%24.1%4.0%6.1%-116.8K5.9M-47.2K1.3391.6615201,264559
2024-08-14$403.43$420.0023.8%6.8%24.5%36.9%23.5%3.9%1.4%-58.1K5.8M-48.3K1.1090.5521231,268579
2024-08-15$407.79$420.0020.6%5.9%24.0%23.5%20.7%-2.1%2.2%380.2K3.4M-46.9K1.3191.501011321,303621
2024-08-16$412.04$420.0021.3%6.1%23.0%26.3%22.6%2.4%2.5%749.2K1.3M-51.9K0.2695.85268701,380718
2024-08-19$412.03$420.0019.6%5.6%22.7%19.1%21.8%1.5%1.8%635.2K-2.5M-49.6K0.4294.082911231,110486
2024-08-20$412.19$420.0020.8%6.0%21.7%24.2%21.9%1.9%2.1%1.2M-6.8M-67.8K1.0889.181071161,407483
2024-08-21$413.29$420.0022.8%6.5%17.5%32.5%20.1%3.8%0.8%1.5M-10.2M-77.5K0.7792.2556431,513596
2024-08-22$409.12$420.0019.8%5.7%16.4%20.1%23.2%3.8%3.5%1.4M-8.2M-79.7K3.8994.409351,583654
2024-08-23$407.94$420.0023.9%6.8%15.9%37.2%23.0%1.6%-0.4%1.3M-7.6M-78.9K0.7090.10119831,590684
2024-08-26$411.10$420.0020.7%5.9%16.0%23.8%20.4%2.4%2.7%1.8M-10.1M-77.3K0.2190.852961,668760
2024-08-27$410.83$410.0022.8%6.5%15.9%32.5%21.9%1.6%1.1%1.7M-10.0M-77.6K0.9993.8485841,693764
2024-08-28$412.19$410.0023.5%6.7%15.9%35.6%24.3%1.1%-0.8%1.7M-11.3M-86.0K0.7293.2339281,752851
2024-08-29$417.78$410.0027.6%7.9%15.9%52.9%26.6%3.7%-5.3%2.0M-16.6M-92.8K0.0987.15665631,787874
2024-08-30$420.46$410.0026.0%7.5%15.4%46.3%27.1%0.4%-2.6%2.4M-19.1M-95.3K1.1688.6879921,885929