FDS Options History — October 2024

In October 2024, FDS traded between $450.18 and $473.01. ATM implied volatility averaged 22.1%, placing in the 32.9% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 4.5% (HV 20d: 17.6%). Max pain ranged from $430.00 to $450.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 20 of 23 days. Put/call ratio averaged 1.73.

Notable Days

  • 2024-10-31: Highest Volume — 1,555 contracts
  • 2024-10-07: Largest IV spike — 22.2% change
  • 2024-10-31: Highest IV Rank — 48.7%
  • 2024-10-31: Largest Expected Move — 7.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$460.13$450.18$473.01$457.44$455.61
Max Pain$445.65$430.00$450.00$430.00$450.00
ATM IV22.1%18.9%26.0%19.3%26.0%
Expected Move6.4%5.4%7.5%5.5%7.5%
HV 20d17.6%11.9%22.9%22.6%14.5%
HV 60d19.4%16.8%22.1%22.1%17.0%
IV Rank32.9%19.8%48.7%21.3%48.7%
IV Percentile64.3%29.4%84.5%33.7%84.5%
Term Structure1.3%-3.1%4.2%1.3%0.2%
VWIV23.5%16.5%27.6%20.2%27.6%
Skew 25d2.6%-2.1%6.8%4.5%0.5%
Skew 10d3.8%-9.1%14.4%-6.7%0.3%
Call IV 25d22.1%17.6%29.3%18.9%26.8%
Put IV 25d24.7%18.4%27.9%23.4%27.3%
Bid-Ask Spread %90.8186.3298.5890.3489.76
Gamma HHI0.340.210.530.270.35
Net GEX2.3M707.3K7.8M1.9M1.2M
Net DEX-20.6M-40.5M-7.1M-22.7M-10.1M
Net VEX-90.5K-108.1K-68.5K-103.8K-85.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.730.0013.001.380.01
Total Volume224.73921,555311,555
Total OI4,115.3913,7464,9973,9513,984

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$457.44$430.0019.3%5.5%22.6%21.3%20.2%4.5%1.3%1.9M-22.7M-103.8K1.3890.3413181,8112,140
2024-10-02$455.63$430.0019.1%5.5%22.6%20.6%24.3%5.2%-1.0%1.9M-21.4M-102.2K0.8898.58871,8102,137
2024-10-03$456.71$440.0020.0%5.9%22.5%24.2%16.5%5.3%2.2%1.7M-21.8M-108.1K2.3387.676141,8122,135
2024-10-04$457.58$440.0019.4%5.9%21.9%21.8%21.2%4.8%2.3%1.9M-21.7M-96.1K0.8891.9941361,8132,143
2024-10-07$450.18$440.0023.7%6.6%22.9%39.3%22.0%3.6%0.1%707.3K-13.1M-94.3K0.9894.2562611,8872,221
2024-10-08$455.23$440.0019.0%6.3%21.4%20.0%23.2%3.3%1.6%1.6M-20.7M-83.2K0.6789.56321,9532,271
2024-10-09$454.66$440.0018.9%5.4%21.2%19.8%23.1%-0.2%4.2%1.3M-19.5M-78.8K0.7094.971071,9542,271
2024-10-10$453.57$440.0021.9%6.3%21.2%31.7%23.1%4.4%2.7%1.2M-19.9M-77.3K13.0088.301131,9602,274
2024-10-11$456.80$450.0021.4%6.1%20.8%29.8%22.7%6.8%2.1%1.6M-21.4M-71.2K1.2091.5410121,9622,286
2024-10-14$461.90$450.0021.5%6.2%20.4%30.1%24.1%4.2%2.6%2.6M-25.3M-68.5K0.1086.328481,9632,290
2024-10-15$468.46$450.0021.8%6.2%20.6%31.3%23.7%1.9%2.2%5.1M-33.7M-76.2K0.8789.663192782,0112,296
2024-10-16$473.01$450.0022.3%6.4%20.7%33.4%23.3%1.8%1.6%7.8M-40.5M-85.0K2.0387.462214492,1242,428
2024-10-17$470.58$450.0023.0%6.6%13.1%36.4%24.9%0.8%0.9%5.0M-36.3M-90.4K1.1590.844074682,2832,498
2024-10-18$471.31$450.0021.6%6.2%13.1%30.7%24.0%-0.5%1.7%4.7M-40.3M-98.3K0.6891.954453012,4132,584
2024-10-21$468.25$450.0022.8%6.5%13.3%35.6%22.7%2.1%0.5%2.4M-19.7M-105.2K0.5590.0933181,5932,153
2024-10-22$466.21$450.0022.0%6.3%12.7%32.3%25.5%3.4%0.7%2.3M-17.1M-98.7K2.3390.73371,6222,169
2024-10-23$463.93$450.0023.6%6.8%11.9%39.0%24.1%3.3%0.5%1.9M-14.7M-104.2K0.0087.42201,6242,172
2024-10-24$457.49$450.0024.5%7.0%13.0%42.5%23.9%2.6%-3.1%1.4M-10.7M-89.9K1.2790.4864811,6252,172
2024-10-25$454.32$450.0024.8%7.1%12.9%43.8%25.8%1.0%1.0%949.4K-7.1M-85.6K7.5092.082151,6792,243
2024-10-28$459.44$450.0025.2%7.2%13.6%45.3%25.4%1.8%-0.3%1.4M-11.4M-97.7K0.2690.563181,6822,255
2024-10-29$460.69$450.0023.6%6.8%13.5%38.8%24.5%0.5%1.4%1.9M-13.6M-86.2K0.4392.821461,7132,261
2024-10-30$453.99$450.0023.8%6.8%14.5%39.8%25.0%-2.1%3.6%1.1M-11.1M-94.0K0.5391.211791,7122,265
2024-10-31$455.61$450.0026.0%7.5%14.5%48.7%27.6%0.5%0.2%1.2M-10.1M-85.8K0.0189.761,542131,7162,268