FDS Options History — December 2024

In December 2024, FDS traded between $474.14 and $491.09. ATM implied volatility averaged 26.4%, placing in the 45.4% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 9.2% (HV 20d: 17.2%). Max pain ranged from $460.00 to $490.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.86.

Notable Days

  • 2024-12-17: Highest Volume — 1,227 contracts
  • 2024-12-11: Largest IV drop — 32.9% change
  • 2024-12-10: Highest IV Rank — 81.5%
  • 2024-12-02: Largest Expected Move — 9.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$485.32$474.14$491.09$489.95$480.33
Max Pain$479.52$460.00$490.00$460.00$490.00
ATM IV26.4%17.6%36.2%32.8%20.1%
Expected Move7.1%5.1%9.4%9.4%5.8%
HV 20d17.2%13.6%19.0%18.7%18.6%
HV 60d17.1%15.0%18.5%18.5%17.4%
IV Rank45.4%13.1%81.5%68.8%22.3%
IV Percentile67.9%12.3%97.6%94.4%41.3%
Term Structure-2.6%-8.7%2.0%-8.7%-1.1%
VWIV24.2%16.8%31.2%31.2%19.1%
Skew 25d2.9%-3.2%5.7%5.7%4.8%
Skew 10d3.0%-5.1%12.4%-4.6%6.5%
Call IV 25d22.9%16.2%31.5%27.8%16.2%
Put IV 25d25.8%19.2%33.4%33.4%20.9%
Bid-Ask Spread %89.7078.5395.2386.7494.65
Gamma HHI0.260.160.370.220.26
Net GEX2.3M512.8K6.5M3.0M512.8K
Net DEX-16.9M-29.7M-3.1M-29.7M-3.1M
Net VEX-72.2K-113.6K-42.7K-113.6K-42.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.860.113.250.810.44
Total Volume199.95231,22715913
Total OI3,587.1431,9284,3974,1881,999

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-12-02$489.95$460.0032.8%9.4%18.7%68.8%31.2%5.7%-8.7%3.0M-29.7M-113.6K0.8186.7488711,8582,330
2024-12-03$487.41$460.0031.9%9.1%19.0%65.7%30.2%5.1%-6.8%3.2M-28.1M-111.2K0.8992.65981,9172,393
2024-12-04$485.02$460.0031.6%9.1%18.6%64.7%0.0%5.4%-6.6%3.0M-25.7M-107.8K2.0093.69121,9152,396
2024-12-05$481.20$460.0033.9%7.4%16.9%73.0%21.0%3.4%-4.1%2.3M-18.0M-103.2K0.6982.011391,9162,398
2024-12-06$481.32$460.0033.9%7.4%16.5%73.1%25.0%3.1%-4.1%2.3M-18.6M-98.8K0.2188.342861,9192,400
2024-12-09$478.13$460.0035.3%7.8%16.4%78.2%27.2%5.2%-4.4%2.0M-12.7M-86.5K1.2086.76561,9232,404
2024-12-10$483.70$470.0036.2%7.5%16.5%81.5%25.1%3.1%-3.4%3.3M-22.3M-83.3K0.9287.7848441,9252,406
2024-12-11$488.64$480.0024.3%7.0%16.8%37.6%24.6%2.5%-1.6%3.6M-27.8M-79.5K0.3687.703071111,8822,371
2024-12-12$487.94$480.0026.5%7.6%16.3%45.8%26.5%-0.8%-3.6%2.6M-27.7M-85.0K1.0584.061301371,8522,362
2024-12-13$488.51$490.0027.2%7.8%16.1%48.3%26.2%3.3%-3.9%3.4M-25.5M-72.1K1.0386.662182241,8102,335
2024-12-16$487.74$490.0027.7%7.9%13.7%50.1%27.3%0.7%-3.2%3.9M-26.7M-55.4K1.0378.532582651,7602,288
2024-12-17$487.17$490.0026.5%7.6%13.6%45.8%27.5%1.9%-3.1%2.7M-21.3M-55.1K0.2092.811,0212061,6842,233
2024-12-18$474.14$490.0028.4%8.1%16.3%52.7%28.2%-3.2%-3.2%1.9M-14.9M-69.0K0.4491.012371041,9702,157
2024-12-19$488.93$490.0022.7%6.5%19.0%31.9%23.2%5.5%-2.4%6.5M-21.1M-63.4K0.3291.13270862,1052,230
2024-12-20$484.10$490.0020.8%6.0%17.7%24.7%22.1%1.4%0.6%1.5M-7.5M-49.7K0.4089.09123492,1582,239
2024-12-23$488.43$490.0019.2%5.5%17.9%19.0%20.4%1.8%2.0%724.6K-5.4M-49.4K0.5694.83956601,268
2024-12-24$489.71$490.0019.5%5.6%17.8%19.8%17.9%3.1%0.2%755.7K-5.0M-48.0K1.2094.3110126681,280
2024-12-26$491.09$490.0017.6%5.1%17.8%13.1%16.8%3.0%1.2%767.6K-5.4M-49.1K0.1195.231926721,283
2024-12-27$483.32$490.0019.0%5.4%18.6%18.1%20.5%2.6%1.3%632.2K-4.3M-47.3K1.0093.0714146871,284
2024-12-30$484.86$490.0019.4%5.6%18.5%19.7%23.7%3.6%0.5%644.4K-4.1M-47.0K3.2592.704136961,297
2024-12-31$480.33$490.0020.1%5.8%18.6%22.3%19.1%4.8%-1.1%512.8K-3.1M-42.7K0.4494.65947001,299