FDS Options History — March 2026

In March 2026, FDS traded between $194.44 and $226.11. ATM implied volatility averaged 57.9%, placing in the 74.9% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 9.5% (HV 20d: 48.4%). Max pain ranged from $200.00 to $240.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.92.

Notable Days

  • 2026-03-30: Highest Volume — 3,248 contracts
  • 2026-03-31: Largest IV drop — 30.2% change
  • 2026-03-27: Highest IV Rank — 89.3%
  • 2026-03-27: Largest Expected Move — 19.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$210.92$194.44$226.11$220.73$215.13
Max Pain$212.38$200.00$240.00$240.00$200.00
ATM IV57.9%46.3%66.5%56.2%46.3%
Expected Move16.7%13.3%19.1%16.1%13.3%
HV 20d48.4%35.8%69.3%69.2%39.8%
HV 60d50.5%47.8%51.5%51.3%51.1%
IV Rank74.9%55.5%89.3%72.0%55.5%
IV Percentile93.0%77.0%99.2%94.0%77.0%
Term Structure-3.5%-7.1%2.7%2.7%-0.9%
VWIV59.6%50.7%70.8%56.3%50.7%
Skew 25d7.1%4.1%13.0%8.2%4.9%
Skew 10d15.3%0.0%33.0%18.0%9.5%
Call IV 25d56.0%46.0%64.5%53.7%46.0%
Put IV 25d63.2%50.8%71.5%61.9%50.8%
Bid-Ask Spread %45.4525.1072.5972.5950.84
Gamma HHI0.130.070.270.080.16
Net GEX90.7K-302.2K2.2M-80.4K2.2M
Net DEX4.6M-33.4M18.4M7.6M-33.4M
Net VEX-166.7K-205.3K-141.4K-173.8K-205.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.920.202.750.281.81
Total Volume662.811713,2488761,080
Total OI10,865.5246,53313,53611,78610,112

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2026-03-02$220.73$240.0056.2%16.1%69.2%72.0%56.3%8.2%2.7%-80.4K7.6M-173.8K0.2872.596841927,3064,480
2026-03-03$223.00$240.0056.0%16.1%69.3%71.8%60.2%8.4%2.2%-80.4K6.2M-179.1K0.5671.754492517,5194,557
2026-03-04$226.07$240.0052.3%15.0%57.6%65.5%56.2%4.7%2.3%-16.9K2.2M-186.4K0.6672.173742487,6164,589
2026-03-05$226.11$210.0053.9%16.4%57.4%68.3%59.3%5.6%-2.0%-24.5K2.6M-185.0K0.3257.113801227,7464,631
2026-03-06$225.25$210.0052.6%16.2%51.3%66.1%56.9%5.7%-2.3%-51.9K4.1M-179.7K2.3057.28972237,8584,636
2026-03-09$222.74$210.0059.3%16.9%51.0%77.2%57.8%8.2%-4.9%-94.5K6.3M-168.5K1.3858.8472997,9254,673
2026-03-10$213.87$210.0056.1%16.6%52.9%71.9%60.7%7.5%-5.4%-163.7K14.5M-165.1K0.3654.243071107,8864,690
2026-03-11$206.73$210.0058.3%16.7%54.4%75.6%60.7%4.1%-6.6%-144.4K17.0M-164.1K0.9050.361761598,0174,657
2026-03-12$203.31$210.0061.7%17.5%50.4%81.3%61.5%5.8%-4.1%-127.0K18.4M-161.3K0.9837.071061048,0664,688
2026-03-13$0.00$0.0060.3%0.0%50.4%79.0%0.0%0.0%0.0%-122.3K10.2M-160.9K0.000.000000
2026-03-16$208.11$210.0061.2%17.7%50.4%80.4%60.1%6.8%-6.2%-132.2K8.7M-156.1K0.5937.952111258,1064,467
2026-03-17$208.97$210.0058.4%16.4%48.5%75.7%60.2%6.0%-3.0%-125.7K6.1M-153.3K0.6240.301831148,2294,527
2026-03-18$208.21$210.0058.2%17.0%48.1%75.4%57.6%13.0%-7.1%-155.8K6.6M-149.7K0.5141.25174888,2994,538
2026-03-19$208.74$210.0058.5%17.0%40.2%75.9%57.1%7.9%-3.8%-194.9K6.0M-141.4K0.2025.101,0302048,3514,538
2026-03-20$208.57$210.0056.2%16.1%38.0%72.1%58.7%6.5%-2.7%-302.2K-3.8M-155.8K1.2530.057769739,1754,361
2026-03-23$211.11$210.0057.9%16.5%38.2%74.9%58.4%8.2%-3.4%394.3K-1.7M-169.5K0.4727.67192913,4483,085
2026-03-24$198.06$210.0059.1%16.9%44.5%76.9%59.2%6.1%-4.3%190.7K6.9M-157.7K0.4935.11142693,5803,113
2026-03-25$194.44$210.0059.1%17.1%43.9%76.9%62.0%7.5%-6.1%90.5K10.1M-151.2K0.5127.854132123,6113,128
2026-03-26$195.89$200.0059.6%17.1%37.2%77.7%60.0%6.6%-4.9%258.9K4.9M-162.7K2.1340.45801703,9643,225
2026-03-27$198.77$200.0066.5%19.1%36.4%89.3%70.8%6.5%-7.0%259.9K3.5M-168.4K2.7531.61511403,9863,352
2026-03-30$205.46$200.0066.3%19.0%35.8%88.9%67.1%11.8%-6.4%411.0K-1.1M-171.4K0.2434.942,6106384,0113,430
2026-03-31$215.13$200.0046.3%13.3%39.8%55.5%50.7%4.9%-0.9%2.2M-33.4M-205.3K1.8150.843856956,3113,801