FDS250221P00400000 Option on FactSet Research Systems
FDS Stock | USD 462.99 3.02 0.66% |
FDS250221P00400000 is a PUT option contract on FactSet Research's common stock with a strick price of 400.0 expiring on 2025-02-21. The contract was not traded in recent days and, as of today, has 30 days remaining before the expiration. The option is currently trading at an ask price of $1.45. The implied volatility as of the 22nd of January is 30.0.
FactSet |
When exercised, put options on FactSet Research produce a short position in FactSet Stock. Because of this protective nature, they are typically used either for hedging purposes or to capitalize on FactSet Research's downside price movement.
Rule 16 of 2025-02-21 Option Contract
The options market is anticipating that FactSet Research Systems will have an average daily up or down price movement of about 0.0197% per day over the life of the option. With FactSet Research trading at USD 462.99, that is roughly USD 0.0911. If you think that the market is fully understating FactSet Research's daily price movement you should consider buying FactSet Research Systems options at that current volatility level of 0.31%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
Out Of The Money Put Option on FactSet Research
An 'Out of The Money' option on FactSet has a strike price that FactSet Stock has yet to reach, meaning the option has no intrinsic value. 'Out of The Money' options are usually less costly than 'In The Money' options, making them more desirable to traders with smaller amounts of capital. Some of the uses for FactSet Research's 'Out of The Money' options include buying the options if you expect a big move in FactSet Research's stock. Since 'Out of The Money' options have a lower up-front cost (i.e., no intrinsic value) than 'In The Money' options, buying it is a reasonable choice.
Put Contract Name | FDS250221P00400000 |
Expires On | 2025-02-21 |
Days Before Expriration | 30 |
Vega | 0.118313 |
Gamma | 0.002038 |
Theoretical Value | 0.73 |
Open Interest | 1 |
Strike Price | 400.0 |
Last Traded At | 0.77 |
Current Price Spread | 0.0 | 1.45 |
Rule 16 Daily Up or Down | USD 0.0911 |
FactSet short PUT Option Greeks
FactSet Research's Option Greeks for the contract ending on 2025-02-21 at a strike price of 400.0 measures the various factors that affect its cost and calculated using a theoretical options pricing model. It helps investors make more informed decisions about whether to trade this option contract or when to trade it. In addition to FactSet Research's option greeks, its implied volatility helps estimate the risk of FactSet Research stock implied by the prices of the options on FactSet Research's stock.
Delta | -0.040526 | |
Gamma | 0.002038 | |
Theta | -0.058274 | |
Vega | 0.118313 | |
Rho | -0.015551 |
FactSet long PUT Option Payoff at expiration
Put options written on FactSet Research grant holders of the option the right to sell a specified amount of FactSet Research at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of FactSet Stock cannot fall below zero, the put buyer does gain as the price drops. So, purchasing a put option on FactSet Research is like buying insurance aginst FactSet Research's downside shift.
Profit |
FactSet Research Price At Expiration |
FactSet short PUT Option Payoff at expiration
By selling FactSet Research's put option, the investors signal their bearish sentiment. A short position in a put option written on FactSet Research will generally make money when the underlying price is above the strike price. Therefore FactSet Research's put payoff at expiration depends on where the FactSet Stock price is relative to the put option strike price. The breakeven price of 399.27 is the critical point that divides the payoff function into two parts. Below the breakeven price, the payoff is dropping and negative (the seller makes a loss). Above the breakeven price, the payoff line is upward sloping as the option payoff increases in proportion to FactSet Research's price. Finally, at the strike price of 400.0, the payoff chart is constant and positive.
Profit |
FactSet Research Price At Expiration |
FactSet Research Systems Available Put Options
FactSet Research's option chain is a display of a range of information that helps investors for ways to trade options on FactSet. In general, an option chain provides a helpful tool for investors to see all available option contracts, both puts, and calls, for FactSet. It also shows strike prices and maturity days for a FactSet Research against a given expiration period. The table below combines all the option information in the form of a chain but before you use it, remember that it entails significant risk and it is not for everyone.
Open Int | Strike Price | Current Spread | Last Price | |||
Put | FDS250321P00220000 | 1050 | 220.0 | 0.0 - 1.5 | 0.5 | Out |
Put | FDS250321P00230000 | 1 | 230.0 | 0.0 - 0.05 | 0.1 | Out |
Put | FDS250321P00240000 | 1 | 240.0 | 0.0 - 0.05 | 0.1 | Out |
Put | FDS250321P00250000 | 1 | 250.0 | 0.0 - 0.05 | 0.1 | Out |
Put | FDS250321P00260000 | 1 | 260.0 | 0.0 - 0.05 | 0.1 | Out |
Put | FDS250321P00300000 | 2 | 300.0 | 0.0 - 0.05 | 0.1 | Out |
Put | FDS250321P00360000 | 1 | 360.0 | 0.0 - 1.5 | 8.4 | Out |
Put | FDS250321P00400000 | 8 | 400.0 | 0.0 - 4.8 | 4.0 | Out |
Put | FDS250321P00410000 | 6 | 410.0 | 0.0 - 4.6 | 9.3 | Out |
Put | FDS250321P00420000 | 3 | 420.0 | 0.1 - 6.6 | 3.1 | Out |
Put | FDS250321P00430000 | 3 | 430.0 | 0.15 - 7.9 | 4.9 | Out |
Put | FDS250321P00450000 | 7 | 450.0 | 4.4 - 12.0 | 9.0 | Out |
Put | FDS250321P00470000 | 6 | 470.0 | 15.6 - 18.5 | 26.2 | In |
Put | FDS250321P00480000 | 5 | 480.0 | 17.9 - 25.0 | 22.1 | In |
Put | FDS250321P00490000 | 2 | 490.0 | 24.4 - 32.0 | 20.8 | In |
Put | FDS250321P00500000 | 2 | 500.0 | 31.9 - 40.0 | 26.5 | In |
Put | FDS250321P00530000 | 0 | 530.0 | 60.0 - 68.5 | 60.0 | In |
Put | FDS250321P00540000 | 0 | 540.0 | 70.0 - 78.2 | 70.0 | In |
Put | FDS250321P00550000 | 0 | 550.0 | 79.5 - 88.3 | 79.5 | In |
Put | FDS250321P00560000 | 0 | 560.0 | 90.0 - 98.3 | 90.0 | In |
Put | FDS250321P00570000 | 0 | 570.0 | 100.0 - 108.3 | 107.0 | In |
Put | FDS250321P00580000 | 0 | 580.0 | 109.8 - 117.9 | 124.0 | In |
Put | FDS250321P00600000 | 0 | 600.0 | 130.3 - 138.2 | 130.3 | In |
Put | FDS250321P00620000 | 0 | 620.0 | 149.3 - 158.3 | 149.3 | In |
Put | FDS250321P00640000 | 0 | 640.0 | 170.0 - 178.3 | 170.0 | In |
Put | FDS250321P00660000 | 0 | 660.0 | 190.2 - 198.3 | 190.2 | In |
FactSet Research Corporate Directors
Malcolm Frank | Independent Director | Profile | |
Sheila Jordan | Independent Director | Profile | |
James McGonigle | Lead Independent Director | Profile | |
Laurie Siegel | Independent Director | Profile |
Additional Tools for FactSet Stock Analysis
When running FactSet Research's price analysis, check to measure FactSet Research's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy FactSet Research is operating at the current time. Most of FactSet Research's value examination focuses on studying past and present price action to predict the probability of FactSet Research's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FactSet Research's price. Additionally, you may evaluate how the addition of FactSet Research to your portfolios can decrease your overall portfolio volatility.