FDRR Options History — June 2021

Name: FDRR Options Analytics - June 2021
Creator: Options Analysis Suite

In June 2021, FDRR traded between $41.76 and $42.23. ATM implied volatility averaged 20.4%. The 30-day expected move averaged 5.9%. Net GEX was positive for 0 of 7 trading days. Term structure was in contango for 0 of 7 days.

Notable Days

2021-06-25: Largest IV spike — 63.3% change
2021-06-28: Largest Expected Move — 8.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$42.01	$41.76	$42.23	$41.80	$42.23
ATM IV	20.4%	12.8%	31.2%	20.1%	12.8%
Expected Move	5.9%	3.7%	8.9%	5.8%	3.7%
Term Structure	-4.3%	-9.0%	-0.9%	-3.4%	-1.5%
Skew 25d	2.2%	-1.7%	4.9%	4.9%	-1.7%
Skew 10d	2.3%	-1.0%	5.7%	5.5%	-1.0%
Call IV 25d	25.3%	18.4%	39.8%	22.4%	20.6%
Put IV 25d	27.5%	18.8%	40.5%	27.3%	18.8%
Bid-Ask Spread %	129.76	122.19	140.31	128.74	122.19
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	0	0	0	0	0

Daily Data (7 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %	Call Wall	Put Wall
2021-06-22	$41.80	$0.00	20.1%	5.8%	0.0%	0.0%	0.0%	4.9%	-3.4%	128.74	N/A	N/A
2021-06-23	$41.76	$0.00	21.4%	6.1%	0.0%	0.0%	0.0%	4.5%	-4.0%	131.56	N/A	N/A
2021-06-24	$41.92	$0.00	13.1%	3.8%	0.0%	0.0%	0.0%	3.5%	-0.9%	127.86	N/A	N/A
2021-06-25	$42.19	$0.00	21.4%	6.1%	0.0%	0.0%	0.0%	2.2%	-4.5%	128.48	N/A	N/A
2021-06-28	$42.08	$0.00	31.2%	8.9%	0.0%	0.0%	0.0%	0.7%	-9.0%	140.31	N/A	N/A
2021-06-29	$42.09	$0.00	23.1%	6.6%	0.0%	0.0%	0.0%	1.5%	-6.5%	129.19	N/A	N/A
2021-06-30	$42.23	$0.00	12.8%	3.7%	0.0%	0.0%	0.0%	-1.7%	-1.5%	122.19	N/A	N/A