FDRR Options History — July 2021 In July 2021, FDRR traded between $41.42 and $42.92. ATM implied volatility averaged 25.0%. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 11.7% (HV 20d: 13.3%). Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2021-07-19 : Highest Volume — 5 contracts2021-07-19 : Largest IV spike — 83.6% change2021-07-19 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $42.54 $41.42 $42.92 $42.45 $42.67 ATM IV 25.0% 11.5% 44.1% 24.8% 12.4% Expected Move 5.9% 3.3% 10.4% 7.1% 3.6% HV 20d 13.3% 9.5% 14.6% 9.8% 14.6% Term Structure -3.4% -10.6% 2.3% -6.3% 0.3% Skew 25d 2.2% -8.6% 11.5% 0.7% -8.6% Skew 10d 3.0% 0.4% 7.2% 1.1% 0.4% Call IV 25d 23.0% 8.1% 39.5% 29.3% 20.5% Put IV 25d 25.2% 11.5% 43.5% 30.0% 11.9% Bid-Ask Spread % 154.33 125.89 171.91 125.89 146.94 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 554 0 2.3K 0 1.8K Net DEX -5.5K -14.4K 0 0 -13.4K Net VEX -13 -34 0 0 -29 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.238 0 5 0 0 Total OI 2.143 0 5 0 5
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-07-01 $42.45 $0.00 24.8% 7.1% 0.0% 0.0% 0.0% 0.7% -6.3% 0 0 0 0.00 125.89 N/A N/A 0 0 0 0 2021-07-02 $42.68 $0.00 19.3% 5.5% 0.0% 0.0% 0.0% 1.4% -7.3% 0 0 0 0.00 127.33 N/A N/A 0 0 0 0 2021-07-06 $42.37 $0.00 28.1% 5.0% 0.0% 0.0% 0.0% 1.7% -2.0% 0 0 0 0.00 153.42 N/A N/A 0 0 0 0 2021-07-07 $42.51 $0.00 33.8% 6.6% 0.0% 0.0% 0.0% 2.5% -5.1% 0 0 0 0.00 171.91 N/A N/A 0 0 0 0 2021-07-08 $42.03 $0.00 23.6% 3.9% 0.0% 0.0% 0.0% 1.1% 0.3% 0 0 0 0.00 157.32 N/A N/A 0 0 0 0 2021-07-09 $42.66 $0.00 28.9% 3.3% 0.0% 0.0% 0.0% 10.2% 2.2% 0 0 0 0.00 145.43 N/A N/A 0 0 0 0 2021-07-12 $42.76 $0.00 38.2% 5.1% 0.0% 0.0% 0.0% 2.4% -3.5% 0 0 0 0.00 155.93 N/A N/A 0 0 0 0 2021-07-13 $42.65 $0.00 44.1% 5.3% 0.0% 0.0% 0.0% 1.8% -3.9% 0 0 0 0.00 155.57 N/A N/A 0 0 0 0 2021-07-14 $42.75 $0.00 18.8% 5.4% 9.8% 0.0% 0.0% 2.5% -3.0% 0 0 0 0.00 155.04 N/A N/A 0 0 0 0 2021-07-15 $42.67 $0.00 24.9% 7.1% 9.5% 0.0% 0.0% 2.4% -4.4% 0 0 0 0.00 170.35 N/A N/A 0 0 0 0 2021-07-16 $42.37 $0.00 19.9% 5.7% 9.8% 0.0% 0.0% 1.4% -2.3% 0 0 0 0.00 154.28 N/A N/A 0 0 0 0 2021-07-19 $41.42 $0.00 36.4% 10.4% 12.9% 0.0% 0.0% 4.0% -6.9% 0 0 0 0.00 157.69 N/A N/A 5 0 0 0 2021-07-20 $42.25 $0.00 27.3% 7.8% 14.6% 0.0% 0.0% 11.5% -10.6% 909 -11.5K -34 0.00 166.95 N/A N/A 0 0 5 0 2021-07-21 $42.54 $0.00 26.3% 7.5% 14.4% 0.0% 0.0% 2.6% -4.4% 803 -12.1K -33 0.00 171.71 N/A N/A 0 0 5 0 2021-07-22 $42.42 $0.00 21.0% 6.0% 14.4% 0.0% 0.0% 2.7% -3.4% 1.1K -12.0K -33 0.00 156.98 N/A N/A 0 0 5 0 2021-07-23 $42.78 $0.00 11.5% 3.3% 14.6% 0.0% 0.0% 1.6% 0.8% 1.8K -13.5K -31 0.00 134.54 N/A N/A 0 0 5 0 2021-07-26 $42.89 $0.00 19.8% 5.7% 14.5% 0.0% 0.0% -7.3% -8.7% 2.3K -14.4K -27 0.00 149.99 N/A N/A 0 0 5 0 2021-07-27 $42.74 $0.00 20.8% 5.9% 14.5% 0.0% 0.0% 7.2% -3.0% 1.1K -12.9K -31 0.00 156.51 N/A N/A 0 0 5 0 2021-07-28 $42.74 $0.00 20.9% 6.0% 14.5% 0.0% 0.0% 2.8% -3.3% 1.1K -12.9K -31 0.00 156.53 N/A N/A 0 0 5 0 2021-07-29 $42.92 $0.00 24.3% 7.0% 14.6% 0.0% 0.0% 1.9% 2.3% 827 -13.0K -30 0.00 170.57 N/A N/A 0 0 5 0 2021-07-30 $42.67 $0.00 12.4% 3.6% 14.6% 0.0% 0.0% -8.6% 0.3% 1.8K -13.4K -29 0.00 146.94 N/A N/A 0 0 5 0
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