FDRR Options History — August 2021 In August 2021, FDRR traded between $42.61 and $43.50. ATM implied volatility averaged 19.8%. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 9.7% (HV 20d: 10.1%). Max pain ranged from $42.00 to $42.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 8 of 22 days.
Notable Days 2021-08-26 : Highest Volume — 20 contracts2021-08-09 : Largest IV spike — 144.4% change2021-08-24 : Largest Expected Move — 7.5%Monthly Statistics Metric Avg Min Max Open Close Price $43.11 $42.61 $43.50 $42.62 $43.38 Max Pain $42.00 $42.00 $42.00 $42.00 $42.00 ATM IV 19.8% 11.6% 33.6% 19.1% 21.4% Expected Move 5.6% 3.3% 7.5% 5.5% 6.1% HV 20d 10.1% 6.8% 14.5% 14.5% 7.3% HV 60d 10.7% 10.6% 10.8% 10.8% 10.6% Term Structure -1.1% -9.7% 11.6% -6.6% -1.6% Skew 25d 3.5% -6.7% 15.7% 0.6% 2.1% Skew 10d 3.7% -10.0% 15.9% 2.8% 2.5% Call IV 25d 21.9% 10.1% 34.3% 27.2% 26.4% Put IV 25d 25.4% 11.2% 44.6% 27.8% 28.5% Bid-Ask Spread % 132.29 123.04 157.78 140.66 129.38 Gamma HHI 0.93 0.50 1.00 1.00 0.50 Net GEX 1.3K -27 2.7K 1.3K -27 Net DEX -15.0K -20.9K -8.5K -13.6K -9.3K Net VEX -29 -114 -5 -28 -91 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.909 0 20 0 0 Total OI 6.955 5 25 5 25
Daily Data (22 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 2021-08-02 $42.62 $0.00 19.1% 5.5% 14.5% 0.0% 0.0% 0.6% -6.6% 1.3K -13.6K -28 0.00 140.66 N/A N/A 0 0 5 0 2021-08-03 $42.81 $0.00 23.6% 6.8% 14.4% 0.0% 0.0% 2.6% -7.8% 1.1K -13.2K -29 0.00 157.78 N/A N/A 0 0 5 0 2021-08-04 $42.61 $0.00 24.0% 6.9% 14.4% 0.0% 0.0% 1.0% -5.8% 1.1K -12.6K -29 0.00 155.26 N/A N/A 0 0 5 0 2021-08-05 $42.74 $42.00 19.0% 5.4% 13.8% 0.0% 0.0% 4.0% -2.8% 1.1K -13.0K -28 0.00 130.40 N/A N/A 0 0 5 0 2021-08-06 $42.89 $42.00 13.8% 5.4% 12.8% 0.0% 0.0% 3.9% -2.8% 1.2K -13.6K -27 0.00 127.77 N/A N/A 0 0 5 0 2021-08-09 $42.81 $42.00 33.6% 7.2% 12.8% 0.0% 0.0% 3.5% -5.2% 915 -12.9K -27 0.00 138.40 N/A N/A 0 0 5 0 2021-08-10 $43.02 $42.00 21.1% 4.3% 12.9% 0.0% 0.0% 3.7% 4.2% 2.0K -16.6K -21 0.00 128.34 N/A N/A 0 0 5 0 2021-08-11 $43.26 $42.00 19.1% 5.5% 13.0% 0.0% 0.0% 4.8% -0.1% 1.1K -14.8K -24 0.00 129.10 N/A N/A 0 0 5 0 2021-08-12 $43.36 $42.00 18.9% 5.4% 13.0% 0.0% 0.0% 4.9% -3.3% 1.1K -15.1K -24 0.00 129.23 N/A N/A 0 0 5 0 2021-08-13 $43.43 $42.00 11.8% 3.4% 12.6% 0.0% 0.0% 1.2% 3.3% 2.5K -18.8K -13 0.00 123.04 N/A N/A 0 0 5 0 2021-08-16 $43.50 $42.00 11.6% 3.3% 9.0% 0.0% 0.0% -6.7% -1.1% 2.7K -20.9K -5 0.00 123.33 N/A N/A 0 0 5 0 2021-08-17 $43.20 $42.00 19.9% 5.7% 6.8% 0.0% 0.0% 3.7% -4.3% 1.2K -14.7K -22 0.00 127.51 N/A N/A 0 0 5 0 2021-08-18 $42.98 $42.00 18.5% 5.3% 6.8% 0.0% 0.0% 3.4% -1.8% 1.6K -19.4K -21 0.00 126.17 N/A N/A 0 0 6 0 2021-08-19 $42.75 $42.00 21.5% 6.2% 7.1% 0.0% 0.0% 2.5% 1.6% 1.4K -16.6K -24 0.00 128.35 N/A N/A 0 0 6 0 2021-08-20 $43.10 $42.00 19.2% 5.5% 7.0% 0.0% 0.0% 2.9% 4.5% 1.2K -18.8K -21 0.00 127.88 N/A N/A 0 0 6 0 2021-08-23 $43.33 $42.00 18.2% 5.2% 7.2% 0.0% 0.0% 3.4% 1.9% 1.2K -15.3K -19 0.00 130.16 N/A N/A 0 0 5 0 2021-08-24 $43.35 $42.00 26.3% 7.5% 7.0% 0.0% 0.0% 10.3% 11.6% 833 -14.0K -21 0.00 144.58 N/A N/A 0 0 5 0 2021-08-25 $43.43 $42.00 18.7% 5.3% 7.0% 0.0% 0.0% 3.0% 0.8% 1.2K -15.7K -18 0.00 129.50 N/A N/A 0 0 5 0 2021-08-26 $43.11 $42.00 17.1% 4.9% 7.5% 0.0% 0.0% 1.5% 4.1% 1.9K -17.3K -15 0.00 126.67 N/A N/A 0 20 5 0 2021-08-27 $43.39 $42.00 18.9% 5.4% 7.4% 0.0% 0.0% 5.6% -4.0% 1.3K -15.7K -18 0.00 128.93 N/A N/A 0 0 5 0 2021-08-30 $43.45 $42.00 20.8% 5.9% 7.4% 0.0% 0.0% 15.7% -9.7% 364 -8.5K -114 0.00 127.88 N/A N/A 0 0 5 20 2021-08-31 $43.38 $42.00 21.4% 6.1% 7.3% 0.0% 0.0% 2.1% -1.6% -27 -9.3K -91 0.00 129.38 N/A N/A 0 0 5 20
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