FDRR Options History — September 2021 In September 2021, FDRR traded between $41.33 and $43.49. ATM implied volatility averaged 22.9%. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 13.1% (HV 20d: 9.8%). Max pain ranged from $40.00 to $42.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2021-09-02 : Highest Volume — 1 contracts2021-09-07 : Largest IV spike — 72.9% change2021-09-30 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $42.49 $41.33 $43.49 $43.27 $41.52 Max Pain $40.25 $40.00 $42.00 $42.00 $40.00 ATM IV 22.9% 16.0% 33.2% 22.1% 33.2% Expected Move 6.3% 3.1% 9.5% 6.3% 9.5% HV 20d 9.8% 7.1% 13.5% 7.2% 13.5% HV 60d 10.9% 10.2% 12.1% 10.5% 12.1% Term Structure -2.6% -7.2% 5.5% -2.7% -3.9% VWIV 27.3% 26.8% 27.8% 26.8% 27.8% Skew 25d 3.5% -0.1% 22.6% 1.6% 7.7% Skew 10d 2.9% -1.8% 21.7% 3.1% -1.7% Call IV 25d 25.2% 10.7% 46.6% 27.8% 38.9% Put IV 25d 28.7% 12.8% 49.5% 29.4% 46.6% Bid-Ask Spread % 142.21 129.22 162.71 129.22 153.49 Gamma HHI 0.51 0.40 0.84 0.67 0.52 Net GEX 486 -1.6K 15.5K 1.6K -1.2K Net DEX -2.2K -16.9K 13.9K -16.9K 13.9K Net VEX -101 -157 -22 -23 -157 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 1 0 0 Total OI 25.333 22 27 26 24
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 2021-09-01 $43.27 $42.00 22.1% 6.3% 7.2% 0.0% 0.0% 1.6% -2.7% 1.6K -16.9K -23 0.00 129.22 N/A N/A 0 0 6 20 2021-09-02 $43.43 $0.00 22.4% 5.1% 7.2% 0.0% 0.0% 2.5% -2.1% 234 -10.5K -109 0.00 143.82 N/A N/A 0 1 6 20 2021-09-03 $43.49 $0.00 16.0% 3.1% 7.1% 0.0% 0.0% 2.1% -0.6% 267 -11.6K -98 0.00 130.78 N/A N/A 0 0 6 20 2021-09-07 $43.14 $0.00 27.6% 5.3% 7.7% 0.0% 0.0% 2.6% -2.7% 336 -12.1K -77 0.00 141.83 N/A N/A 1 0 6 21 2021-09-08 $43.03 $0.00 18.8% 5.4% 7.6% 0.0% 0.0% 3.0% -1.9% 62 -11.7K -69 0.00 141.50 N/A N/A 0 0 6 21 2021-09-09 $42.94 $0.00 18.6% 5.3% 7.4% 0.0% 0.0% 2.4% -2.5% 1.6K -15.6K -22 0.00 140.35 N/A N/A 0 0 6 21 2021-09-10 $42.62 $0.00 20.6% 5.9% 7.7% 0.0% 0.0% 2.0% -7.1% 489 -5.0K -118 0.00 135.87 N/A N/A 0 0 6 21 2021-09-13 $42.76 $0.00 20.0% 5.7% 7.8% 0.0% 0.0% 3.5% -2.8% 153 -8.4K -91 0.00 140.94 N/A N/A 0 0 6 21 2021-09-14 $42.43 $0.00 20.8% 6.0% 8.1% 0.0% 0.0% 1.8% -4.1% 427 -3.4K -127 0.00 138.28 N/A N/A 0 0 6 21 2021-09-15 $42.87 $0.00 19.6% 5.6% 8.8% 0.0% 0.0% 3.5% -2.5% -11 -10.6K -72 0.00 139.53 N/A N/A 0 0 6 21 2021-09-16 $42.76 $0.00 19.9% 5.7% 8.7% 0.0% 0.0% 2.0% -3.0% 172 -8.0K -89 0.00 141.77 N/A N/A 0 0 6 21 2021-09-17 $42.12 $0.00 21.5% 6.2% 10.0% 0.0% 0.0% 2.1% -5.0% 15.5K -9.1K -99 0.00 141.86 N/A N/A 0 0 6 21 2021-09-20 $41.33 $0.00 24.7% 7.1% 11.3% 0.0% 26.8% 2.7% -5.4% -1.6K 11.5K -126 0.00 137.14 N/A N/A 1 0 1 21 2021-09-21 $41.52 $0.00 30.6% 8.8% 11.3% 0.0% 0.0% 2.9% 5.5% -1.2K 10.0K -125 0.00 162.71 N/A N/A 0 1 1 21 2021-09-22 $41.90 $40.00 22.3% 6.4% 11.9% 0.0% 0.0% 2.6% -3.8% -1.1K 5.8K -110 0.00 138.18 N/A N/A 0 0 2 21 2021-09-23 $42.33 $40.00 17.8% 5.1% 12.6% 0.0% 27.8% 2.2% 4.5% -1.2K 5.3K -115 0.00 137.32 N/A N/A 1 0 2 22 2021-09-24 $42.38 $40.00 21.6% 6.2% 12.4% 0.0% 0.0% 2.7% -1.8% -1.3K 5.8K -111 0.00 142.10 N/A N/A 0 0 2 22 2021-09-27 $42.47 $40.00 25.9% 7.4% 12.2% 0.0% 0.0% 22.6% -7.2% -779 3.6K -96 0.00 141.80 N/A N/A 0 0 2 22 2021-09-28 $41.94 $40.00 29.0% 8.3% 12.8% 0.0% 0.0% 1.3% 1.0% -1.1K 8.8K -136 0.00 153.50 N/A N/A 0 0 2 22 2021-09-29 $42.05 $40.00 28.5% 8.2% 12.9% 0.0% 0.0% -0.1% -5.6% -1.1K 11.2K -146 0.00 154.44 N/A N/A 0 0 2 22 2021-09-30 $41.52 $40.00 33.2% 9.5% 13.5% 0.0% 0.0% 7.7% -3.9% -1.2K 13.9K -157 0.00 153.49 N/A N/A 0 0 2 22
« Aug 2021 | All History | Oct 2021 » Home FDRR History September 2021