FDRR Options History — October 2021 In October 2021, FDRR traded between $41.69 and $43.65. ATM implied volatility averaged 25.7%. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 12.4% (HV 20d: 13.3%). Max pain ranged from $39.00 to $40.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2021-10-20 : Highest Volume — 2 contracts2021-10-13 : Largest IV drop — 59.6% change2021-10-01 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $42.71 $41.69 $43.65 $41.96 $43.43 Max Pain $39.05 $39.00 $40.00 $40.00 $39.00 ATM IV 25.7% 15.7% 49.3% 32.0% 21.6% Expected Move 5.9% 4.5% 9.2% 9.2% 6.2% HV 20d 13.3% 10.1% 15.4% 14.1% 10.1% HV 60d 11.2% 10.4% 12.1% 12.1% 10.9% Term Structure -2.7% -5.4% 3.5% -3.2% -3.7% VWIV 25.8% 14.3% 37.2% 14.3% 37.2% Skew 25d -2.8% -10.9% 3.4% 2.3% -10.9% Skew 10d -1.7% -14.2% 3.9% 2.7% -10.3% Call IV 25d 23.3% 20.0% 44.9% 44.9% 24.4% Put IV 25d 20.5% 13.1% 47.2% 47.2% 13.6% Bid-Ask Spread % 152.71 146.56 167.61 152.81 151.35 Gamma HHI 0.49 0.41 0.55 0.49 0.51 Net GEX -1.0K -1.6K 78 -1.1K -955 Net DEX 5.9K -391 12.8K 12.3K 6.0K Net VEX -90 -156 -14 -156 -75 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 0.81 0 2 0 2 Total OI 23.524 23 24 24 23
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 2021-10-01 $41.96 $40.00 32.0% 9.2% 14.1% 0.0% 0.0% 2.3% -3.2% -1.1K 12.3K -156 0.00 152.81 N/A N/A 0 0 2 22 2021-10-04 $41.69 $39.00 37.0% 7.3% 14.1% 0.0% 0.0% 2.8% -5.4% -1.4K 12.8K -148 0.00 167.61 N/A N/A 0 0 2 22 2021-10-05 $42.01 $39.00 31.1% 5.7% 14.3% 0.0% 0.0% 3.1% -2.6% -1.3K 4.0K -85 0.00 155.01 N/A N/A 0 0 2 22 2021-10-06 $41.88 $39.00 31.4% 5.5% 14.4% 0.0% 0.0% 3.4% -1.7% -1.6K 3.6K -78 0.00 147.87 N/A N/A 0 0 2 22 2021-10-07 $42.34 $39.00 30.5% 5.8% 15.0% 0.0% 0.0% 2.6% -2.9% -1.0K 4.2K -99 0.00 154.49 N/A N/A 0 0 2 22 2021-10-08 $42.32 $39.00 32.6% 5.6% 14.8% 0.0% 0.0% 2.7% -3.6% -1.1K 6.2K -111 0.00 154.94 N/A N/A 0 0 2 22 2021-10-11 $42.11 $39.00 41.9% 5.7% 14.8% 0.0% 0.0% 2.2% -3.3% -1.0K 5.2K -103 0.00 151.82 N/A N/A 0 0 2 22 2021-10-12 $41.78 $39.00 49.3% 5.6% 14.8% 0.0% 0.0% -3.9% -3.8% -1.1K 5.3K -100 0.00 154.25 N/A N/A 0 0 2 22 2021-10-13 $41.86 $39.00 19.9% 5.7% 14.3% 0.0% 0.0% 2.4% -4.5% -1.3K 7.0K -106 0.00 154.74 N/A N/A 0 0 2 22 2021-10-14 $42.52 $39.00 18.3% 5.3% 15.4% 0.0% 0.0% -1.9% -1.7% -1.5K 690 -60 0.00 152.42 N/A N/A 0 0 2 22 2021-10-15 $42.84 $39.00 18.4% 5.3% 14.6% 0.0% 0.0% 2.1% -2.2% -821 3.1K -90 0.00 156.62 N/A N/A 1 0 2 22 2021-10-18 $42.85 $39.00 15.7% 4.5% 12.6% 0.0% 0.0% -7.5% 3.5% -932 7.4K -88 0.00 152.11 N/A N/A 0 0 1 22 2021-10-19 $43.14 $39.00 19.2% 5.5% 12.7% 0.0% 0.0% -2.1% -2.6% -818 5.6K -78 0.00 153.99 N/A N/A 0 0 1 22 2021-10-20 $43.42 $39.00 16.3% 4.7% 12.6% 0.0% 14.3% -6.3% -1.6% 78 -391 -14 0.00 149.04 N/A N/A 0 2 1 22 2021-10-21 $43.44 $39.00 19.7% 5.6% 12.2% 0.0% 0.0% -6.2% -2.4% -980 7.5K -91 0.00 148.84 N/A N/A 0 2 1 22 2021-10-22 $43.48 $39.00 19.8% 5.7% 12.2% 0.0% 0.0% -7.9% -2.3% -967 6.9K -89 0.00 150.23 N/A N/A 0 2 1 22 2021-10-25 $43.50 $39.00 21.2% 6.1% 12.2% 0.0% 0.0% -9.3% -2.9% -958 6.2K -78 0.00 150.60 N/A N/A 0 2 1 22 2021-10-26 $43.65 $39.00 19.7% 5.6% 11.0% 0.0% 37.2% -9.9% -2.4% -906 5.9K -77 0.00 152.52 N/A N/A 0 2 1 22 2021-10-27 $43.24 $39.00 21.3% 6.1% 11.8% 0.0% 0.0% -7.3% -3.5% -1.0K 7.8K -88 0.00 146.56 N/A N/A 0 2 1 22 2021-10-28 $43.39 $39.00 22.4% 6.4% 10.5% 0.0% 0.0% -9.4% -3.8% -979 6.4K -76 0.00 149.17 N/A N/A 0 2 1 22 2021-10-29 $43.43 $39.00 21.6% 6.2% 10.1% 0.0% 0.0% -10.9% -3.7% -955 6.0K -75 0.00 151.35 N/A N/A 0 2 1 22
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