FDRR Options History — November 2021 In November 2021, FDRR traded between $42.94 and $44.38. ATM implied volatility averaged 21.8%. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 13.5% (HV 20d: 8.3%). Max pain ranged from $39.00 to $39.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 1.00.
Notable Days 2021-11-01 : Highest Volume — 2 contracts2021-11-24 : Largest IV spike — 38.2% change2021-11-24 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $43.96 $42.94 $44.38 $43.56 $42.94 Max Pain $39.00 $39.00 $39.00 $39.00 $39.00 ATM IV 21.8% 18.8% 29.4% 18.8% 27.3% Expected Move 6.0% 4.1% 8.4% 5.4% 7.8% HV 20d 8.3% 6.7% 11.5% 9.6% 11.5% HV 60d 11.0% 10.8% 12.0% 10.9% 12.0% Term Structure -4.9% -9.6% -2.2% -3.1% -9.6% VWIV 18.0% 17.0% 19.1% 17.0% 19.1% Skew 25d 0.3% -11.9% 8.5% 8.5% 0.5% Skew 10d -1.6% -14.8% 6.0% -13.9% -0.2% Call IV 25d 23.3% 13.0% 34.2% 19.2% 30.6% Put IV 25d 23.7% 12.1% 35.2% 27.6% 31.1% Bid-Ask Spread % 137.82 129.30 153.98 150.63 132.46 Gamma HHI 0.58 0.46 1.00 0.50 0.72 Net GEX -790 -1.2K -146 -886 -997 Net DEX 3.3K 380 9.7K 5.3K 3.5K Net VEX -46 -79 -6 -71 -29 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.00 1.00 1.00 1.00 1.00 Total Volume 1.762 1 2 2 2 Total OI 22.429 21 23 23 21
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 2021-11-01 $43.56 $39.00 18.8% 5.4% 9.6% 0.0% 17.0% 8.5% -3.1% -886 5.3K -71 0.00 150.63 N/A N/A 0 2 1 22 2021-11-02 $43.68 $39.00 21.4% 6.1% 9.4% 0.0% 17.9% -11.9% -2.5% -886 5.0K -70 0.00 153.98 N/A N/A 0 2 1 22 2021-11-03 $43.94 $39.00 21.7% 6.2% 9.3% 0.0% 19.1% -8.3% -2.2% -762 2.0K -46 0.00 147.81 N/A N/A 0 2 1 22 2021-11-04 $43.78 $0.00 18.9% 4.1% 8.9% 0.0% 0.0% 5.9% -2.8% -808 4.8K -69 0.00 129.30 N/A N/A 0 2 1 22 2021-11-05 $44.22 $0.00 21.7% 5.0% 9.4% 0.0% 0.0% 1.6% -2.8% -716 3.6K -60 0.00 133.82 N/A N/A 0 2 1 22 2021-11-08 $44.21 $0.00 24.5% 5.3% 9.0% 0.0% 0.0% 1.7% -4.1% -707 3.5K -58 0.00 132.23 N/A N/A 0 2 1 22 2021-11-09 $44.07 $0.00 25.8% 5.4% 8.5% 0.0% 0.0% 0.9% -4.6% -781 4.1K -60 0.00 136.38 N/A N/A 0 2 1 22 2021-11-10 $44.07 $0.00 18.9% 5.4% 8.5% 0.0% 0.0% -0.4% -4.1% -760 4.1K -59 0.00 133.76 N/A N/A 0 2 1 22 2021-11-11 $44.09 $0.00 19.0% 5.4% 7.0% 0.0% 0.0% 1.4% -3.1% -768 3.7K -57 0.00 136.89 N/A N/A 0 2 1 22 2021-11-12 $44.33 $0.00 19.0% 5.4% 6.8% 0.0% 0.0% 1.6% -5.9% -633 1.1K -37 0.00 135.47 N/A N/A 0 2 1 22 2021-11-15 $44.23 $0.00 19.9% 5.7% 6.9% 0.0% 0.0% 1.2% -5.6% -674 1.9K -42 0.00 136.18 N/A N/A 0 2 1 22 2021-11-16 $44.38 $0.00 19.4% 5.6% 6.7% 0.0% 0.0% 0.8% -7.2% -631 380 -30 0.00 135.00 N/A N/A 0 2 1 22 2021-11-17 $44.21 $0.00 20.0% 5.7% 6.7% 0.0% 0.0% 1.8% -5.7% -672 1.1K -31 0.00 136.86 N/A N/A 0 2 1 22 2021-11-18 $44.04 $0.00 19.9% 5.7% 6.9% 0.0% 0.0% 1.1% -4.2% -685 1.4K -35 0.00 136.06 N/A N/A 0 2 1 22 2021-11-19 $43.76 $0.00 20.2% 5.8% 7.3% 0.0% 0.0% 1.0% -4.7% -750 2.1K -36 0.00 136.47 N/A N/A 0 2 1 22 2021-11-22 $44.15 $0.00 20.0% 5.7% 7.9% 0.0% 0.0% -10.7% -4.3% -1.0K 3.0K -28 0.00 130.88 N/A N/A 0 1 0 21 2021-11-23 $44.23 $0.00 21.3% 6.1% 7.9% 0.0% 0.0% 8.1% -5.1% -999 3.5K -29 0.00 134.59 N/A N/A 0 1 0 21 2021-11-24 $44.24 $0.00 29.4% 8.4% 6.9% 0.0% 0.0% 0.0% -8.0% -146 882 -6 0.00 147.73 N/A N/A 0 1 0 21 2021-11-26 $43.44 $0.00 26.8% 7.7% 9.7% 0.0% 0.0% 1.0% -6.9% -1.2K 9.7K -79 0.00 140.99 N/A N/A 0 1 0 21 2021-11-29 $43.66 $0.00 24.9% 7.1% 9.8% 0.0% 0.0% 0.9% -7.2% -1.1K 3.8K -32 0.00 136.63 N/A N/A 0 1 0 21 2021-11-30 $42.94 $0.00 27.3% 7.8% 11.5% 0.0% 0.0% 0.5% -9.6% -997 3.5K -29 1.00 132.46 N/A N/A 1 1 0 21
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