FDRR Options History — February 2022

In February 2022, FDRR traded between $42.47 and $45.36. ATM implied volatility averaged 23.9%, placing in the 32.2% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 8.6% (HV 20d: 15.3%). Max pain ranged from $41.00 to $41.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.43.

Notable Days

2022-02-16: Highest Volume — 10 contracts
2022-02-09: Largest IV drop — 29.2% change
2022-02-07: Highest IV Rank — 44.3%
2022-02-01: Largest Expected Move — 8.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$44.16	$42.47	$45.36	$44.93	$43.24
Max Pain	$41.00	$41.00	$41.00	$41.00	$41.00
ATM IV	23.9%	18.4%	28.5%	27.8%	27.1%
Expected Move	6.4%	5.1%	8.0%	8.0%	7.8%
HV 20d	15.3%	13.3%	18.6%	13.3%	18.3%
HV 60d	13.8%	12.8%	14.9%	12.8%	14.9%
IV Rank	32.2%	17.9%	44.3%	42.4%	40.8%
IV Percentile	57.4%	11.7%	80.5%	78.1%	76.9%
Term Structure	-4.6%	-8.6%	-0.6%	-6.2%	-7.0%
VWIV	25.4%	18.6%	47.1%	44.7%	27.7%
Skew 25d	1.7%	-7.0%	7.3%	2.2%	2.6%
Skew 10d	2.6%	-5.0%	12.2%	2.8%	2.5%
Call IV 25d	25.0%	20.1%	33.6%	32.3%	29.4%
Put IV 25d	26.7%	17.5%	35.3%	34.5%	32.0%
Bid-Ask Spread %	131.09	126.33	143.90	131.69	129.80
Gamma HHI	0.47	0.38	0.66	0.38	0.42
Net GEX	-287	-418	-32	-395	-95
Net DEX	2.1K	-216	4.0K	2.7K	618
Net VEX	-30	-34	-26	-34	-27
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.43	0.25	0.50	0.50	0.25
Total Volume	9.211	9	10	9	10
Total OI	18.789	3	25	24	4

Daily Data (19 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
2022-02-01	$44.93	$41.00	27.8%	8.0%	13.3%	42.4%	44.7%	2.2%	-6.2%	-395	2.7K	-34	0.50	131.69	N/A	N/A	6	3	1	23
2022-02-02	$45.36	$41.00	26.7%	7.7%	13.4%	39.7%	47.1%	4.2%	-4.4%	-305	2.0K	-33	0.50	131.79	N/A	N/A	6	3	1	23
2022-02-03	$44.78	$0.00	26.5%	5.5%	13.8%	39.0%	20.9%	-2.8%	-2.7%	-350	2.4K	-32	0.50	130.38	N/A	N/A	6	3	1	23
2022-02-04	$44.75	$0.00	26.0%	5.1%	13.8%	37.7%	19.4%	1.1%	-0.6%	-370	2.5K	-32	0.50	126.33	N/A	N/A	6	3	1	23
2022-02-07	$44.61	$0.00	28.5%	5.6%	13.8%	44.3%	20.2%	2.9%	-3.8%	-345	2.6K	-31	0.50	131.22	N/A	N/A	6	3	1	23
2022-02-08	$44.88	$0.00	27.3%	5.5%	13.9%	41.3%	18.6%	2.4%	-4.0%	-312	2.2K	-30	0.50	130.71	N/A	N/A	6	3	1	23
2022-02-09	$45.35	$0.00	19.4%	5.5%	14.1%	20.4%	20.8%	2.5%	-2.5%	-289	1.9K	-30	0.50	130.84	N/A	N/A	6	3	1	23
2022-02-10	$44.58	$0.00	18.4%	5.3%	15.2%	17.9%	22.2%	7.3%	-4.6%	-341	2.2K	-30	0.50	126.38	N/A	N/A	6	3	1	23
2022-02-11	$44.15	$0.00	18.9%	5.4%	15.4%	19.2%	27.5%	-7.0%	-8.6%	-395	3.3K	-31	0.50	143.90	N/A	N/A	6	3	1	23
2022-02-14	$43.91	$0.00	19.1%	5.5%	15.5%	19.9%	20.3%	-0.5%	-5.5%	-418	3.6K	-29	0.50	129.51	N/A	N/A	6	3	1	23
2022-02-15	$44.38	$0.00	24.6%	7.0%	15.5%	34.0%	24.0%	-0.2%	-8.2%	-393	2.9K	-29	0.50	132.71	N/A	N/A	6	3	1	23
2022-02-16	$44.59	$0.00	20.7%	5.9%	15.5%	23.9%	22.1%	2.7%	-3.7%	-413	2.8K	-29	0.43	133.71	N/A	N/A	7	3	1	23
2022-02-17	$43.89	$41.00	21.8%	6.2%	16.1%	26.7%	24.3%	2.3%	-3.6%	-271	-216	-31	0.43	132.45	N/A	N/A	7	3	2	23
2022-02-18	$43.73	$41.00	22.7%	6.5%	15.5%	29.1%	23.8%	2.9%	-3.9%	-292	372	-31	0.43	133.17	N/A	N/A	7	3	2	23
2022-02-22	$43.26	$41.00	24.3%	7.0%	15.6%	33.5%	24.5%	3.5%	-4.5%	-79	595	-29	0.29	129.25	N/A	N/A	7	2	2	2
2022-02-23	$42.60	$41.00	24.7%	7.1%	16.2%	34.5%	27.9%	1.3%	-5.4%	-47	1.2K	-28	0.29	128.84	N/A	N/A	7	2	2	2
2022-02-24	$42.47	$41.00	25.3%	7.3%	16.1%	36.0%	23.7%	3.6%	-2.3%	-32	1.9K	-26	0.29	127.45	N/A	N/A	7	2	2	2
2022-02-25	$43.57	$0.00	23.8%	6.8%	18.6%	32.1%	22.1%	0.7%	-5.1%	-316	4.0K	-26	0.29	130.63	N/A	N/A	7	2	1	2
2022-02-28	$43.24	$41.00	27.1%	7.8%	18.3%	40.8%	27.7%	2.6%	-7.0%	-95	618	-27	0.25	129.80	N/A	N/A	8	2	2	2