FDRR Options History — April 2022

In April 2022, FDRR traded between $41.87 and $44.71. ATM implied volatility averaged 28.3%, placing in the 36.1% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 13.4% (HV 20d: 14.9%). Max pain ranged from $44.00 to $44.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.23.

Notable Days

2022-04-12: Highest Volume — 12 contracts
2022-04-11: Largest IV spike — 109.0% change
2022-04-11: Highest IV Rank — 100.0%
2022-04-29: Largest Expected Move — 7.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$43.69	$41.87	$44.71	$44.34	$41.87
Max Pain	$44.00	$44.00	$44.00	$44.00	$44.00
ATM IV	28.3%	14.8%	67.2%	25.1%	27.3%
Expected Move	5.8%	4.2%	7.8%	5.1%	7.8%
HV 20d	14.9%	12.9%	18.9%	16.7%	18.9%
HV 60d	16.8%	16.3%	18.1%	16.3%	18.1%
IV Rank	36.1%	5.9%	100.0%	35.4%	28.3%
IV Percentile	58.1%	3.8%	100.0%	64.5%	74.5%
Term Structure	-2.3%	-12.5%	5.8%	-6.5%	-3.2%
VWIV	20.4%	16.2%	29.1%	17.6%	25.2%
Skew 25d	0.9%	-8.1%	10.4%	0.6%	8.2%
Skew 10d	2.8%	-5.3%	13.8%	1.0%	13.8%
Call IV 25d	23.1%	13.6%	33.0%	30.8%	24.4%
Put IV 25d	24.0%	16.5%	32.6%	31.4%	32.6%
Bid-Ask Spread %	133.17	122.25	142.34	134.32	128.70
Gamma HHI	0.37	0.26	0.53	0.35	0.50
Net GEX	623	67	1.8K	67	1.5K
Net DEX	-6.0K	-12.3K	-2.3K	-3.5K	-4.9K
Net VEX	-37	-53	-30	-32	-44
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.23	0.00	0.29	0.25	0.22
Total Volume	10.15	2	12	10	11
Total OI	7.25	5	12	5	12

Daily Data (20 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
2022-04-01	$44.34	$44.00	25.1%	5.1%	16.7%	35.4%	17.6%	0.6%	-6.5%	67	-3.5K	-32	0.25	134.32	N/A	N/A	8	2	3	2
2022-04-04	$44.71	$44.00	32.8%	5.6%	15.2%	55.6%	20.8%	2.5%	-3.5%	86	-4.3K	-31	0.25	142.21	N/A	N/A	8	2	3	2
2022-04-05	$44.29	$44.00	34.3%	5.7%	15.6%	59.3%	20.3%	1.9%	-4.4%	81	-3.4K	-30	0.22	139.63	N/A	N/A	9	2	3	2
2022-04-06	$44.09	$44.00	37.0%	6.0%	14.5%	66.4%	21.8%	2.1%	-3.7%	295	-5.8K	-36	0.22	141.42	N/A	N/A	9	2	4	2
2022-04-07	$44.39	$44.00	37.2%	5.8%	14.0%	67.0%	21.2%	2.4%	-3.4%	297	-6.6K	-35	0.22	139.42	N/A	N/A	9	2	4	2
2022-04-08	$44.38	$44.00	27.4%	4.5%	13.8%	41.5%	16.2%	3.2%	0.6%	318	-7.0K	-34	0.22	132.65	N/A	N/A	9	2	4	2
2022-04-11	$43.82	$44.00	57.3%	5.7%	14.6%	100.0%	22.2%	1.4%	-1.2%	225	-5.0K	-33	0.22	135.44	N/A	N/A	9	2	4	2
2022-04-12	$43.61	$44.00	67.2%	7.2%	14.0%	100.0%	23.9%	0.9%	-12.5%	354	-4.4K	-33	0.20	136.88	N/A	N/A	10	2	4	2
2022-04-13	$44.01	$44.00	21.9%	6.3%	13.8%	18.7%	22.2%	-4.2%	-5.0%	539	-7.8K	-38	0.20	142.34	N/A	N/A	10	2	5	2
2022-04-14	$43.79	$44.00	15.8%	4.5%	12.9%	7.7%	17.5%	-2.4%	4.1%	634	-7.1K	-36	0.20	131.87	N/A	N/A	10	2	5	2
2022-04-18	$43.49	$44.00	23.9%	6.9%	13.1%	22.2%	18.7%	-4.3%	-1.6%	604	-5.5K	-40	0.29	135.51	N/A	N/A	7	2	5	2
2022-04-19	$44.19	$44.00	16.3%	4.7%	14.3%	8.5%	17.2%	1.0%	0.5%	590	-8.8K	-38	0.29	125.98	N/A	N/A	7	2	5	2
2022-04-20	$44.60	$44.00	14.8%	4.2%	14.0%	5.9%	18.1%	1.3%	2.1%	575	-10.7K	-36	0.29	128.89	N/A	N/A	7	2	5	2
2022-04-21	$44.13	$44.00	14.9%	4.3%	14.2%	6.0%	19.4%	-0.9%	5.8%	540	-8.7K	-39	0.29	128.79	N/A	N/A	7	2	5	2
2022-04-22	$43.28	$44.00	21.7%	6.2%	15.5%	18.3%	20.7%	-1.6%	-1.0%	561	-4.9K	-37	0.29	125.44	N/A	N/A	7	2	5	2
2022-04-25	$43.15	$44.00	22.0%	6.3%	15.3%	18.8%	19.4%	-2.2%	-6.8%	598	-2.8K	-33	0.20	122.25	N/A	N/A	10	2	5	2
2022-04-26	$42.32	$44.00	21.1%	6.0%	16.4%	17.2%	29.1%	-8.1%	0.1%	1.4K	-2.3K	-38	0.20	130.10	N/A	N/A	10	2	8	2
2022-04-27	$42.35	$44.00	23.0%	6.6%	15.1%	20.6%	18.8%	10.4%	-4.1%	1.4K	-3.3K	-40	0.00	137.18	N/A	N/A	2	0	8	2
2022-04-28	$43.06	$44.00	24.9%	7.1%	16.6%	24.1%	18.0%	5.7%	-2.9%	1.8K	-12.3K	-53	0.25	124.41	N/A	N/A	8	2	10	2
2022-04-29	$41.87	$44.00	27.3%	7.8%	18.9%	28.3%	25.2%	8.2%	-3.2%	1.5K	-4.9K	-44	0.22	128.70	N/A	N/A	9	2	10	2