FDRR Options History — June 2022

In June 2022, FDRR traded between $37.60 and $42.39. ATM implied volatility averaged 27.4%, placing in the 28.5% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 3.1% (HV 20d: 24.3%). Max pain ranged from $37.00 to $41.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 3.16.

Notable Days

  • 2022-06-13: Highest Volume — 51 contracts
  • 2022-06-16: Largest IV spike — 33.9% change
  • 2022-06-16: Highest IV Rank — 42.0%
  • 2022-06-16: Largest Expected Move — 10.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.85$37.60$42.39$42.22$38.63
Max Pain$38.32$37.00$41.00$38.00$37.00
ATM IV27.4%18.2%34.9%23.2%34.5%
Expected Move7.9%5.2%10.0%6.7%9.9%
HV 20d24.3%20.4%26.9%26.9%25.4%
HV 60d22.2%20.4%23.8%20.8%23.7%
IV Rank28.5%12.1%42.0%21.0%41.4%
IV Percentile67.4%8.8%93.2%51.3%92.9%
Term Structure-4.7%-10.2%2.1%-3.8%-10.2%
VWIV29.2%17.7%39.3%22.9%39.3%
Skew 25d3.2%-5.3%20.4%-5.3%2.9%
Skew 10d2.4%-4.2%17.0%-4.2%3.4%
Call IV 25d28.7%15.1%41.0%29.8%41.0%
Put IV 25d31.9%17.4%43.9%24.5%43.9%
Bid-Ask Spread %132.67119.17142.38119.17130.52
Gamma HHI0.360.250.540.450.32
Net GEX1.0K-1.9K5.8K4.2K-1.5K
Net DEX-5.4K-57.5K27.7K-44.9K18.6K
Net VEX-230-321-118-150-264
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.162.404.002.774.00
Total Volume47.85745514945
Total OI50.66743575443

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$42.22$38.0023.2%6.7%26.9%21.0%22.9%-5.3%-3.8%4.2K-44.9K-1502.77119.17N/AN/A13361836
2022-06-02$42.34$0.0018.2%6.4%24.6%12.1%29.7%2.0%-2.6%4.5K-51.3K-1192.77134.63N/AN/A13361836
2022-06-03$42.05$0.0024.2%6.7%21.4%22.8%17.7%1.0%-2.1%2.5K-37.4K-1802.57138.61N/AN/A14361836
2022-06-06$42.02$41.0020.3%6.7%21.4%15.8%28.9%0.0%-2.8%5.3K-47.3K-1532.57136.55N/AN/A14361936
2022-06-07$42.39$41.0019.5%5.2%20.4%14.3%19.8%2.3%2.1%5.7K-57.5K-1182.57127.70N/AN/A14361936
2022-06-08$41.95$41.0021.1%6.0%20.7%17.1%22.6%1.3%-2.7%5.8K-47.9K-1412.57130.13N/AN/A14361936
2022-06-09$41.22$41.0025.2%7.2%21.6%24.6%31.0%0.5%-3.3%5.0K-27.1K-2282.57134.60N/AN/A14361936
2022-06-10$40.33$41.0030.8%8.8%22.9%34.5%34.1%2.1%-3.8%1.1K-14.0K-2292.57142.38N/AN/A14361936
2022-06-13$38.62$41.0026.0%7.5%25.9%26.0%22.9%0.1%-4.8%37915.2K-2642.40125.46N/AN/A15361936
2022-06-14$38.60$37.0028.9%8.3%25.9%31.3%31.1%2.7%-5.1%15810.6K-2922.77132.59N/AN/A13362136
2022-06-15$38.98$37.0026.1%7.5%25.2%26.1%26.2%3.4%-2.7%7644.6K-2672.77133.64N/AN/A13362136
2022-06-16$37.81$37.0034.9%10.0%24.4%42.0%38.1%2.5%-6.3%-22720.2K-3212.77135.89N/AN/A13362136
2022-06-17$37.60$37.0030.2%8.7%24.4%33.5%33.0%3.3%-5.9%-1.9K27.7K-3022.77134.10N/AN/A13362136
2022-06-21$38.40$37.0031.9%9.1%25.9%36.6%29.2%13.0%-3.2%-1.8K21.1K-2674.00136.16N/AN/A936736
2022-06-22$38.29$37.0027.4%7.9%25.0%28.6%24.4%7.1%-5.9%-1.5K21.6K-2854.00128.54N/AN/A936736
2022-06-23$38.49$37.0031.9%9.2%25.1%36.7%34.4%3.3%-6.4%-1.8K19.6K-2674.00136.19N/AN/A936736
2022-06-24$39.46$37.0031.2%8.9%26.7%35.3%24.3%20.4%-7.0%-1.6K10.9K-2244.00135.66N/AN/A936736
2022-06-27$39.49$37.0030.1%8.6%25.9%33.3%33.8%1.9%-7.2%-1.2K10.6K-2374.00132.51N/AN/A936736
2022-06-28$39.03$37.0029.4%8.4%25.4%32.1%34.0%1.7%-6.6%-1.3K14.9K-2564.00128.49N/AN/A936736
2022-06-29$38.91$37.0030.3%8.7%25.4%33.8%35.3%1.8%-8.1%-1.3K18.6K-2754.00132.49N/AN/A936736
2022-06-30$38.63$37.0034.5%9.9%25.4%41.4%39.3%2.9%-10.2%-1.5K18.6K-2644.00130.52N/AN/A936736