FDRR Options History — August 2022 In August 2022, FDRR traded between $39.64 and $43.06. ATM implied volatility averaged 28.5%, placing in the 29.2% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 13.3% (HV 20d: 15.2%). Max pain ranged from $38.00 to $39.00. Net GEX was positive for 3 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 4.01.
Notable Days 2022-08-01 : Highest Volume — 44 contracts2022-08-10 : Largest IV drop — 51.2% change2022-08-08 : Highest IV Rank — 54.5%2022-08-02 : Largest Expected Move — 10.7%Monthly Statistics Metric Avg Min Max Open Close Price $41.35 $39.64 $43.06 $41.04 $39.64 Max Pain $38.87 $38.00 $39.00 $38.00 $39.00 ATM IV 28.5% 18.3% 41.9% 33.6% 34.0% Expected Move 7.7% 5.2% 10.7% 9.6% 9.7% HV 20d 15.2% 12.5% 18.1% 14.4% 17.3% HV 60d 20.2% 19.1% 22.2% 22.2% 20.1% IV Rank 29.2% 11.9% 54.5% 39.5% 38.3% IV Percentile 63.0% 6.7% 95.6% 89.3% 87.7% Term Structure -3.5% -15.2% 12.9% -15.2% -10.9% VWIV 33.2% 21.8% 41.2% 33.8% 34.1% Skew 25d 1.6% -6.7% 12.5% 0.2% 1.1% Skew 10d -4.6% -24.6% 13.8% -24.6% -0.3% Call IV 25d 27.7% 14.8% 39.8% 14.8% 39.8% Put IV 25d 29.3% 14.9% 40.9% 14.9% 40.9% Bid-Ask Spread % 131.69 121.85 138.52 126.36 135.30 Gamma HHI 0.45 0.30 0.69 0.30 0.46 Net GEX -1.5K -5.3K 817 -807 -5.3K Net DEX 1.5K -21.4K 26.6K 3.8K 26.6K Net VEX -109 -223 -18 -167 -147 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.01 0.00 6.17 5.29 0.00 Total Volume 13.609 0 44 44 32 Total OI 43.739 39 52 43 52
Daily Data (23 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 2022-08-01 $41.04 $38.00 33.6% 9.6% 14.4% 39.5% 33.8% 0.2% -15.2% -807 3.8K -167 5.29 126.36 N/A N/A 7 37 6 37 2022-08-02 $40.73 $38.00 37.3% 10.7% 14.6% 46.1% 41.2% 1.9% -11.7% -1.3K 9.5K -189 6.17 125.02 N/A N/A 6 37 5 37 2022-08-03 $41.26 $38.00 30.7% 8.8% 15.0% 34.4% 30.7% 1.9% -4.1% -1.3K 12.9K -208 6.17 127.25 N/A N/A 6 37 5 37 2022-08-04 $41.04 $39.00 38.3% 9.0% 15.1% 48.0% 33.8% 4.4% -5.9% -1.2K 14.7K -223 6.17 124.11 N/A N/A 6 37 5 37 2022-08-05 $41.01 $39.00 35.5% 7.1% 15.1% 42.9% 30.7% 10.7% -1.8% -1.2K 8.7K -179 6.17 122.93 N/A N/A 6 37 5 37 2022-08-08 $41.13 $39.00 41.9% 9.4% 14.5% 54.5% 39.9% 12.5% 0.2% -1.3K 10.9K -195 6.17 121.85 N/A N/A 6 37 5 37 2022-08-09 $40.95 $39.00 37.4% 6.9% 14.2% 46.4% 0.0% -6.7% -1.4% -2.0K -4.7K -63 0.00 135.58 N/A N/A 0 0 5 37 2022-08-10 $41.76 $39.00 18.3% 5.2% 15.4% 11.9% 0.0% 1.6% 2.8% -1.4K -9.7K -45 0.00 128.35 N/A N/A 0 0 5 37 2022-08-11 $41.82 $39.00 19.0% 5.4% 15.1% 13.3% 0.0% -2.0% 0.8% -584 -7.1K -76 0.00 134.48 N/A N/A 3 0 5 37 2022-08-12 $42.27 $39.00 20.2% 5.8% 14.7% 15.4% 0.0% 9.0% 1.3% -538 -16.1K -59 0.00 134.55 N/A N/A 0 0 7 37 2022-08-15 $42.42 $39.00 24.6% 7.0% 14.3% 23.3% 0.0% 1.7% -2.6% 817 -20.5K -20 0.00 135.97 N/A N/A 0 0 7 37 2022-08-16 $42.69 $39.00 23.3% 6.7% 12.5% 20.9% 0.0% 1.5% -4.8% 664 -21.4K -19 0.00 136.07 N/A N/A 0 0 7 37 2022-08-17 $43.06 $39.00 24.1% 6.9% 12.6% 20.0% 0.0% 2.6% -4.9% -715 -9.2K -128 0.00 138.52 N/A N/A 0 0 7 37 2022-08-18 $42.51 $39.00 25.1% 7.2% 13.9% 21.7% 0.0% 1.8% 11.5% 467 -20.4K -18 0.00 135.70 N/A N/A 2 0 7 37 2022-08-19 $42.07 $39.00 22.3% 6.4% 14.6% 16.6% 0.0% 0.6% 12.9% -542 -11.2K -85 0.00 131.21 N/A N/A 3 0 7 37 2022-08-22 $41.23 $39.00 28.2% 8.1% 16.7% 27.6% 0.0% -0.6% -8.1% -1.7K 5.8K -87 0.00 134.60 N/A N/A 0 3 2 37 2022-08-23 $41.15 $39.00 25.9% 7.4% 16.4% 23.2% 21.8% -2.3% -1.2% -2.3K 2.4K -67 0.00 132.77 N/A N/A 0 1 2 40 2022-08-24 $41.16 $39.00 24.6% 7.0% 14.9% 20.8% 0.0% 1.7% -5.9% -2.1K 3.3K -74 0.00 132.00 N/A N/A 0 0 2 40 2022-08-25 $41.55 $39.00 27.9% 8.0% 15.1% 27.0% 0.0% 1.0% -7.1% -2.1K -969 -43 0.00 136.77 N/A N/A 0 0 2 40 2022-08-26 $40.48 $39.00 27.9% 8.0% 17.7% 26.9% 0.0% -1.6% -8.8% -1.9K 10.4K -123 0.00 129.79 N/A N/A 0 10 2 40 2022-08-29 $40.26 $39.00 33.0% 9.5% 17.7% 36.5% 0.0% 0.6% -10.0% -4.9K 19.6K -129 0.00 135.99 N/A N/A 0 0 2 50 2022-08-30 $39.77 $39.00 22.7% 6.5% 18.1% 17.3% 0.0% -5.8% -5.8% -4.3K 26.2K -162 0.00 133.78 N/A N/A 0 0 2 50 2022-08-31 $39.64 $39.00 34.0% 9.7% 17.3% 38.3% 34.1% 1.1% -10.9% -5.3K 26.6K -147 0.00 135.30 N/A N/A 0 32 2 50
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