FDRR Options History — September 2022 In September 2022, FDRR traded between $35.67 and $40.91. ATM implied volatility averaged 29.1%, placing in the 29.2% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 8.4% (HV 20d: 20.7%). 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 9 of 21 days.
Notable Days 2022-09-06 : Highest Volume — 32 contracts2022-09-13 : Largest IV spike — 72.7% change2022-09-13 : Highest IV Rank — 97.6%2022-09-23 : Largest Expected Move — 8.9%Monthly Statistics Metric Avg Min Max Open Close Price $38.36 $35.67 $40.91 $39.52 $35.67 Max Pain $39.00 $39.00 $39.00 $39.00 $39.00 ATM IV 29.1% 18.5% 65.9% 22.0% 21.4% Expected Move 6.3% 4.3% 8.9% 6.3% 6.1% HV 20d 20.7% 16.6% 23.6% 17.2% 23.6% HV 60d 18.5% 17.3% 20.0% 20.0% 19.3% IV Rank 29.2% 9.6% 97.6% 16.0% 15.0% IV Percentile 52.5% 6.7% 99.6% 34.1% 27.4% Term Structure -1.4% -26.9% 5.8% -4.3% 3.6% VWIV 19.6% 16.8% 25.3% 19.3% 25.3% Skew 25d 1.1% -7.7% 21.0% -2.5% -1.1% Skew 10d 2.3% -10.1% 21.2% -0.7% -10.1% Call IV 25d 23.2% 14.6% 36.6% 24.4% 24.7% Put IV 25d 24.3% 15.1% 42.2% 22.0% 23.7% Bid-Ask Spread % 130.35 122.45 135.82 134.74 132.84 Gamma HHI 0.42 0.36 0.57 0.45 0.38 Net GEX -5.3K -6.1K -4.2K -5.1K -6.1K Net DEX 42.1K 5.3K 80.1K 28.4K 80.1K Net VEX -157 -196 -66 -156 -160 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 13.381 0 32 0 29 Total OI 51.524 51 52 52 51
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 2022-09-01 $39.52 $39.00 22.0% 6.3% 17.2% 16.0% 0.0% -2.5% -4.3% -5.1K 28.4K -156 0.00 134.74 N/A N/A 0 0 2 50 2022-09-02 $39.18 $39.00 26.5% 7.6% 17.4% 24.4% 0.0% -7.7% -26.9% -4.7K 33.4K -183 0.00 127.98 N/A N/A 0 0 2 50 2022-09-06 $39.10 $39.00 39.6% 5.5% 17.3% 48.8% 19.3% 1.3% 5.7% -5.2K 37.5K -192 0.00 130.41 N/A N/A 0 32 2 50 2022-09-07 $39.67 $39.00 31.5% 4.3% 18.3% 33.7% 18.8% -3.3% 5.4% -5.5K 22.7K -126 0.00 127.72 N/A N/A 0 32 2 50 2022-09-08 $39.76 $39.00 42.7% 6.9% 16.6% 54.4% 0.0% -0.1% -2.4% -6.0K 16.2K -87 0.00 130.25 N/A N/A 0 0 2 50 2022-09-09 $40.51 $39.00 45.5% 6.6% 18.2% 59.7% 0.0% -4.6% -3.1% -4.2K 17.7K -130 0.00 135.62 N/A N/A 0 0 2 50 2022-09-12 $40.91 $39.00 38.2% 4.5% 18.1% 46.1% 0.0% 0.7% 0.5% -5.3K 5.3K -66 0.00 135.82 N/A N/A 0 0 2 50 2022-09-13 $39.24 $39.00 65.9% 5.6% 22.9% 97.6% 19.4% -1.4% 5.8% -4.9K 30.0K -147 0.00 127.09 N/A N/A 0 32 2 50 2022-09-14 $39.22 $39.00 19.3% 5.5% 22.6% 11.0% 0.0% -0.8% 2.7% -5.1K 31.9K -152 0.00 129.99 N/A N/A 0 0 2 50 2022-09-15 $39.00 $39.00 18.8% 5.4% 22.1% 10.0% 0.0% -2.3% 5.5% -5.7K 38.6K -176 0.00 129.73 N/A N/A 0 0 2 50 2022-09-16 $38.58 $39.00 19.1% 5.5% 22.0% 10.7% 18.6% 5.6% 3.7% -4.5K 44.7K -191 0.00 122.45 N/A N/A 0 32 2 50 2022-09-19 $38.76 $39.00 18.5% 5.3% 22.1% 9.6% 0.0% 2.1% -2.1% -5.3K 38.8K -181 0.00 130.12 N/A N/A 0 0 2 49 2022-09-20 $38.44 $39.00 29.4% 8.4% 21.4% 29.8% 0.0% 3.6% -4.1% -5.4K 41.1K -178 0.00 131.00 N/A N/A 0 0 2 49 2022-09-21 $37.84 $39.00 26.4% 7.6% 21.8% 24.1% 0.0% 2.5% -1.2% -5.5K 51.6K -196 0.00 127.33 N/A N/A 0 0 2 49 2022-09-22 $37.78 $39.00 19.0% 5.5% 21.8% 10.5% 0.0% 2.3% -1.0% -5.6K 44.5K -155 0.00 127.18 N/A N/A 0 0 2 49 2022-09-23 $36.82 $39.00 31.0% 8.9% 22.4% 32.7% 0.0% 21.0% -9.7% -5.3K 58.7K -180 0.00 132.32 N/A N/A 0 0 2 49 2022-09-26 $36.45 $39.00 22.0% 6.3% 21.2% 16.0% 18.0% 0.9% -3.2% -5.4K 66.2K -172 0.00 130.76 N/A N/A 0 31 2 49 2022-09-27 $36.23 $39.00 20.2% 5.8% 21.2% 12.7% 18.9% -1.8% -0.7% -5.6K 69.9K -175 0.00 130.76 N/A N/A 0 31 2 49 2022-09-28 $36.90 $39.00 26.3% 7.6% 22.6% 24.1% 16.8% 9.9% 0.9% -6.1K 59.4K -135 0.00 131.93 N/A N/A 0 31 2 49 2022-09-29 $36.08 $39.00 27.3% 7.8% 23.5% 25.8% 21.3% -1.4% -4.5% -5.5K 67.2K -166 0.00 131.24 N/A N/A 0 31 2 49 2022-09-30 $35.67 $39.00 21.4% 6.1% 23.6% 15.0% 25.3% -1.1% 3.6% -6.1K 80.1K -160 0.00 132.84 N/A N/A 0 29 2 49
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