FDRR Options History — October 2022

In October 2022, FDRR traded between $35.80 and $39.40. ATM implied volatility averaged 26.5%, placing in the 24.4% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 1.6% (HV 20d: 24.9%). Max pain ranged from $36.00 to $39.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 9.87.

Notable Days

2022-10-21: Highest Volume — 33 contracts
2022-10-27: Largest IV spike — 56.8% change
2022-10-31: Highest IV Rank — 40.7%
2022-10-31: Largest Expected Move — 10.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$37.22	$35.80	$39.40	$36.45	$39.20
Max Pain	$36.43	$36.00	$39.00	$39.00	$36.00
ATM IV	26.5%	20.2%	35.3%	22.0%	35.3%
Expected Move	7.3%	5.7%	10.1%	6.3%	10.1%
HV 20d	24.9%	22.2%	27.3%	25.4%	22.9%
HV 60d	21.2%	19.8%	22.3%	19.8%	22.3%
IV Rank	24.4%	12.6%	40.7%	15.9%	40.7%
IV Percentile	54.5%	16.3%	88.9%	32.1%	88.9%
Term Structure	0.2%	-8.9%	26.0%	0.8%	-7.2%
VWIV	25.8%	15.5%	39.0%	18.0%	27.6%
Skew 25d	3.0%	-4.6%	14.6%	4.7%	2.4%
Skew 10d	2.9%	-1.0%	7.9%	7.9%	2.3%
Call IV 25d	23.8%	12.8%	38.0%	22.0%	38.0%
Put IV 25d	26.9%	19.0%	40.4%	26.7%	40.4%
Bid-Ask Spread %	130.90	126.17	135.25	129.95	134.58
Gamma HHI	0.48	0.38	0.64	0.64	0.49
Net GEX	-3.8K	-6.3K	715	-6.3K	455
Net DEX	41.2K	-12.5K	68.3K	63.5K	-10.1K
Net VEX	-96	-138	-42	-120	-69
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	9.87	2.86	15.00	15.00	2.86
Total Volume	28.952	22	33	30	27
Total OI	46.857	40	50	50	47

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
2022-10-03	$36.45	$39.00	22.0%	6.3%	25.4%	15.9%	18.0%	4.7%	0.8%	-6.3K	63.5K	-120	0.00	129.95	N/A	N/A	0	30	2	48
2022-10-04	$37.34	$39.00	22.9%	6.6%	27.3%	17.7%	15.9%	12.6%	-1.3%	-5.2K	48.3K	-113	0.00	128.84	N/A	N/A	0	30	2	46
2022-10-05	$37.48	$39.00	23.0%	6.6%	26.6%	17.9%	15.5%	14.6%	-1.9%	-5.3K	44.0K	-107	0.00	127.19	N/A	N/A	0	30	2	46
2022-10-06	$36.98	$36.00	23.4%	5.8%	26.8%	18.6%	23.3%	-1.2%	-3.5%	-5.2K	52.5K	-121	0.00	133.02	N/A	N/A	0	30	2	46
2022-10-07	$36.10	$36.00	30.6%	6.1%	26.4%	32.0%	23.9%	-2.3%	-5.7%	-4.9K	65.3K	-138	0.00	129.79	N/A	N/A	0	30	2	46
2022-10-10	$35.99	$36.00	27.1%	6.1%	25.8%	25.4%	24.4%	-0.7%	-2.9%	-5.2K	65.7K	-121	0.00	131.26	N/A	N/A	0	30	2	46
2022-10-11	$35.80	$36.00	26.3%	5.7%	22.2%	24.0%	25.2%	0.5%	0.7%	-5.2K	68.3K	-120	0.00	132.46	N/A	N/A	0	30	2	46
2022-10-12	$35.84	$36.00	31.0%	8.9%	22.2%	32.7%	39.0%	2.1%	-5.8%	-4.9K	65.8K	-136	0.00	134.22	N/A	N/A	0	30	2	46
2022-10-13	$36.67	$36.00	28.5%	8.2%	24.2%	28.2%	31.6%	0.6%	-4.9%	-4.9K	57.4K	-101	0.00	128.09	N/A	N/A	0	30	2	46
2022-10-14	$36.15	$36.00	24.6%	7.1%	24.4%	20.9%	25.6%	-3.0%	-8.9%	-5.0K	64.5K	-119	0.00	128.81	N/A	N/A	0	30	2	46
2022-10-17	$36.82	$36.00	32.6%	9.4%	25.5%	35.7%	31.2%	-4.6%	-7.2%	-4.9K	55.7K	-112	15.00	135.25	N/A	N/A	2	30	2	46
2022-10-18	$37.14	$36.00	21.9%	6.3%	25.7%	15.9%	26.1%	-0.8%	-6.3%	-5.0K	50.1K	-95	15.00	130.86	N/A	N/A	2	30	4	46
2022-10-19	$36.85	$36.00	20.6%	5.9%	25.2%	13.5%	27.0%	0.5%	-0.8%	-4.7K	53.5K	-91	15.00	131.85	N/A	N/A	2	30	4	46
2022-10-20	$36.60	$36.00	20.2%	5.8%	25.3%	12.6%	27.6%	-0.9%	23.8%	-4.7K	59.2K	-97	15.00	130.49	N/A	N/A	2	30	4	46
2022-10-21	$37.52	$36.00	24.5%	7.0%	25.3%	20.6%	27.2%	5.8%	26.0%	-2.7K	52.3K	-78	10.00	126.17	N/A	N/A	3	30	4	46
2022-10-24	$37.97	$36.00	32.1%	9.2%	25.2%	34.9%	34.0%	10.5%	12.3%	-2.2K	9.5K	-61	10.00	134.58	N/A	N/A	2	20	4	36
2022-10-25	$38.42	$36.00	23.2%	6.7%	25.3%	18.3%	26.1%	3.7%	8.4%	-1.7K	6.3K	-58	10.00	130.65	N/A	N/A	2	20	4	36
2022-10-26	$38.48	$36.00	21.6%	6.2%	24.6%	15.4%	24.3%	1.8%	-0.1%	-1.3K	3.0K	-42	10.00	126.47	N/A	N/A	2	20	4	36
2022-10-27	$38.42	$36.00	33.9%	9.7%	22.9%	38.2%	25.0%	13.7%	-5.9%	-1.4K	3.3K	-45	2.86	134.14	N/A	N/A	7	20	4	36
2022-10-28	$39.40	$36.00	30.9%	8.8%	23.5%	32.5%	22.8%	3.6%	-4.7%	715	-12.5K	-70	2.86	130.15	N/A	N/A	7	20	11	36
2022-10-31	$39.20	$36.00	35.3%	10.1%	22.9%	40.7%	27.6%	2.4%	-7.2%	455	-10.1K	-69	2.86	134.58	N/A	N/A	7	20	11	36