FDRR Options History — November 2022

In November 2022, FDRR traded between $38.10 and $41.69. ATM implied volatility averaged 28.2%, placing in the 27.5% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 5.8% (HV 20d: 22.4%). Max pain ranged from $36.00 to $36.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 6.43.

Notable Days

2022-11-01: Highest Volume — 27 contracts
2022-11-07: Largest IV spike — 61.3% change
2022-11-08: Highest IV Rank — 51.3%
2022-11-02: Largest Expected Move — 10.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$40.14	$38.10	$41.69	$39.15	$41.69
Max Pain	$36.00	$36.00	$36.00	$36.00	$36.00
ATM IV	28.2%	21.1%	41.0%	35.2%	25.9%
Expected Move	7.5%	5.8%	10.5%	10.1%	7.4%
HV 20d	22.4%	20.3%	24.7%	21.6%	22.6%
HV 60d	23.3%	22.2%	24.3%	22.3%	23.9%
IV Rank	27.5%	14.3%	51.3%	40.6%	23.3%
IV Percentile	56.1%	17.5%	94.4%	88.5%	51.2%
Term Structure	-5.8%	-10.2%	-2.3%	-8.7%	-6.0%
VWIV	32.0%	29.5%	34.4%	29.5%	34.4%
Skew 25d	2.1%	-2.9%	7.1%	1.3%	4.8%
Skew 10d	2.0%	-1.9%	11.4%	2.4%	1.3%
Call IV 25d	27.2%	19.9%	38.2%	38.2%	23.2%
Put IV 25d	29.4%	20.4%	39.7%	39.6%	28.0%
Bid-Ask Spread %	134.29	127.97	137.72	134.30	129.29
Gamma HHI	0.72	0.48	1.00	0.49	1.00
Net GEX	1.6K	-713	6.7K	396	0
Net DEX	-11.1K	-37.6K	1.5K	-9.5K	0
Net VEX	-22	-67	0	-67	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	6.43	2.86	10.00	2.86	10.00
Total Volume	16.333	0	27	27	0
Total OI	31.333	0	47	47	0

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
2022-11-01	$39.15	$36.00	35.2%	10.1%	21.6%	40.6%	29.5%	1.3%	-8.7%	396	-9.5K	-67	2.86	134.30	N/A	N/A	7	20	11	36
2022-11-02	$38.47	$36.00	36.6%	10.5%	22.7%	43.1%	34.4%	4.3%	-10.2%	-198	-2.6K	-64	2.86	128.78	N/A	N/A	7	20	11	36
2022-11-03	$38.10	$0.00	37.3%	7.8%	22.4%	44.5%	0.0%	1.9%	-4.5%	-713	1.5K	-59	2.86	135.44	N/A	N/A	7	20	11	36
2022-11-04	$38.56	$0.00	25.0%	5.8%	20.5%	21.5%	0.0%	0.5%	-2.6%	1.2K	-5.6K	-39	2.86	132.77	N/A	N/A	7	20	11	36
2022-11-07	$38.99	$0.00	40.3%	7.6%	20.6%	50.0%	0.0%	2.2%	-5.3%	1.9K	-10.4K	-38	2.86	135.10	N/A	N/A	7	20	11	36
2022-11-08	$39.30	$0.00	41.0%	7.7%	20.3%	51.3%	0.0%	1.4%	-4.4%	1.1K	-12.4K	-44	2.86	133.45	N/A	N/A	7	20	11	36
2022-11-09	$38.62	$0.00	28.5%	8.2%	21.8%	28.0%	0.0%	7.1%	-9.9%	287	-398	-48	2.86	131.68	N/A	N/A	7	20	11	36
2022-11-10	$40.26	$0.00	26.4%	7.6%	24.7%	24.3%	0.0%	3.9%	-4.0%	4.9K	-23.0K	-25	10.00	133.95	N/A	N/A	2	20	11	36
2022-11-11	$40.74	$0.00	22.6%	6.5%	23.8%	17.0%	0.0%	2.2%	-2.3%	2.8K	-27.7K	-24	10.00	127.97	N/A	N/A	2	20	11	36
2022-11-14	$40.68	$0.00	27.0%	7.7%	23.5%	25.2%	0.0%	1.5%	-7.2%	4.6K	-27.0K	-16	10.00	137.10	N/A	N/A	2	20	11	36
2022-11-15	$40.76	$0.00	26.1%	7.5%	23.5%	23.6%	0.0%	1.7%	-5.9%	6.7K	-29.8K	-12	10.00	133.32	N/A	N/A	2	20	11	36
2022-11-16	$40.39	$0.00	28.6%	8.2%	23.6%	28.3%	0.0%	0.9%	-7.8%	2.3K	-24.0K	-16	10.00	137.72	N/A	N/A	2	20	11	36
2022-11-17	$40.30	$0.00	27.7%	8.0%	23.3%	26.7%	0.0%	1.1%	-5.9%	2.8K	-24.1K	-11	10.00	136.15	N/A	N/A	2	20	11	36
2022-11-18	$40.74	$0.00	25.4%	7.3%	22.2%	22.4%	0.0%	6.5%	-2.7%	5.8K	-37.6K	-1	10.00	135.34	N/A	N/A	2	20	11	36
2022-11-21	$40.60	$0.00	25.1%	7.2%	22.2%	21.8%	0.0%	4.5%	-4.5%	0	0	0	0.00	135.33	N/A	N/A	0	0	0	0
2022-11-22	$41.17	$0.00	21.7%	6.2%	22.3%	15.5%	0.0%	1.6%	-4.1%	0	0	0	0.00	136.64	N/A	N/A	0	0	0	0
2022-11-23	$41.38	$0.00	24.5%	7.0%	22.3%	20.7%	0.0%	0.9%	-6.7%	0	0	0	0.00	137.53	N/A	N/A	0	0	0	0
2022-11-25	$41.47	$0.00	21.1%	6.0%	22.2%	14.3%	0.0%	0.2%	-5.0%	0	0	0	0.00	137.72	N/A	N/A	0	0	0	0
2022-11-28	$40.80	$0.00	21.9%	6.3%	21.8%	15.9%	0.0%	-2.9%	-7.0%	0	0	0	0.00	133.20	N/A	N/A	0	0	0	0
2022-11-29	$40.83	$0.00	23.6%	6.8%	21.7%	19.1%	0.0%	-0.5%	-7.4%	0	0	0	0.00	137.22	N/A	N/A	0	0	0	0
2022-11-30	$41.69	$0.00	25.9%	7.4%	22.6%	23.3%	0.0%	4.8%	-6.0%	0	0	0	0.00	129.29	N/A	N/A	0	0	0	0