FDRR Options History — December 2022 In December 2022, FDRR traded between $39.48 and $41.94. ATM implied volatility averaged 27.6%, placing in the 26.4% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 9.4% (HV 20d: 18.2%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days.
Notable Days 2022-12-21 : Largest IV spike — 48.2% change2022-12-08 : Highest IV Rank — 59.4%2022-12-02 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $40.48 $39.48 $41.94 $41.94 $39.81 ATM IV 27.6% 17.2% 45.3% 32.0% 25.5% Expected Move 6.3% 4.9% 9.5% 9.2% 7.3% HV 20d 18.2% 15.2% 22.3% 21.3% 16.1% HV 60d 22.0% 20.4% 23.7% 23.7% 20.4% IV Rank 26.4% 7.2% 59.4% 34.6% 22.5% IV Percentile 49.0% 2.0% 96.4% 79.8% 48.4% Term Structure -2.4% -12.2% 3.0% -10.6% 3.0% Skew 25d 1.8% -1.9% 11.9% -0.1% 11.9% Skew 10d 3.0% -0.5% 14.6% 2.0% 14.6% Call IV 25d 22.6% 17.4% 39.7% 37.6% 23.2% Put IV 25d 24.4% 17.8% 39.8% 37.4% 35.2% Bid-Ask Spread % 137.97 130.15 145.94 135.91 141.18 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 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 2022-12-01 $41.94 $0.00 32.0% 9.2% 21.3% 34.6% 0.0% -0.1% -10.6% 0 0 0 0.00 135.91 N/A N/A 0 0 0 0 2022-12-02 $41.78 $0.00 33.1% 9.5% 20.9% 36.7% 0.0% 0.1% -12.2% 0 0 0 0.00 135.96 N/A N/A 0 0 0 0 2022-12-05 $41.08 $0.00 28.5% 5.6% 22.0% 28.1% 0.0% -1.4% -1.3% 0 0 0 0.00 136.46 N/A N/A 0 0 0 0 2022-12-06 $40.63 $0.00 28.3% 5.5% 22.3% 27.7% 0.0% -1.4% -1.1% 0 0 0 0.00 135.51 N/A N/A 0 0 0 0 2022-12-07 $40.59 $0.00 34.3% 6.0% 22.2% 38.9% 0.0% 2.3% -3.2% 0 0 0 0.00 134.73 N/A N/A 0 0 0 0 2022-12-08 $40.81 $0.00 45.3% 6.9% 21.1% 59.4% 0.0% 2.7% -1.9% 0 0 0 0.00 142.49 N/A N/A 0 0 0 0 2022-12-09 $40.78 $0.00 40.1% 5.2% 15.3% 49.6% 0.0% 0.3% -0.7% 0 0 0 0.00 139.48 N/A N/A 0 0 0 0 2022-12-12 $41.19 $0.00 41.9% 5.5% 15.2% 53.1% 0.0% 2.4% 0.8% 0 0 0 0.00 136.88 N/A N/A 0 0 0 0 2022-12-13 $41.56 $0.00 39.9% 5.8% 15.4% 49.2% 0.0% -1.6% 1.3% 0 0 0 0.00 130.15 N/A N/A 0 0 0 0 2022-12-14 $41.31 $0.00 24.0% 6.9% 15.6% 19.7% 0.0% 7.1% -1.3% 0 0 0 0.00 136.59 N/A N/A 0 0 0 0 2022-12-15 $40.37 $0.00 23.1% 6.6% 17.4% 18.1% 0.0% 8.9% 0.4% 0 0 0 0.00 138.44 N/A N/A 0 0 0 0 2022-12-16 $39.83 $0.00 17.7% 5.1% 18.1% 8.1% 0.0% -1.2% 0.1% 0 0 0 0.00 140.63 N/A N/A 0 0 0 0 2022-12-19 $39.85 $0.00 23.9% 6.8% 17.6% 19.5% 0.0% 0.0% -3.0% 0 0 0 0.00 145.94 N/A N/A 0 0 0 0 2022-12-20 $39.60 $0.00 17.5% 5.0% 17.7% 7.6% 0.0% 1.1% -1.1% 0 0 0 0.00 139.07 N/A N/A 0 0 0 0 2022-12-21 $40.03 $0.00 25.9% 7.4% 17.3% 23.3% 0.0% 2.2% -3.4% 0 0 0 0.00 141.73 N/A N/A 0 0 0 0 2022-12-22 $39.58 $0.00 17.2% 4.9% 17.5% 7.2% 0.0% -0.2% -1.9% 0 0 0 0.00 132.53 N/A N/A 0 0 0 0 2022-12-23 $39.84 $0.00 18.1% 5.2% 17.7% 8.8% 0.0% 1.2% -1.4% 0 0 0 0.00 134.52 N/A N/A 0 0 0 0 2022-12-27 $39.99 $0.00 19.2% 5.5% 17.0% 10.9% 0.0% 0.9% -2.5% 0 0 0 0.00 141.37 N/A N/A 0 0 0 0 2022-12-28 $39.48 $0.00 24.6% 7.1% 17.5% 20.9% 0.0% -1.9% -7.7% 0 0 0 0.00 138.36 N/A N/A 0 0 0 0 2022-12-29 $40.02 $0.00 19.1% 5.5% 16.4% 10.6% 0.0% 2.2% -2.4% 0 0 0 0.00 139.48 N/A N/A 0 0 0 0 2022-12-30 $39.81 $0.00 25.5% 7.3% 16.1% 22.5% 0.0% 11.9% 3.0% 0 0 0 0.00 141.18 N/A N/A 0 0 0 0
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