FDRR Options History — January 2023 In January 2023, FDRR traded between $39.85 and $41.64. ATM implied volatility averaged 21.7%, placing in the 14.5% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 6.4% (HV 20d: 15.3%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2023-01-23 : Highest Volume — 1 contracts2023-01-18 : Largest IV spike — 44.2% change2023-01-03 : Highest IV Rank — 33.2%2023-01-03 : Largest Expected Move — 9.0%Monthly Statistics Metric Avg Min Max Open Close Price $40.90 $39.85 $41.64 $39.85 $41.45 Max Pain $35.00 $35.00 $35.00 $35.00 $35.00 ATM IV 21.7% 17.1% 31.3% 31.3% 21.2% Expected Move 5.8% 4.7% 9.0% 9.0% 6.1% HV 20d 15.3% 13.1% 17.3% 16.2% 13.2% HV 60d 18.8% 17.5% 20.2% 20.2% 17.5% IV Rank 14.5% 5.1% 33.2% 33.2% 12.3% IV Percentile 23.6% 2.0% 77.0% 77.0% 19.0% Term Structure -3.5% -8.9% 2.7% -8.4% -4.4% Skew 25d 1.9% -1.0% 6.7% 0.9% 5.1% Skew 10d 1.4% 0.5% 2.7% 2.5% 1.9% Call IV 25d 20.6% 17.0% 37.9% 37.9% 18.1% Put IV 25d 22.6% 17.0% 38.8% 38.8% 23.2% Bid-Ask Spread % 133.89 127.39 139.13 137.85 131.28 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -1 -5 0 0 0 Net DEX 1 0 10 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.05 0 1 0 0 Total OI 0.3 0 1 0 1
Daily Data (20 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 2023-01-03 $39.85 $0.00 31.3% 9.0% 16.2% 33.2% 0.0% 0.9% -8.4% 0 0 0 0.00 137.85 N/A N/A 0 0 0 0 2023-01-04 $39.98 $0.00 21.3% 6.1% 15.3% 14.7% 0.0% 0.1% -4.4% 0 0 0 0.00 139.13 N/A N/A 0 0 0 0 2023-01-05 $39.97 $0.00 24.7% 5.3% 14.9% 21.1% 0.0% -0.0% -3.7% 0 0 0 0.00 132.15 N/A N/A 0 0 0 0 2023-01-06 $40.91 $0.00 27.3% 5.6% 17.2% 25.9% 0.0% 2.4% 0.6% 0 0 0 0.00 127.39 N/A N/A 0 0 0 0 2023-01-09 $40.64 $0.00 22.9% 4.7% 17.2% 17.6% 0.0% -1.0% -2.4% 0 0 0 0.00 136.15 N/A N/A 0 0 0 0 2023-01-10 $40.76 $0.00 24.0% 4.7% 17.3% 19.7% 0.0% 1.3% -0.5% 0 0 0 0.00 136.68 N/A N/A 0 0 0 0 2023-01-11 $41.12 $0.00 20.8% 6.0% 17.2% 13.8% 0.0% 1.1% -3.1% 0 0 0 0.00 130.54 N/A N/A 0 0 0 0 2023-01-12 $41.25 $0.00 17.1% 4.9% 16.9% 6.9% 0.0% 1.2% -1.9% 0 0 0 0.00 136.54 N/A N/A 0 0 0 0 2023-01-13 $41.44 $0.00 20.5% 5.9% 16.9% 13.2% 0.0% 6.6% -4.2% 0 0 0 0.00 131.38 N/A N/A 0 0 0 0 2023-01-17 $41.25 $0.00 17.9% 5.1% 14.6% 8.4% 0.0% 0.2% -3.1% 0 0 0 0.00 136.81 N/A N/A 0 0 0 0 2023-01-18 $40.61 $0.00 25.8% 7.4% 14.9% 23.2% 0.0% 6.7% -8.9% 0 0 0 0.00 132.39 N/A N/A 0 0 0 0 2023-01-19 $40.39 $0.00 18.6% 5.3% 15.1% 9.8% 0.0% 0.4% 2.7% 0 0 0 0.00 137.65 N/A N/A 0 0 0 0 2023-01-20 $40.73 $0.00 25.7% 7.4% 15.1% 20.9% 0.0% 5.3% -5.4% 0 0 0 0.00 136.90 N/A N/A 0 0 0 0 2023-01-23 $41.11 $0.00 17.4% 5.0% 15.0% 5.1% 0.0% 1.7% -2.8% 0 0 0 0.00 133.36 N/A N/A 0 1 0 0 2023-01-24 $41.09 $35.00 19.3% 5.5% 14.2% 8.6% 0.0% 0.9% -4.6% -5 10 0 0.00 133.61 N/A N/A 0 0 0 1 2023-01-25 $41.19 $35.00 18.4% 5.3% 14.1% 7.0% 0.0% 2.6% -2.7% -3 6 0 0.00 130.83 N/A N/A 0 0 0 1 2023-01-26 $41.42 $35.00 18.4% 5.3% 14.2% 6.9% 0.0% 0.5% -3.4% -2 3 0 0.00 132.47 N/A N/A 0 0 0 1 2023-01-27 $41.64 $35.00 19.6% 5.6% 13.1% 9.2% 0.0% 1.9% -3.8% -2 3 0 0.00 132.32 N/A N/A 0 0 0 1 2023-01-30 $41.19 $35.00 21.2% 6.1% 13.3% 12.2% 0.0% 0.7% -5.4% -3 6 0 0.00 132.36 N/A N/A 0 0 0 1 2023-01-31 $41.45 $35.00 21.2% 6.1% 13.2% 12.3% 0.0% 5.1% -4.4% 0 0 0 0.00 131.28 N/A N/A 0 0 0 1
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