FDRR Options History — May 2023

In May 2023, FDRR traded between $39.67 and $41.14. ATM implied volatility averaged 22.1%, placing in the 12.1% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 9.1% (HV 20d: 13.1%). Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-05-18: Highest Volume — 1 contracts
  • 2023-05-10: Largest IV drop — 34.3% change
  • 2023-05-04: Highest IV Rank — 23.6%
  • 2023-05-26: Largest Expected Move — 7.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.23$39.67$41.14$41.14$39.89
ATM IV22.1%16.9%27.8%22.6%21.9%
Expected Move5.9%4.7%7.0%6.5%6.3%
HV 20d13.1%10.6%14.1%10.6%11.5%
HV 60d13.8%13.4%14.3%13.4%13.5%
IV Rank12.1%1.7%23.6%13.1%11.7%
IV Percentile34.3%1.2%67.9%34.9%33.3%
Term Structure-5.1%-8.6%4.2%-7.3%-8.6%
Skew 25d0.6%-2.4%2.8%0.4%-1.1%
Skew 10d1.6%-2.2%6.8%6.1%5.4%
Call IV 25d22.4%16.4%28.1%22.5%23.9%
Put IV 25d23.1%17.2%30.2%22.9%22.8%
Bid-Ask Spread %134.03126.31137.86133.21132.18
Gamma HHI1.001.001.001.001.00
Net GEX6502040199
Net DEX-941-2.7K00-2.6K
Net VEX-3-700-7
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.0450100
Total OI0.3640101

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-05-01$41.14$0.0022.6%6.5%10.6%13.1%0.0%0.4%-7.3%0000.00133.21N/AN/A0000
2023-05-02$40.56$0.0019.8%5.7%11.6%7.4%0.0%-1.4%-7.4%0000.00126.31N/AN/A0000
2023-05-03$40.31$0.0023.0%6.6%11.6%13.8%0.0%-1.3%-3.8%0000.00128.71N/AN/A0000
2023-05-04$39.89$0.0027.8%5.9%12.0%23.6%0.0%2.7%-4.4%0000.00136.43N/AN/A0000
2023-05-05$40.67$0.0023.4%4.7%14.0%14.7%0.0%1.0%-2.3%0000.00135.83N/AN/A0000
2023-05-08$40.57$0.0027.3%5.8%14.0%22.5%0.0%2.1%-4.3%0000.00137.64N/AN/A0000
2023-05-09$40.33$0.0025.7%4.7%14.0%19.4%0.0%-0.9%-2.5%0000.00131.59N/AN/A0000
2023-05-10$40.38$0.0016.9%4.9%13.9%1.7%0.0%-0.9%-3.0%0000.00130.12N/AN/A0000
2023-05-11$40.12$0.0017.2%4.9%13.5%2.2%0.0%-0.9%-4.3%0000.00130.25N/AN/A0000
2023-05-12$40.07$0.0020.8%6.0%13.5%9.4%0.0%2.0%-4.9%0000.00137.03N/AN/A0000
2023-05-15$40.23$0.0021.9%6.3%13.6%11.8%0.0%2.6%-6.0%0000.00137.86N/AN/A0000
2023-05-16$39.91$0.0021.8%6.3%13.7%11.5%0.0%2.0%-6.4%0000.00137.28N/AN/A0000
2023-05-17$40.22$0.0021.3%6.1%14.1%10.4%0.0%2.8%-5.4%0000.00135.71N/AN/A0000
2023-05-18$40.41$0.0017.7%5.1%13.9%3.2%0.0%1.3%4.2%0000.00133.22N/AN/A1000
2023-05-19$40.40$0.0022.5%6.5%13.9%12.9%0.0%1.9%-5.3%148-2.7K-70.00135.87N/AN/A0010
2023-05-22$40.35$0.0023.3%6.7%13.9%14.4%0.0%1.9%-6.2%169-2.7K-70.00137.28N/AN/A0010
2023-05-23$40.13$0.0024.1%6.9%13.4%16.1%0.0%1.4%-7.1%160-2.6K-70.00137.45N/AN/A0010
2023-05-24$39.75$0.0018.9%5.4%13.5%5.7%0.0%-2.1%-6.6%199-2.5K-70.00133.21N/AN/A0010
2023-05-25$39.67$0.0022.9%6.6%12.1%13.7%0.0%-0.1%-6.4%192-2.4K-70.00132.10N/AN/A0010
2023-05-26$40.07$0.0024.5%7.0%12.5%16.8%0.0%2.1%-6.6%166-2.6K-70.00136.93N/AN/A0010
2023-05-30$40.00$0.0021.0%6.0%12.4%9.8%0.0%-2.4%-7.5%204-2.6K-70.00132.41N/AN/A0010
2023-05-31$39.89$0.0021.9%6.3%11.5%11.7%0.0%-1.1%-8.6%199-2.6K-70.00132.18N/AN/A0010