FDRR Options History — June 2023 In June 2023, FDRR traded between $40.02 and $41.98. ATM implied volatility averaged 24.4%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 13.5% (HV 20d: 10.9%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2023-06-12 : Largest IV spike — 70.1% change2023-06-13 : Highest IV Rank — 76.4%2023-06-02 : Largest Expected Move — 7.7%Monthly Statistics Metric Avg Min Max Open Close Price $41.03 $40.02 $41.98 $40.02 $41.70 ATM IV 24.4% 15.7% 54.1% 21.5% 20.5% Expected Move 5.3% 4.0% 7.7% 6.2% 5.9% HV 20d 10.9% 9.5% 12.3% 11.4% 11.8% HV 60d 12.2% 11.4% 13.6% 13.2% 11.5% IV Rank 17.0% 0.0% 76.4% 10.9% 9.6% IV Percentile 39.1% 0.0% 98.4% 31.0% 26.6% Term Structure -2.9% -10.2% 1.7% -8.4% -4.3% Skew 25d 1.1% -2.7% 5.4% -0.6% 1.3% Skew 10d 0.6% -5.4% 7.5% -2.4% 1.5% Call IV 25d 20.3% 15.2% 31.6% 23.3% 25.9% Put IV 25d 21.3% 15.7% 32.7% 22.7% 27.2% Bid-Ask Spread % 136.22 132.40 138.58 132.40 138.33 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 162 131 215 215 131 Net DEX -3.2K -3.6K -2.6K -2.6K -3.6K Net VEX -5 -7 -3 -7 -3 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1 1 1 1 1
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 2023-06-01 $40.02 $0.00 21.5% 6.2% 11.4% 10.9% 0.0% -0.6% -8.4% 215 -2.6K -7 0.00 132.40 N/A N/A 0 0 1 0 2023-06-02 $40.71 $0.00 26.7% 7.7% 12.3% 21.4% 0.0% 1.1% -10.2% 163 -2.9K -6 0.00 135.31 N/A N/A 0 0 1 0 2023-06-05 $40.54 $0.00 30.5% 5.0% 10.3% 28.9% 0.0% 1.5% -1.8% 165 -2.8K -6 0.00 137.17 N/A N/A 0 0 1 0 2023-06-06 $40.59 $0.00 25.3% 4.1% 10.3% 18.6% 0.0% 1.3% -1.4% 183 -2.9K -6 0.00 133.03 N/A N/A 0 0 1 0 2023-06-07 $40.76 $0.00 25.9% 4.1% 10.2% 19.6% 0.0% 0.8% -1.4% 179 -3.0K -6 0.00 133.46 N/A N/A 0 0 1 0 2023-06-08 $40.97 $0.00 26.0% 4.0% 10.3% 19.9% 0.0% 0.9% -1.4% 181 -3.2K -5 0.00 134.36 N/A N/A 0 0 1 0 2023-06-09 $40.93 $0.00 27.2% 4.0% 10.0% 22.3% 0.0% 0.1% -1.7% 176 -3.2K -5 0.00 134.32 N/A N/A 0 0 1 0 2023-06-12 $41.17 $0.00 46.3% 5.2% 10.1% 60.5% 0.0% -2.7% -2.2% 162 -3.2K -5 0.00 138.09 N/A N/A 0 0 1 0 2023-06-13 $41.39 $0.00 54.1% 5.4% 10.1% 76.4% 0.0% 2.2% -2.5% 151 -3.2K -5 0.00 137.78 N/A N/A 0 0 1 0 2023-06-14 $41.41 $0.00 16.3% 4.7% 9.5% 0.3% 0.0% 0.4% -2.1% 157 -3.3K -5 0.00 135.94 N/A N/A 0 0 1 0 2023-06-15 $41.98 $0.00 15.7% 4.5% 10.2% 0.0% 0.0% 0.7% 1.7% 133 -3.6K -4 0.00 135.80 N/A N/A 0 0 1 0 2023-06-16 $41.59 $0.00 16.9% 4.8% 10.9% 2.3% 0.0% 2.4% 0.2% 132 -3.5K -4 0.00 136.60 N/A N/A 0 0 1 0 2023-06-20 $41.17 $0.00 19.5% 5.6% 11.7% 7.6% 0.0% 0.9% -3.0% 149 -3.3K -4 0.00 136.71 N/A N/A 0 0 1 0 2023-06-21 $40.97 $0.00 19.4% 5.6% 11.8% 7.4% 0.0% 1.9% -3.0% 158 -3.2K -5 0.00 137.64 N/A N/A 0 0 1 0 2023-06-22 $40.92 $0.00 20.1% 5.7% 11.6% 8.6% 0.0% 0.5% -3.7% 164 -3.3K -5 0.00 137.85 N/A N/A 0 0 1 0 2023-06-23 $40.63 $0.00 19.6% 5.6% 11.4% 7.8% 0.0% 5.4% -3.6% 169 -3.1K -5 0.00 137.91 N/A N/A 0 0 1 0 2023-06-26 $40.77 $0.00 21.0% 6.0% 11.3% 10.6% 0.0% 1.3% -4.2% 166 -3.1K -5 0.00 138.58 N/A N/A 0 0 1 0 2023-06-27 $41.16 $0.00 16.6% 4.7% 11.3% 1.7% 0.0% 1.3% 0.6% 154 -3.4K -4 0.00 135.38 N/A N/A 0 0 1 0 2023-06-28 $41.00 $0.00 21.3% 6.1% 11.4% 11.1% 0.0% 1.3% -4.4% 159 -3.2K -4 0.00 137.53 N/A N/A 0 0 1 0 2023-06-29 $41.27 $0.00 21.3% 6.1% 11.4% 11.1% 0.0% 0.4% -4.3% 151 -3.5K -4 0.00 136.53 N/A N/A 0 0 1 0 2023-06-30 $41.70 $0.00 20.5% 5.9% 11.8% 9.6% 0.0% 1.3% -4.3% 131 -3.6K -3 0.00 138.33 N/A N/A 0 0 1 0
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