FDRR Options History — July 2023 In July 2023, FDRR traded between $41.25 and $43.06. ATM implied volatility averaged 21.4%, placing in the 11.3% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 11.5% (HV 20d: 9.9%). Max pain ranged from $39.00 to $39.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days.
Notable Days 2023-07-12 : Largest IV drop — 37.6% change2023-07-10 : Highest IV Rank — 27.9%2023-07-05 : Largest Expected Move — 6.7%Monthly Statistics Metric Avg Min Max Open Close Price $42.27 $41.25 $43.06 $41.80 $42.97 Max Pain $39.00 $39.00 $39.00 $39.00 $39.00 ATM IV 21.4% 16.3% 29.7% 22.1% 22.9% Expected Move 5.6% 4.4% 6.7% 6.3% 6.6% HV 20d 9.9% 8.2% 11.6% 10.4% 8.3% HV 60d 11.4% 10.6% 11.8% 11.5% 10.6% IV Rank 11.3% 1.2% 27.9% 12.7% 14.4% IV Percentile 34.3% 1.2% 79.8% 39.7% 49.2% Term Structure -3.6% -6.1% 0.4% -4.7% -5.0% Skew 25d 1.2% -0.3% 5.3% 0.9% 1.6% Skew 10d 1.5% -1.3% 6.5% 1.4% 1.3% Call IV 25d 21.9% 16.4% 27.6% 27.6% 26.6% Put IV 25d 23.1% 16.3% 28.5% 28.5% 28.1% Bid-Ask Spread % 137.32 134.08 139.01 137.66 139.01 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 102 66 154 127 66 Net DEX -3.8K -4.1K -3.4K -3.6K -4.1K Net VEX -2 -4 -1 -3 -1 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 (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 2023-07-03 $41.80 $0.00 22.1% 6.3% 10.4% 12.7% 0.0% 0.9% -4.7% 127 -3.6K -3 0.00 137.66 N/A N/A 0 0 1 0 2023-07-05 $41.64 $0.00 23.5% 6.7% 10.4% 15.6% 0.0% -0.0% -6.1% 133 -3.6K -3 0.00 138.47 N/A N/A 0 0 1 0 2023-07-06 $41.25 $39.00 25.8% 5.2% 11.1% 20.1% 0.0% 1.3% -2.2% 153 -3.4K -4 0.00 136.62 N/A N/A 0 0 1 0 2023-07-07 $41.25 $39.00 25.9% 5.2% 11.0% 20.3% 0.0% 1.9% -3.8% 154 -3.4K -4 0.00 136.64 N/A N/A 0 0 1 0 2023-07-10 $41.26 $39.00 29.7% 5.5% 10.9% 27.9% 0.0% 1.7% -3.9% 153 -3.4K -4 0.00 138.69 N/A N/A 0 0 1 0 2023-07-11 $41.64 $39.00 28.9% 4.4% 11.3% 26.2% 0.0% 1.2% 0.4% 136 -3.6K -3 0.00 137.64 N/A N/A 0 0 1 0 2023-07-12 $41.91 $39.00 18.0% 5.2% 11.3% 4.6% 0.0% 0.1% -4.2% 121 -3.7K -2 0.00 137.25 N/A N/A 0 0 1 0 2023-07-13 $42.20 $39.00 18.1% 5.2% 11.4% 4.8% 0.0% 1.3% -4.2% 109 -3.8K -2 0.00 138.22 N/A N/A 0 0 1 0 2023-07-14 $42.04 $39.00 16.3% 4.7% 11.6% 1.2% 0.0% -0.3% -5.0% 108 -3.9K -2 0.00 137.01 N/A N/A 0 0 1 0 2023-07-17 $42.16 $39.00 18.5% 5.3% 10.5% 5.6% 0.0% 1.6% -4.0% 110 -3.8K -2 0.00 137.59 N/A N/A 0 0 1 0 2023-07-18 $42.50 $39.00 18.9% 5.4% 10.3% 6.2% 0.0% 2.1% -4.0% 79 -4.0K -1 0.00 136.35 N/A N/A 0 0 1 0 2023-07-19 $42.73 $39.00 18.8% 5.4% 9.5% 6.2% 0.0% 5.3% -4.2% 73 -4.1K -1 0.00 134.15 N/A N/A 0 0 1 0 2023-07-20 $42.72 $39.00 19.1% 5.5% 9.2% 6.8% 0.0% 1.1% -2.5% 83 -4.0K -1 0.00 137.69 N/A N/A 0 0 1 0 2023-07-21 $42.79 $39.00 19.7% 5.7% 9.1% 8.0% 0.0% 0.8% -2.8% 80 -4.0K -1 0.00 138.45 N/A N/A 0 0 1 0 2023-07-24 $42.91 $39.00 20.3% 5.8% 8.4% 9.1% 0.0% 1.0% -3.3% 74 -4.1K -1 0.00 138.14 N/A N/A 0 0 1 0 2023-07-25 $43.06 $39.00 20.4% 5.8% 8.4% 9.3% 0.0% 1.3% -2.9% 66 -4.1K -1 0.00 137.39 N/A N/A 0 0 1 0 2023-07-26 $42.95 $39.00 20.3% 5.8% 8.2% 9.1% 0.0% 1.1% -2.6% 69 -4.1K -1 0.00 137.61 N/A N/A 0 0 1 0 2023-07-27 $42.62 $39.00 19.6% 5.6% 8.6% 7.7% 0.0% -0.3% -3.6% 78 -4.0K -1 0.00 134.08 N/A N/A 0 0 1 0 2023-07-28 $42.99 $39.00 20.9% 6.0% 8.8% 10.4% 0.0% 0.6% -3.5% 67 -4.1K -1 0.00 137.80 N/A N/A 0 0 1 0 2023-07-31 $42.97 $39.00 22.9% 6.6% 8.3% 14.4% 0.0% 1.6% -5.0% 66 -4.1K -1 0.00 139.01 N/A N/A 0 0 1 0
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