FDRR Options History — August 2023 In August 2023, FDRR traded between $41.02 and $42.92. ATM implied volatility averaged 22.9%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 14.3% (HV 20d: 8.6%). Max pain ranged from $39.00 to $39.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 1 of 23 days.
Notable Days 2023-08-09 : Largest IV drop — 33.7% change2023-08-07 : Highest IV Rank — 27.4%2023-08-28 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $41.77 $41.02 $42.92 $42.92 $42.04 Max Pain $39.00 $39.00 $39.00 $39.00 $39.00 ATM IV 22.9% 16.2% 29.5% 22.9% 24.9% Expected Move 6.2% 4.6% 7.6% 6.6% 7.2% HV 20d 8.6% 7.9% 10.2% 8.3% 9.6% HV 60d 9.9% 9.6% 10.3% 10.3% 9.7% IV Rank 14.3% 0.9% 27.4% 14.4% 18.4% IV Percentile 48.6% 0.8% 83.3% 49.2% 64.3% Term Structure -5.1% -11.3% 13.8% -5.3% -9.1% Skew 25d 0.8% -3.6% 6.9% -1.0% -0.8% Skew 10d -0.2% -5.3% 6.2% -5.3% -2.0% Call IV 25d 22.5% 12.4% 30.2% 22.4% 25.0% Put IV 25d 23.3% 16.4% 30.3% 21.4% 24.2% Bid-Ask Spread % 139.03 135.12 143.20 137.61 142.94 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 70 0 181 58 0 Net DEX -2.4K -4.2K 0 -4.2K 0 Net VEX -0 -1 0 -1 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0.609 0 1 1 0
Daily Data (23 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 2023-08-01 $42.92 $39.00 22.9% 6.6% 8.3% 14.4% 0.0% -1.0% -5.3% 58 -4.2K -1 0.00 137.61 N/A N/A 0 0 1 0 2023-08-02 $42.48 $39.00 25.3% 7.2% 9.1% 19.0% 0.0% 0.2% -5.3% 92 -4.0K -1 0.00 137.79 N/A N/A 0 0 1 0 2023-08-03 $42.34 $0.00 24.8% 5.3% 8.4% 18.0% 0.0% -3.6% -4.3% 92 -4.0K -1 0.00 137.13 N/A N/A 0 0 1 0 2023-08-04 $42.04 $0.00 25.5% 5.3% 9.0% 19.4% 0.0% 1.1% -4.6% 113 -3.9K -1 0.00 135.12 N/A N/A 0 0 1 0 2023-08-07 $42.22 $0.00 29.5% 5.6% 9.0% 27.4% 0.0% 0.1% -6.4% 95 -4.0K -1 0.00 139.43 N/A N/A 0 0 1 0 2023-08-08 $42.10 $0.00 28.7% 5.6% 8.6% 25.9% 0.0% 2.2% -1.4% 104 -3.9K -1 0.00 136.03 N/A N/A 0 0 1 0 2023-08-09 $42.05 $0.00 19.1% 5.5% 8.3% 6.6% 0.0% 2.0% -4.2% 115 -3.8K -1 0.00 138.08 N/A N/A 0 0 1 0 2023-08-10 $41.85 $0.00 18.8% 5.4% 8.1% 6.2% 0.0% 0.9% -5.5% 124 -3.8K -1 0.00 135.29 N/A N/A 0 0 1 0 2023-08-11 $41.98 $0.00 19.8% 5.7% 8.1% 8.2% 0.0% -0.5% -5.0% 107 -3.9K -1 0.00 138.54 N/A N/A 0 0 1 0 2023-08-14 $41.97 $0.00 16.2% 4.6% 8.0% 0.9% 0.0% 2.9% -3.0% 86 -4.0K 0 0.00 138.99 N/A N/A 0 0 1 0 2023-08-15 $41.53 $0.00 20.5% 5.9% 8.2% 9.5% 0.0% 0.4% -6.6% 147 -3.7K -1 0.00 137.56 N/A N/A 0 0 1 0 2023-08-16 $41.33 $0.00 21.0% 6.0% 7.9% 10.5% 0.0% -1.2% -6.2% 151 -3.8K 0 0.00 136.57 N/A N/A 0 0 1 0 2023-08-17 $41.14 $0.00 21.4% 6.1% 8.0% 11.4% 0.0% 0.9% 13.8% 181 -3.5K 0 0.00 136.79 N/A N/A 0 0 1 0 2023-08-18 $41.27 $0.00 22.0% 6.3% 8.1% 12.6% 0.0% 0.5% -4.7% 146 -3.8K 0 0.00 138.17 N/A N/A 0 0 1 0 2023-08-21 $41.36 $0.00 22.1% 6.3% 8.0% 12.7% 0.0% 6.9% -5.4% 0 0 0 0.00 141.28 N/A N/A 0 0 0 0 2023-08-22 $41.03 $0.00 23.0% 6.6% 8.0% 14.4% 0.0% 1.1% -6.4% 0 0 0 0.00 141.64 N/A N/A 0 0 0 0 2023-08-23 $41.38 $0.00 23.3% 6.7% 8.9% 15.2% 0.0% 1.8% -6.6% 0 0 0 0.00 142.53 N/A N/A 0 0 0 0 2023-08-24 $41.02 $0.00 19.9% 5.7% 9.0% 8.3% 0.0% 4.8% -7.6% 0 0 0 0.00 139.41 N/A N/A 0 0 0 0 2023-08-25 $41.27 $0.00 23.2% 6.6% 8.7% 14.8% 0.0% -2.6% -6.3% 0 0 0 0.00 140.28 N/A N/A 0 0 0 0 2023-08-28 $41.47 $0.00 26.7% 7.6% 9.0% 21.8% 0.0% 1.1% -11.3% 0 0 0 0.00 143.20 N/A N/A 0 0 0 0 2023-08-29 $41.97 $0.00 23.8% 6.8% 10.2% 16.1% 0.0% 1.2% -7.8% 0 0 0 0.00 141.21 N/A N/A 0 0 0 0 2023-08-30 $42.03 $0.00 24.5% 7.0% 9.7% 17.5% 0.0% 0.1% -8.5% 0 0 0 0.00 142.03 N/A N/A 0 0 0 0 2023-08-31 $42.04 $0.00 24.9% 7.2% 9.6% 18.4% 0.0% -0.8% -9.1% 0 0 0 0.00 142.94 N/A N/A 0 0 0 0
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