FDRR Options History — October 2023 In October 2023, FDRR traded between $38.16 and $40.22. ATM implied volatility averaged 21.8%, placing in the 17.3% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 10.9% (HV 20d: 10.9%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 1.50.
Notable Days 2023-10-18 : Highest Volume — 4 contracts2023-10-19 : Largest IV spike — 123.4% change2023-10-10 : Highest IV Rank — 31.7%2023-10-04 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $39.41 $38.16 $40.22 $39.55 $38.88 Max Pain $40.00 $40.00 $40.00 $40.00 $40.00 ATM IV 21.8% 10.7% 30.2% 19.0% 19.7% Expected Move 5.8% 3.1% 6.9% 5.4% 5.6% HV 20d 10.9% 9.7% 12.7% 10.1% 12.4% HV 60d 10.0% 9.5% 10.8% 9.7% 10.8% IV Rank 17.3% 0.0% 31.7% 7.2% 17.7% IV Percentile 44.2% 0.0% 86.9% 19.4% 29.0% Term Structure -3.7% -7.0% 9.1% -5.1% -3.6% VWIV 12.5% 12.5% 12.5% 12.5% 12.5% Skew 25d 3.3% -3.0% 11.9% 0.1% 11.3% Skew 10d 1.5% -0.2% 14.9% 0.2% 0.3% Call IV 25d 18.6% 10.5% 24.7% 21.7% 10.5% Put IV 25d 21.9% 17.5% 27.9% 21.8% 21.9% Bid-Ask Spread % 137.09 132.06 140.56 138.92 132.38 Gamma HHI 0.41 0.28 0.59 0.56 0.33 Net GEX -235 -662 0 0 -570 Net DEX 2.6K 0 6.6K 0 6.6K Net VEX -31 -59 0 0 -50 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.50 1.00 2.00 2.00 1.00 Total Volume 0.318 0 4 0 0 Total OI 3.682 0 7 0 7
Daily Data (22 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 2023-10-02 $39.55 $0.00 19.0% 5.4% 10.1% 7.2% 0.0% 0.1% -5.1% 0 0 0 0.00 138.92 N/A N/A 0 0 0 0 2023-10-03 $39.16 $0.00 23.3% 6.7% 10.4% 16.6% 0.0% -0.7% -7.0% 0 0 0 0.00 139.07 N/A N/A 0 0 0 0 2023-10-04 $39.23 $0.00 24.0% 6.9% 10.2% 18.0% 0.0% 0.3% -6.9% 0 0 0 0.00 140.30 N/A N/A 0 0 0 0 2023-10-05 $39.23 $0.00 24.0% 5.0% 10.3% 18.0% 0.0% 0.7% -5.0% 0 0 0 0.00 140.56 N/A N/A 0 0 0 0 2023-10-06 $39.69 $0.00 26.4% 5.2% 11.3% 23.4% 0.0% 2.0% -4.1% 0 0 0 0.00 134.80 N/A N/A 0 0 0 0 2023-10-09 $39.81 $0.00 28.9% 5.5% 11.2% 28.7% 0.0% 1.7% -4.0% 0 0 0 0.00 138.93 N/A N/A 0 0 0 0 2023-10-10 $40.06 $0.00 30.2% 5.5% 11.6% 31.7% 0.0% 3.1% -4.5% 0 0 0 2.00 139.04 N/A N/A 1 2 0 0 2023-10-11 $40.09 $0.00 19.3% 5.5% 11.6% 7.9% 0.0% 0.5% -4.7% -142 1.1K -32 0.00 140.15 N/A N/A 0 0 1 2 2023-10-12 $39.92 $0.00 17.2% 4.9% 10.7% 3.1% 0.0% 0.1% -5.1% -148 1.2K -32 0.00 139.32 N/A N/A 0 0 1 2 2023-10-13 $39.77 $0.00 19.5% 5.6% 9.7% 8.2% 0.0% 0.7% -5.1% -141 1.3K -32 0.00 139.10 N/A N/A 0 0 1 2 2023-10-16 $40.22 $0.00 19.9% 5.7% 10.7% 9.2% 0.0% -3.0% -4.4% -136 935 -31 0.00 140.07 N/A N/A 0 0 1 2 2023-10-17 $40.15 $0.00 20.3% 5.8% 10.7% 10.0% 0.0% 1.3% -6.3% -139 961 -31 0.00 138.78 N/A N/A 0 0 1 2 2023-10-18 $39.80 $0.00 10.7% 3.1% 10.9% 0.0% 12.5% -0.6% 9.1% -184 1.5K -31 1.00 137.23 N/A N/A 2 2 1 2 2023-10-19 $39.48 $40.00 23.9% 6.8% 10.4% 26.0% 0.0% 3.3% -3.9% -473 3.4K -59 0.00 132.67 N/A N/A 0 0 3 4 2023-10-20 $39.20 $40.00 23.0% 6.6% 10.6% 24.3% 0.0% 7.1% -1.7% -519 4.7K -57 0.00 134.65 N/A N/A 0 0 3 4 2023-10-23 $38.95 $40.00 23.0% 6.6% 10.7% 24.2% 0.0% 4.7% -3.4% -439 5.6K -54 0.00 135.69 N/A N/A 0 0 3 4 2023-10-24 $39.24 $40.00 23.9% 6.9% 10.5% 26.1% 0.0% 9.8% -3.8% -662 5.5K -54 0.00 136.28 N/A N/A 0 0 3 4 2023-10-25 $39.03 $40.00 23.9% 6.9% 10.6% 26.1% 0.0% 4.9% -3.8% -463 5.6K -53 0.00 137.48 N/A N/A 0 0 3 4 2023-10-26 $38.64 $40.00 18.0% 5.2% 10.7% 14.4% 0.0% 7.8% -3.5% -454 6.6K -52 0.00 132.06 N/A N/A 0 0 3 4 2023-10-27 $38.16 $40.00 21.5% 6.2% 11.4% 21.3% 0.0% 6.8% -1.8% -329 6.5K -52 0.00 135.32 N/A N/A 0 0 3 4 2023-10-30 $38.73 $40.00 19.9% 5.7% 12.7% 18.1% 0.0% 11.9% -3.4% -373 5.4K -54 0.00 133.18 N/A N/A 0 0 3 4 2023-10-31 $38.88 $40.00 19.7% 5.6% 12.4% 17.7% 0.0% 11.3% -3.6% -570 6.6K -50 0.00 132.38 N/A N/A 0 0 3 4
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