FDRR Options History — November 2023 In November 2023, FDRR traded between $39.20 and $41.92. ATM implied volatility averaged 16.9%, placing in the 15.8% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 2.5% (HV 20d: 14.4%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2023-11-03 : Largest IV spike — 145.3% change2023-11-30 : Highest IV Rank — 34.0%2023-11-30 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $40.91 $39.20 $41.92 $39.20 $41.92 Max Pain $40.00 $40.00 $40.00 $40.00 $40.00 ATM IV 16.9% 8.4% 26.5% 23.2% 26.5% Expected Move 5.1% 4.0% 7.6% 6.7% 7.6% HV 20d 14.4% 12.3% 16.4% 12.7% 12.3% HV 60d 12.3% 11.0% 12.9% 11.0% 12.3% IV Rank 15.8% 0.0% 34.0% 24.6% 34.0% IV Percentile 18.6% 0.0% 82.9% 57.5% 82.9% Term Structure -3.6% -10.5% 15.1% -10.5% -9.7% Skew 25d 1.8% -2.0% 10.7% 6.7% 0.8% Skew 10d 2.4% -1.2% 44.6% 1.2% 0.6% Call IV 25d 18.5% 9.0% 31.1% 16.4% 31.1% Put IV 25d 20.3% 15.5% 31.9% 23.1% 31.9% Bid-Ask Spread % 137.53 132.76 143.35 137.14 142.61 Gamma HHI 0.31 0.26 0.37 0.32 0.37 Net GEX -25 -1.2K 672 -587 622 Net DEX -2.0K -6.3K 5.7K 5.7K -6.3K Net VEX -47 -55 -37 -51 -37 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 6.619 6 7 7 6
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 2023-11-01 $39.20 $40.00 23.2% 6.7% 12.7% 24.6% 0.0% 6.7% -10.5% -587 5.7K -51 0.00 137.14 N/A N/A 0 0 3 4 2023-11-02 $39.94 $0.00 8.4% 4.5% 14.4% 0.0% 0.0% 1.9% 0.4% -602 2.9K -55 0.00 135.88 N/A N/A 0 0 3 4 2023-11-03 $40.35 $0.00 20.7% 4.3% 14.2% 23.1% 0.0% 0.8% -1.4% -523 43 -54 0.00 137.44 N/A N/A 0 0 3 4 2023-11-06 $40.20 $0.00 10.5% 4.6% 14.3% 3.9% 0.0% -0.8% -3.9% -632 -212 -53 0.00 135.66 N/A N/A 0 0 3 4 2023-11-07 $40.31 $0.00 9.0% 4.9% 14.2% 1.0% 0.0% 4.5% -4.5% -332 595 -53 0.00 143.35 N/A N/A 0 0 3 4 2023-11-08 $40.23 $0.00 17.2% 4.9% 14.2% 16.5% 0.0% 10.0% -3.6% -664 -429 -53 0.00 142.55 N/A N/A 0 0 3 4 2023-11-09 $39.80 $0.00 14.5% 4.2% 14.6% 11.5% 0.0% -2.0% -1.0% -1.2K 2.6K -52 0.00 135.67 N/A N/A 0 0 3 4 2023-11-10 $40.32 $0.00 14.1% 4.0% 15.3% 10.7% 0.0% 1.1% -2.4% -499 297 -52 0.00 132.76 N/A N/A 0 0 3 4 2023-11-13 $40.23 $0.00 15.3% 4.4% 14.8% 13.0% 0.0% -0.5% -2.9% -659 639 -50 0.00 134.50 N/A N/A 0 0 3 4 2023-11-14 $41.05 $0.00 15.2% 4.4% 16.4% 12.8% 0.0% 0.9% -2.3% -16 -1.8K -50 0.00 138.64 N/A N/A 0 0 3 4 2023-11-15 $41.32 $0.00 15.4% 4.4% 16.1% 13.1% 0.0% 0.8% -3.9% 164 -3.4K -47 0.00 138.24 N/A N/A 0 0 3 4 2023-11-16 $41.23 $0.00 20.3% 5.8% 15.7% 22.4% 0.0% 1.2% 15.1% 106 -2.3K -48 0.00 142.07 N/A N/A 0 0 3 4 2023-11-17 $41.38 $0.00 15.9% 4.6% 15.3% 14.1% 0.0% -0.2% -4.4% 277 -4.5K -43 0.00 134.05 N/A N/A 0 0 3 4 2023-11-20 $41.69 $0.00 16.5% 4.7% 15.0% 15.2% 0.0% 1.3% -4.1% 509 -4.8K -44 0.00 136.31 N/A N/A 0 0 3 3 2023-11-21 $41.44 $0.00 17.1% 4.9% 15.3% 16.4% 0.0% -0.9% -5.7% 518 -4.2K -45 0.00 136.50 N/A N/A 0 0 3 3 2023-11-22 $41.61 $0.00 16.9% 4.8% 15.0% 15.9% 0.0% 0.0% -5.2% 573 -5.1K -42 0.00 138.09 N/A N/A 0 0 3 3 2023-11-24 $41.73 $0.00 17.3% 5.0% 14.2% 16.7% 0.0% -0.1% -5.3% 624 -5.6K -42 0.00 135.15 N/A N/A 0 0 3 3 2023-11-27 $41.70 $0.00 18.4% 5.3% 12.9% 18.7% 0.0% 10.7% -6.3% 672 -5.7K -39 0.00 133.24 N/A N/A 0 0 3 3 2023-11-28 $41.72 $0.00 18.6% 5.3% 12.4% 19.1% 0.0% -0.1% -6.3% 638 -5.5K -39 0.00 137.10 N/A N/A 0 0 3 3 2023-11-29 $41.78 $0.00 24.2% 6.9% 12.4% 29.7% 0.0% 1.5% -8.8% 503 -5.1K -41 0.00 141.17 N/A N/A 0 0 3 3 2023-11-30 $41.92 $0.00 26.5% 7.6% 12.3% 34.0% 0.0% 0.8% -9.7% 622 -6.3K -37 0.00 142.61 N/A N/A 0 0 3 3
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