FDRR Options History — December 2023 In December 2023, FDRR traded between $42.04 and $44.06. ATM implied volatility averaged 25.6%, placing in the 32.4% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 16.4% (HV 20d: 9.2%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-12-13 : Largest IV drop — 70.9% change2023-12-12 : Highest IV Rank — 89.3%2023-12-01 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $43.15 $42.04 $44.06 $42.31 $43.92 ATM IV 25.6% 16.2% 55.8% 24.6% 20.5% Expected Move 5.3% 4.7% 7.1% 7.1% 5.9% HV 20d 9.2% 7.2% 11.1% 11.1% 9.0% HV 60d 12.0% 11.5% 12.4% 12.4% 11.5% IV Rank 32.4% 14.7% 89.3% 30.5% 22.7% IV Percentile 50.2% 5.6% 98.8% 72.2% 44.4% Term Structure -4.7% -15.6% -0.5% -15.6% -4.6% Skew 25d 1.3% -3.1% 4.0% 2.4% 0.9% Skew 10d 1.5% -5.4% 3.0% 0.6% 1.6% Call IV 25d 21.3% 17.5% 29.4% 29.4% 24.9% Put IV 25d 22.6% 17.6% 31.8% 31.8% 25.7% Bid-Ask Spread % 141.37 137.58 143.81 139.85 142.33 Gamma HHI 0.38 0.36 0.41 0.40 0.39 Net GEX 383 280 671 646 300 Net DEX -8.3K -10.3K -6.1K -7.4K -9.8K Net VEX -30 -39 -22 -33 -24 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 6 6 6 6 6
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 2023-12-01 $42.31 $0.00 24.6% 7.1% 11.1% 30.5% 0.0% 2.4% -15.6% 646 -7.4K -33 0.00 139.85 N/A N/A 0 0 3 3 2023-12-04 $42.28 $0.00 30.8% 5.0% 10.9% 42.1% 0.0% 2.2% -8.2% 671 -7.5K -33 0.00 143.81 N/A N/A 0 0 3 3 2023-12-05 $42.19 $0.00 31.9% 5.0% 10.8% 44.1% 0.0% 2.2% -7.4% 596 -7.0K -34 0.00 143.65 N/A N/A 0 0 3 3 2023-12-06 $42.04 $0.00 30.8% 4.9% 11.0% 42.1% 0.0% 1.5% -8.6% 665 -6.8K -34 0.00 141.99 N/A N/A 0 0 3 3 2023-12-07 $42.28 $0.00 32.5% 4.9% 10.9% 45.4% 0.0% 2.3% -7.7% 663 -7.4K -32 0.00 142.62 N/A N/A 0 0 3 3 2023-12-08 $42.45 $0.00 36.8% 5.0% 9.7% 53.5% 0.0% 4.0% -8.8% 287 -6.1K -39 0.00 142.86 N/A N/A 0 0 3 3 2023-12-11 $42.64 $0.00 50.4% 5.3% 9.1% 79.1% 0.0% 2.3% -2.4% 301 -6.6K -37 0.00 143.34 N/A N/A 0 0 3 3 2023-12-12 $42.73 $0.00 55.8% 5.3% 8.9% 89.3% 0.0% 1.9% -2.5% 310 -6.9K -36 0.00 142.92 N/A N/A 0 0 3 3 2023-12-13 $43.28 $0.00 16.2% 4.7% 7.2% 14.7% 0.0% 1.9% -1.7% 315 -7.9K -33 0.00 139.14 N/A N/A 0 0 3 3 2023-12-14 $43.77 $0.00 17.1% 4.9% 7.7% 16.3% 0.0% 1.5% -1.5% 281 -8.8K -31 0.00 142.92 N/A N/A 0 0 3 3 2023-12-15 $43.38 $0.00 18.6% 5.3% 8.6% 19.1% 0.0% 0.7% -2.8% 296 -8.8K -30 0.00 141.15 N/A N/A 0 0 3 3 2023-12-18 $43.53 $0.00 16.4% 4.7% 8.6% 14.9% 0.0% -3.1% -0.5% 288 -9.0K -29 0.00 139.68 N/A N/A 0 0 3 3 2023-12-19 $43.73 $0.00 17.3% 5.0% 8.5% 16.8% 0.0% 0.8% -2.5% 283 -9.4K -27 0.00 141.22 N/A N/A 0 0 3 3 2023-12-20 $43.38 $0.00 19.3% 5.5% 8.8% 20.5% 0.0% 0.0% -3.6% 309 -8.9K -29 0.00 139.24 N/A N/A 0 0 3 3 2023-12-21 $43.55 $0.00 18.0% 5.1% 8.8% 17.9% 0.0% 1.0% -2.7% 290 -9.0K -28 0.00 141.12 N/A N/A 0 0 3 3 2023-12-22 $43.70 $0.00 18.8% 5.4% 8.8% 19.5% 0.0% 0.6% -3.2% 284 -9.3K -27 0.00 141.16 N/A N/A 0 0 3 3 2023-12-26 $43.93 $0.00 19.1% 5.5% 8.7% 20.2% 0.0% 0.9% -3.5% 280 -9.7K -25 0.00 140.45 N/A N/A 0 0 3 3 2023-12-27 $43.89 $0.00 17.3% 5.0% 8.8% 16.7% 0.0% 1.0% -0.5% 286 -9.6K -25 0.00 140.32 N/A N/A 0 0 3 3 2023-12-28 $44.06 $0.00 20.2% 5.8% 8.8% 22.2% 0.0% 1.0% -6.6% 302 -10.3K -22 0.00 137.58 N/A N/A 0 0 3 3 2023-12-29 $43.92 $0.00 20.5% 5.9% 9.0% 22.7% 0.0% 0.9% -4.6% 300 -9.8K -24 0.00 142.33 N/A N/A 0 0 3 3
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