FDRR Options History — February 2024 In February 2024, FDRR traded between $43.86 and $45.16. ATM implied volatility averaged 21.3%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 11.0% (HV 20d: 10.3%). Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 3.30.
Notable Days 2024-02-02 : Highest Volume — 129 contracts2024-02-05 : Largest IV drop — 20.4% change2024-02-01 : Highest IV Rank — 33.3%2024-02-28 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $44.55 $43.86 $45.16 $44.51 $45.02 ATM IV 21.3% 18.1% 26.1% 26.1% 23.7% Expected Move 5.8% 4.8% 6.9% 5.0% 6.8% HV 20d 10.3% 8.3% 12.7% 8.7% 12.1% HV 60d 9.3% 8.0% 10.0% 9.5% 9.8% IV Rank 24.3% 18.2% 33.3% 33.3% 28.8% IV Percentile 49.9% 21.4% 82.5% 82.5% 71.0% Term Structure -2.7% -7.3% 17.2% -2.4% -7.3% Skew 25d 1.9% 1.3% 3.4% 1.9% 3.4% Skew 10d 2.0% 1.6% 2.5% 2.0% 2.2% Call IV 25d 22.8% 18.9% 28.3% 18.9% 26.3% Put IV 25d 24.7% 20.8% 29.9% 20.8% 29.8% Bid-Ask Spread % 142.49 139.28 143.93 141.46 140.70 Gamma HHI 0.83 0.56 1.00 0.91 0.57 Net GEX -72.2K -237.5K 892 -19.9K 557 Net DEX 74.8K -46.1K 362.5K 5.9K -46.0K Net VEX -242 -569 -26 -241 -26 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.30 0.00 11.90 11.90 0.00 Total Volume 16 0 129 0 8 Total OI 154.95 13 329 90 13
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 2024-02-01 $44.51 $0.00 26.1% 5.0% 8.7% 33.3% 0.0% 1.9% -2.4% -19.9K 5.9K -241 0.00 141.46 N/A N/A 0 0 23 67 2024-02-02 $44.58 $0.00 25.9% 4.8% 8.7% 33.0% 0.0% 2.0% -2.6% -20.0K -11.0K -219 11.90 141.39 N/A N/A 10 119 23 67 2024-02-05 $44.23 $0.00 20.6% 5.1% 9.3% 23.0% 0.0% 2.0% -3.6% -84.1K 97.6K -505 0.00 142.60 N/A N/A 0 0 33 186 2024-02-06 $44.31 $0.00 22.6% 5.3% 8.6% 26.7% 0.0% 1.9% -4.7% -82.7K 73.9K -456 0.00 143.43 N/A N/A 0 0 33 186 2024-02-07 $44.44 $0.00 18.8% 5.4% 8.4% 19.4% 0.0% 1.9% -4.5% -140.0K 101.4K -479 0.00 143.19 N/A N/A 0 72 33 195 2024-02-08 $44.39 $0.00 18.8% 5.4% 8.4% 19.5% 0.0% 1.5% -4.7% -136.0K 138.8K -554 0.00 143.55 N/A N/A 0 0 33 267 2024-02-09 $44.45 $0.00 19.3% 5.5% 8.3% 20.4% 0.0% 2.0% -4.5% -237.5K 216.3K -569 0.00 143.51 N/A N/A 5 0 33 267 2024-02-12 $44.64 $0.00 18.1% 5.2% 8.4% 18.3% 0.0% 1.9% -3.7% -127.0K 208.9K -462 0.00 142.11 N/A N/A 0 0 38 267 2024-02-13 $43.86 $0.00 18.1% 5.2% 10.3% 18.2% 0.0% 1.3% -4.2% -121.0K 362.5K -444 0.00 139.28 N/A N/A 0 0 38 267 2024-02-14 $44.20 $0.00 18.7% 5.4% 10.4% 19.4% 0.0% 2.0% -4.1% -175.3K 169.3K -311 0.00 142.30 N/A N/A 0 0 38 267 2024-02-15 $44.60 $0.00 19.8% 5.7% 10.6% 21.4% 0.0% 1.9% 17.2% -145.3K 199.0K -241 0.00 142.70 N/A N/A 0 0 38 267 2024-02-16 $44.48 $0.00 20.8% 6.0% 10.1% 23.3% 0.0% 1.6% 11.2% -161.8K 288.3K -74 1.30 143.16 N/A N/A 46 60 38 291 2024-02-20 $44.14 $0.00 21.6% 6.2% 10.3% 24.8% 0.0% 1.5% -4.7% 892 -42.4K -43 0.00 142.72 N/A N/A 0 0 11 2 2024-02-21 $44.17 $0.00 21.2% 6.1% 10.3% 24.0% 0.0% 2.2% -4.5% 876 -42.5K -43 0.00 142.66 N/A N/A 0 0 11 2 2024-02-22 $45.08 $0.00 20.6% 5.9% 12.6% 23.0% 0.0% 1.8% -4.1% 534 -46.1K -27 0.00 141.71 N/A N/A 0 0 11 2 2024-02-23 $45.16 $0.00 21.7% 6.2% 12.6% 24.9% 0.0% 1.6% -4.8% 545 -46.1K -29 0.00 143.93 N/A N/A 0 0 11 2 2024-02-26 $44.94 $0.00 22.6% 6.5% 12.7% 26.6% 0.0% 1.5% -5.6% 738 -44.5K -36 0.00 142.98 N/A N/A 0 0 11 2 2024-02-27 $44.91 $0.00 23.3% 6.7% 12.6% 27.9% 0.0% 1.5% -6.5% 774 -44.1K -39 0.00 143.29 N/A N/A 0 0 11 2 2024-02-28 $44.84 $0.00 24.0% 6.9% 12.6% 29.3% 0.0% 1.6% -6.6% 869 -42.7K -46 0.00 143.16 N/A N/A 0 0 11 2 2024-02-29 $45.02 $0.00 23.7% 6.8% 12.1% 28.8% 0.0% 3.4% -7.3% 557 -46.0K -26 0.00 140.70 N/A N/A 8 0 11 2
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