FDRR Options History — May 2024 In May 2024, FDRR traded between $44.75 and $47.38. ATM implied volatility averaged 24.4%, placing in the 30.0% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 14.5% (HV 20d: 9.9%). Max pain ranged from $39.00 to $39.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-05-20 : Highest Volume — 5 contracts2024-05-15 : Largest IV drop — 60.1% change2024-05-14 : Highest IV Rank — 69.9%2024-05-03 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $46.63 $44.75 $47.38 $44.75 $47.28 Max Pain $39.00 $39.00 $39.00 $39.00 $39.00 ATM IV 24.4% 17.7% 45.5% 22.6% 20.8% Expected Move 5.5% 4.8% 7.2% 6.5% 6.0% HV 20d 9.9% 7.5% 12.6% 12.2% 7.5% HV 60d 10.8% 9.9% 11.7% 11.3% 9.9% IV Rank 30.0% 17.4% 69.9% 26.7% 23.3% IV Percentile 56.2% 17.1% 96.4% 63.1% 50.4% Term Structure -4.4% -8.0% 11.3% -6.0% -4.9% Skew 25d 0.9% -0.1% 5.6% 1.1% 0.8% Skew 10d 7.3% 2.7% 15.0% 10.5% 3.8% Call IV 25d 21.7% 18.4% 28.5% 27.8% 24.4% Put IV 25d 22.6% 19.4% 29.7% 28.9% 25.2% Bid-Ask Spread % 158.14 138.22 164.24 138.22 158.58 Gamma HHI 0.33 0.24 1.00 0.24 0.34 Net GEX 74 -1.2K 938 760 -1.2K Net DEX -2.8K -13.5K 10.2K -7.5K 9.7K Net VEX -22 -48 -1 -15 -46 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.318 0 5 0 0 Total OI 5.773 1 6 6 6
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 2024-05-01 $44.75 $39.00 22.6% 6.5% 12.2% 26.7% 0.0% 1.1% -6.0% 760 -7.5K -15 0.00 138.22 N/A N/A 0 0 4 2 2024-05-02 $44.88 $39.00 24.0% 6.9% 11.7% 29.4% 0.0% 1.1% -8.0% 770 -7.8K -14 0.00 139.23 N/A N/A 0 0 4 2 2024-05-03 $45.44 $39.00 25.3% 7.2% 12.3% 31.7% 0.0% 5.6% -7.5% 812 -9.1K -13 0.00 141.05 N/A N/A 0 0 4 2 2024-05-06 $45.78 $0.00 25.5% 4.8% 12.6% 32.2% 0.0% 1.6% -3.6% 830 -9.7K -12 0.00 163.25 N/A N/A 0 0 4 2 2024-05-07 $45.90 $0.00 27.6% 4.8% 12.6% 36.0% 0.0% 0.6% -3.2% 829 -9.9K -12 0.00 164.24 N/A N/A 0 0 4 2 2024-05-08 $46.02 $0.00 28.2% 4.8% 12.2% 37.2% 0.0% 1.4% -3.3% 859 -10.4K -10 0.00 163.51 N/A N/A 0 0 4 2 2024-05-09 $46.29 $0.00 29.2% 4.8% 12.1% 39.1% 0.0% 1.1% -3.9% 866 -11.0K -9 0.00 163.37 N/A N/A 0 0 4 2 2024-05-10 $46.42 $0.00 34.1% 5.2% 10.1% 48.3% 0.0% 0.6% -4.3% 859 -11.2K -9 0.00 163.65 N/A N/A 0 0 4 2 2024-05-13 $46.59 $0.00 43.9% 4.9% 9.2% 66.8% 0.0% 0.9% -4.2% 859 -11.6K -7 0.00 163.54 N/A N/A 0 0 4 2 2024-05-14 $46.80 $0.00 45.5% 4.9% 9.2% 69.9% 0.0% 0.9% -4.3% 877 -12.1K -5 0.00 161.50 N/A N/A 0 0 4 2 2024-05-15 $47.38 $0.00 18.2% 5.2% 9.6% 18.4% 0.0% 0.9% -5.9% 861 -13.5K -4 0.00 161.38 N/A N/A 0 0 4 2 2024-05-16 $47.28 $0.00 17.8% 5.1% 9.7% 17.7% 0.0% 0.5% 11.3% 860 -13.2K -4 0.00 161.85 N/A N/A 0 0 4 2 2024-05-17 $47.22 $0.00 17.9% 5.1% 9.3% 17.8% 0.0% 0.4% -4.8% 938 -13.0K -2 0.00 161.59 N/A N/A 2 0 4 2 2024-05-20 $47.26 $0.00 18.7% 5.4% 8.7% 19.3% 0.0% 0.4% -4.4% -16 88 -1 0.00 161.84 N/A N/A 0 5 0 1 2024-05-21 $47.32 $0.00 18.7% 5.4% 8.3% 19.4% 0.0% 0.4% -4.2% -1.1K 9.4K -48 0.00 161.37 N/A N/A 0 0 0 6 2024-05-22 $47.17 $0.00 17.7% 5.1% 8.5% 17.4% 0.0% 0.2% -4.5% -1.2K 9.8K -48 0.00 159.96 N/A N/A 0 0 0 6 2024-05-23 $46.98 $0.00 17.8% 5.1% 8.6% 17.6% 0.0% -0.1% -5.3% -1.2K 10.2K -48 0.00 156.89 N/A N/A 0 0 0 6 2024-05-24 $47.33 $0.00 19.9% 5.7% 8.6% 21.7% 0.0% 1.4% -6.5% -1.2K 9.4K -47 0.00 160.33 N/A N/A 0 0 0 6 2024-05-28 $47.35 $0.00 21.0% 6.0% 8.5% 23.7% 0.0% 0.1% -7.7% -1.2K 9.5K -47 0.00 158.72 N/A N/A 0 0 0 6 2024-05-29 $47.16 $0.00 20.4% 5.9% 7.9% 22.6% 0.0% -0.1% -5.4% -1.2K 9.9K -46 0.00 154.91 N/A N/A 0 0 0 6 2024-05-30 $47.20 $0.00 21.1% 6.1% 7.5% 24.0% 0.0% 0.8% -6.0% -1.1K 9.9K -46 0.00 160.08 N/A N/A 0 0 0 6 2024-05-31 $47.28 $0.00 20.8% 6.0% 7.5% 23.3% 0.0% 0.8% -4.9% -1.2K 9.7K -46 0.00 158.58 N/A N/A 0 0 0 6
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