FDRR Options History — June 2024 In June 2024, FDRR traded between $47.54 and $49.14. ATM implied volatility averaged 20.2%, placing in the 22.2% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 12.9% (HV 20d: 7.3%). Max pain ranged from $47.00 to $47.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-06 : Highest Volume — 14 contracts2024-06-18 : Largest IV spike — 51.2% change2024-06-11 : Highest IV Rank — 38.2%2024-06-04 : Largest Expected Move — 6.8%Monthly Statistics Metric Avg Min Max Open Close Price $48.27 $47.54 $49.14 $47.54 $48.28 Max Pain $47.00 $47.00 $47.00 $47.00 $47.00 ATM IV 20.2% 11.9% 28.7% 23.5% 21.1% Expected Move 5.2% 3.4% 6.8% 6.7% 6.1% HV 20d 7.3% 6.3% 8.4% 6.7% 8.1% HV 60d 9.8% 9.7% 10.0% 9.8% 9.7% IV Rank 22.2% 6.5% 38.2% 28.3% 23.9% IV Percentile 42.6% 1.6% 86.9% 69.4% 54.4% Term Structure -2.9% -8.0% 7.7% -6.5% -4.2% VWIV 16.9% 8.9% 24.1% 8.9% 18.5% Skew 25d -0.2% -6.0% 8.1% 0.1% -5.8% Skew 10d 1.3% -1.4% 5.5% 4.4% 1.2% Call IV 25d 19.2% 9.8% 26.8% 26.2% 21.8% Put IV 25d 19.0% 14.8% 27.5% 26.3% 16.0% Bid-Ask Spread % 159.02 152.21 163.32 159.37 152.21 Gamma HHI 0.52 0.34 0.82 0.34 0.51 Net GEX -4.4K -7.7K -1.0K -1.2K -6.0K Net DEX -15.5K -42.9K 32.7K 9.1K -19.1K Net VEX -109 -158 -34 -44 -158 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 2.053 0 14 0 0 Total OI 30.474 6 45 6 45
Daily Data (19 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 2024-06-03 $47.54 $0.00 23.5% 6.7% 6.7% 28.3% 0.0% 0.1% -6.5% -1.2K 9.1K -44 0.00 159.37 N/A N/A 0 0 0 6 2024-06-04 $47.61 $0.00 23.9% 6.8% 6.4% 29.1% 0.0% 0.7% -8.0% -1.2K 8.9K -44 0.00 159.47 N/A N/A 0 0 0 6 2024-06-05 $48.05 $0.00 22.1% 6.3% 6.9% 25.8% 0.0% 0.7% -7.1% -1.1K 7.9K -41 0.00 156.60 N/A N/A 0 0 0 6 2024-06-06 $47.91 $0.00 23.5% 4.6% 7.1% 28.3% 8.9% 0.4% -2.7% -1.1K 8.3K -42 0.00 161.99 N/A N/A 0 14 0 6 2024-06-07 $47.93 $47.00 24.3% 4.6% 7.0% 29.9% 24.1% 1.4% -2.1% -5.2K 32.7K -126 0.00 163.32 N/A N/A 10 0 0 20 2024-06-10 $47.92 $47.00 26.6% 4.7% 7.0% 34.3% 0.0% 1.3% -2.2% -3.6K -8.3K -157 0.00 162.15 N/A N/A 0 0 10 20 2024-06-11 $47.91 $47.00 28.7% 4.8% 7.0% 38.2% 0.0% 1.7% -2.3% -3.5K -7.9K -155 0.00 162.13 N/A N/A 0 0 10 20 2024-06-12 $48.23 $47.00 16.4% 4.7% 7.2% 15.0% 0.0% 0.6% -2.2% -3.6K -13.2K -146 0.00 162.43 N/A N/A 0 0 10 20 2024-06-13 $48.56 $47.00 12.7% 3.6% 6.3% 8.0% 0.0% 6.0% 6.0% -5.8K -37.5K -63 0.00 157.24 N/A N/A 0 0 10 20 2024-06-14 $48.40 $47.00 16.6% 4.8% 6.4% 15.4% 0.0% 8.1% -2.2% -7.0K -34.5K -72 0.00 160.65 N/A N/A 0 0 10 20 2024-06-17 $48.94 $47.00 11.9% 3.4% 7.2% 6.5% 16.1% 6.4% 7.7% -1.0K -42.9K -34 0.00 153.42 N/A N/A 0 10 10 20 2024-06-18 $49.14 $47.00 18.0% 5.2% 7.2% 18.0% 18.5% -2.5% -4.1% -6.4K -19.2K -133 0.00 157.51 N/A N/A 5 0 10 30 2024-06-20 $48.97 $47.00 17.8% 5.1% 7.5% 17.6% 0.0% -2.5% -3.1% -5.1K -34.3K -146 0.00 155.46 N/A N/A 0 0 15 30 2024-06-21 $48.48 $47.00 19.5% 5.6% 8.4% 20.8% 0.0% -2.6% -3.7% -5.6K -32.6K -152 0.00 159.66 N/A N/A 0 0 15 30 2024-06-24 $48.53 $47.00 17.6% 5.0% 8.2% 17.3% 0.0% -2.6% -3.4% -5.6K -33.0K -138 0.00 158.26 N/A N/A 0 0 15 30 2024-06-25 $48.41 $47.00 20.2% 5.8% 8.0% 22.2% 0.0% -4.9% -5.2% -6.7K -28.7K -141 0.00 159.35 N/A N/A 0 0 15 30 2024-06-26 $48.25 $47.00 20.4% 5.8% 8.1% 22.5% 0.0% -5.2% -4.9% -7.0K -26.2K -143 0.00 160.86 N/A N/A 0 0 15 30 2024-06-27 $48.14 $47.00 19.3% 5.5% 8.0% 20.5% 0.0% -6.0% -5.0% -7.7K -24.1K -141 0.00 159.35 N/A N/A 0 0 15 30 2024-06-28 $48.28 $47.00 21.1% 6.1% 8.1% 23.9% 0.0% -5.8% -4.2% -6.0K -19.1K -158 0.00 152.21 N/A N/A 0 0 15 30
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