FDRR Options History — August 2024

In August 2024, FDRR traded between $46.47 and $50.90. ATM implied volatility averaged 25.2%, placing in the 31.7% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 5.5% (HV 20d: 19.8%). Max pain ranged from $49.00 to $49.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.86.

Notable Days

  • 2024-08-16: Highest Volume — 114 contracts
  • 2024-08-05: Largest IV spike — 75.9% change
  • 2024-08-06: Highest IV Rank — 78.6%
  • 2024-08-06: Largest Expected Move — 8.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.26$46.47$50.90$48.55$50.90
Max Pain$49.00$49.00$49.00$49.00$49.00
ATM IV25.2%17.5%50.1%22.3%20.5%
Expected Move5.8%3.3%8.6%6.4%5.9%
HV 20d19.8%13.7%21.7%13.7%17.9%
HV 60d13.3%9.9%14.1%9.9%14.0%
IV Rank31.7%17.1%78.6%26.1%22.7%
IV Percentile55.3%17.9%98.0%60.3%50.0%
Term Structure-3.3%-7.4%13.4%-5.9%-4.8%
VWIV19.0%16.0%21.1%19.1%19.7%
Skew 25d4.6%-1.8%12.1%-0.1%11.8%
Skew 10d5.6%-6.5%12.7%1.1%11.1%
Call IV 25d18.9%11.4%32.6%26.2%13.0%
Put IV 25d23.4%15.9%33.8%26.1%24.8%
Bid-Ask Spread %156.83128.50169.29129.84159.85
Gamma HHI0.700.410.970.780.41
Net GEX-39.2K-107.7K-16.8K-61.7K-30.0K
Net DEX224.7K-82.7K597.7K288.5K-82.7K
Net VEX-637-944-238-944-727
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.860.002.800.000.00
Total Volume13.364011400
Total OI197.565300220185

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$48.55$49.0022.3%6.4%13.7%26.1%0.0%-0.1%-5.9%-61.7K288.5K-9440.00129.84N/AN/A0030190
2024-08-02$47.89$49.0024.6%7.0%14.5%30.4%19.1%-1.4%0.7%-55.5K467.9K-9110.00128.50N/AN/A10030190
2024-08-05$46.47$0.0043.2%7.9%17.7%65.5%0.0%0.1%-7.4%-29.7K587.9K-7260.00162.69N/AN/A30040190
2024-08-06$47.26$0.0050.1%8.6%19.0%78.6%0.0%1.2%-7.0%-22.6K402.0K-9090.00169.29N/AN/A0070190
2024-08-07$46.72$0.0031.8%5.4%18.8%44.1%0.0%-1.3%-5.5%-26.3K539.1K-7770.00148.93N/AN/A0070190
2024-08-08$47.61$0.0030.9%6.9%20.3%42.3%0.0%2.7%-4.4%-24.8K597.7K-6260.00167.17N/AN/A0070190
2024-08-09$47.84$0.0024.6%3.3%20.2%30.4%0.0%1.3%4.9%-34.1K571.4K-6120.00157.24N/AN/A0070190
2024-08-12$47.84$0.0032.0%5.5%20.2%44.3%0.0%1.4%-4.3%-35.5K567.9K-5120.00159.79N/AN/A0070190
2024-08-13$48.70$0.0049.0%5.3%21.0%76.5%0.0%2.3%-4.2%-45.8K261.2K-6070.00160.00N/AN/A0070190
2024-08-14$49.03$0.0017.5%5.0%21.2%17.2%0.0%1.1%-2.7%-107.7K149.7K-4980.00159.86N/AN/A0070190
2024-08-15$49.76$0.0017.6%5.1%21.7%17.4%0.0%9.1%13.4%-86.4K-11.8K-3940.00158.93N/AN/A02070210
2024-08-16$49.99$0.0017.5%5.0%21.6%17.1%16.0%-1.8%-2.4%-90.4K-58.0K-2382.80152.18N/AN/A308470230
2024-08-19$50.37$49.0018.2%5.2%21.6%18.3%21.1%7.6%-3.6%-16.8K92.3K-3831.50158.68N/AN/A2030065
2024-08-20$50.36$49.0019.3%5.5%21.6%20.5%0.0%6.7%-5.2%-20.5K64.0K-6320.00161.41N/AN/A002095
2024-08-21$50.40$49.0019.8%5.7%20.6%21.5%0.0%7.1%-6.4%-20.5K59.0K-6080.00159.67N/AN/A002095
2024-08-22$50.11$49.0018.5%5.3%20.7%18.9%0.0%1.5%-3.9%-21.3K71.6K-6260.00156.82N/AN/A002095
2024-08-23$50.77$49.0018.7%5.4%21.1%19.3%0.0%10.7%-4.1%-20.0K35.4K-5490.00159.56N/AN/A002095
2024-08-26$50.78$49.0019.5%5.6%21.1%20.9%19.7%10.0%-5.4%-19.9K33.9K-5250.00160.18N/AN/A0352095
2024-08-27$50.90$49.0020.2%5.8%21.0%22.1%0.0%12.1%-4.7%-30.6K94.6K-7270.00161.54N/AN/A0020130
2024-08-28$50.71$49.0020.1%5.8%20.5%22.0%0.0%9.3%-5.0%-31.6K107.1K-7470.00159.29N/AN/A0020130
2024-08-29$50.71$49.0019.5%5.6%18.9%20.9%0.0%8.8%-5.3%-31.8K105.5K-7270.00158.93N/AN/A35020130
2024-08-30$50.90$49.0020.5%5.9%17.9%22.7%0.0%11.8%-4.8%-30.0K-82.7K-7270.00159.85N/AN/A0055130