FDRR Options History — October 2024

In October 2024, FDRR traded between $50.91 and $52.97. ATM implied volatility averaged 23.0%, placing in the 30.6% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 13.7% (HV 20d: 9.3%). Max pain ranged from $46.00 to $50.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 2.08.

Notable Days

  • 2024-10-08: Highest Volume — 140 contracts
  • 2024-10-09: Largest IV drop — 35.9% change
  • 2024-10-07: Highest IV Rank — 45.3%
  • 2024-10-02: Largest Expected Move — 7.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.04$50.91$52.97$51.08$51.59
Max Pain$47.83$46.00$50.00$50.00$49.00
ATM IV23.0%17.6%29.9%24.4%25.3%
Expected Move6.1%5.1%7.5%7.0%7.2%
HV 20d9.3%8.5%10.1%10.0%10.1%
HV 60d14.4%11.5%15.2%15.1%11.5%
IV Rank30.6%19.4%45.3%33.7%35.5%
IV Percentile63.3%18.7%90.5%79.8%80.2%
Term Structure-5.5%-9.5%-1.7%-1.7%-7.4%
VWIV22.1%19.5%24.7%24.7%19.5%
Skew 25d1.5%-4.4%12.6%-0.3%-3.5%
Skew 10d6.1%0.0%11.9%8.1%4.7%
Call IV 25d22.0%19.0%29.9%23.5%29.9%
Put IV 25d23.5%17.9%31.6%23.2%26.4%
Bid-Ask Spread %137.53130.57143.07141.70135.96
Gamma HHI0.540.390.760.760.41
Net GEX-53.0K-111.1K-6.4K-83.3K-9.6K
Net DEX-215.2K-422.2K21.9K18.2K-172.2K
Net VEX-555-1.3K-186-1.2K-237
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.080.008.330.000.00
Total Volume13.565014000
Total OI296.435112496349112

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$51.08$50.0024.4%7.0%10.0%33.7%0.0%-0.3%-1.7%-83.3K18.2K-1.2K0.00141.70N/AN/A0086263
2024-10-02$51.09$50.0026.1%7.5%10.0%37.4%0.0%1.6%-2.1%-78.2K21.9K-1.2K0.00142.38N/AN/A20086263
2024-10-03$50.91$47.0025.9%5.2%9.9%36.8%0.0%1.3%-5.9%-82.1K-25.5K-1.3K0.00141.09N/AN/A00106263
2024-10-04$51.35$47.0027.0%5.2%8.5%39.3%0.0%3.6%-6.3%-74.2K-106.7K-1.1K0.00143.07N/AN/A00106263
2024-10-07$51.08$47.0029.9%5.5%8.5%45.3%0.0%3.0%-4.6%-76.8K-102.4K-9940.00141.05N/AN/A00106263
2024-10-08$51.55$47.0028.0%5.1%8.8%41.4%24.7%5.1%-5.3%-80.8K-202.3K-8228.33142.07N/AN/A15125106263
2024-10-09$51.91$46.0018.0%5.1%8.8%20.1%0.0%12.6%-4.2%-75.1K-336.6K-8010.00141.25N/AN/A072121268
2024-10-10$51.74$46.0018.4%5.3%8.7%21.0%0.0%2.1%-4.9%-111.1K-215.5K-8810.00140.13N/AN/A00121340
2024-10-11$52.22$46.0018.0%5.2%9.0%20.3%0.0%5.4%-6.6%-94.2K-346.6K-6350.00134.88N/AN/A00121340
2024-10-14$52.63$46.0017.6%5.1%9.2%19.4%0.0%1.8%-7.1%-80.0K-414.7K-4370.00131.40N/AN/A100121340
2024-10-15$52.30$46.0021.0%6.0%9.6%26.6%0.0%8.7%-6.4%-91.8K-323.9K-4740.00133.46N/AN/A00116340
2024-10-16$52.78$46.0017.7%5.1%10.0%19.5%0.0%1.4%-6.4%-73.7K-422.2K-3050.00130.57N/AN/A00116340
2024-10-17$52.80$46.0021.1%6.0%9.0%26.7%19.5%-3.3%-9.5%-73.0K-408.9K-2620.00133.54N/AN/A040116340
2024-10-18$52.97$49.0019.9%5.7%8.5%24.1%0.0%0.3%-5.7%-75.8K-370.2K-2720.00137.84N/AN/A300116380
2024-10-21$52.66$49.0020.9%6.0%8.9%26.3%0.0%-0.9%-7.7%-7.3K-193.1K-2560.00135.21N/AN/A005161
2024-10-22$52.80$49.0021.0%6.0%8.9%26.6%0.0%1.8%-5.9%-6.4K-204.8K-2430.00139.04N/AN/A005161
2024-10-23$52.33$49.0022.9%6.6%9.5%30.4%0.0%-0.6%-3.5%-7.4K-189.5K-2690.00134.42N/AN/A005161
2024-10-24$52.32$49.0024.0%6.9%9.5%32.8%0.0%-1.7%-4.5%-7.4K-183.9K-2700.00135.67N/AN/A005161
2024-10-25$52.14$49.0023.5%6.8%9.6%31.9%0.0%0.4%-4.0%-7.1K-185.2K-2680.00134.33N/AN/A005161
2024-10-28$52.31$49.0025.5%7.3%9.6%35.9%0.0%3.8%-4.6%-7.6K-206.5K-1860.00138.31N/AN/A005161
2024-10-29$52.29$49.0026.1%7.5%9.3%37.2%0.0%-2.7%-6.3%-7.5K-188.9K-2290.00138.31N/AN/A005161
2024-10-30$52.09$49.0025.7%7.4%9.5%36.5%0.0%-4.4%-5.9%-8.2K-189.2K-2160.00137.57N/AN/A005161
2024-10-31$51.59$49.0025.3%7.2%10.1%35.5%0.0%-3.5%-7.4%-9.6K-172.2K-2370.00135.96N/AN/A005161