FDRR Options History — November 2024

In November 2024, FDRR traded between $51.36 and $53.70. ATM implied volatility averaged 22.3%, placing in the 24.8% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 11.4% (HV 20d: 11.0%). Max pain ranged from $49.00 to $52.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 1.30.

Notable Days

2024-11-07: Highest Volume — 76 contracts
2024-11-13: Largest IV drop — 35.8% change
2024-11-06: Highest IV Rank — 47.0%
2024-11-01: Largest Expected Move — 7.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$52.79	$51.36	$53.70	$51.47	$53.70
Max Pain	$51.63	$49.00	$52.00	$49.00	$52.00
ATM IV	22.3%	17.3%	31.0%	27.5%	17.3%
Expected Move	5.4%	4.7%	7.9%	7.9%	5.0%
HV 20d	11.0%	9.4%	12.3%	9.7%	10.2%
HV 60d	10.8%	9.9%	11.4%	10.9%	9.9%
IV Rank	24.8%	12.3%	47.0%	40.2%	12.3%
IV Percentile	51.1%	10.3%	92.5%	87.7%	10.3%
Term Structure	-3.4%	-7.4%	-0.2%	-7.4%	-1.8%
VWIV	15.1%	11.7%	18.2%	18.2%	15.5%
Skew 25d	1.5%	-4.7%	6.9%	-4.7%	-0.3%
Skew 10d	8.9%	1.9%	16.3%	4.0%	2.1%
Call IV 25d	19.6%	15.5%	30.4%	30.4%	20.9%
Put IV 25d	21.1%	19.3%	25.8%	25.8%	20.6%
Bid-Ask Spread %	158.34	136.53	162.32	136.53	156.56
Gamma HHI	0.61	0.36	1.00	0.42	0.56
Net GEX	-16.4K	-82.5K	32.0K	-10.0K	32.0K
Net DEX	-135.2K	-252.2K	0	-175.0K	-201.5K
Net VEX	-114	-276	0	-221	-276
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.30	0.00	6.60	2.50	0.00
Total Volume	9.85	0	76	0	0
Total OI	101.85	0	222	112	65

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
2024-11-01	$51.47	$49.00	27.5%	7.9%	9.7%	40.2%	0.0%	-4.7%	-7.4%	-10.0K	-175.0K	-221	0.00	136.53	N/A	N/A	0	0	51	61
2024-11-04	$51.36	$0.00	30.1%	5.6%	9.5%	45.8%	0.0%	1.8%	-4.5%	-12.6K	-196.8K	-142	0.00	157.33	N/A	N/A	0	0	51	61
2024-11-05	$51.76	$0.00	29.4%	5.2%	9.4%	43.7%	0.0%	2.4%	-1.8%	-14.1K	-193.9K	-142	0.00	159.48	N/A	N/A	0	0	51	61
2024-11-06	$52.98	$0.00	31.0%	4.7%	12.3%	47.0%	0.0%	2.0%	-0.2%	-5.8K	-230.2K	-94	2.50	159.60	N/A	N/A	6	15	51	61
2024-11-07	$53.16	$0.00	24.2%	4.9%	12.2%	32.6%	0.0%	1.2%	-1.2%	-6.3K	-239.2K	-67	6.60	162.32	N/A	N/A	10	66	51	76
2024-11-08	$53.23	$0.00	23.8%	4.9%	11.8%	27.1%	0.0%	1.3%	-1.3%	-25.8K	-252.2K	-144	0.00	161.33	N/A	N/A	0	25	61	126
2024-11-11	$53.15	$0.00	30.1%	5.1%	11.6%	41.5%	0.0%	1.0%	-2.1%	-43.1K	-206.8K	-158	0.00	160.63	N/A	N/A	0	0	61	151
2024-11-12	$53.01	$0.00	27.0%	4.9%	11.4%	34.4%	0.0%	1.1%	-1.4%	-67.5K	-150.8K	-153	0.00	158.87	N/A	N/A	0	0	61	151
2024-11-13	$52.93	$0.00	17.3%	5.0%	10.9%	12.4%	0.0%	1.4%	-1.6%	-69.0K	-172.5K	-114	0.00	160.25	N/A	N/A	0	0	61	151
2024-11-14	$52.68	$0.00	17.4%	5.0%	11.1%	12.5%	0.0%	0.7%	-3.4%	-82.5K	-120.9K	-88	0.00	161.36	N/A	N/A	10	0	61	151
2024-11-15	$52.30	$0.00	17.9%	5.1%	11.3%	13.6%	0.0%	1.1%	-3.4%	-71.1K	-62.8K	-24	0.00	159.88	N/A	N/A	0	0	71	151
2024-11-18	$52.48	$0.00	18.2%	5.2%	11.2%	14.4%	0.0%	1.8%	-3.3%	0	0	0	0.00	160.28	N/A	N/A	0	0	0	0
2024-11-19	$52.45	$0.00	18.1%	5.2%	11.1%	14.2%	18.2%	1.5%	-3.1%	0	0	0	0.00	160.14	N/A	N/A	15	0	0	0
2024-11-20	$52.59	$52.00	18.4%	5.3%	10.7%	14.8%	0.0%	1.5%	-3.8%	5.1K	-45.5K	-89	0.00	159.71	N/A	N/A	0	0	15	0
2024-11-21	$53.06	$52.00	17.9%	5.1%	11.1%	13.6%	0.0%	5.8%	-3.7%	5.3K	-50.9K	-83	0.00	157.18	N/A	N/A	0	0	15	0
2024-11-22	$53.12	$52.00	18.8%	5.4%	11.0%	15.7%	0.0%	6.9%	-3.8%	4.9K	-50.9K	-82	0.00	160.17	N/A	N/A	10	0	15	0
2024-11-25	$53.39	$52.00	20.0%	5.7%	11.1%	18.5%	0.0%	0.8%	-6.4%	6.1K	-105.7K	-91	0.00	157.83	N/A	N/A	0	0	25	0
2024-11-26	$53.48	$52.00	20.9%	6.0%	11.1%	20.4%	11.7%	0.5%	-5.6%	6.9K	-103.5K	-105	0.00	161.32	N/A	N/A	20	0	25	0
2024-11-27	$53.44	$52.00	21.1%	6.0%	10.9%	20.9%	15.5%	1.7%	-7.2%	19.3K	-145.6K	-214	0.00	156.07	N/A	N/A	20	0	45	0
2024-11-29	$53.70	$52.00	17.3%	5.0%	10.2%	12.3%	0.0%	-0.3%	-1.8%	32.0K	-201.5K	-276	0.00	156.56	N/A	N/A	0	0	65	0