FDRR Options History — December 2024 In December 2024, FDRR traded between $51.37 and $53.88. ATM implied volatility averaged 20.1%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 11.3% (HV 20d: 8.9%). Max pain ranged from $50.00 to $52.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-12-12 : Highest Volume — 30 contracts2024-12-09 : Largest IV spike — 33.5% change2024-12-09 : Highest IV Rank — 34.5%2024-12-31 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $52.62 $51.37 $53.88 $53.52 $51.37 Max Pain $50.29 $50.00 $52.00 $52.00 $50.00 ATM IV 20.1% 17.2% 27.1% 20.3% 21.7% Expected Move 5.4% 4.3% 6.2% 5.8% 6.2% HV 20d 8.9% 6.0% 11.4% 10.3% 11.2% HV 60d 9.7% 8.9% 10.6% 9.5% 10.5% IV Rank 19.7% 12.0% 34.5% 19.1% 24.6% IV Percentile 42.1% 9.1% 86.5% 46.8% 62.3% Term Structure -3.1% -6.0% -1.4% -3.1% -6.0% Skew 25d 0.9% -0.9% 2.3% -0.5% 0.7% Skew 10d 1.9% -2.0% 4.1% 3.7% 1.4% Call IV 25d 20.8% 17.2% 24.9% 23.0% 24.9% Put IV 25d 21.7% 18.6% 25.6% 22.6% 25.6% Bid-Ask Spread % 157.23 147.48 161.37 156.71 156.24 Gamma HHI 0.53 0.42 0.66 0.54 0.66 Net GEX 24.8K 3.8K 39.9K 29.6K 4.2K Net DEX -137.4K -220.7K -39.7K -190.8K -39.7K Net VEX -170 -275 -47 -270 -47 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 1.667 0 30 0 0 Total OI 60.714 15 95 65 15
Daily Data (21 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 2024-12-02 $53.52 $52.00 20.3% 5.8% 10.3% 19.1% 0.0% -0.5% -3.1% 29.6K -190.8K -270 0.00 156.71 N/A N/A 0 0 65 0 2024-12-03 $53.55 $52.00 21.1% 6.1% 10.2% 21.0% 0.0% -0.7% -4.0% 29.8K -188.7K -273 0.00 158.67 N/A N/A 0 0 65 0 2024-12-04 $53.66 $52.00 20.8% 6.0% 9.9% 20.3% 0.0% -0.7% -4.4% 31.6K -194.8K -260 0.00 157.39 N/A N/A 5 0 65 0 2024-12-05 $53.88 $50.00 19.7% 4.5% 6.0% 17.7% 0.0% 2.0% -1.7% 38.5K -220.7K -265 0.00 161.37 N/A N/A 0 0 70 0 2024-12-06 $53.72 $50.00 20.3% 4.3% 6.1% 19.1% 0.0% 1.2% -1.7% 34.0K -210.8K -275 0.00 159.85 N/A N/A 0 0 70 0 2024-12-09 $53.42 $50.00 27.1% 5.1% 6.4% 34.5% 0.0% 1.4% -1.4% 39.9K -189.9K -237 0.00 160.64 N/A N/A 0 0 70 0 2024-12-10 $53.06 $50.00 26.4% 5.0% 6.9% 32.9% 0.0% 1.7% -2.3% 35.7K -164.3K -224 0.00 158.83 N/A N/A 0 0 70 0 2024-12-11 $53.11 $50.00 17.6% 5.0% 6.8% 13.0% 0.0% 1.5% -2.0% 36.7K -167.2K -215 0.00 161.35 N/A N/A 0 0 70 0 2024-12-12 $52.88 $50.00 17.2% 4.9% 7.0% 12.0% 0.0% 1.0% -1.8% 26.9K -165.0K -219 0.00 160.98 N/A N/A 30 0 70 0 2024-12-13 $53.00 $50.00 17.5% 5.0% 6.8% 14.1% 0.0% 1.1% -2.6% 39.3K -211.6K -269 0.00 158.89 N/A N/A 0 0 95 0 2024-12-16 $53.01 $50.00 18.3% 5.2% 6.2% 16.0% 0.0% 1.5% -2.6% 39.4K -211.7K -216 0.00 155.41 N/A N/A 0 0 95 0 2024-12-17 $52.64 $50.00 18.3% 5.2% 6.6% 16.0% 0.0% 1.5% -3.2% 35.8K -185.3K -194 0.00 160.64 N/A N/A 0 0 95 0 2024-12-18 $51.41 $50.00 19.9% 5.7% 10.8% 19.9% 0.0% -0.9% -1.9% 25.2K -111.5K -146 0.00 155.90 N/A N/A 0 0 95 0 2024-12-19 $51.47 $50.00 20.6% 5.9% 10.7% 21.8% 0.0% 1.4% -2.2% 25.8K -107.1K -117 0.00 156.29 N/A N/A 0 0 95 0 2024-12-20 $51.50 $50.00 19.0% 5.4% 10.1% 17.7% 0.0% 0.2% -3.0% 27.9K -101.5K -72 0.00 147.48 N/A N/A 0 0 95 0 2024-12-23 $51.80 $50.00 19.1% 5.5% 10.4% 18.1% 0.0% 2.3% -3.9% 3.9K -43.1K -61 0.00 156.47 N/A N/A 0 0 15 0 2024-12-24 $52.25 $50.00 18.8% 5.4% 10.7% 17.4% 0.0% 2.0% -3.8% 3.8K -46.8K -57 0.00 157.49 N/A N/A 0 0 15 0 2024-12-26 $52.41 $50.00 19.2% 5.5% 10.8% 18.2% 0.0% 1.4% -3.8% 3.9K -48.5K -53 0.00 149.42 N/A N/A 0 0 15 0 2024-12-27 $51.82 $50.00 19.3% 5.5% 11.4% 18.6% 0.0% 0.2% -5.3% 4.0K -43.7K -52 0.00 155.85 N/A N/A 0 0 15 0 2024-12-30 $51.63 $50.00 20.4% 5.8% 11.1% 21.2% 0.0% 0.7% -4.8% 4.1K -42.0K -48 0.00 155.96 N/A N/A 0 0 15 0 2024-12-31 $51.37 $50.00 21.7% 6.2% 11.2% 24.6% 0.0% 0.7% -6.0% 4.2K -39.7K -47 0.00 156.24 N/A N/A 0 0 15 0
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