FDRR Options History — June 2025

In June 2025, FDRR traded between $51.69 and $54.06. ATM implied volatility averaged 22.8%, placing in the 23.0% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 11.6% (HV 20d: 11.2%). Max pain ranged from $46.00 to $46.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-06-12: Highest Volume — 10 contracts
  • 2025-06-03: Largest IV drop — 58.6% change
  • 2025-06-02: Highest IV Rank — 85.8%
  • 2025-06-02: Largest Expected Move — 15.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.72$51.69$54.06$51.69$54.06
Max Pain$46.00$46.00$46.00$46.00$46.00
ATM IV22.8%17.3%54.6%54.6%20.6%
Expected Move6.0%5.0%15.7%15.7%5.9%
HV 20d11.2%9.1%14.3%14.3%9.3%
HV 60d32.9%32.4%33.6%33.6%32.4%
IV Rank23.0%12.2%85.8%85.8%18.6%
IV Percentile51.4%11.5%98.0%98.0%54.0%
Term Structure-4.1%-21.9%-1.4%-21.9%-4.4%
Skew 25d3.6%0.8%7.8%1.1%2.3%
Skew 10d14.0%0.1%18.9%15.3%7.3%
Call IV 25d21.9%15.5%74.3%74.3%22.5%
Put IV 25d25.5%20.4%75.4%75.4%24.8%
Bid-Ask Spread %156.81149.07160.32158.24156.87
Gamma HHI0.630.351.001.000.48
Net GEX1.8K804.2K2.0K4.2K
Net DEX-110.6K-144.2K-86.7K-86.7K-144.2K
Net VEX-98-187-13-87-184
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume101000
Total OI27.320362036

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$51.69$0.0054.6%15.7%14.3%85.8%0.0%1.1%-21.9%2.0K-86.7K-870.00158.24N/AN/A00200
2025-06-03$52.11$0.0022.6%6.5%14.3%22.6%0.0%2.0%-5.9%1.3K-100.3K-270.00149.07N/AN/A00200
2025-06-04$52.19$0.0023.8%6.8%14.0%25.0%0.0%0.8%-6.8%1.8K-95.1K-540.00152.75N/AN/A00200
2025-06-05$52.13$46.0023.7%5.0%14.0%24.8%0.0%6.1%-1.4%1.8K-94.4K-600.00157.79N/AN/A00200
2025-06-06$52.48$46.0025.4%5.0%13.9%28.1%0.0%2.5%-1.9%1.1K-102.7K-180.00158.71N/AN/A02200
2025-06-09$52.80$46.0027.5%5.0%13.8%32.3%0.0%3.8%-1.7%285-97.2K-170.00159.72N/AN/A00202
2025-06-10$52.88$46.0027.4%5.1%10.5%32.1%0.0%4.7%-2.4%190-97.8K-130.00159.07N/AN/A10202
2025-06-11$52.89$46.0017.3%5.0%9.8%12.2%0.0%3.8%-1.9%176-100.4K-240.00156.97N/AN/A00212
2025-06-12$52.99$46.0017.8%5.1%9.4%13.1%0.0%5.4%-2.3%80-100.8K-220.00159.13N/AN/A100212
2025-06-13$52.38$46.0019.2%5.5%10.4%15.9%0.0%7.8%-2.2%3.1K-106.5K-1870.00153.63N/AN/A00312
2025-06-16$52.88$46.0018.6%5.3%10.5%14.8%0.0%2.9%-2.3%1.5K-117.2K-1430.00158.63N/AN/A00312
2025-06-17$52.48$46.0020.2%5.8%11.0%17.8%0.0%1.5%-2.5%2.1K-114.4K-1360.00156.50N/AN/A00312
2025-06-18$52.58$46.0019.2%5.5%10.9%15.9%0.0%2.3%-2.9%1.7K-115.1K-1330.00157.29N/AN/A00312
2025-06-20$52.19$46.0019.9%5.7%10.0%17.3%0.0%2.2%-3.3%2.0K-111.0K-1400.00156.47N/AN/A02312
2025-06-23$52.37$46.0019.8%5.7%10.0%17.2%0.0%3.0%-2.9%2.6K-119.5K-1360.00155.89N/AN/A00310
2025-06-24$52.99$46.0019.4%5.5%10.1%16.2%0.0%5.6%-3.1%2.6K-124.4K-1440.00158.41N/AN/A00310
2025-06-25$53.13$46.0019.9%5.7%9.1%17.4%0.0%7.3%-3.9%2.6K-125.6K-1430.00160.32N/AN/A00310
2025-06-26$53.47$46.0020.5%5.9%9.1%18.4%0.0%2.4%-4.3%2.7K-128.2K-1420.00157.81N/AN/A00310
2025-06-27$53.78$46.0018.4%5.3%9.2%14.3%0.0%4.0%-3.3%2.6K-130.1K-1440.00153.00N/AN/A50310
2025-06-30$54.06$46.0020.6%5.9%9.3%18.6%0.0%2.3%-4.4%4.2K-144.2K-1840.00156.87N/AN/A00360