FDRR Options History — December 2025

In December 2025, FDRR traded between $60.47 and $61.82. ATM implied volatility averaged 18.7%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 8.0% (HV 20d: 10.7%). Max pain ranged from $62.00 to $62.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 0 of 22 days.

Notable Days

  • 2025-12-17: Highest Volume — 5 contracts
  • 2025-12-10: Largest IV drop — 38.4% change
  • 2025-12-09: Highest IV Rank — 28.9%
  • 2025-12-02: Largest Expected Move — 6.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.13$60.47$61.82$60.62$61.05
Max Pain$62.00$62.00$62.00$62.00$62.00
ATM IV18.7%15.6%25.3%20.1%18.9%
Expected Move5.0%4.5%6.0%5.8%5.4%
HV 20d10.7%7.6%13.5%13.5%7.7%
HV 60d11.4%11.1%11.6%11.6%11.3%
IV Rank16.1%10.0%28.9%18.7%16.3%
IV Percentile34.6%5.6%81.7%54.8%38.9%
Term Structure-2.7%-6.0%-0.8%-5.5%-4.1%
VWIV23.8%23.8%23.8%23.8%23.8%
Skew 25d4.4%0.5%9.2%7.5%0.5%
Skew 10d11.4%4.3%16.1%11.8%4.3%
Call IV 25d16.2%10.2%22.2%15.7%22.2%
Put IV 25d20.6%18.7%23.5%23.2%22.7%
Bid-Ask Spread %159.22155.34161.92157.90160.31
Gamma HHI0.710.460.870.830.48
Net GEX1.6K-7812.6K2.1K1.1K
Net DEX-9.6K-20.2K8.0K-16.0K8.0K
Net VEX-46-63-36-48-44
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.4550500
Total OI7.818611611

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-12-01$60.62$0.0020.1%5.8%13.5%18.7%0.0%7.5%-5.5%2.1K-16.0K-480.00157.90N/AN/A0060
2025-12-02$60.81$0.0020.9%6.0%13.1%20.3%0.0%8.0%-6.0%2.2K-16.6K-470.00158.16N/AN/A0060
2025-12-03$61.08$0.0020.6%5.9%13.0%19.6%0.0%7.9%-5.3%2.3K-17.5K-480.00155.63N/AN/A0060
2025-12-04$61.14$62.0022.0%4.7%12.9%22.4%0.0%8.9%-1.4%2.2K-17.7K-480.00161.03N/AN/A0060
2025-12-05$61.30$62.0022.2%4.7%12.5%22.8%0.0%1.3%-0.8%2.2K-18.4K-480.00160.07N/AN/A0060
2025-12-08$61.19$62.0024.4%4.9%12.5%27.2%0.0%9.2%-1.8%2.2K-17.8K-460.00161.01N/AN/A0060
2025-12-09$61.20$62.0025.3%4.9%11.8%28.9%0.0%8.3%-1.2%2.2K-17.8K-450.00160.74N/AN/A0060
2025-12-10$61.76$62.0015.6%4.5%12.1%10.0%0.0%1.8%-1.2%2.4K-20.0K-450.00155.34N/AN/A0060
2025-12-11$61.82$62.0016.0%4.6%11.9%10.7%0.0%1.7%-1.7%2.4K-20.2K-440.00155.63N/AN/A0060
2025-12-12$61.19$62.0016.6%4.8%11.8%11.9%0.0%7.4%-1.2%2.3K-17.6K-430.00161.16N/AN/A0060
2025-12-15$61.30$62.0016.8%4.8%11.7%12.3%0.0%7.3%-2.1%2.4K-17.9K-410.00159.15N/AN/A0060
2025-12-16$61.02$62.0016.4%4.7%10.3%11.6%0.0%4.5%-1.6%2.4K-16.7K-400.00158.72N/AN/A0060
2025-12-17$60.47$62.0017.2%4.9%11.0%13.1%0.0%1.2%-1.1%2.2K-14.4K-380.00160.53N/AN/A0560
2025-12-18$60.65$62.0016.6%4.8%11.0%11.9%0.0%1.4%-2.3%-7812.7K-430.00160.15N/AN/A0065
2025-12-19$60.54$62.0016.3%4.7%10.0%11.4%0.0%1.0%-2.3%-6441.5K-390.00161.74N/AN/A0065
2025-12-22$60.91$62.0016.5%4.7%9.0%11.7%23.8%3.4%-2.0%2.6K-17.1K-360.00159.76N/AN/A0560
2025-12-23$61.13$62.0016.6%4.7%8.6%11.8%0.0%8.1%-2.4%9696.9K-570.00159.41N/AN/A0065
2025-12-24$61.51$62.0016.7%4.8%8.1%12.0%0.0%2.9%-3.0%355695-630.00157.10N/AN/A0065
2025-12-26$61.48$62.0018.4%5.3%7.6%15.5%0.0%2.6%-4.1%7944.3K-550.00157.82N/AN/A0065
2025-12-29$61.33$62.0018.8%5.4%7.7%16.2%0.0%1.2%-3.8%8935.6K-510.00159.54N/AN/A0065
2025-12-30$61.29$62.0019.1%5.5%7.6%16.9%0.0%0.7%-3.8%9025.9K-480.00161.92N/AN/A0065
2025-12-31$61.05$62.0018.9%5.4%7.7%16.3%0.0%0.5%-4.1%1.1K8.0K-440.00160.31N/AN/A0065