FDRR Options History — March 2026

In March 2026, FDRR traded between $57.29 and $61.95. ATM implied volatility averaged 23.3%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 10.9% (HV 20d: 12.4%). Max pain ranged from $57.00 to $64.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 48.99.

Notable Days

  • 2026-03-25: Highest Volume — 3,416 contracts
  • 2026-03-18: Largest IV spike — 26.5% change
  • 2026-03-27: Highest IV Rank — 33.9%
  • 2026-03-27: Largest Expected Move — 8.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$59.75$57.29$61.95$61.95$58.82
Max Pain$60.00$57.00$64.00$64.00$57.00
ATM IV23.3%19.6%27.9%21.6%22.2%
Expected Move6.4%5.4%8.0%6.2%6.4%
HV 20d12.4%10.0%17.8%12.6%17.8%
HV 60d12.1%11.0%14.5%11.0%14.5%
IV Rank25.0%17.8%33.9%21.7%22.8%
IV Percentile73.2%46.4%90.5%67.5%65.5%
Term Structure-1.0%-5.8%2.3%-4.8%-1.7%
VWIV23.8%22.3%26.6%22.6%22.3%
Skew 25d2.6%-1.1%4.4%2.7%-1.1%
Skew 10d0.4%-3.8%3.5%1.8%3.5%
Call IV 25d21.7%17.7%26.7%22.5%23.6%
Put IV 25d24.3%21.1%27.8%25.2%22.5%
Bid-Ask Spread %118.3174.55161.55161.1079.57
Gamma HHI1.000.981.001.000.99
Net GEX-20.7K-147.9K1.9K1.9K-120.7K
Net DEX106.5K-8.3K819.4K-8.3K433.8K
Net VEX-295-2.0K0-23-1.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio48.9920.0099.4799.4727.50
Total Volume173.68203,4160128
Total OI64.95503925328

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$61.95$64.0021.6%6.2%12.6%21.7%0.0%2.7%-4.8%1.9K-8.3K-230.00161.10N/AN/A0050
2026-03-03$61.37$64.0023.3%6.7%12.8%24.9%0.0%3.2%-4.7%1.6K-6.5K-190.00153.49N/AN/A0050
2026-03-04$61.76$64.0022.9%6.6%13.0%24.2%0.0%2.4%-5.8%1.8K-7.6K-200.00161.55N/AN/A0050
2026-03-05$61.17$0.0023.8%5.4%12.8%25.9%0.0%3.4%0.2%1.6K-5.7K-170.00152.00N/AN/A0050
2026-03-06$60.60$0.0025.9%5.6%12.3%30.1%0.0%3.5%1.1%1.3K-4.8K-150.00149.01N/AN/A0050
2026-03-09$60.98$0.0026.6%5.9%10.4%31.3%0.0%4.4%2.3%1.5K-4.4K-130.00149.82N/AN/A0050
2026-03-10$60.91$0.0026.6%5.4%10.2%31.4%0.0%2.9%0.1%1.4K-4.2K-110.00155.13N/AN/A0050
2026-03-11$60.81$0.0019.9%5.7%10.2%18.4%0.0%3.9%0.7%1.4K-4.0K-100.00154.65N/AN/A0050
2026-03-12$60.17$0.0022.7%0.0%10.7%23.8%0.0%4.1%-0.7%1.1K-3.3K-90.00116.09N/AN/A0050
2026-03-13$59.64$0.0021.9%0.0%10.0%22.2%0.0%4.3%0.4%773-1.9K-50.00107.25N/AN/A0050
2026-03-16$60.02$0.0022.5%6.6%10.4%23.4%0.0%3.6%-1.1%898-2.2K-50.00114.19N/AN/A0050
2026-03-17$60.23$0.0019.6%6.3%10.4%17.8%0.0%3.6%-1.9%924-2.1K-40.00118.78N/AN/A0050
2026-03-18$59.38$0.0024.8%7.2%11.2%27.9%0.0%2.6%-3.3%509-977-20.00104.16N/AN/A0050
2026-03-19$59.29$0.0021.5%6.4%11.2%21.5%0.0%3.0%-0.3%351-559-10.00110.27N/AN/A0050
2026-03-20$57.95$0.0023.2%6.9%12.7%24.8%0.0%1.1%-0.5%61-7000.0086.67N/AN/A0050
2026-03-23$58.64$0.0022.6%6.4%13.8%23.6%0.0%2.4%-0.7%0000.0093.42N/AN/A0500
2026-03-24$58.59$0.0024.1%6.4%13.8%26.5%0.0%2.2%-0.2%-6313.5K-230.0090.63N/AN/A0005
2026-03-25$58.98$0.0022.4%6.2%13.6%23.2%22.6%-0.7%-0.5%-5472.5K-1899.4791.11N/AN/A343,38205
2026-03-26$58.45$57.0024.7%7.1%13.7%27.7%24.8%2.7%-2.1%-79.1K345.6K-1.3K20.0091.36N/AN/A510010273
2026-03-27$57.52$57.0027.9%8.0%14.4%33.9%26.6%2.0%-0.1%-123.0K794.2K-2.0K0.0088.01N/AN/A0536386
2026-03-30$57.29$57.0022.5%6.5%14.4%23.4%22.5%1.1%1.7%-147.9K819.4K-1.7K27.5074.55N/AN/A41106335
2026-03-31$58.82$57.0022.2%6.4%17.8%22.8%22.3%-1.1%-1.7%-120.7K433.8K-1.3K0.0079.57N/AN/A01285323