FBIO Options History — April 2015

Name: FBIO Options Analytics - April 2015
Creator: Options Analysis Suite

In April 2015, FBIO traded between $46.80 and $54.60. ATM implied volatility averaged 146.9%. The 30-day expected move averaged 42.1%. Max pain ranged from $37.50 to $37.50. Net GEX was positive for 2 of 3 trading days. Term structure was in contango for 1 of 3 days. Put/call ratio averaged 0.27.

Notable Days

2015-04-28: Highest Volume — 34 contracts
2015-04-30: Largest IV drop — 7.6% change
2015-04-28: Largest Expected Move — 44.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$50.45	$46.80	$54.60	$54.60	$46.80
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	146.9%	137.5%	154.2%	154.2%	137.5%
Expected Move	42.1%	39.4%	44.2%	44.2%	39.4%
Term Structure	17.2%	-7.9%	60.3%	60.3%	-7.9%
VWIV	139.7%	130.5%	148.8%	130.5%	148.8%
Bid-Ask Spread %	128.96	76.98	171.90	138.01	76.98
Gamma HHI	0.69	0.58	0.78	0.69	0.78
Net GEX	3.5K	-72	5.9K	4.8K	5.9K
Net DEX	-1.2M	-1.3M	-958.9K	-1.2M	-958.9K
Net VEX	-1.7K	-2.5K	-66	-2.5K	-2.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.27	0.18	0.41	0.21	0.41
Total Volume	30.333	27	34	34	27
Total OI	427	427	427	427	427

Daily Data (3 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
2015-04-28	$54.60	$37.50	154.2%	44.2%	0.0%	0.0%	130.5%	0.0%	60.3%	4.8K	-1.2M	-2.5K	0.21	138.01	N/A	N/A	28	6	369	58
2015-04-29	$49.95	$37.50	148.8%	42.7%	0.0%	0.0%	148.8%	0.0%	-0.9%	-72	-1.3M	-66	0.18	171.90	N/A	N/A	25	5	369	58
2015-04-30	$46.80	$37.50	137.5%	39.4%	0.0%	0.0%	0.0%	0.0%	-7.9%	5.9K	-958.9K	-2.5K	0.41	76.98	N/A	N/A	19	8	369	58