FBIO Options History — May 2015

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

In May 2015, FBIO traded between $43.80 and $48.00. ATM implied volatility averaged 122.1%. The 30-day expected move averaged 31.7%. IV traded above realized volatility by 65.7% (HV 20d: 56.3%). Max pain ranged from $37.50 to $75.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 2.26.

Notable Days

2015-05-12: Highest Volume — 108 contracts
2015-05-13: Largest IV spike — 267.0% change
2015-05-07: Largest Expected Move — 45.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$45.52	$43.80	$48.00	$45.45	$44.25
Max Pain	$46.88	$37.50	$75.00	$37.50	$37.50
ATM IV	122.1%	27.4%	183.3%	144.8%	101.3%
Expected Move	31.7%	7.8%	45.2%	41.5%	29.0%
HV 20d	56.3%	44.1%	63.2%	63.2%	44.1%
Term Structure	10.4%	-69.4%	133.8%	-56.3%	26.5%
VWIV	110.9%	104.5%	116.3%	109.0%	104.5%
Bid-Ask Spread %	108.35	34.19	170.20	59.32	53.51
Gamma HHI	0.82	0.48	1.00	0.63	0.89
Net GEX	3.2K	-217	8.7K	0	5.1K
Net DEX	-765.3K	-1.4M	-101.3K	-1.2M	-468.9K
Net VEX	-870	-1.8K	0	0	-1.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.26	0.00	41.00	0.61	0.06
Total Volume	48.5	1	108	30	94
Total OI	359.45	234	552	432	234

Daily Data (20 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
2015-05-01	$45.45	$37.50	144.8%	41.5%	0.0%	0.0%	0.0%	0.0%	-56.3%	0	-1.2M	0	0.61	59.32	N/A	N/A	19	11	370	62
2015-05-04	$45.15	$75.00	148.8%	29.4%	0.0%	0.0%	0.0%	0.0%	8.1%	-44	-1.2M	-70	0.00	111.55	N/A	N/A	4	0	370	64
2015-05-05	$43.95	$75.00	168.6%	34.0%	0.0%	0.0%	0.0%	0.0%	3.8%	0	-1.1M	-93	0.49	98.45	N/A	N/A	22	11	370	64
2015-05-06	$43.80	$75.00	183.3%	38.6%	0.0%	0.0%	0.0%	0.0%	-51.1%	-171	-101.3K	-32	0.53	121.02	N/A	N/A	20	11	372	63
2015-05-07	$45.45	$75.00	116.3%	45.2%	0.0%	0.0%	0.0%	0.0%	-69.4%	111	-109.8K	-21	0.53	156.76	N/A	N/A	20	11	372	63
2015-05-08	$44.25	$75.00	146.7%	26.6%	0.0%	0.0%	0.0%	0.0%	-3.8%	0	-1.1M	0	0.09	107.00	N/A	N/A	78	7	370	63
2015-05-11	$45.60	$37.50	170.7%	28.5%	0.0%	0.0%	0.0%	0.0%	3.6%	2.3K	-1.4M	0	41.00	91.67	N/A	N/A	0	3	409	143
2015-05-12	$44.55	$37.50	27.4%	7.8%	0.0%	0.0%	0.0%	0.0%	70.9%	-112	-118.2K	-27	0.11	170.20	N/A	N/A	98	10	332	67
2015-05-13	$48.00	$37.50	100.5%	28.8%	0.0%	0.0%	109.0%	0.0%	80.2%	-217	-1.1M	-200	0.11	120.63	N/A	N/A	96	10	332	67
2015-05-14	$46.95	$37.50	117.8%	33.8%	0.0%	0.0%	0.0%	0.0%	6.7%	40	-1.0M	-146	0.11	110.35	N/A	N/A	96	10	332	67
2015-05-15	$46.95	$37.50	99.0%	28.4%	0.0%	0.0%	0.0%	0.0%	21.7%	7.2K	-813.1K	-1.8K	0.11	46.09	N/A	N/A	97	11	332	67
2015-05-18	$47.40	$37.50	124.1%	35.6%	0.0%	0.0%	0.0%	0.0%	0.0%	5.8K	-751.9K	-1.7K	0.00	164.29	N/A	N/A	2	0	234	39
2015-05-19	$46.35	$37.50	102.8%	29.5%	63.2%	0.0%	0.0%	0.0%	-28.5%	6.7K	-696.6K	-1.8K	0.00	139.74	N/A	N/A	1	0	236	39
2015-05-20	$46.35	$37.50	133.5%	38.3%	61.2%	0.0%	0.0%	0.0%	42.7%	6.9K	-703.0K	-1.8K	0.31	135.06	N/A	N/A	20	6	236	39
2015-05-21	$45.30	$37.50	113.6%	32.6%	59.5%	0.0%	113.6%	0.0%	133.8%	4.9K	-693.1K	-1.8K	0.31	146.96	N/A	N/A	20	6	236	39
2015-05-22	$45.90	$37.50	98.2%	28.1%	58.4%	0.0%	0.0%	0.0%	21.1%	6.1K	-657.7K	-1.8K	0.25	34.19	N/A	N/A	22	6	236	39
2015-05-26	$44.40	$37.50	117.3%	33.6%	57.4%	0.0%	116.3%	0.0%	-33.8%	4.3K	-729.8K	-1.5K	0.26	118.56	N/A	N/A	21	6	237	40
2015-05-27	$45.60	$37.50	115.1%	33.0%	57.4%	0.0%	0.0%	0.0%	10.9%	6.8K	-678.2K	-1.6K	0.26	91.59	N/A	N/A	21	6	237	40
2015-05-28	$44.70	$37.50	111.7%	32.0%	49.3%	0.0%	0.0%	0.0%	11.3%	8.7K	-642.1K	-1.6K	0.06	90.14	N/A	N/A	88	6	237	40
2015-05-29	$44.25	$37.50	101.3%	29.0%	44.1%	0.0%	104.5%	0.0%	26.5%	5.1K	-468.9K	-1.4K	0.06	53.51	N/A	N/A	88	6	194	40