FBIO Options History — June 2015

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

In June 2015, FBIO traded between $42.60 and $58.65. ATM implied volatility averaged 113.4%. The 30-day expected move averaged 32.9%. IV traded above realized volatility by 28.9% (HV 20d: 84.6%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.09.

Notable Days

2015-06-18: Highest Volume — 101 contracts
2015-06-03: Largest IV spike — 53.4% change
2015-06-09: Largest Expected Move — 41.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$49.14	$42.60	$58.65	$42.60	$50.85
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	113.4%	85.0%	142.6%	109.7%	138.1%
Expected Move	32.9%	24.4%	41.6%	31.5%	39.6%
HV 20d	84.6%	44.9%	106.7%	44.9%	106.7%
Term Structure	-7.1%	-91.1%	35.0%	-10.1%	13.2%
VWIV	116.8%	85.0%	147.8%	112.0%	139.7%
Bid-Ask Spread %	93.33	39.62	147.36	104.83	103.76
Gamma HHI	0.73	0.42	0.94	0.89	0.67
Net GEX	3.8K	-74	6.5K	4.9K	371
Net DEX	-647.7K	-797.9K	-431.4K	-431.4K	-797.9K
Net VEX	-1.0K	-1.6K	-76	-1.4K	-212
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.09	0.05	0.15	0.06	0.15
Total Volume	68.545	0	101	94	31
Total OI	238.273	226	292	234	252

Daily Data (22 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
2015-06-01	$42.60	$37.50	109.7%	31.5%	44.9%	0.0%	112.0%	0.0%	-10.1%	4.9K	-431.4K	-1.4K	0.06	104.83	N/A	N/A	88	6	194	40
2015-06-02	$42.90	$37.50	92.9%	26.6%	45.0%	0.0%	0.0%	0.0%	-9.2%	6.5K	-662.2K	-1.6K	0.00	86.20	N/A	N/A	0	0	252	40
2015-06-03	$51.00	$37.50	142.6%	40.9%	76.0%	0.0%	133.9%	0.0%	-36.2%	175	-764.6K	-191	0.07	83.14	N/A	N/A	88	7	186	40
2015-06-04	$46.65	$37.50	97.7%	38.4%	83.3%	0.0%	133.9%	0.0%	-33.2%	5.5K	-564.2K	-1.2K	0.06	147.36	N/A	N/A	88	5	188	41
2015-06-05	$48.15	$37.50	112.2%	28.7%	83.1%	0.0%	0.0%	0.0%	-18.7%	-74	-724.6K	-100	0.06	51.55	N/A	N/A	88	5	188	42
2015-06-08	$46.50	$37.50	120.6%	28.0%	83.5%	0.0%	97.0%	0.0%	26.4%	4.5K	-532.4K	-1.3K	0.06	42.04	N/A	N/A	89	5	188	42
2015-06-09	$46.80	$37.50	120.4%	41.6%	82.9%	0.0%	147.8%	0.0%	-91.1%	-15	-707.1K	-76	0.06	125.63	N/A	N/A	89	5	188	42
2015-06-10	$46.35	$37.50	112.2%	32.2%	82.5%	0.0%	0.0%	0.0%	26.6%	4.6K	-530.2K	-1.2K	0.06	39.62	N/A	N/A	89	5	188	42
2015-06-11	$47.10	$37.50	87.4%	25.0%	78.1%	0.0%	0.0%	0.0%	15.4%	5.1K	-556.2K	-1.1K	0.06	101.76	N/A	N/A	89	5	188	42
2015-06-12	$46.20	$37.50	102.3%	29.3%	78.0%	0.0%	102.1%	0.0%	8.5%	4.3K	-560.9K	-1.1K	0.06	93.92	N/A	N/A	89	5	188	42
2015-06-15	$44.40	$37.50	119.8%	34.3%	79.3%	0.0%	120.3%	0.0%	-20.6%	4.4K	-554.7K	-905	0.06	94.90	N/A	N/A	89	5	188	42
2015-06-16	$45.45	$37.50	96.6%	27.7%	79.7%	0.0%	96.2%	0.0%	20.2%	4.7K	-532.8K	-1.1K	0.06	58.02	N/A	N/A	89	5	188	42
2015-06-17	$47.55	$37.50	107.7%	30.9%	81.0%	0.0%	104.3%	0.0%	20.8%	4.9K	-562.0K	-1.2K	0.05	145.31	N/A	N/A	95	5	188	42
2015-06-18	$47.55	$37.50	101.1%	29.0%	81.0%	0.0%	0.0%	0.0%	-8.7%	5.0K	-579.6K	-930	0.06	88.23	N/A	N/A	95	6	190	42
2015-06-19	$54.90	$37.50	129.4%	37.1%	94.8%	0.0%	135.4%	0.0%	-59.2%	4.2K	-751.3K	-943	0.15	85.99	N/A	N/A	37	6	190	43
2015-06-22	$58.65	$37.50	138.8%	39.8%	96.9%	0.0%	99.4%	0.0%	18.7%	3.5K	-778.0K	-1.5K	0.14	136.04	N/A	N/A	30	4	202	36
2015-06-23	$56.40	$37.50	127.2%	36.5%	97.3%	0.0%	118.7%	0.0%	-35.5%	3.8K	-790.6K	-1.3K	0.13	92.60	N/A	N/A	32	4	208	36
2015-06-24	$54.75	$37.50	111.4%	31.9%	98.2%	0.0%	118.7%	0.0%	-30.3%	4.5K	-765.6K	-1.0K	0.15	47.88	N/A	N/A	28	4	208	36
2015-06-25	$56.40	$37.50	128.2%	36.8%	97.9%	0.0%	0.0%	0.0%	7.4%	2.8K	-794.1K	-1.5K	0.15	113.65	N/A	N/A	28	4	212	36
2015-06-26	$51.30	$37.50	85.0%	24.4%	104.7%	0.0%	85.0%	0.0%	4.8%	4.8K	-708.7K	-1.1K	0.14	116.97	N/A	N/A	29	4	212	36
2015-06-29	$48.60	$37.50	114.3%	32.8%	105.8%	0.0%	124.5%	0.0%	35.0%	5.0K	-600.0K	-1.1K	0.14	93.79	N/A	N/A	29	4	216	36
2015-06-30	$50.85	$37.50	138.1%	39.6%	106.7%	0.0%	139.7%	0.0%	13.2%	371	-797.9K	-212	0.15	103.76	N/A	N/A	27	4	216	36