FBIO Options History — July 2015 In July 2015, FBIO traded between $50.25 and $57.45. ATM implied volatility averaged 129.1%. The 30-day expected move averaged 35.2%. IV traded above realized volatility by 53.0% (HV 20d: 76.1%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.14.
Notable Days 2015-07-13 : Highest Volume — 37 contracts2015-07-27 : Largest IV spike — 43.7% change2015-07-27 : Largest Expected Move — 55.1%Monthly Statistics Metric Avg Min Max Open Close Price $53.61 $50.25 $57.45 $50.25 $50.70 Max Pain $37.50 $37.50 $37.50 $37.50 $37.50 ATM IV 129.1% 91.9% 192.1% 132.8% 145.2% Expected Move 35.2% 25.4% 55.1% 38.1% 36.0% HV 20d 76.1% 53.6% 88.6% 87.3% 53.6% HV 60d 77.9% 73.5% 82.6% 81.4% 74.4% Term Structure -27.8% -107.1% 33.0% -15.8% -26.5% VWIV 116.5% 72.9% 164.3% 132.8% 141.7% Bid-Ask Spread % 110.37 54.14 150.42 110.99 133.59 Gamma HHI 0.62 0.43 0.88 0.73 0.56 Net GEX 3.8K 707 5.2K 4.4K 1.1K Net DEX -784.4K -844.6K -695.7K -706.4K -794.6K Net VEX -881 -1.4K -264 -794 -302 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.14 0.12 0.15 0.15 0.13 Total Volume 32.045 28 37 31 28 Total OI 249.727 240 261 251 241
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 2015-07-01 $50.25 $37.50 132.8% 38.1% 87.3% 0.0% 132.8% 0.0% -15.8% 4.4K -706.4K -794 0.15 110.99 N/A N/A 27 4 215 36 2015-07-02 $54.30 $37.50 109.8% 31.5% 85.0% 0.0% 0.0% 0.0% 10.4% 3.2K -739.3K -1.4K 0.15 112.63 N/A N/A 27 4 215 36 2015-07-06 $52.95 $37.50 130.5% 30.2% 85.2% 0.0% 102.9% 0.0% 5.9% 4.4K -755.3K -813 0.13 89.65 N/A N/A 31 4 216 36 2015-07-07 $53.25 $37.50 142.6% 32.4% 83.9% 0.0% 109.0% 0.0% -30.2% 4.5K -801.7K -903 0.14 105.69 N/A N/A 30 4 223 36 2015-07-08 $52.65 $37.50 91.9% 33.1% 84.2% 0.0% 112.2% 0.0% -13.1% 4.5K -787.1K -894 0.14 108.50 N/A N/A 29 4 224 36 2015-07-09 $52.95 $37.50 125.6% 38.6% 84.0% 0.0% 116.1% 0.0% -83.8% 4.4K -784.3K -895 0.14 115.64 N/A N/A 29 4 220 36 2015-07-10 $56.25 $37.50 167.7% 39.5% 86.1% 0.0% 108.6% 0.0% -107.1% 3.5K -796.3K -1.4K 0.15 91.72 N/A N/A 30 5 220 36 2015-07-13 $56.40 $37.50 144.4% 25.4% 85.5% 0.0% 128.1% 0.0% -5.3% 4.3K -784.1K -1.3K 0.15 110.25 N/A N/A 32 5 220 38 2015-07-14 $57.45 $37.50 119.6% 32.4% 83.5% 0.0% 107.0% 0.0% -2.0% 4.1K -818.0K -1.4K 0.15 112.72 N/A N/A 32 5 223 38 2015-07-15 $55.50 $37.50 137.7% 39.5% 85.0% 0.0% 130.9% 0.0% -97.1% 3.4K -795.5K -1.4K 0.15 122.33 N/A N/A 32 5 223 38 2015-07-16 $53.10 $37.50 106.7% 30.6% 86.0% 0.0% 72.9% 0.0% -68.0% 3.9K -823.8K -711 0.15 69.00 N/A N/A 31 5 223 38 2015-07-17 $56.70 $37.50 119.5% 34.3% 88.6% 0.0% 128.2% 0.0% -16.6% 4.0K -844.2K -1.3K 0.15 119.66 N/A N/A 31 5 223 38 2015-07-20 $53.55 $37.50 124.3% 35.6% 75.8% 0.0% 80.0% 0.0% 19.6% 4.2K -802.2K -737 0.12 54.14 N/A N/A 28 3 205 35 2015-07-21 $53.85 $37.50 144.5% 41.4% 71.6% 0.0% 149.5% 0.0% -71.0% 5.0K -729.1K -1.0K 0.12 127.43 N/A N/A 27 3 205 35 2015-07-22 $53.55 $37.50 92.2% 26.4% 70.4% 0.0% 82.0% 0.0% 11.3% 3.0K -814.0K -512 0.13 115.61 N/A N/A 26 3 205 35 2015-07-23 $54.30 $37.50 114.2% 32.7% 69.8% 0.0% 105.2% 0.0% -20.6% 4.4K -801.1K -773 0.13 69.75 N/A N/A 26 3 206 35 2015-07-24 $52.50 $37.50 133.7% 38.3% 69.8% 0.0% 133.4% 0.0% 33.0% 4.6K -766.8K -668 0.13 134.44 N/A N/A 26 3 206 35 2015-07-27 $51.90 $37.50 192.1% 55.1% 61.1% 0.0% 164.3% 0.0% -55.5% 5.2K -695.7K -798 0.13 130.73 N/A N/A 26 3 206 35 2015-07-28 $53.85 $37.50 129.1% 37.0% 58.8% 0.0% 128.6% 0.0% -16.1% 707 -844.6K -264 0.13 100.13 N/A N/A 26 3 206 35 2015-07-29 $51.30 $37.50 111.3% 31.9% 59.8% 0.0% 96.8% 0.0% -77.2% 3.5K -794.1K -556 0.13 150.42 N/A N/A 25 3 206 35 2015-07-30 $52.20 $37.50 125.7% 36.0% 59.9% 0.0% 141.7% 0.0% 14.4% 3.9K -777.7K -538 0.13 143.17 N/A N/A 25 3 206 35 2015-07-31 $50.70 $37.50 145.2% 0.0% 53.6% 0.0% 0.0% 0.0% -26.5% 1.1K -794.6K -302 0.13 133.59 N/A N/A 25 3 206 35
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