FBIO Options History — August 2015

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

In August 2015, FBIO traded between $33.90 and $52.20. ATM implied volatility averaged 126.2%. The 30-day expected move averaged 35.6%. IV traded above realized volatility by 66.5% (HV 20d: 59.7%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.39.

Notable Days

2015-08-04: Highest Volume — 29 contracts
2015-08-26: Largest IV spike — 116.9% change
2015-08-26: Largest Expected Move — 49.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$44.60	$33.90	$52.20	$52.20	$41.10
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	126.2%	70.2%	172.2%	133.4%	138.3%
Expected Move	35.6%	20.1%	49.4%	38.2%	39.7%
HV 20d	59.7%	44.0%	91.4%	54.2%	91.4%
HV 60d	75.9%	72.5%	84.0%	74.3%	78.1%
Term Structure	-29.1%	-128.3%	45.2%	22.5%	-10.7%
VWIV	119.9%	12.0%	149.7%	112.2%	140.1%
Bid-Ask Spread %	124.14	80.02	167.03	124.35	120.52
Gamma HHI	0.72	0.53	0.99	0.91	0.66
Net GEX	370	24	686	663	143
Net DEX	-509.8K	-816.9K	11.3K	-816.9K	-12.9K
Net VEX	-159	-288	-7	-288	-160
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.39	0.00	1.15	0.00	1.15
Total Volume	17.524	0	29	0	10
Total OI	182.095	38	242	241	42

Daily Data (21 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
2015-08-03	$52.20	$37.50	133.4%	38.2%	54.2%	0.0%	112.2%	0.0%	22.5%	663	-816.9K	-288	0.00	124.35	N/A	N/A	0	0	206	35
2015-08-04	$51.60	$37.50	162.2%	46.5%	54.3%	0.0%	149.7%	0.0%	-77.7%	686	-799.2K	-231	0.13	114.71	N/A	N/A	26	3	206	35
2015-08-05	$50.70	$37.50	136.8%	39.2%	54.5%	0.0%	145.8%	0.0%	-42.7%	578	-782.2K	-194	0.13	99.75	N/A	N/A	25	3	206	35
2015-08-06	$49.35	$0.00	114.5%	37.2%	55.1%	0.0%	0.0%	0.0%	-87.8%	661	-767.3K	-237	0.14	127.67	N/A	N/A	23	3	206	35
2015-08-07	$49.05	$0.00	101.4%	29.1%	49.6%	0.0%	0.0%	0.0%	-10.3%	667	-754.6K	-195	0.14	99.64	N/A	N/A	23	3	207	35
2015-08-10	$48.00	$0.00	134.7%	24.0%	49.8%	0.0%	0.0%	0.0%	-21.6%	415	-736.3K	-161	0.14	80.02	N/A	N/A	23	3	207	35
2015-08-11	$45.60	$0.00	163.9%	45.5%	51.0%	0.0%	0.0%	0.0%	-41.0%	481	-698.5K	-195	0.00	153.95	N/A	N/A	0	0	207	35
2015-08-12	$48.15	$0.00	130.0%	37.3%	55.3%	0.0%	0.0%	0.0%	-13.7%	24	-748.6K	-7	0.14	104.37	N/A	N/A	23	3	207	35
2015-08-13	$46.50	$0.00	92.2%	26.4%	54.5%	0.0%	0.0%	0.0%	28.5%	358	-710.1K	-156	0.14	101.68	N/A	N/A	23	3	207	35
2015-08-14	$46.35	$0.00	70.2%	20.1%	47.4%	0.0%	0.0%	0.0%	-31.0%	361	-713.0K	-98	0.14	154.29	N/A	N/A	23	3	207	35
2015-08-17	$46.50	$0.00	106.0%	30.4%	44.2%	0.0%	0.0%	0.0%	45.2%	168	-718.7K	-82	0.14	136.27	N/A	N/A	23	3	207	35
2015-08-18	$46.20	$0.00	103.8%	29.8%	44.0%	0.0%	0.0%	0.0%	18.0%	393	-703.3K	-159	0.16	130.41	N/A	N/A	21	3	207	35
2015-08-19	$44.55	$0.00	127.3%	36.5%	45.1%	0.0%	0.0%	0.0%	-32.5%	253	-611.8K	-147	0.00	158.97	N/A	N/A	0	0	192	35
2015-08-20	$41.55	$0.00	139.3%	39.9%	49.0%	0.0%	0.0%	0.0%	-15.0%	459	-579.1K	-174	0.15	129.82	N/A	N/A	22	3	192	35
2015-08-21	$37.80	$0.00	161.0%	46.2%	56.6%	0.0%	0.0%	0.0%	-68.2%	244	-507.3K	-151	0.16	129.56	N/A	N/A	20	3	190	35
2015-08-24	$33.90	$0.00	152.8%	43.8%	65.3%	0.0%	148.4%	0.0%	-11.1%	291	-16.9K	-178	0.39	109.03	N/A	N/A	5	2	29	9
2015-08-25	$37.95	$37.50	79.4%	22.8%	78.5%	0.0%	12.0%	0.0%	-119.9%	497	-805	-109	1.15	167.03	N/A	N/A	5	5	29	10
2015-08-26	$36.60	$37.50	172.2%	49.4%	78.0%	0.0%	0.0%	0.0%	-128.3%	248	11.3K	-122	1.15	136.28	N/A	N/A	5	5	29	13
2015-08-27	$39.75	$37.50	104.4%	29.9%	84.9%	0.0%	130.9%	0.0%	-13.6%	79	-4.9K	-161	1.15	127.87	N/A	N/A	5	5	29	13
2015-08-28	$43.20	$37.50	125.8%	36.1%	91.3%	0.0%	0.0%	0.0%	0.2%	96	-34.0K	-128	1.15	100.69	N/A	N/A	5	5	29	13
2015-08-31	$41.10	$37.50	138.3%	39.7%	91.4%	0.0%	140.1%	0.0%	-10.7%	143	-12.9K	-160	1.15	120.52	N/A	N/A	5	5	29	13