FBIO Options History — September 2015 In September 2015, FBIO traded between $36.75 and $48.75. ATM implied volatility averaged 122.3%. The 30-day expected move averaged 36.1%. IV traded above realized volatility by 34.8% (HV 20d: 87.5%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.78.
Notable Days 2015-09-17 : Highest Volume — 16 contracts2015-09-03 : Largest IV spike — 24557.6% change2015-09-01 : Largest Expected Move — 64.2%Monthly Statistics Metric Avg Min Max Open Close Price $41.95 $36.75 $48.75 $40.20 $38.40 Max Pain $37.50 $37.50 $37.50 $37.50 $37.50 ATM IV 122.3% 0.6% 223.9% 223.9% 102.8% Expected Move 36.1% 26.4% 64.2% 64.2% 29.5% HV 20d 87.5% 66.9% 99.4% 91.4% 79.0% HV 60d 75.6% 71.3% 80.5% 77.9% 75.6% Term Structure -21.2% -73.9% 25.5% 2.8% -21.5% VWIV 135.0% 78.7% 223.9% 223.9% 102.8% Bid-Ask Spread % 114.99 68.61 158.79 128.62 127.25 Gamma HHI 0.70 0.50 1.00 0.52 0.76 Net GEX 129 -72 637 165 240 Net DEX -24.9K -51.8K -3.3K -11.6K -9.4K Net VEX -98 -172 -2 -153 -122 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.50 1.15 1.15 0.77 Total Volume 11.429 0 16 10 12 Total OI 44.095 42 47 42 47
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 2015-09-01 $40.20 $37.50 223.9% 64.2% 91.4% 0.0% 223.9% 0.0% 2.8% 165 -11.6K -153 1.15 128.62 N/A N/A 5 5 29 13 2015-09-02 $38.85 $37.50 0.6% 0.0% 91.8% 0.0% 0.0% 0.0% -26.1% 637 -11.3K -120 1.15 158.79 N/A N/A 5 5 29 13 2015-09-03 $38.25 $37.50 145.5% 30.2% 91.6% 0.0% 78.7% 0.0% -58.1% 150 -3.3K -161 1.15 133.06 N/A N/A 5 5 29 13 2015-09-04 $38.40 $37.50 115.9% 33.6% 91.8% 0.0% 114.5% 0.0% 25.5% 166 -9.4K -172 1.15 121.09 N/A N/A 5 5 29 13 2015-09-08 $38.70 $37.50 119.5% 30.7% 92.0% 0.0% 0.0% 0.0% 8.9% 89 -5.4K -151 0.00 91.84 N/A N/A 0 0 29 13 2015-09-09 $39.60 $37.50 126.7% 36.3% 91.4% 0.0% 123.5% 0.0% -11.0% 89 -4.8K -149 0.91 68.61 N/A N/A 6 5 29 13 2015-09-10 $38.70 $37.50 113.7% 32.6% 88.6% 0.0% 111.9% 0.0% 14.2% 127 -7.6K -154 0.91 97.45 N/A N/A 6 5 30 13 2015-09-11 $40.80 $37.50 143.2% 41.1% 90.9% 0.0% 138.7% 0.0% -42.3% 24 -6.1K -136 0.91 87.41 N/A N/A 6 5 30 13 2015-09-14 $44.85 $37.50 145.7% 41.8% 97.8% 0.0% 0.0% 0.0% -26.1% 12 -42.0K -2 1.02 104.56 N/A N/A 5 5 30 13 2015-09-15 $44.10 $37.50 92.0% 26.4% 97.9% 0.0% 0.0% 0.0% -2.9% -57 -31.1K -72 0.00 110.50 N/A N/A 0 0 30 13 2015-09-16 $45.30 $37.50 116.3% 33.3% 98.4% 0.0% 0.0% 0.0% -5.9% 60 -33.7K -98 0.92 119.56 N/A N/A 6 5 30 13 2015-09-17 $47.85 $37.50 127.4% 36.5% 99.4% 0.0% 0.0% 0.0% -36.8% 26 -45.6K -8 0.51 149.25 N/A N/A 11 5 30 13 2015-09-18 $48.75 $37.50 146.6% 42.0% 95.6% 0.0% 161.9% 0.0% -51.1% 322 -49.9K -57 0.52 152.72 N/A N/A 10 5 33 13 2015-09-21 $45.90 $37.50 92.1% 26.4% 91.4% 0.0% 97.7% 0.0% 13.4% 224 -48.6K -34 0.50 106.05 N/A N/A 10 5 33 13 2015-09-22 $44.25 $37.50 106.6% 30.6% 82.1% 0.0% 0.0% 0.0% -19.8% -72 -41.6K -66 0.50 89.47 N/A N/A 10 5 33 13 2015-09-23 $43.35 $37.50 98.9% 28.3% 73.9% 0.0% 0.0% 0.0% -29.7% -37 -38.8K -76 0.50 98.33 N/A N/A 10 5 33 13 2015-09-24 $43.80 $37.50 97.0% 27.8% 72.1% 0.0% 0.0% 0.0% -26.2% 17 -51.8K -4 0.50 81.09 N/A N/A 10 5 33 13 2015-09-25 $44.70 $37.50 120.2% 34.5% 66.9% 0.0% 101.6% 0.0% -15.9% 133 -34.0K -91 0.50 123.48 N/A N/A 10 5 33 13 2015-09-28 $39.45 $37.50 182.6% 52.3% 75.3% 0.0% 186.9% 0.0% -63.7% 188 -23.3K -104 0.58 134.36 N/A N/A 9 5 33 13 2015-09-29 $36.75 $37.50 151.1% 43.3% 77.3% 0.0% 177.8% 0.0% -73.9% 196 -12.7K -129 0.60 131.38 N/A N/A 9 5 34 13 2015-09-30 $38.40 $37.50 102.8% 29.5% 79.0% 0.0% 102.8% 0.0% -21.5% 240 -9.4K -122 0.77 127.25 N/A N/A 7 5 34 13
« Aug 2015 | All History | Oct 2015 » Home FBIO History September 2015