FBIO Options History — October 2015

In October 2015, FBIO traded between $35.10 and $44.10. ATM implied volatility averaged 110.0%, placing in the 48.1% IV rank vs the trailing year. The 30-day expected move averaged 29.2%. IV traded above realized volatility by 28.3% (HV 20d: 81.8%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 1.11.

Notable Days

2015-10-01: Highest Volume — 12 contracts
2015-10-28: Largest IV spike — 63.4% change
2015-10-28: Highest IV Rank — 61.3%
2015-10-28: Largest Expected Move — 39.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$39.72	$35.10	$44.10	$36.60	$42.60
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	110.0%	84.1%	171.1%	124.8%	105.9%
Expected Move	29.2%	23.3%	39.4%	35.8%	30.4%
HV 20d	81.8%	74.6%	91.0%	79.9%	74.6%
HV 60d	78.6%	75.4%	82.4%	76.1%	82.2%
IV Rank	48.1%	37.4%	61.3%	38.4%	47.2%
IV Percentile	33.7%	3.1%	72.7%	4.0%	28.5%
Term Structure	-8.5%	-58.0%	26.1%	-19.1%	-34.3%
VWIV	101.6%	78.9%	126.7%	124.9%	92.6%
Bid-Ask Spread %	70.62	36.42	123.13	105.02	60.11
Gamma HHI	0.83	0.61	0.97	0.62	0.92
Net GEX	-16	-546	731	195	-349
Net DEX	-10.1K	-51.2K	9.3K	-6.4K	-1.1K
Net VEX	-85	-119	-19	-119	-81
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.11	0.28	2.66	0.77	2.66
Total Volume	8.273	0	12	12	10
Total OI	37.682	24	47	46	27

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
2015-10-01	$36.60	$37.50	124.8%	35.8%	79.9%	0.0%	124.9%	0.0%	-19.1%	195	-6.4K	-119	0.77	105.02	N/A	N/A	7	5	33	13
2015-10-02	$38.10	$37.50	87.7%	25.1%	81.1%	0.0%	90.3%	0.0%	16.0%	309	-2.8K	-111	0.30	123.13	N/A	N/A	6	2	33	13
2015-10-05	$37.35	$37.50	123.0%	29.7%	81.4%	0.0%	0.0%	0.0%	-13.6%	277	-8.2K	-112	0.00	36.42	N/A	N/A	0	0	34	13
2015-10-06	$36.15	$37.50	120.1%	23.3%	82.1%	0.0%	78.9%	0.0%	-0.6%	282	-6.9K	-107	0.30	70.97	N/A	N/A	6	2	34	13
2015-10-07	$37.20	$37.50	87.8%	24.0%	82.3%	0.0%	83.8%	0.0%	9.4%	368	-3.0K	-104	0.30	55.85	N/A	N/A	6	2	34	13
2015-10-08	$35.55	$37.50	106.9%	29.1%	83.4%	0.0%	101.8%	0.0%	-6.8%	289	-3.8K	-102	0.28	44.62	N/A	N/A	7	2	34	13
2015-10-09	$35.10	$37.50	102.2%	27.1%	80.7%	0.0%	94.9%	0.0%	-3.4%	388	-3.5K	-100	0.28	44.25	N/A	N/A	7	2	34	13
2015-10-12	$38.55	$37.50	144.6%	29.5%	80.5%	0.0%	104.0%	0.0%	-7.0%	-85	-32.1K	-73	0.28	44.99	N/A	N/A	7	2	34	13
2015-10-13	$38.85	$37.50	171.1%	30.6%	80.6%	0.0%	105.5%	0.0%	-5.1%	-78	-33.9K	-74	0.28	49.09	N/A	N/A	7	2	34	13
2015-10-14	$39.45	$37.50	103.7%	29.7%	80.1%	0.0%	104.6%	0.0%	-14.5%	731	-23.8K	-83	0.28	58.30	N/A	N/A	7	2	34	13
2015-10-15	$43.50	$37.50	108.5%	31.1%	85.7%	0.0%	106.5%	0.0%	-19.2%	-118	-46.3K	-58	0.28	84.60	N/A	N/A	7	2	34	13
2015-10-16	$44.10	$37.50	119.5%	34.3%	85.6%	0.0%	103.4%	0.0%	-11.7%	-70	-51.2K	-53	0.43	83.22	N/A	N/A	7	3	34	13
2015-10-19	$42.90	$37.50	90.0%	25.8%	83.5%	0.0%	0.0%	0.0%	0.0%	61	-16.6K	-19	1.92	79.94	N/A	N/A	3	5	14	10
2015-10-20	$42.15	$37.50	97.8%	28.0%	82.8%	0.0%	102.5%	0.0%	3.5%	-283	1.2K	-95	1.92	50.60	N/A	N/A	3	5	14	13
2015-10-21	$40.65	$37.50	107.0%	30.7%	83.5%	0.0%	107.3%	0.0%	-13.0%	-452	6.0K	-94	1.87	79.53	N/A	N/A	3	5	14	13
2015-10-22	$37.50	$37.50	98.5%	28.2%	87.6%	0.0%	91.8%	0.0%	16.0%	-286	7.3K	-93	1.87	101.09	N/A	N/A	3	5	14	13
2015-10-23	$40.05	$37.50	87.3%	25.0%	91.0%	0.0%	93.5%	0.0%	9.5%	-546	7.4K	-91	1.87	89.61	N/A	N/A	3	5	14	13
2015-10-26	$39.30	$37.50	86.4%	24.8%	79.6%	38.4%	101.9%	0.0%	26.1%	-373	9.3K	-92	1.87	57.51	N/A	N/A	3	5	14	13
2015-10-27	$42.30	$37.50	84.1%	24.1%	79.1%	37.4%	0.0%	0.0%	-5.0%	-51	-10.5K	-44	1.87	51.83	N/A	N/A	3	5	14	13
2015-10-28	$42.90	$37.50	137.4%	39.4%	78.0%	61.3%	126.7%	0.0%	-58.0%	-279	246	-82	1.87	119.07	N/A	N/A	3	5	14	13
2015-10-29	$42.90	$37.50	126.4%	36.2%	75.4%	56.3%	116.0%	0.0%	-47.2%	-277	-2.7K	-79	1.87	63.85	N/A	N/A	3	5	14	13
2015-10-30	$42.60	$37.50	105.9%	30.4%	74.6%	47.2%	92.6%	0.0%	-34.3%	-349	-1.1K	-81	2.66	60.11	N/A	N/A	3	7	14	13