FBIO Options History — November 2015

In November 2015, FBIO traded between $43.05 and $47.55. ATM implied volatility averaged 93.3%, placing in the 41.5% IV rank vs the trailing year. The 30-day expected move averaged 26.4%. IV traded above realized volatility by 36.4% (HV 20d: 56.9%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 2.20.

Notable Days

2015-11-19: Highest Volume — 16 contracts
2015-11-09: Largest IV spike — 102.6% change
2015-11-09: Highest IV Rank — 70.4%
2015-11-30: Largest Expected Move — 41.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$44.80	$43.05	$47.55	$43.05	$44.85
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	93.3%	60.2%	157.8%	99.6%	146.3%
Expected Move	26.4%	17.3%	41.9%	28.6%	41.9%
HV 20d	56.9%	37.8%	74.0%	74.0%	37.8%
HV 60d	75.7%	66.2%	82.4%	82.3%	66.2%
IV Rank	41.5%	26.7%	70.4%	44.3%	65.2%
IV Percentile	21.0%	1.4%	91.2%	19.8%	86.7%
Term Structure	5.7%	-34.9%	98.2%	-19.4%	10.9%
VWIV	84.4%	56.4%	107.4%	90.3%	66.2%
Bid-Ask Spread %	74.73	16.81	140.88	23.17	125.23
Gamma HHI	0.81	0.50	0.94	0.94	0.77
Net GEX	-283	-641	68	-440	-287
Net DEX	-7.6K	-20.8K	3.4K	-464	3.4K
Net VEX	-65	-97	-20	-84	-95
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.20	0.00	2.82	2.76	2.82
Total Volume	8	0	16	10	0
Total OI	28.65	14	38	29	14

Daily Data (20 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
2015-11-02	$43.05	$37.50	99.6%	28.6%	74.0%	44.3%	90.3%	0.0%	-19.4%	-440	-464	-84	2.76	23.17	N/A	N/A	3	7	14	15
2015-11-03	$44.10	$37.50	121.7%	34.9%	72.7%	54.2%	0.0%	0.0%	-34.9%	-226	-8.5K	-63	2.39	63.21	N/A	N/A	3	7	14	19
2015-11-04	$44.70	$37.50	82.9%	23.8%	72.3%	36.9%	78.8%	0.0%	-14.6%	-265	-15.1K	-23	2.02	74.00	N/A	N/A	3	7	14	19
2015-11-05	$43.35	$37.50	90.8%	27.7%	71.1%	40.4%	99.5%	0.0%	4.5%	-615	-3.2K	-85	2.14	47.83	N/A	N/A	3	7	14	19
2015-11-06	$44.10	$37.50	77.8%	26.9%	70.6%	34.6%	0.0%	0.0%	2.6%	-534	-6.1K	-76	0.00	37.54	N/A	N/A	0	0	14	19
2015-11-09	$43.20	$37.50	157.8%	31.1%	64.3%	70.4%	0.0%	0.0%	5.1%	-641	3.0K	-91	0.00	90.91	N/A	N/A	0	0	14	19
2015-11-10	$45.00	$37.50	78.2%	23.0%	65.5%	34.7%	0.0%	0.0%	15.0%	-194	-12.4K	-49	2.14	73.50	N/A	N/A	3	7	14	19
2015-11-11	$45.45	$37.50	76.8%	22.0%	65.4%	34.2%	0.0%	0.0%	23.2%	-255	-15.1K	-20	2.14	48.37	N/A	N/A	3	7	14	19
2015-11-12	$44.25	$37.50	95.8%	27.4%	56.9%	42.6%	107.4%	0.0%	7.5%	-593	-4.5K	-73	2.14	113.55	N/A	N/A	3	7	14	19
2015-11-13	$46.05	$37.50	94.4%	27.1%	58.4%	42.0%	104.0%	0.0%	-20.9%	-155	-14.9K	-60	2.07	140.88	N/A	N/A	4	8	14	19
2015-11-16	$46.65	$37.50	85.5%	24.5%	57.5%	38.0%	0.0%	0.0%	18.9%	-7	-16.3K	-50	0.00	51.32	N/A	N/A	0	0	15	19
2015-11-17	$47.55	$37.50	124.6%	35.7%	57.1%	55.5%	0.0%	0.0%	-28.3%	68	-20.8K	-58	2.00	123.36	N/A	N/A	4	8	16	19
2015-11-18	$45.15	$37.50	68.2%	19.6%	58.9%	30.3%	56.4%	0.0%	98.2%	-133	-19.5K	-23	2.00	137.41	N/A	N/A	4	8	16	19
2015-11-19	$44.25	$37.50	79.7%	22.9%	50.5%	35.4%	0.0%	0.0%	27.9%	-24	-14.4K	-50	2.79	52.98	N/A	N/A	4	12	16	19
2015-11-20	$45.15	$37.50	93.0%	26.7%	46.0%	41.4%	94.5%	0.0%	1.8%	-288	-9.2K	-97	2.79	78.58	N/A	N/A	4	12	16	22
2015-11-23	$45.00	$37.50	60.2%	17.3%	45.2%	26.7%	0.0%	0.0%	0.0%	-244	1.0K	-90	0.00	105.27	N/A	N/A	0	0	4	10
2015-11-24	$44.55	$37.50	83.0%	23.8%	37.9%	36.9%	0.0%	0.0%	-24.4%	-308	1.6K	-92	0.00	54.18	N/A	N/A	0	0	4	10
2015-11-25	$45.00	$37.50	62.8%	18.0%	37.8%	27.9%	62.8%	0.0%	50.4%	-200	-3.6K	-39	2.82	36.59	N/A	N/A	3	8	4	10
2015-11-27	$44.70	$37.50	87.0%	24.9%	37.9%	38.7%	66.2%	0.0%	-16.1%	-327	2.6K	-90	2.82	16.81	N/A	N/A	3	8	4	10
2015-11-30	$44.85	$37.50	146.3%	41.9%	37.8%	65.2%	0.0%	0.0%	10.9%	-287	3.4K	-95	0.00	125.23	N/A	N/A	0	0	4	10