FBIO Options History — February 2016 In February 2016, FBIO traded between $37.50 and $47.10. ATM implied volatility averaged 103.8%, placing in the 46.2% IV rank vs the trailing year. The 30-day expected move averaged 29.3%. IV traded above realized volatility by 42.3% (HV 20d: 61.5%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 1.24.
Notable Days 2016-02-01 : Highest Volume — 28 contracts2016-02-02 : Largest IV spike — 163.4% change2016-02-02 : Highest IV Rank — 59.2%2016-02-02 : Largest Expected Move — 38.1%Monthly Statistics Metric Avg Min Max Open Close Price $41.51 $37.50 $47.10 $38.10 $43.50 Max Pain $37.50 $37.50 $37.50 $37.50 $37.50 ATM IV 103.8% 50.4% 132.9% 50.4% 96.2% Expected Move 29.3% 14.5% 38.1% 14.5% 27.6% HV 20d 61.5% 53.6% 65.0% 64.4% 61.8% HV 60d 58.2% 54.8% 62.3% 55.2% 62.3% IV Rank 46.2% 22.3% 59.2% 22.3% 42.8% IV Percentile 41.3% 1.0% 76.7% 1.0% 28.4% Term Structure -12.6% -67.1% 17.6% -5.5% -20.8% VWIV 102.2% 43.6% 135.0% 43.6% 88.5% Bid-Ask Spread % 104.50 22.98 158.14 158.14 90.39 Gamma HHI 0.66 0.50 0.85 0.78 0.56 Net GEX 199 -467 600 -467 206 Net DEX -18.1K -40.7K 7.9K 7.9K -6.5K Net VEX -189 -245 -118 -118 -145 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.24 0.23 4.44 0.23 3.33 Total Volume 18.1 4 28 28 5 Total OI 47.8 33 60 39 39
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 2016-02-01 $38.10 $37.50 50.4% 14.5% 64.4% 22.3% 43.6% 0.0% -5.5% -467 7.9K -118 0.23 158.14 N/A N/A 23 5 23 16 2016-02-02 $37.65 $37.50 132.9% 38.1% 64.4% 59.2% 135.0% 0.0% -24.9% 16 -4.8K -245 0.23 113.70 N/A N/A 23 5 37 16 2016-02-03 $37.50 $37.50 126.6% 36.3% 63.5% 56.5% 130.1% 0.0% 0.6% 17 -9.4K -244 0.23 148.78 N/A N/A 23 5 37 16 2016-02-04 $38.55 $0.00 113.3% 27.7% 64.0% 50.5% 0.0% 0.0% -10.4% -73 -3.7K -208 0.23 96.62 N/A N/A 23 5 37 16 2016-02-05 $37.65 $0.00 127.3% 30.9% 64.1% 56.7% 0.0% 0.0% -1.7% -56 -1.0K -210 0.23 81.30 N/A N/A 23 5 37 16 2016-02-08 $38.85 $0.00 82.9% 27.0% 62.7% 36.9% 0.0% 0.0% 1.7% 230 -34.3K -142 0.23 63.97 N/A N/A 23 5 37 16 2016-02-09 $37.65 $0.00 120.1% 32.7% 63.3% 53.5% 0.0% 0.0% -19.7% -202 -3.2K -193 0.23 135.32 N/A N/A 23 5 37 16 2016-02-10 $39.75 $0.00 115.3% 33.0% 65.0% 51.4% 110.3% 0.0% -9.8% 258 -35.9K -146 0.23 125.45 N/A N/A 23 5 37 16 2016-02-11 $39.45 $37.50 117.2% 33.6% 62.0% 52.2% 117.1% 0.0% -4.9% -212 -10.9K -196 0.51 64.23 N/A N/A 10 5 37 16 2016-02-12 $40.05 $37.50 131.9% 37.8% 53.6% 58.8% 132.6% 0.0% -36.4% -233 -35.3K -171 0.32 109.30 N/A N/A 17 5 37 16 2016-02-16 $43.80 $37.50 112.3% 32.2% 59.0% 50.0% 0.0% 0.0% -9.8% 407 -40.7K -162 0.32 144.28 N/A N/A 17 5 44 16 2016-02-17 $47.10 $37.50 67.9% 19.5% 57.6% 30.1% 0.0% 0.0% -67.1% 499 -37.1K -207 0.51 145.12 N/A N/A 11 5 40 16 2016-02-18 $44.10 $37.50 89.7% 25.7% 58.6% 39.9% 116.9% 0.0% -5.0% 600 -35.1K -214 0.51 146.44 N/A N/A 11 5 42 16 2016-02-19 $45.75 $37.50 87.3% 25.0% 59.4% 38.8% 78.2% 0.0% 17.6% 576 -37.8K -216 0.51 82.48 N/A N/A 11 5 42 16 2016-02-22 $43.95 $37.50 90.9% 26.1% 61.3% 40.5% 81.3% 0.0% 0.0% 517 -15.6K -200 1.85 74.78 N/A N/A 2 3 30 3 2016-02-23 $44.40 $37.50 126.3% 36.2% 61.2% 56.3% 0.0% 0.0% -30.7% 501 -14.3K -179 2.78 113.55 N/A N/A 1 3 30 3 2016-02-24 $43.35 $37.50 100.4% 28.8% 62.1% 44.7% 108.1% 0.0% 13.1% 576 -16.7K -203 4.44 86.58 N/A N/A 1 5 30 3 2016-02-25 $44.40 $37.50 96.6% 27.7% 61.7% 43.0% 0.0% 0.0% -11.9% 368 -13.8K -172 4.44 86.56 N/A N/A 1 5 30 5 2016-02-26 $44.70 $37.50 91.5% 26.2% 60.6% 40.7% 85.1% 0.0% -12.8% 442 -13.8K -203 3.33 22.98 N/A N/A 1 4 30 5 2016-02-29 $43.50 $37.50 96.2% 27.6% 61.8% 42.8% 88.5% 0.0% -20.8% 206 -6.5K -145 3.33 90.39 N/A N/A 1 4 30 9
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