FBIO Options History — June 2016 In June 2016, FBIO traded between $36.90 and $43.65. ATM implied volatility averaged 92.4%, placing in the 41.1% IV rank vs the trailing year. The 30-day expected move averaged 26.9%. IV traded above realized volatility by 39.7% (HV 20d: 52.7%). Max pain ranged from $75.00 to $75.00. Net GEX was positive for 5 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 5.03.
Notable Days 2016-06-09 : Highest Volume — 11 contracts2016-06-16 : Largest IV spike — 1016.9% change2016-06-16 : Highest IV Rank — 86.9%2016-06-16 : Largest Expected Move — 55.8%Monthly Statistics Metric Avg Min Max Open Close Price $40.77 $36.90 $43.65 $42.30 $40.20 Max Pain $75.00 $75.00 $75.00 $75.00 $75.00 ATM IV 92.4% 17.4% 194.7% 88.1% 119.2% Expected Move 26.9% 5.0% 55.8% 25.3% 34.2% HV 20d 52.7% 43.0% 75.8% 59.1% 74.9% HV 60d 57.8% 52.7% 65.6% 56.5% 64.6% IV Rank 41.1% 7.5% 86.9% 39.2% 53.1% IV Percentile 37.5% 0.8% 98.8% 23.4% 69.0% Term Structure -3.2% -93.4% 153.3% -31.4% -33.9% VWIV 143.5% 102.7% 180.0% 110.3% 180.0% Bid-Ask Spread % 106.48 48.67 166.55 146.41 121.30 Gamma HHI 0.56 0.50 0.76 0.75 0.56 Net GEX -63 -878 717 717 -128 Net DEX 5.8K -14.6K 12.2K -14.6K 8.6K Net VEX -88 -189 -40 -189 -78 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 5.03 3.50 7.89 4.00 3.50 Total Volume 8.955 5 11 9 5 Total OI 35.091 34 37 34 35
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 2016-06-01 $42.30 $75.00 88.1% 25.3% 59.1% 39.2% 0.0% 0.0% -31.4% 717 -14.6K -189 4.00 146.41 N/A N/A 2 7 27 7 2016-06-02 $43.50 $0.00 56.9% 23.2% 57.6% 25.2% 0.0% 0.0% -10.3% -78 4.8K -89 4.00 100.06 N/A N/A 2 7 27 7 2016-06-03 $42.60 $0.00 72.1% 23.7% 46.9% 32.0% 0.0% 0.0% 1.8% 41 -42 -40 4.00 102.58 N/A N/A 2 7 27 7 2016-06-06 $43.65 $0.00 81.9% 21.0% 47.8% 36.4% 0.0% 0.0% 17.0% -102 4.8K -88 4.00 88.57 N/A N/A 2 7 27 7 2016-06-07 $43.35 $0.00 74.5% 22.6% 45.0% 33.1% 0.0% 0.0% 2.8% -187 5.7K -75 4.00 108.76 N/A N/A 2 7 27 7 2016-06-08 $43.65 $0.00 79.3% 22.7% 44.0% 35.2% 0.0% 0.0% 5.9% -67 4.0K -86 4.00 66.97 N/A N/A 2 7 27 7 2016-06-09 $43.05 $0.00 102.7% 29.4% 44.2% 45.7% 0.0% 0.0% -34.3% -53 3.8K -86 4.73 64.06 N/A N/A 2 9 27 7 2016-06-10 $40.35 $75.00 101.2% 29.0% 44.1% 45.0% 110.3% 0.0% -0.6% 41 10.5K -102 4.73 51.47 N/A N/A 2 9 28 9 2016-06-13 $40.65 $75.00 88.5% 25.4% 43.8% 39.4% 102.7% 0.0% -0.9% -67 12.2K -84 4.73 61.35 N/A N/A 2 9 28 9 2016-06-14 $39.90 $75.00 80.1% 23.0% 43.2% 35.6% 147.9% 0.0% 13.7% -20 11.5K -86 5.68 84.18 N/A N/A 2 9 28 9 2016-06-15 $40.05 $75.00 17.4% 5.0% 43.3% 7.5% 0.0% 0.0% 153.3% 2 7.9K -99 5.68 148.45 N/A N/A 2 9 27 9 2016-06-16 $39.75 $75.00 194.7% 55.8% 43.0% 86.9% 0.0% 0.0% 34.5% -878 8.5K -63 5.68 130.13 N/A N/A 2 9 27 9 2016-06-17 $36.90 $75.00 102.8% 29.5% 45.1% 45.8% 0.0% 0.0% -34.2% -76 11.1K -84 5.68 107.79 N/A N/A 2 9 27 9 2016-06-20 $38.55 $75.00 96.1% 27.6% 48.3% 42.8% 165.7% 0.0% -16.0% -114 8.5K -84 7.89 48.67 N/A N/A 1 9 27 8 2016-06-21 $38.85 $75.00 93.2% 26.7% 48.5% 41.5% 0.0% 0.0% -22.4% -143 10.0K -76 7.89 135.91 N/A N/A 1 9 27 8 2016-06-22 $39.00 $75.00 17.9% 5.1% 46.9% 7.8% 0.0% 0.0% 84.4% 199 2.1K -121 7.89 136.63 N/A N/A 1 9 27 8 2016-06-23 $41.25 $75.00 27.5% 7.9% 49.1% 12.1% 0.0% 0.0% 8.4% -41 102 -94 6.06 166.55 N/A N/A 1 7 27 8 2016-06-24 $37.35 $75.00 129.9% 37.2% 59.5% 57.9% 0.0% 0.0% -35.2% -3 6.6K -89 6.06 137.23 N/A N/A 1 7 27 8 2016-06-27 $42.00 $75.00 165.6% 47.5% 74.0% 73.9% 0.0% 0.0% -93.4% -171 4.1K -52 3.50 123.42 N/A N/A 1 4 27 8 2016-06-28 $40.05 $75.00 106.5% 30.5% 75.8% 47.4% 154.7% 0.0% -20.6% -54 7.3K -84 3.50 118.04 N/A N/A 1 4 27 8 2016-06-29 $39.90 $75.00 136.0% 39.0% 75.7% 60.6% 0.0% 0.0% -59.3% -196 10.0K -76 3.50 94.08 N/A N/A 1 4 27 8 2016-06-30 $40.20 $75.00 119.2% 34.2% 74.9% 53.1% 180.0% 0.0% -33.9% -128 8.6K -78 3.50 121.30 N/A N/A 1 4 27 8
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