FBIO Options History — October 2016

In October 2016, FBIO traded between $34.95 and $45.30. ATM implied volatility averaged 93.5%, placing in the 40.6% IV rank vs the trailing year. The 30-day expected move averaged 27.9%. IV traded above realized volatility by 53.1% (HV 20d: 40.5%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 3.44.

Notable Days

2016-10-03: Highest Volume — 167 contracts
2016-10-05: Largest IV spike — 90.6% change
2016-10-31: Highest IV Rank — 62.6%
2016-10-31: Largest Expected Move — 40.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$40.29	$34.95	$45.30	$45.30	$34.95
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	93.5%	53.0%	141.9%	75.6%	141.9%
Expected Move	27.9%	18.4%	40.7%	21.7%	40.7%
HV 20d	40.5%	32.1%	48.5%	47.4%	43.1%
HV 60d	39.2%	36.8%	41.8%	39.2%	41.8%
IV Rank	40.6%	22.1%	62.6%	32.4%	62.6%
IV Percentile	47.5%	4.4%	93.7%	19.0%	93.7%
Term Structure	-6.7%	-46.7%	44.9%	44.9%	-43.5%
VWIV	96.4%	56.6%	145.7%	84.2%	145.7%
Bid-Ask Spread %	67.56	20.19	126.29	98.89	123.62
Gamma HHI	0.98	0.87	1.00	0.98	0.87
Net GEX	-8.9K	-40.6K	2.3K	-3.3K	1.1K
Net DEX	-133.6K	-242.0K	-3.0K	-198.8K	-179.2K
Net VEX	-700	-925	-140	-771	-643
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.44	0.03	4.81	4.76	0.03
Total Volume	127.762	29	167	167	33
Total OI	196.905	96	235	235	113

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
2016-10-03	$45.30	$37.50	75.6%	21.7%	47.4%	32.4%	84.2%	0.0%	44.9%	-3.3K	-198.8K	-771	4.76	98.89	N/A	N/A	29	138	87	148
2016-10-04	$44.10	$37.50	64.2%	18.4%	48.5%	27.2%	56.6%	0.0%	-4.2%	-3.8K	-183.4K	-803	4.76	20.19	N/A	N/A	29	138	87	148
2016-10-05	$43.95	$37.50	122.4%	35.1%	44.5%	53.7%	131.9%	0.0%	0.1%	-7.1K	-123.9K	-925	4.76	70.98	N/A	N/A	29	138	87	148
2016-10-06	$42.90	$37.50	53.0%	23.5%	45.7%	22.1%	82.0%	0.0%	2.8%	-4.8K	-173.8K	-792	4.81	30.77	N/A	N/A	29	138	87	148
2016-10-07	$42.15	$37.50	59.0%	24.7%	42.3%	24.8%	85.8%	0.0%	0.4%	-7.9K	-149.7K	-820	4.81	35.83	N/A	N/A	29	138	87	148
2016-10-10	$43.35	$37.50	83.5%	28.0%	41.3%	36.0%	98.2%	0.0%	-25.2%	-5.2K	-156.6K	-781	4.81	58.27	N/A	N/A	29	138	87	148
2016-10-11	$42.15	$37.50	85.3%	28.2%	42.1%	36.8%	91.6%	0.0%	-24.8%	-9.1K	-138.1K	-807	4.81	53.67	N/A	N/A	29	138	87	148
2016-10-12	$42.15	$37.50	103.2%	29.6%	41.4%	45.0%	0.0%	0.0%	22.7%	-10.1K	-242.0K	-140	4.81	95.48	N/A	N/A	29	138	87	148
2016-10-13	$40.80	$37.50	79.2%	22.7%	43.6%	34.0%	81.5%	0.0%	-11.3%	-13.8K	-101.2K	-832	4.81	50.08	N/A	N/A	29	138	87	148
2016-10-14	$39.45	$37.50	91.7%	26.3%	45.5%	39.7%	91.0%	0.0%	-17.7%	-16.7K	-17.6K	-864	4.81	44.53	N/A	N/A	29	138	87	148
2016-10-17	$39.30	$37.50	90.1%	25.8%	43.8%	39.0%	90.4%	0.0%	-3.9%	-22.8K	-28.0K	-820	4.81	41.33	N/A	N/A	29	138	87	148
2016-10-18	$39.15	$37.50	84.8%	24.3%	38.5%	36.6%	84.6%	0.0%	8.8%	-19.2K	-3.0K	-791	4.81	58.20	N/A	N/A	29	137	87	148
2016-10-19	$38.55	$37.50	88.2%	25.3%	34.1%	38.1%	88.4%	0.0%	3.9%	-40.6K	-113.6K	-668	4.81	59.24	N/A	N/A	29	137	87	148
2016-10-20	$38.85	$37.50	86.4%	24.8%	32.3%	37.3%	86.4%	0.0%	2.4%	-33.2K	-47.3K	-696	4.81	49.30	N/A	N/A	29	137	87	148
2016-10-21	$39.30	$37.50	94.6%	27.1%	32.6%	41.1%	94.7%	0.0%	-8.8%	1.7K	-171.8K	-597	4.81	52.28	N/A	N/A	29	137	87	148
2016-10-24	$39.75	$37.50	98.1%	28.1%	32.4%	42.6%	0.0%	0.0%	26.3%	2.3K	-162.3K	-587	0.03	63.47	N/A	N/A	28	1	86	10
2016-10-25	$39.60	$37.50	112.1%	32.1%	32.1%	49.1%	0.0%	0.0%	-28.6%	2.2K	-159.7K	-582	0.03	114.43	N/A	N/A	28	1	86	10
2016-10-26	$36.90	$37.50	121.6%	34.9%	39.4%	53.4%	119.0%	0.0%	-46.7%	1.4K	-119.3K	-549	0.03	112.80	N/A	N/A	28	1	86	10
2016-10-27	$36.00	$37.50	91.0%	26.1%	38.7%	39.4%	89.3%	0.0%	-22.3%	1.8K	-144.3K	-541	0.03	59.04	N/A	N/A	28	1	86	10
2016-10-28	$37.35	$37.50	137.9%	39.5%	40.4%	60.8%	134.1%	0.0%	-15.3%	1.2K	-191.7K	-691	0.03	126.29	N/A	N/A	32	1	103	10
2016-10-31	$34.95	$37.50	141.9%	40.7%	43.1%	62.6%	145.7%	0.0%	-43.5%	1.1K	-179.2K	-643	0.03	123.62	N/A	N/A	32	1	103	10