FBIO Options History — November 2016

In November 2016, FBIO traded between $31.65 and $40.50. ATM implied volatility averaged 136.9%, placing in the 60.4% IV rank vs the trailing year. The 30-day expected move averaged 38.4%. IV traded above realized volatility by 66.7% (HV 20d: 70.2%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.05.

Notable Days

2016-11-01: Highest Volume — 33 contracts
2016-11-07: Largest IV spike — 70.1% change
2016-11-29: Highest IV Rank — 84.8%
2016-11-29: Largest Expected Move — 54.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$37.16	$31.65	$40.50	$35.25	$35.70
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	136.9%	79.1%	190.5%	145.5%	122.7%
Expected Move	38.4%	23.6%	54.6%	41.7%	35.2%
HV 20d	70.2%	43.4%	78.7%	43.4%	76.0%
HV 60d	52.5%	41.9%	57.7%	41.9%	57.7%
IV Rank	60.4%	34.0%	84.8%	64.3%	53.9%
IV Percentile	84.8%	25.8%	97.6%	94.8%	78.2%
Term Structure	-22.1%	-61.1%	18.6%	-43.6%	-4.8%
VWIV	135.2%	112.5%	190.5%	137.6%	122.1%
Bid-Ask Spread %	110.84	62.68	138.24	138.24	111.71
Gamma HHI	0.97	0.94	1.00	0.95	0.97
Net GEX	2.0K	21	3.1K	998	2.7K
Net DEX	-193.4K	-344.5K	-125.1K	-184.5K	-198.3K
Net VEX	-604	-676	-11	-629	-603
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.05	0.03	0.12	0.03	0.12
Total Volume	17	2	33	33	3
Total OI	107.476	91	114	113	99

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
2016-11-01	$35.25	$37.50	145.5%	41.7%	43.4%	64.3%	137.6%	0.0%	-43.6%	998	-184.5K	-629	0.03	138.24	N/A	N/A	32	1	103	10
2016-11-02	$35.55	$37.50	136.4%	39.1%	43.9%	60.1%	132.3%	0.0%	-53.7%	1.8K	-153.4K	-676	0.03	137.51	N/A	N/A	32	1	103	10
2016-11-03	$31.95	$0.00	139.2%	30.2%	55.5%	61.4%	0.0%	0.0%	-18.6%	1.5K	-128.2K	-623	0.03	104.69	N/A	N/A	32	1	103	10
2016-11-04	$31.65	$0.00	79.1%	23.6%	55.5%	34.0%	0.0%	0.0%	2.1%	1.4K	-125.1K	-611	0.03	105.77	N/A	N/A	32	1	103	10
2016-11-07	$34.35	$0.00	134.5%	39.4%	63.7%	59.3%	0.0%	0.0%	-42.0%	1.5K	-132.6K	-608	0.03	126.66	N/A	N/A	32	1	103	10
2016-11-08	$34.05	$0.00	188.3%	44.3%	63.4%	83.8%	0.0%	0.0%	0.6%	791	-179.0K	-584	0.03	116.69	N/A	N/A	32	1	103	10
2016-11-09	$37.50	$0.00	140.9%	40.4%	73.9%	62.2%	0.0%	0.0%	-28.8%	1.7K	-187.9K	-667	0.05	122.70	N/A	N/A	15	1	103	10
2016-11-10	$39.30	$0.00	105.6%	30.3%	75.5%	46.1%	0.0%	0.0%	2.0%	2.3K	-195.3K	-656	0.05	105.93	N/A	N/A	15	1	103	10
2016-11-11	$40.50	$0.00	140.2%	40.2%	75.3%	61.9%	0.0%	0.0%	-19.2%	1.7K	-235.5K	-658	0.05	116.13	N/A	N/A	15	1	104	10
2016-11-14	$40.50	$0.00	160.2%	45.9%	75.3%	71.0%	0.0%	0.0%	-34.5%	21	-344.5K	-11	0.05	117.96	N/A	N/A	15	1	104	10
2016-11-15	$38.70	$0.00	145.9%	41.8%	77.1%	64.5%	0.0%	0.0%	-15.0%	1.3K	-191.4K	-649	0.05	137.18	N/A	N/A	15	1	104	10
2016-11-16	$37.35	$0.00	135.4%	38.8%	77.9%	59.7%	0.0%	0.0%	-61.1%	2.3K	-183.7K	-632	0.05	105.24	N/A	N/A	15	1	104	10
2016-11-17	$37.50	$0.00	116.5%	33.4%	77.9%	51.1%	116.4%	0.0%	-30.1%	2.7K	-167.9K	-630	0.05	107.20	N/A	N/A	17	1	104	9
2016-11-18	$38.70	$37.50	138.9%	39.8%	78.7%	61.3%	138.9%	0.0%	-49.7%	2.4K	-202.1K	-652	0.04	107.61	N/A	N/A	18	1	105	9
2016-11-21	$38.70	$37.50	153.1%	43.9%	78.5%	67.8%	140.4%	0.0%	16.2%	2.4K	-193.9K	-636	0.06	75.43	N/A	N/A	2	0	88	3
2016-11-22	$38.70	$37.50	143.5%	41.1%	78.5%	63.3%	0.0%	0.0%	18.6%	2.5K	-199.0K	-628	0.06	110.43	N/A	N/A	4	0	89	3
2016-11-23	$40.35	$37.50	115.9%	33.2%	75.4%	50.8%	126.2%	0.0%	-56.5%	2.8K	-225.2K	-658	0.07	62.68	N/A	N/A	5	0	91	4
2016-11-25	$40.35	$37.50	129.7%	37.2%	74.7%	57.1%	0.0%	0.0%	-18.6%	3.1K	-229.5K	-636	0.07	104.35	N/A	N/A	5	0	93	4
2016-11-28	$37.50	$37.50	112.8%	32.3%	78.7%	49.4%	112.5%	0.0%	-2.7%	2.8K	-196.2K	-633	0.07	89.37	N/A	N/A	4	0	93	4
2016-11-29	$36.30	$37.50	190.5%	54.6%	75.7%	84.8%	190.5%	0.0%	-25.1%	2.9K	-207.8K	-612	0.10	124.18	N/A	N/A	3	0	95	4
2016-11-30	$35.70	$37.50	122.7%	35.2%	76.0%	53.9%	122.1%	0.0%	-4.8%	2.7K	-198.3K	-603	0.12	111.71	N/A	N/A	3	0	95	4