FBIO Options History — December 2016

In December 2016, FBIO traded between $29.40 and $41.10. ATM implied volatility averaged 132.2%, placing in the 58.2% IV rank vs the trailing year. The 30-day expected move averaged 35.3%. IV traded above realized volatility by 59.3% (HV 20d: 72.9%). 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 10 of 21 days. Put/call ratio averaged 0.12.

Notable Days

2016-12-15: Highest Volume — 157 contracts
2016-12-08: Largest IV spike — 73.3% change
2016-12-08: Highest IV Rank — 79.1%
2016-12-22: Largest Expected Move — 42.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$34.66	$29.40	$41.10	$33.60	$40.20
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	132.2%	81.6%	177.9%	112.1%	108.2%
Expected Move	35.3%	23.4%	42.2%	32.1%	31.0%
HV 20d	72.9%	51.4%	108.2%	78.9%	105.9%
HV 60d	63.6%	57.1%	80.0%	58.2%	80.0%
IV Rank	58.2%	35.2%	79.1%	49.0%	47.3%
IV Percentile	78.6%	26.6%	96.4%	69.0%	61.1%
Term Structure	2.2%	-34.7%	58.4%	7.4%	32.5%
VWIV	123.1%	81.6%	147.2%	113.5%	108.3%
Bid-Ask Spread %	95.08	60.66	120.83	104.05	88.29
Gamma HHI	0.93	0.78	0.98	0.97	0.81
Net GEX	2.6K	1.7K	3.7K	2.7K	3.4K
Net DEX	-214.9K	-289.4K	-173.2K	-173.2K	-257.5K
Net VEX	-743	-988	-569	-583	-810
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.12	0.01	0.55	0.16	0.35
Total Volume	66.048	2	157	2	30
Total OI	121.81	100	148	100	148

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
2016-12-01	$33.60	$37.50	112.1%	32.1%	78.9%	49.0%	113.5%	0.0%	7.4%	2.7K	-173.2K	-583	0.16	104.05	N/A	N/A	2	0	96	4
2016-12-02	$34.05	$37.50	147.1%	42.2%	68.8%	65.0%	135.4%	0.0%	48.2%	1.8K	-196.7K	-573	0.16	120.83	N/A	N/A	2	0	98	4
2016-12-05	$34.50	$37.50	165.4%	32.4%	68.7%	73.4%	113.0%	0.0%	17.1%	2.4K	-197.3K	-569	0.21	71.95	N/A	N/A	2	0	98	4
2016-12-06	$36.90	$37.50	156.5%	36.6%	66.7%	69.3%	127.7%	0.0%	-29.2%	3.1K	-193.6K	-615	0.21	94.50	N/A	N/A	2	0	98	4
2016-12-07	$36.30	$37.50	102.7%	35.3%	67.0%	44.8%	123.1%	0.0%	-30.8%	3.2K	-184.6K	-605	0.21	63.16	N/A	N/A	2	0	98	4
2016-12-08	$36.00	$37.50	177.9%	35.3%	57.2%	79.1%	123.2%	0.0%	-34.7%	3.0K	-189.1K	-599	0.55	101.66	N/A	N/A	2	1	98	4
2016-12-09	$35.70	$37.50	119.1%	30.4%	54.2%	52.2%	106.2%	0.0%	-23.2%	3.6K	-181.2K	-592	0.01	84.56	N/A	N/A	151	1	98	4
2016-12-12	$35.40	$37.50	130.8%	37.4%	52.7%	57.6%	130.4%	0.0%	-24.4%	3.3K	-289.4K	-988	0.01	60.66	N/A	N/A	151	1	138	4
2016-12-13	$34.35	$37.50	169.6%	30.6%	53.2%	75.3%	106.7%	0.0%	-4.0%	2.8K	-260.8K	-953	0.01	101.53	N/A	N/A	151	1	138	4
2016-12-14	$34.05	$37.50	133.5%	38.3%	51.4%	58.8%	133.5%	0.0%	22.5%	2.0K	-258.0K	-914	0.01	114.51	N/A	N/A	151	1	138	4
2016-12-15	$29.70	$37.50	134.1%	38.4%	68.6%	59.1%	134.1%	0.0%	-27.7%	2.1K	-214.6K	-826	0.01	93.80	N/A	N/A	155	2	138	4
2016-12-16	$29.40	$37.50	129.9%	37.2%	68.4%	57.2%	129.9%	0.0%	39.8%	1.7K	-222.9K	-823	0.01	92.29	N/A	N/A	155	2	136	5
2016-12-19	$30.00	$37.50	81.6%	23.4%	67.6%	35.2%	81.6%	0.0%	58.4%	2.1K	-182.4K	-818	0.02	78.05	N/A	N/A	69	1	130	5
2016-12-20	$33.75	$37.50	104.7%	30.0%	81.9%	45.7%	104.7%	0.0%	-19.8%	3.0K	-210.4K	-910	0.02	92.33	N/A	N/A	69	1	132	5
2016-12-21	$32.85	$37.50	147.1%	42.2%	82.2%	65.0%	147.1%	0.0%	-9.3%	2.4K	-234.9K	-906	0.03	116.21	N/A	N/A	48	1	132	5
2016-12-22	$33.90	$37.50	147.2%	42.2%	81.4%	65.1%	147.2%	0.0%	11.1%	1.7K	-201.5K	-688	0.03	112.08	N/A	N/A	48	1	111	5
2016-12-23	$35.25	$37.50	116.9%	33.5%	83.1%	51.3%	116.9%	0.0%	-14.1%	2.8K	-177.6K	-714	0.03	114.26	N/A	N/A	48	1	111	5
2016-12-27	$36.75	$37.50	139.1%	39.9%	80.9%	61.4%	139.1%	0.0%	20.2%	2.1K	-223.1K	-731	0.03	106.29	N/A	N/A	48	1	111	5
2016-12-28	$34.05	$37.50	140.3%	40.2%	84.6%	61.9%	140.3%	0.0%	6.0%	1.8K	-195.0K	-667	0.03	118.09	N/A	N/A	48	1	111	5
2016-12-29	$41.10	$37.50	112.5%	32.3%	108.2%	49.3%	0.0%	0.0%	-0.5%	3.7K	-269.0K	-721	0.42	67.49	N/A	N/A	26	11	111	5
2016-12-30	$40.20	$37.50	108.2%	31.0%	105.9%	47.3%	108.3%	0.0%	32.5%	3.4K	-257.5K	-810	0.35	88.29	N/A	N/A	22	8	133	15