FBIO Options History — March 2017

In March 2017, FBIO traded between $49.05 and $58.50. ATM implied volatility averaged 113.3%, placing in the 47.5% IV rank vs the trailing year. The 30-day expected move averaged 27.9%. IV traded above realized volatility by 63.6% (HV 20d: 49.7%). Max pain ranged from $37.50 to $75.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.97.

Notable Days

  • 2017-03-08: Highest Volume — 44 contracts
  • 2017-03-31: Largest IV spike — 47.9% change
  • 2017-03-14: Highest IV Rank — 86.9%
  • 2017-03-15: Largest Expected Move — 48.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.64$49.05$58.50$49.05$55.50
Max Pain$65.22$37.50$75.00$37.50$75.00
ATM IV113.3%62.9%196.7%113.0%95.0%
Expected Move27.9%18.0%48.0%32.4%27.2%
HV 20d49.7%40.7%56.5%53.7%56.0%
HV 60d67.7%53.6%74.7%74.7%54.1%
IV Rank47.5%22.5%86.9%49.5%37.9%
IV Percentile55.1%6.0%98.8%62.3%41.3%
Term Structure-13.9%-63.9%31.8%-6.0%-29.7%
VWIV83.7%59.3%154.7%96.7%82.3%
Bid-Ask Spread %55.6717.93116.97108.8070.12
Gamma HHI0.550.460.650.500.59
Net GEX976261.5K1.0K1.1K
Net DEX-124.6K-165.1K-100.6K-106.7K-130.0K
Net VEX-284-407-73-341-342
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.970.172.090.171.57
Total Volume21.82611444211
Total OI59.60953655565

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-03-01$49.05$37.50113.0%32.4%53.7%49.5%96.7%0.0%-6.0%1.0K-106.7K-3410.17108.80N/AN/A3664510
2017-03-02$49.50$37.50113.4%32.5%53.6%49.6%89.4%0.0%-63.7%923-104.6K-2150.1744.09N/AN/A3664510
2017-03-03$49.95$37.50156.5%44.9%52.6%69.3%154.7%0.0%-32.9%1.1K-111.8K-3260.17109.21N/AN/A3664510
2017-03-06$50.70$37.50114.9%27.4%49.5%50.3%84.5%0.0%-38.3%1.0K-122.7K-3370.1760.27N/AN/A3664310
2017-03-07$50.40$37.50108.6%26.7%44.8%47.5%90.8%0.0%-31.3%772-100.7K-1860.1765.32N/AN/A3664410
2017-03-08$51.30$37.50110.3%22.9%43.1%48.2%59.3%0.0%23.6%862-114.9K-1830.1831.51N/AN/A3774610
2017-03-09$52.50$75.00121.8%24.3%42.9%50.8%61.7%0.0%-18.3%991-115.7K-2180.1832.90N/AN/A3774711
2017-03-10$53.85$75.00135.8%22.3%40.7%57.6%63.2%0.0%-32.8%1.0K-120.9K-2091.6831.97N/AN/A474711
2017-03-13$53.55$75.00177.5%22.4%41.3%77.7%65.5%0.0%-15.2%984-131.0K-3801.6817.93N/AN/A474711
2017-03-14$52.20$75.00196.7%25.0%42.1%86.9%65.8%0.0%-20.5%845-114.0K-1831.6835.80N/AN/A474711
2017-03-15$54.60$75.00167.5%48.0%42.5%72.9%129.0%0.0%-16.5%1.2K-141.1K-3821.18116.97N/AN/A564711
2017-03-16$54.45$75.00119.5%34.3%41.6%49.7%99.0%0.0%-63.9%1.1K-139.0K-3821.18111.34N/AN/A564911
2017-03-17$58.50$75.0089.2%25.6%46.4%35.2%88.6%0.0%-27.0%1.5K-165.1K-4070.6745.23N/AN/A964911
2017-03-20$56.40$75.0091.9%26.3%49.7%36.5%98.9%0.0%0.5%1.2K-146.8K-3760.6361.93N/AN/A96529
2017-03-21$52.20$75.0091.2%26.1%56.5%36.1%65.4%0.0%4.2%668-106.6K-1590.7331.08N/AN/A975211
2017-03-22$51.90$75.00117.6%33.7%55.6%48.8%67.6%0.0%-7.0%26-114.8K-730.7386.47N/AN/A975211
2017-03-23$51.75$75.00104.8%30.1%55.2%42.7%61.0%0.0%-16.7%961-100.6K-2220.7340.26N/AN/A975211
2017-03-24$54.15$75.0083.4%23.9%56.1%32.4%61.0%0.0%4.0%836-112.0K-1830.7332.89N/AN/A975211
2017-03-27$57.60$75.00104.8%30.0%55.9%42.7%106.2%0.0%-6.5%928-145.3K-3801.9238.82N/AN/A475211
2017-03-28$58.20$75.0065.3%18.7%55.8%23.6%82.9%0.0%22.7%1.2K-140.6K-3542.0940.28N/AN/A475211
2017-03-29$58.20$75.0062.9%18.0%53.6%22.5%67.9%0.0%31.8%1.1K-140.7K-3541.9125.42N/AN/A475212
2017-03-30$57.30$75.0064.2%18.4%54.3%23.1%84.2%0.0%19.4%1.2K-139.1K-3511.9141.85N/AN/A475312
2017-03-31$55.50$75.0095.0%27.2%56.0%37.9%82.3%0.0%-29.7%1.1K-130.0K-3421.5770.12N/AN/A475312