FBIO Options History — May 2017

In May 2017, FBIO traded between $53.25 and $63.45. ATM implied volatility averaged 93.5%, placing in the 37.2% IV rank vs the trailing year. The 30-day expected move averaged 25.0%. IV traded above realized volatility by 36.7% (HV 20d: 56.8%). Max pain ranged from $37.50 to $75.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.51.

Notable Days

2017-05-25: Highest Volume — 21 contracts
2017-05-18: Largest IV spike — 63.4% change
2017-05-08: Highest IV Rank — 60.7%
2017-05-03: Largest Expected Move — 37.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$57.07	$53.25	$63.45	$54.60	$54.30
Max Pain	$69.89	$37.50	$75.00	$37.50	$75.00
ATM IV	93.5%	57.5%	142.3%	114.0%	125.4%
Expected Move	25.0%	16.5%	37.3%	32.7%	36.0%
HV 20d	56.8%	53.0%	68.7%	56.1%	62.0%
HV 60d	55.1%	53.7%	58.7%	54.7%	58.7%
IV Rank	37.2%	19.9%	60.7%	47.1%	52.6%
IV Percentile	38.7%	4.4%	86.9%	61.5%	73.8%
Term Structure	-10.2%	-65.0%	46.9%	-24.9%	-65.0%
VWIV	71.6%	45.5%	135.0%	135.0%	82.5%
Bid-Ask Spread %	76.19	27.21	112.92	60.84	78.21
Gamma HHI	0.71	0.62	0.87	0.65	0.87
Net GEX	522	239	1.2K	267	991
Net DEX	-99.9K	-146.4K	-38.5K	-110.9K	-61.4K
Net VEX	-236	-387	-135	-204	-332
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.51	0.05	0.96	0.64	0.05
Total Volume	13	6	21	13	21
Total OI	52	24	63	61	41

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
2017-05-01	$54.60	$37.50	114.0%	32.7%	56.1%	47.1%	135.0%	0.0%	-24.9%	267	-110.9K	-204	0.64	60.84	N/A	N/A	8	5	50	11
2017-05-02	$58.05	$37.50	106.4%	30.5%	55.0%	43.4%	0.0%	0.0%	-3.9%	427	-130.4K	-253	0.64	101.42	N/A	N/A	8	5	50	11
2017-05-03	$56.25	$37.50	130.1%	37.3%	54.0%	54.9%	0.0%	0.0%	-50.6%	338	-127.1K	-237	0.64	85.52	N/A	N/A	8	5	50	11
2017-05-04	$54.90	$75.00	137.8%	35.2%	53.6%	58.5%	94.3%	0.0%	-62.4%	425	-116.9K	-233	0.64	112.92	N/A	N/A	8	5	50	11
2017-05-05	$53.55	$75.00	125.3%	23.7%	53.0%	52.5%	46.9%	0.0%	-46.6%	357	-107.7K	-199	0.64	68.73	N/A	N/A	8	5	50	11
2017-05-08	$54.15	$75.00	142.3%	21.4%	53.1%	60.7%	47.5%	0.0%	-40.3%	347	-107.0K	-179	0.64	74.20	N/A	N/A	8	5	50	11
2017-05-09	$53.25	$75.00	89.1%	21.5%	53.5%	35.1%	57.5%	0.0%	-20.1%	239	-114.0K	-208	0.64	78.09	N/A	N/A	8	5	50	11
2017-05-10	$54.45	$75.00	97.7%	28.0%	53.3%	39.3%	55.7%	0.0%	-19.4%	313	-114.3K	-215	0.64	95.30	N/A	N/A	8	5	50	11
2017-05-11	$56.10	$75.00	69.8%	20.0%	53.5%	25.8%	45.5%	0.0%	-4.4%	350	-116.4K	-215	0.64	67.89	N/A	N/A	8	5	50	11
2017-05-12	$59.25	$75.00	57.5%	16.5%	54.8%	19.9%	46.7%	0.0%	46.9%	502	-126.8K	-234	0.64	27.21	N/A	N/A	8	5	50	11
2017-05-15	$57.90	$75.00	65.5%	18.8%	56.0%	23.7%	70.9%	0.0%	21.7%	433	-126.5K	-216	0.81	79.33	N/A	N/A	6	5	50	11
2017-05-16	$57.30	$75.00	77.7%	22.3%	54.9%	29.6%	91.5%	0.0%	3.1%	442	-124.8K	-224	0.81	104.74	N/A	N/A	6	5	50	11
2017-05-17	$59.40	$75.00	66.5%	19.1%	55.7%	24.2%	56.7%	0.0%	38.8%	295	-113.9K	-135	0.81	104.48	N/A	N/A	6	5	50	11
2017-05-18	$61.80	$75.00	108.7%	31.2%	56.6%	44.5%	108.7%	0.0%	-38.4%	617	-139.6K	-191	0.77	94.35	N/A	N/A	6	5	50	11
2017-05-19	$63.45	$75.00	67.5%	19.4%	54.8%	24.7%	68.2%	0.0%	17.7%	819	-146.4K	-251	0.96	109.21	N/A	N/A	5	5	52	11
2017-05-22	$57.15	$75.00	104.7%	30.0%	68.7%	42.6%	102.7%	0.0%	-37.0%	622	-45.8K	-228	0.18	76.01	N/A	N/A	5	1	19	5
2017-05-23	$57.15	$75.00	66.1%	18.9%	62.4%	24.0%	53.3%	0.0%	-13.9%	432	-38.5K	-215	0.19	43.00	N/A	N/A	5	1	21	5
2017-05-24	$57.30	$75.00	67.8%	19.4%	59.1%	24.8%	54.1%	0.0%	11.7%	459	-40.1K	-232	0.19	35.82	N/A	N/A	5	1	22	5
2017-05-25	$57.30	$75.00	73.0%	20.9%	58.8%	27.3%	0.0%	0.0%	32.0%	455	-40.7K	-228	0.05	35.91	N/A	N/A	20	1	22	5
2017-05-26	$59.40	$75.00	86.8%	24.9%	59.8%	34.0%	82.5%	0.0%	3.5%	1.2K	-74.6K	-387	0.05	104.55	N/A	N/A	20	1	36	5
2017-05-30	$58.50	$75.00	77.3%	22.2%	60.0%	29.4%	0.0%	0.0%	26.3%	1.2K	-75.0K	-375	0.05	38.42	N/A	N/A	20	1	36	5
2017-05-31	$54.30	$75.00	125.4%	36.0%	62.0%	52.6%	0.0%	0.0%	-65.0%	991	-61.4K	-332	0.05	78.21	N/A	N/A	20	1	36	5