FBIO Options History — June 2017

In June 2017, FBIO traded between $57.45 and $74.55. ATM implied volatility averaged 74.5%, placing in the 28.1% IV rank vs the trailing year. The 30-day expected move averaged 20.3%. IV traded above realized volatility by 13.4% (HV 20d: 61.1%). 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 15 of 22 days. Put/call ratio averaged 0.16.

Notable Days

2017-06-01: Highest Volume — 21 contracts
2017-06-08: Largest IV spike — 98.3% change
2017-06-13: Highest IV Rank — 51.4%
2017-06-02: Largest Expected Move — 27.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$67.88	$57.45	$74.55	$57.45	$71.40
Max Pain	$52.84	$37.50	$75.00	$75.00	$75.00
ATM IV	74.5%	50.8%	123.0%	73.3%	65.5%
Expected Move	20.3%	15.9%	27.2%	21.0%	18.8%
HV 20d	61.1%	46.9%	68.7%	64.5%	48.1%
HV 60d	58.6%	55.2%	61.0%	59.7%	55.6%
IV Rank	28.1%	16.7%	51.4%	27.5%	23.8%
IV Percentile	19.9%	2.4%	71.4%	16.7%	9.9%
Term Structure	3.2%	-37.0%	18.2%	-11.2%	7.1%
VWIV	73.0%	58.9%	85.5%	79.3%	65.9%
Bid-Ask Spread %	53.10	32.47	91.48	36.11	44.20
Gamma HHI	0.89	0.83	0.92	0.85	0.92
Net GEX	3.0K	1.2K	4.9K	1.2K	4.5K
Net DEX	-146.0K	-218.3K	-63.8K	-63.8K	-193.0K
Net VEX	-532	-670	-352	-352	-613
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.16	0.05	0.23	0.05	0.15
Total Volume	9.545	6	21	21	12
Total OI	52.636	41	61	41	61

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
2017-06-01	$57.45	$75.00	73.3%	21.0%	64.5%	27.5%	0.0%	0.0%	-11.2%	1.2K	-63.8K	-352	0.05	36.11	N/A	N/A	20	1	36	5
2017-06-02	$60.45	$75.00	94.9%	27.2%	66.1%	37.9%	79.3%	0.0%	-37.0%	1.3K	-80.7K	-379	0.20	78.18	N/A	N/A	5	1	37	5
2017-06-05	$61.35	$75.00	95.3%	19.8%	65.2%	38.1%	82.5%	0.0%	4.5%	1.3K	-82.8K	-392	0.16	54.88	N/A	N/A	6	1	37	5
2017-06-06	$62.55	$37.50	74.2%	19.4%	65.3%	27.9%	79.8%	0.0%	0.5%	1.4K	-91.1K	-408	0.15	54.97	N/A	N/A	6	1	40	5
2017-06-07	$65.55	$37.50	50.8%	24.1%	66.1%	16.7%	85.5%	0.0%	-3.1%	2.3K	-105.2K	-431	0.20	40.01	N/A	N/A	5	1	40	5
2017-06-08	$66.90	$37.50	100.8%	21.3%	66.1%	40.8%	76.2%	0.0%	1.1%	2.6K	-126.7K	-472	0.17	35.02	N/A	N/A	7	1	42	5
2017-06-09	$66.60	$37.50	79.4%	21.9%	65.9%	30.4%	82.0%	0.0%	6.6%	2.8K	-135.4K	-513	0.12	40.88	N/A	N/A	10	1	45	6
2017-06-12	$66.45	$37.50	72.9%	20.1%	63.7%	27.3%	70.5%	0.0%	-8.3%	2.4K	-118.7K	-496	0.12	41.18	N/A	N/A	11	1	47	6
2017-06-13	$63.75	$37.50	123.0%	20.2%	65.1%	51.4%	80.2%	0.0%	9.5%	1.8K	-110.3K	-488	0.16	43.62	N/A	N/A	8	1	46	6
2017-06-14	$66.60	$37.50	72.9%	20.9%	66.2%	27.3%	81.6%	0.0%	-0.1%	2.4K	-123.7K	-501	0.19	91.48	N/A	N/A	7	1	49	6
2017-06-15	$64.50	$37.50	55.5%	15.9%	66.8%	18.9%	65.8%	0.0%	14.0%	2.4K	-119.1K	-510	0.16	44.07	N/A	N/A	8	1	49	6
2017-06-16	$65.55	$37.50	68.1%	19.5%	65.6%	25.0%	68.4%	0.0%	4.5%	2.7K	-130.6K	-531	0.14	52.10	N/A	N/A	9	1	51	6
2017-06-19	$69.90	$37.50	63.2%	18.1%	68.7%	22.6%	64.2%	0.0%	17.9%	3.0K	-151.5K	-544	0.18	87.12	N/A	N/A	7	1	45	6
2017-06-20	$72.75	$37.50	67.3%	19.3%	56.2%	24.6%	67.3%	0.0%	5.0%	3.6K	-173.8K	-578	0.19	42.08	N/A	N/A	7	1	47	6
2017-06-21	$71.55	$37.50	65.7%	18.8%	57.0%	23.8%	65.8%	0.0%	8.0%	3.6K	-186.6K	-620	0.16	75.73	N/A	N/A	8	1	50	6
2017-06-22	$73.20	$37.50	67.2%	19.3%	57.0%	24.5%	67.9%	0.0%	18.2%	3.9K	-211.2K	-670	0.17	32.47	N/A	N/A	7	1	53	5
2017-06-23	$72.00	$75.00	68.7%	19.7%	57.8%	25.3%	68.0%	0.0%	18.0%	3.7K	-197.8K	-667	0.21	54.06	N/A	N/A	6	1	53	5
2017-06-26	$74.55	$75.00	72.1%	20.7%	57.7%	26.9%	74.4%	0.0%	2.4%	4.6K	-218.3K	-658	0.23	33.55	N/A	N/A	5	1	53	5
2017-06-27	$72.45	$75.00	70.0%	20.1%	58.7%	25.9%	72.1%	0.0%	-1.6%	4.4K	-189.7K	-628	0.12	55.66	N/A	N/A	11	1	54	5
2017-06-28	$73.50	$75.00	58.9%	16.9%	49.4%	20.6%	58.9%	0.0%	17.5%	4.9K	-198.5K	-621	0.15	67.46	N/A	N/A	11	2	53	5
2017-06-29	$74.25	$75.00	78.9%	22.6%	46.9%	30.2%	77.5%	0.0%	-4.4%	4.9K	-204.1K	-632	0.15	63.31	N/A	N/A	11	2	55	6
2017-06-30	$71.40	$75.00	65.5%	18.8%	48.1%	23.8%	65.9%	0.0%	7.1%	4.5K	-193.0K	-613	0.15	44.20	N/A	N/A	10	2	55	6