FBIO Options History — July 2017 In July 2017, FBIO traded between $66.60 and $72.75. ATM implied volatility averaged 77.1%, placing in the 32.9% IV rank vs the trailing year. The 30-day expected move averaged 22.4%. IV traded above realized volatility by 34.0% (HV 20d: 43.0%). Max pain ranged from $37.50 to $75.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.36.
Notable Days 2017-07-21 : Highest Volume — 16 contracts2017-07-17 : Largest IV spike — 53.1% change2017-07-17 : Highest IV Rank — 38.1%2017-07-05 : Largest Expected Move — 26.8%Monthly Statistics Metric Avg Min Max Open Close Price $69.35 $66.60 $72.75 $70.50 $66.60 Max Pain $46.88 $37.50 $75.00 $75.00 $75.00 ATM IV 77.1% 55.5% 93.6% 85.8% 78.2% Expected Move 22.4% 15.9% 26.8% 24.6% 22.4% HV 20d 43.0% 37.1% 49.7% 48.6% 37.1% HV 60d 54.3% 51.5% 56.0% 55.2% 51.5% IV Rank 32.9% 21.8% 38.1% 33.5% 34.3% IV Percentile 25.7% 2.4% 42.9% 34.5% 29.0% Term Structure -1.4% -12.7% 14.5% 0.7% -3.9% VWIV 84.9% 58.0% 125.0% 88.3% 81.1% Bid-Ask Spread % 46.49 19.24 101.80 101.22 45.80 Gamma HHI 0.93 0.90 0.96 0.90 0.93 Net GEX 4.2K 3.0K 7.4K 3.6K 3.3K Net DEX -161.5K -188.4K -135.2K -188.4K -135.2K Net VEX -521 -607 -479 -607 -504 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.36 0.15 0.76 0.15 0.76 Total Volume 10.3 7 16 12 14 Total OI 60.95 53 66 61 62
Daily Data (20 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 2017-07-03 $70.50 $75.00 85.8% 24.6% 48.6% 33.5% 88.3% 0.0% 0.7% 3.6K -188.4K -607 0.15 101.22 N/A N/A 10 2 55 6 2017-07-05 $68.70 $75.00 93.6% 26.8% 49.7% 37.3% 98.5% 0.0% -5.7% 3.7K -171.2K -567 0.18 101.80 N/A N/A 10 2 55 6 2017-07-06 $69.15 $37.50 90.8% 25.1% 47.1% 35.9% 96.3% 0.0% -1.8% 4.1K -187.0K -576 0.39 86.97 N/A N/A 5 2 55 6 2017-07-07 $69.75 $37.50 75.1% 23.4% 46.7% 32.6% 91.2% 0.0% -0.6% 4.3K -169.4K -568 0.39 46.10 N/A N/A 5 2 55 6 2017-07-10 $68.10 $37.50 68.9% 24.7% 47.6% 29.2% 90.3% 0.0% -9.0% 4.0K -159.9K -540 0.39 74.33 N/A N/A 5 2 55 6 2017-07-11 $68.25 $37.50 75.4% 20.9% 47.6% 32.8% 86.2% 0.0% 4.7% 4.5K -151.7K -522 0.39 33.34 N/A N/A 5 2 55 6 2017-07-12 $70.20 $37.50 62.9% 18.0% 45.7% 25.8% 66.5% 0.0% 0.2% 5.5K -177.4K -525 0.35 50.36 N/A N/A 5 2 55 6 2017-07-13 $67.05 $37.50 81.7% 23.4% 46.6% 36.3% 96.3% 0.0% -5.7% 4.4K -157.6K -518 0.32 26.75 N/A N/A 6 2 56 6 2017-07-14 $68.40 $37.50 55.5% 15.9% 45.5% 21.8% 58.0% 0.0% 14.5% 5.5K -147.6K -494 0.32 74.07 N/A N/A 6 2 56 6 2017-07-17 $70.20 $37.50 85.0% 24.4% 46.0% 38.1% 88.8% 0.0% -10.7% 5.0K -176.4K -506 0.23 28.68 N/A N/A 8 2 56 6 2017-07-18 $69.15 $37.50 77.1% 22.1% 40.3% 33.7% 80.1% 0.0% 1.8% 3.3K -142.2K -479 0.23 19.66 N/A N/A 8 2 59 6 2017-07-19 $71.25 $37.50 76.9% 22.0% 39.1% 33.6% 76.2% 0.0% -3.7% 7.4K -181.1K -511 0.26 24.69 N/A N/A 7 2 59 6 2017-07-20 $70.35 $37.50 74.8% 21.4% 38.9% 32.4% 78.9% 0.0% 2.3% 3.7K -156.7K -485 0.32 24.22 N/A N/A 8 3 60 6 2017-07-21 $72.75 $37.50 80.0% 22.9% 40.0% 35.3% 80.0% 0.0% 1.6% 3.8K -174.5K -511 0.19 35.17 N/A N/A 13 3 59 7 2017-07-24 $72.00 $37.50 74.5% 21.4% 39.7% 32.3% 75.3% 0.0% 8.1% 4.1K -168.5K -507 0.20 19.24 N/A N/A 11 2 47 6 2017-07-25 $70.20 $37.50 75.5% 21.7% 38.4% 32.9% 81.2% 0.0% -3.7% 3.7K -150.8K -506 0.44 30.83 N/A N/A 5 2 48 7 2017-07-26 $70.20 $37.50 72.8% 20.9% 37.2% 31.3% 73.0% 0.0% -0.3% 3.7K -157.6K -491 0.24 40.43 N/A N/A 9 2 48 7 2017-07-27 $67.20 $75.00 79.7% 22.8% 39.6% 35.1% 125.0% 0.0% -12.7% 3.0K -139.0K -512 0.70 36.88 N/A N/A 9 6 49 8 2017-07-28 $66.90 $75.00 77.1% 22.1% 39.2% 33.7% 87.7% 0.0% -4.5% 3.2K -138.1K -487 0.66 29.17 N/A N/A 9 6 52 10 2017-07-31 $66.60 $75.00 78.2% 22.4% 37.1% 34.3% 81.1% 0.0% -3.9% 3.3K -135.2K -504 0.76 45.80 N/A N/A 8 6 52 10
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