FBIO Options History — August 2017

In August 2017, FBIO traded between $57.15 and $72.45. ATM implied volatility averaged 64.9%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 18.0%. IV traded above realized volatility by 12.3% (HV 20d: 52.7%). Max pain ranged from $75.00 to $75.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 0.69.

Notable Days

  • 2017-08-28: Highest Volume — 27 contracts
  • 2017-08-28: Largest IV spike — 45.9% change
  • 2017-08-08: Highest IV Rank — 44.5%
  • 2017-08-04: Largest Expected Move — 24.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$64.45$57.15$72.45$64.50$70.95
Max Pain$75.00$75.00$75.00$75.00$75.00
ATM IV64.9%41.8%96.6%72.2%59.9%
Expected Move18.0%12.0%24.6%20.7%17.2%
HV 20d52.7%36.9%71.8%38.3%71.8%
HV 60d52.6%50.5%56.8%51.7%53.9%
IV Rank21.3%0.0%44.5%31.0%11.7%
IV Percentile15.4%0.0%50.4%18.7%6.7%
Term Structure9.7%-20.7%35.2%-4.8%17.7%
VWIV62.9%40.3%86.3%72.2%59.9%
Bid-Ask Spread %42.9414.80164.4950.8362.73
Gamma HHI0.800.630.950.940.63
Net GEX1.9K8444.1K3.3K4.1K
Net DEX-100.7K-198.8K-55.6K-124.0K-198.8K
Net VEX-463-871-307-502-871
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.081.421.060.28
Total Volume11.87727129
Total OI56.47831676367

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-08-01$64.50$75.0072.2%20.7%38.3%31.0%72.2%0.0%-4.8%3.3K-124.0K-5021.0650.83N/AN/A665310
2017-08-02$62.85$75.0077.0%22.1%38.3%33.6%68.3%0.0%-20.7%2.9K-127.0K-5331.1633.74N/AN/A565510
2017-08-03$62.10$75.0078.5%21.3%38.2%34.5%74.9%0.0%4.9%844-77.6K-3821.1633.37N/AN/A565510
2017-08-04$63.00$75.0078.6%24.6%38.5%34.5%86.0%0.0%-14.7%3.5K-117.3K-4821.1641.57N/AN/A565510
2017-08-07$63.45$75.0089.2%21.5%38.1%40.4%75.1%0.0%1.6%3.4K-128.7K-4981.1632.74N/AN/A565410
2017-08-08$61.95$75.0096.6%18.0%38.7%44.5%70.2%0.0%9.6%956-67.7K-3561.1248.49N/AN/A665410
2017-08-09$60.90$75.0079.4%22.8%36.9%35.0%80.7%0.0%-0.3%937-69.5K-3651.3630.25N/AN/A565410
2017-08-10$57.15$75.0082.0%23.5%39.7%36.5%86.3%0.0%-16.0%859-58.5K-3441.4225.49N/AN/A465410
2017-08-11$57.90$75.0047.0%13.5%39.2%17.0%45.5%0.0%32.1%899-64.1K-3321.3424.92N/AN/A56559
2017-08-14$58.65$75.0043.0%12.3%37.9%14.8%42.9%0.0%18.5%1.0K-55.6K-3070.66164.49N/AN/A53539
2017-08-15$66.30$75.0059.6%17.1%60.0%24.0%59.9%0.0%14.3%1.1K-85.1K-3150.7342.00N/AN/A43549
2017-08-16$65.40$75.0068.3%19.6%58.9%28.9%68.8%0.0%5.1%1.1K-87.5K-3770.7033.85N/AN/A43549
2017-08-17$64.05$75.0059.9%17.2%59.1%24.2%62.9%0.0%9.0%1.1K-77.4K-3790.7074.99N/AN/A43549
2017-08-18$63.90$75.0051.3%14.7%57.4%5.4%47.9%0.0%33.9%1.0K-74.3K-3530.7014.80N/AN/A43549
2017-08-21$67.05$75.0051.0%14.6%60.6%5.3%53.9%0.0%7.7%1.3K-84.5K-3770.1860.98N/AN/A102274
2017-08-22$63.90$75.0041.8%12.0%62.2%0.0%40.3%0.0%35.2%1.4K-86.4K-4560.1616.97N/AN/A122334
2017-08-23$65.85$75.0055.3%15.8%63.4%8.7%50.3%0.0%29.5%1.6K-96.1K-4710.1616.47N/AN/A122354
2017-08-24$65.85$75.0065.1%18.7%61.5%15.0%65.1%0.0%2.9%1.6K-95.1K-4730.1840.61N/AN/A112354
2017-08-25$64.95$75.0043.3%12.4%61.7%1.0%41.3%0.0%32.5%1.6K-94.6K-4930.2131.97N/AN/A102364
2017-08-28$70.95$75.0063.1%18.1%69.4%13.8%63.2%0.0%6.7%2.1K-117.8K-5100.0835.61N/AN/A252364
2017-08-29$68.40$75.0060.8%17.4%69.7%12.3%61.2%0.0%14.2%2.9K-153.6K-7210.1335.81N/AN/A162534
2017-08-30$72.45$75.0070.2%20.1%71.4%18.4%70.3%0.0%4.2%3.4K-175.8K-7530.1335.08N/AN/A162534
2017-08-31$70.95$75.0059.9%17.2%71.8%11.7%59.9%0.0%17.7%4.1K-198.8K-8710.2862.73N/AN/A72634