FBIO Options History — September 2017 In September 2017, FBIO traded between $64.95 and $73.35. ATM implied volatility averaged 71.5%, placing in the 19.3% IV rank vs the trailing year. The 30-day expected move averaged 19.7%. IV traded above realized volatility by 14.5% (HV 20d: 57.0%). Max pain ranged from $75.00 to $75.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.18.
Notable Days 2017-09-15 : Highest Volume — 21 contracts2017-09-08 : Largest IV spike — 63.4% change2017-09-08 : Highest IV Rank — 45.8%2017-09-19 : Largest Expected Move — 25.3%Monthly Statistics Metric Avg Min Max Open Close Price $68.81 $64.95 $73.35 $71.85 $66.60 Max Pain $75.00 $75.00 $75.00 $75.00 $75.00 ATM IV 71.5% 39.7% 112.7% 64.1% 39.7% Expected Move 19.7% 11.4% 25.3% 18.4% 11.4% HV 20d 57.0% 35.3% 72.9% 71.8% 35.3% HV 60d 52.2% 50.7% 54.1% 53.9% 51.0% IV Rank 19.3% 0.0% 45.8% 14.4% 0.0% IV Percentile 24.2% 0.0% 65.9% 11.1% 0.0% Term Structure 10.0% -11.0% 52.9% 19.4% 52.9% VWIV 69.6% 40.2% 87.6% 64.2% 40.2% Bid-Ask Spread % 58.57 15.71 109.31 33.74 19.65 Gamma HHI 0.65 0.60 0.81 0.64 0.67 Net GEX 4.0K 3.0K 8.4K 4.1K 3.9K Net DEX -181.2K -244.5K -148.2K -192.7K -177.4K Net VEX -794 -908 -696 -878 -744 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.18 0.07 0.33 0.28 0.14 Total Volume 13.15 5 21 9 16 Total OI 71.15 66 81 68 75
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 2017-09-01 $71.85 $75.00 64.1% 18.4% 71.8% 14.4% 64.2% 0.0% 19.4% 4.1K -192.7K -878 0.28 33.74 N/A N/A 7 2 64 4 2017-09-05 $71.40 $75.00 79.6% 23.3% 71.9% 24.4% 80.5% 0.0% -9.5% 4.0K -185.9K -849 0.32 38.44 N/A N/A 4 1 64 4 2017-09-06 $73.35 $75.00 66.4% 19.3% 71.4% 15.9% 67.4% 0.0% 7.1% 4.5K -202.2K -877 0.33 19.91 N/A N/A 4 1 64 4 2017-09-07 $70.50 $75.00 69.0% 20.8% 72.9% 17.6% 72.6% 0.0% 1.3% 4.0K -186.1K -848 0.23 29.27 N/A N/A 6 1 64 4 2017-09-08 $72.30 $75.00 112.7% 21.4% 68.1% 45.8% 74.6% 0.0% 2.6% 4.0K -201.1K -881 0.07 31.40 N/A N/A 18 1 65 4 2017-09-11 $71.70 $75.00 85.2% 22.0% 68.5% 28.1% 76.9% 0.0% -2.0% 7.0K -244.5K -908 0.07 69.61 N/A N/A 18 1 77 4 2017-09-12 $72.90 $75.00 82.9% 18.5% 68.5% 26.6% 64.8% 0.0% 9.0% 8.4K -244.2K -907 0.08 91.30 N/A N/A 16 1 77 4 2017-09-13 $69.60 $75.00 76.8% 22.0% 57.3% 22.6% 76.8% 0.0% 0.5% 3.5K -180.8K -810 0.07 62.48 N/A N/A 19 1 76 4 2017-09-14 $69.45 $75.00 85.2% 24.4% 57.0% 28.1% 81.7% 0.0% -11.0% 3.5K -178.2K -787 0.07 40.11 N/A N/A 19 1 75 4 2017-09-15 $67.20 $75.00 67.8% 19.5% 57.8% 16.8% 67.7% 0.0% 14.7% 3.2K -168.1K -772 0.07 62.72 N/A N/A 20 1 75 4 2017-09-18 $66.90 $75.00 83.1% 23.8% 57.9% 26.7% 83.7% 0.0% -6.3% 3.3K -169.0K -758 0.14 96.42 N/A N/A 9 1 62 4 2017-09-19 $66.75 $75.00 88.3% 25.3% 55.3% 30.0% 87.6% 0.0% -8.6% 3.2K -153.5K -702 0.21 58.35 N/A N/A 9 2 62 4 2017-09-20 $67.80 $75.00 61.8% 17.7% 52.5% 13.0% 62.0% 0.0% 23.6% 3.4K -170.8K -771 0.21 109.31 N/A N/A 9 2 62 5 2017-09-21 $67.95 $75.00 61.1% 17.5% 51.5% 12.5% 69.8% 0.0% 24.1% 3.2K -168.9K -749 0.21 93.18 N/A N/A 9 2 62 5 2017-09-22 $66.00 $75.00 64.4% 18.5% 52.7% 14.6% 71.1% 0.0% 10.1% 3.3K -175.6K -768 0.25 60.55 N/A N/A 8 2 62 5 2017-09-25 $65.85 $75.00 68.8% 19.7% 52.4% 17.4% 74.0% 0.0% 7.6% 3.3K -153.0K -696 0.25 97.25 N/A N/A 8 2 61 5 2017-09-26 $64.95 $75.00 68.4% 19.6% 41.1% 17.2% 71.0% 0.0% 12.7% 3.0K -148.2K -704 0.25 94.77 N/A N/A 8 2 61 5 2017-09-27 $67.20 $75.00 58.8% 16.9% 41.4% 11.0% 64.4% 0.0% 16.8% 3.4K -170.3K -761 0.14 47.29 N/A N/A 14 2 62 5 2017-09-28 $66.00 $75.00 46.4% 13.3% 35.5% 3.0% 41.3% 0.0% 34.4% 4.1K -154.0K -713 0.14 15.71 N/A N/A 14 2 70 5 2017-09-29 $66.60 $75.00 39.7% 11.4% 35.3% 0.0% 40.2% 0.0% 52.9% 3.9K -177.4K -744 0.14 19.65 N/A N/A 14 2 70 5
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