FBIO Options History — October 2017

In October 2017, FBIO traded between $54.45 and $72.60. ATM implied volatility averaged 63.7%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 25.7% (HV 20d: 38.0%). Max pain ranged from $75.00 to $75.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 5.03.

Notable Days

2017-10-20: Highest Volume — 48 contracts
2017-10-25: Largest IV spike — 135.6% change
2017-10-30: Highest IV Rank — 49.1%
2017-10-30: Largest Expected Move — 33.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$64.57	$54.45	$72.60	$69.45	$56.40
Max Pain	$75.00	$75.00	$75.00	$75.00	$75.00
ATM IV	63.7%	39.6%	116.8%	68.8%	60.1%
Expected Move	19.5%	13.1%	33.5%	19.7%	17.2%
HV 20d	38.0%	30.4%	49.3%	38.4%	45.9%
HV 60d	51.6%	49.9%	54.2%	51.7%	54.1%
IV Rank	15.3%	0.0%	49.1%	18.5%	13.0%
IV Percentile	17.9%	0.0%	73.0%	21.4%	11.5%
Term Structure	1.1%	-53.7%	53.1%	4.7%	5.1%
VWIV	66.0%	38.9%	117.5%	66.6%	85.7%
Bid-Ask Spread %	38.18	14.20	87.28	68.89	22.79
Gamma HHI	0.63	0.48	0.77	0.68	0.49
Net GEX	3.1K	777	6.8K	4.6K	1.0K
Net DEX	-32.6K	-185.7K	151.0K	-169.8K	131.5K
Net VEX	-579	-797	-285	-727	-353
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	5.03	0.16	13.64	0.18	11.57
Total Volume	26.136	5	48	13	38
Total OI	89.682	73	109	73	102

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
2017-10-02	$69.45	$75.00	68.8%	19.7%	38.4%	18.5%	66.6%	0.0%	4.7%	4.6K	-169.8K	-727	0.18	68.89	N/A	N/A	11	2	68	5
2017-10-03	$69.00	$75.00	53.9%	15.5%	38.4%	9.0%	38.9%	0.0%	35.6%	4.8K	-162.8K	-672	0.25	43.18	N/A	N/A	8	2	69	5
2017-10-04	$68.70	$75.00	49.4%	14.2%	36.9%	6.2%	51.2%	0.0%	11.7%	5.4K	-157.7K	-669	0.46	48.57	N/A	N/A	8	4	69	5
2017-10-05	$70.35	$75.00	41.7%	19.2%	35.5%	1.3%	67.1%	0.0%	2.2%	5.5K	-161.8K	-719	0.46	31.48	N/A	N/A	8	4	69	7
2017-10-06	$70.50	$75.00	39.6%	19.6%	34.2%	0.0%	68.6%	0.0%	-2.1%	5.6K	-165.4K	-703	0.16	20.65	N/A	N/A	8	1	69	7
2017-10-09	$70.95	$75.00	50.5%	19.9%	34.2%	6.9%	71.7%	0.0%	-5.3%	5.5K	-168.4K	-680	0.22	25.89	N/A	N/A	6	1	69	7
2017-10-10	$72.60	$75.00	45.0%	20.2%	34.7%	3.4%	71.0%	0.0%	-3.6%	6.1K	-185.7K	-679	0.21	28.55	N/A	N/A	6	1	69	7
2017-10-11	$71.85	$75.00	56.4%	16.2%	30.4%	10.7%	56.1%	0.0%	22.6%	6.8K	-168.9K	-713	0.21	55.14	N/A	N/A	6	1	69	7
2017-10-12	$69.75	$75.00	65.3%	18.7%	32.4%	16.3%	68.1%	0.0%	5.1%	5.5K	-166.9K	-680	0.18	87.28	N/A	N/A	7	1	70	7
2017-10-13	$68.10	$75.00	69.7%	20.0%	31.3%	19.1%	71.3%	0.0%	-4.0%	5.0K	-144.2K	-638	0.33	28.57	N/A	N/A	4	1	70	7
2017-10-16	$66.30	$75.00	53.7%	15.4%	32.8%	8.9%	45.0%	0.0%	2.2%	4.2K	-113.8K	-563	7.30	30.79	N/A	N/A	5	36	70	7
2017-10-17	$66.60	$75.00	64.7%	18.5%	32.8%	15.9%	64.1%	0.0%	-0.3%	875	17.7K	-797	5.79	29.48	N/A	N/A	6	36	71	38
2017-10-18	$66.15	$75.00	67.9%	19.5%	32.3%	18.0%	67.7%	0.0%	-1.7%	884	14.9K	-787	5.79	25.40	N/A	N/A	6	36	71	38
2017-10-19	$64.35	$75.00	61.8%	17.7%	33.6%	14.1%	49.9%	0.0%	-9.4%	865	15.2K	-754	7.40	39.27	N/A	N/A	5	36	71	38
2017-10-20	$59.55	$75.00	82.9%	23.8%	42.0%	27.5%	69.6%	0.0%	-34.0%	777	1.9K	-741	2.98	69.46	N/A	N/A	12	36	71	38
2017-10-23	$59.25	$75.00	51.5%	14.8%	42.0%	7.5%	48.8%	0.0%	35.1%	988	151.0K	-319	4.36	14.20	N/A	N/A	8	35	62	38
2017-10-24	$58.65	$75.00	45.8%	13.1%	41.9%	3.9%	52.1%	0.0%	53.1%	953	145.2K	-336	13.64	32.25	N/A	N/A	3	35	62	38
2017-10-25	$54.45	$75.00	107.9%	30.9%	45.9%	43.5%	117.5%	0.0%	-23.4%	818	141.5K	-285	13.64	68.97	N/A	N/A	3	35	62	38
2017-10-26	$54.45	$75.00	87.1%	25.0%	46.0%	30.2%	89.8%	0.0%	-12.2%	844	143.2K	-289	11.32	18.26	N/A	N/A	3	35	62	38
2017-10-27	$56.85	$75.00	60.4%	17.3%	49.3%	13.2%	85.7%	0.0%	-2.7%	1.0K	143.3K	-312	12.09	16.69	N/A	N/A	3	35	63	38
2017-10-30	$56.25	$75.00	116.8%	33.5%	45.7%	49.1%	0.0%	0.0%	-53.7%	969	141.8K	-314	12.09	34.22	N/A	N/A	3	35	64	38
2017-10-31	$56.40	$75.00	60.1%	17.2%	45.9%	13.0%	0.0%	0.0%	5.1%	1.0K	131.5K	-353	11.57	22.79	N/A	N/A	3	35	64	38