FBIO Options History — November 2017 In November 2017, FBIO traded between $55.35 and $60.90. ATM implied volatility averaged 63.7%, placing in the 16.8% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded above realized volatility by 18.4% (HV 20d: 45.2%). Max pain ranged from $37.50 to $75.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 5.54.
Notable Days 2017-11-13 : Highest Volume — 40 contracts2017-11-13 : Largest IV spike — 91.0% change2017-11-07 : Highest IV Rank — 44.2%2017-11-08 : Largest Expected Move — 29.3%Monthly Statistics Metric Avg Min Max Open Close Price $58.06 $55.35 $60.90 $57.00 $57.45 Max Pain $58.93 $37.50 $75.00 $75.00 $37.50 ATM IV 63.7% 35.7% 109.0% 91.0% 53.5% Expected Move 16.8% 10.2% 29.3% 26.1% 15.3% HV 20d 45.2% 37.6% 54.8% 46.4% 40.6% HV 60d 46.6% 41.0% 54.0% 54.0% 41.3% IV Rank 16.8% 0.0% 44.2% 32.7% 11.0% IV Percentile 22.5% 0.0% 67.1% 52.8% 9.9% Term Structure 7.5% -33.2% 35.1% -7.0% 14.8% VWIV 103.5% 85.4% 121.6% 121.6% 85.4% Bid-Ask Spread % 33.59 11.38 100.93 23.77 21.86 Gamma HHI 0.56 0.50 0.64 0.50 0.59 Net GEX 1.2K 1.0K 1.4K 1.1K 1.2K Net DEX 68.3K -65.1K 152.5K 142.4K -52.5K Net VEX -302 -352 -255 -316 -302 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 5.54 0.27 13.64 13.64 0.27 Total Volume 26.048 4 40 38 20 Total OI 85.238 44 106 102 60
Daily Data (21 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 2017-11-01 $57.00 $75.00 91.0% 26.1% 46.4% 32.7% 0.0% 0.0% -7.0% 1.1K 142.4K -316 13.64 23.77 N/A N/A 3 35 64 38 2017-11-02 $57.75 $0.00 52.7% 13.0% 45.6% 8.3% 0.0% 0.0% 22.2% 1.1K 142.3K -333 12.67 77.27 N/A N/A 3 35 65 38 2017-11-03 $57.90 $0.00 72.5% 13.0% 45.6% 20.9% 0.0% 0.0% 26.1% 1.0K 144.9K -325 9.85 17.08 N/A N/A 4 35 65 38 2017-11-06 $57.60 $0.00 74.8% 12.6% 45.2% 22.4% 0.0% 0.0% 25.2% 1.1K 144.5K -310 9.85 17.49 N/A N/A 4 35 66 38 2017-11-07 $55.35 $0.00 109.0% 18.7% 44.6% 44.2% 0.0% 0.0% -31.9% 1.0K 138.9K -319 9.67 25.54 N/A N/A 4 35 66 38 2017-11-08 $55.50 $0.00 102.2% 29.3% 44.9% 39.8% 0.0% 0.0% -20.5% 1.0K 135.6K -321 9.67 100.93 N/A N/A 4 35 66 38 2017-11-09 $56.70 $0.00 35.7% 10.2% 46.0% 0.0% 0.0% 0.0% 29.5% 1.1K 143.2K -313 9.67 97.59 N/A N/A 4 35 66 38 2017-11-10 $58.50 $0.00 41.0% 11.8% 48.0% 3.3% 0.0% 0.0% 33.0% 1.3K 137.9K -341 9.33 88.48 N/A N/A 4 35 66 38 2017-11-13 $55.80 $75.00 78.3% 22.5% 49.6% 26.5% 0.0% 0.0% -33.1% 1.0K 144.1K -288 9.05 28.40 N/A N/A 4 36 66 38 2017-11-14 $56.85 $75.00 59.3% 17.0% 50.4% 14.6% 0.0% 0.0% 20.2% 1.1K 152.1K -261 8.90 29.03 N/A N/A 4 36 68 38 2017-11-15 $55.65 $75.00 66.8% 19.1% 50.6% 19.3% 0.0% 0.0% -28.2% 1.0K 147.0K -264 8.90 22.75 N/A N/A 4 36 68 38 2017-11-16 $58.80 $75.00 45.8% 13.1% 54.8% 6.2% 0.0% 0.0% 27.2% 1.1K 149.9K -293 0.51 12.25 N/A N/A 4 2 68 38 2017-11-17 $58.20 $75.00 45.0% 12.9% 47.7% 5.7% 0.0% 0.0% 23.5% 1.1K 152.5K -255 0.51 13.71 N/A N/A 4 2 68 38 2017-11-20 $59.40 $75.00 47.1% 13.5% 48.2% 7.1% 0.0% 0.0% 15.4% 1.2K -46.8K -259 0.48 21.51 N/A N/A 3 1 40 4 2017-11-21 $60.45 $75.00 70.2% 20.1% 48.4% 21.4% 121.6% 0.0% -33.2% 1.4K -49.9K -267 1.07 13.31 N/A N/A 5 5 40 4 2017-11-22 $59.85 $37.50 74.4% 21.3% 39.7% 24.0% 85.4% 0.0% -17.4% 1.3K -65.1K -352 0.40 24.47 N/A N/A 11 4 42 7 2017-11-24 $60.90 $37.50 51.3% 14.7% 39.9% 9.7% 0.0% 0.0% 28.1% 1.3K -56.4K -309 0.40 21.50 N/A N/A 11 4 49 10 2017-11-27 $60.00 $37.50 48.4% 13.9% 37.9% 7.9% 0.0% 0.0% 35.1% 1.3K -56.6K -305 0.49 20.45 N/A N/A 9 4 49 10 2017-11-28 $59.85 $37.50 49.1% 14.1% 37.6% 8.3% 0.0% 0.0% 12.5% 1.4K -56.3K -296 0.45 11.38 N/A N/A 10 4 49 10 2017-11-29 $59.85 $37.50 68.6% 19.7% 37.7% 20.4% 0.0% 0.0% 16.0% 1.4K -57.8K -307 0.45 16.72 N/A N/A 10 4 50 10 2017-11-30 $57.45 $37.50 53.5% 15.3% 40.6% 11.0% 0.0% 0.0% 14.8% 1.2K -52.5K -302 0.27 21.86 N/A N/A 16 4 50 10
« Oct 2017 | All History | Dec 2017 » Home FBIO History November 2017