FBIO Options History — December 2017

In December 2017, FBIO traded between $49.50 and $60.75. ATM implied volatility averaged 85.9%, placing in the 31.2% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 33.4% (HV 20d: 52.6%). 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 6 of 20 days. Put/call ratio averaged 0.37.

Notable Days

2017-12-28: Highest Volume — 22 contracts
2017-12-04: Largest IV spike — 134.9% change
2017-12-12: Highest IV Rank — 77.8%
2017-12-28: Largest Expected Move — 22.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$53.56	$49.50	$60.75	$60.45	$58.95
Max Pain	$56.25	$37.50	$75.00	$37.50	$75.00
ATM IV	85.9%	49.0%	160.9%	61.5%	66.4%
Expected Move	16.9%	11.7%	22.2%	17.6%	19.0%
HV 20d	52.6%	44.2%	80.8%	44.2%	80.2%
HV 60d	46.0%	42.1%	57.9%	42.1%	57.9%
IV Rank	31.2%	8.3%	77.8%	16.0%	19.0%
IV Percentile	44.0%	6.3%	96.8%	17.5%	28.2%
Term Structure	-6.4%	-30.9%	40.3%	-15.6%	-18.5%
VWIV	82.7%	82.0%	83.4%	82.0%	83.4%
Bid-Ask Spread %	30.13	9.93	83.38	24.57	16.36
Gamma HHI	0.68	0.48	0.93	0.58	0.63
Net GEX	517	83	1.7K	1.6K	1.5K
Net DEX	-22.8K	-61.2K	-2.4K	-60.0K	-49.9K
Net VEX	-123	-376	-23	-348	-333
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.37	0.21	0.54	0.27	0.21
Total Volume	16.8	13	22	20	22
Total OI	63	55	69	67	65

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
2017-12-01	$60.45	$37.50	61.5%	17.6%	44.2%	16.0%	0.0%	0.0%	-15.6%	1.6K	-60.0K	-348	0.27	24.57	N/A	N/A	16	4	57	10
2017-12-04	$56.70	$0.00	144.6%	11.7%	50.1%	67.6%	0.0%	0.0%	40.3%	1.4K	-61.2K	-376	0.27	68.21	N/A	N/A	16	4	57	10
2017-12-05	$53.85	$0.00	104.3%	14.0%	53.2%	42.6%	0.0%	0.0%	-5.0%	1.1K	-41.9K	-276	0.27	14.61	N/A	N/A	16	4	57	10
2017-12-06	$51.75	$0.00	110.2%	13.0%	53.2%	46.3%	0.0%	0.0%	-4.1%	153	-16.8K	-30	0.27	9.93	N/A	N/A	16	4	57	10
2017-12-07	$53.70	$0.00	106.6%	17.0%	55.1%	44.0%	0.0%	0.0%	24.0%	470	-28.3K	-137	0.27	20.51	N/A	N/A	16	4	58	10
2017-12-08	$54.75	$0.00	137.2%	19.6%	55.0%	63.0%	0.0%	0.0%	-20.6%	334	-23.2K	-78	0.27	39.20	N/A	N/A	16	4	58	10
2017-12-11	$54.60	$0.00	147.5%	16.8%	53.6%	69.4%	0.0%	0.0%	-24.3%	205	-20.0K	-31	0.32	15.76	N/A	N/A	16	5	58	10
2017-12-12	$52.95	$0.00	160.9%	15.1%	52.1%	77.8%	0.0%	0.0%	-14.8%	231	-13.9K	-47	0.54	12.92	N/A	N/A	10	5	58	11
2017-12-13	$53.25	$0.00	74.0%	21.2%	51.6%	23.8%	0.0%	0.0%	-13.1%	432	-23.6K	-143	0.54	24.67	N/A	N/A	10	5	58	11
2017-12-14	$52.05	$0.00	58.3%	16.7%	51.7%	14.0%	0.0%	0.0%	-11.5%	300	-20.6K	-105	0.54	83.38	N/A	N/A	10	5	58	11
2017-12-15	$51.60	$0.00	51.5%	14.8%	46.8%	9.8%	0.0%	0.0%	18.2%	152	-10.0K	-30	0.54	14.59	N/A	N/A	10	5	58	11
2017-12-18	$51.75	$0.00	68.0%	19.5%	46.9%	20.0%	0.0%	0.0%	-30.9%	179	-11.4K	-34	0.40	67.65	N/A	N/A	9	4	50	5
2017-12-19	$51.00	$0.00	57.7%	16.5%	46.0%	13.7%	0.0%	0.0%	13.9%	91	-2.4K	-28	0.40	38.71	N/A	N/A	9	4	50	6
2017-12-20	$50.70	$0.00	49.0%	14.1%	45.0%	8.3%	0.0%	0.0%	1.2%	83	-3.4K	-23	0.40	17.06	N/A	N/A	9	4	50	6
2017-12-21	$51.75	$0.00	55.7%	16.0%	46.2%	12.4%	0.0%	0.0%	4.1%	94	-3.5K	-25	0.40	13.77	N/A	N/A	9	4	50	6
2017-12-22	$50.10	$0.00	54.4%	15.6%	46.0%	11.6%	0.0%	0.0%	-18.4%	90	-3.8K	-26	0.40	10.29	N/A	N/A	9	4	50	6
2017-12-26	$49.50	$0.00	72.7%	20.8%	46.0%	23.0%	0.0%	0.0%	-10.6%	110	-2.6K	-38	0.40	15.68	N/A	N/A	9	4	50	6
2017-12-27	$51.00	$0.00	60.9%	17.5%	48.1%	15.7%	0.0%	0.0%	-22.8%	97	-4.1K	-24	0.40	18.33	N/A	N/A	9	4	50	6
2017-12-28	$60.75	$0.00	77.3%	22.2%	80.8%	25.8%	82.0%	0.0%	-18.8%	1.7K	-55.3K	-321	0.21	76.42	N/A	N/A	18	4	50	6
2017-12-29	$58.95	$75.00	66.4%	19.0%	80.2%	19.0%	83.4%	0.0%	-18.5%	1.5K	-49.9K	-333	0.21	16.36	N/A	N/A	18	4	59	6