FBIO Options History — February 2018 In February 2018, FBIO traded between $51.30 and $63.90. ATM implied volatility averaged 74.0%, placing in the 23.8% IV rank vs the trailing year. The 30-day expected move averaged 20.4%. IV traded above realized volatility by 28.9% (HV 20d: 45.0%). Max pain ranged from $75.00 to $75.00. Net GEX was positive for 15 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.34.
Notable Days 2018-02-22 : Highest Volume — 28 contracts2018-02-14 : Largest IV spike — 89.2% change2018-02-14 : Highest IV Rank — 45.2%2018-02-14 : Largest Expected Move — 31.1%Monthly Statistics Metric Avg Min Max Open Close Price $55.67 $51.30 $63.90 $56.55 $63.90 Max Pain $75.00 $75.00 $75.00 $75.00 $75.00 ATM IV 74.0% 46.9% 108.5% 80.3% 46.9% Expected Move 20.4% 12.2% 31.1% 12.2% 13.4% HV 20d 45.0% 29.3% 61.7% 32.1% 61.7% HV 60d 56.7% 54.8% 59.8% 54.8% 59.8% IV Rank 23.8% 6.9% 45.2% 27.7% 6.9% IV Percentile 46.9% 7.1% 84.5% 61.9% 7.1% Term Structure -24.8% -80.1% 32.4% 21.9% 19.8% VWIV 82.0% 45.7% 123.7% 94.5% 45.7% Bid-Ask Spread % 68.91 11.52 104.40 76.60 39.38 Gamma HHI 0.56 0.33 0.89 0.33 0.71 Net GEX 539 -226 2.0K 308 2.0K Net DEX -11.6K -87.0K 27.9K 2.7K -87.0K Net VEX -439 -813 -203 -453 -813 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.34 0.07 1.18 1.18 0.51 Total Volume 12.105 6 28 9 8 Total OI 79.211 48 92 89 68
Daily Data (19 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 2018-02-01 $56.55 $0.00 80.3% 12.2% 32.1% 27.7% 0.0% 0.0% 21.9% 308 2.7K -453 1.18 76.60 N/A N/A 4 5 68 21 2018-02-02 $55.95 $0.00 82.3% 15.7% 29.3% 28.9% 0.0% 0.0% -12.2% 290 -7.5K -502 1.18 76.94 N/A N/A 4 5 68 21 2018-02-05 $53.25 $0.00 85.0% 28.1% 32.9% 30.6% 0.0% 0.0% -64.3% 221 5.0K -377 0.39 88.51 N/A N/A 4 2 68 19 2018-02-06 $54.60 $0.00 93.4% 25.8% 34.9% 35.8% 0.0% 0.0% -72.0% 18 27.9K -234 0.38 89.31 N/A N/A 4 2 68 19 2018-02-07 $56.55 $0.00 69.7% 20.0% 37.8% 21.1% 0.0% 0.0% -42.5% 106 13.6K -325 0.38 64.16 N/A N/A 4 2 68 19 2018-02-08 $54.15 $0.00 87.4% 25.1% 39.2% 32.1% 0.0% 0.0% -25.9% 240 1.5K -389 0.38 104.40 N/A N/A 4 2 68 19 2018-02-09 $55.05 $0.00 59.7% 17.1% 40.0% 14.9% 0.0% 0.0% -16.9% 222 1.6K -392 0.41 89.45 N/A N/A 4 2 68 19 2018-02-12 $51.30 $0.00 65.0% 18.6% 45.9% 18.2% 0.0% 0.0% -25.3% -149 21.9K -203 0.31 92.34 N/A N/A 6 2 68 19 2018-02-13 $52.20 $0.00 57.4% 16.4% 43.9% 13.4% 94.5% 0.0% -17.3% 72 15.7K -272 0.16 90.34 N/A N/A 10 2 69 19 2018-02-14 $53.25 $75.00 108.5% 31.1% 44.3% 45.2% 0.0% 0.0% -80.1% -197 1.3K -212 0.19 69.06 N/A N/A 10 2 73 19 2018-02-15 $52.65 $75.00 56.3% 16.1% 44.3% 12.8% 0.0% 0.0% -15.3% -226 2.6K -214 0.19 11.52 N/A N/A 10 2 73 19 2018-02-16 $52.50 $75.00 64.0% 18.3% 44.3% 17.6% 0.0% 0.0% -28.7% -123 -2.5K -242 0.19 34.19 N/A N/A 10 2 73 19 2018-02-20 $51.30 $75.00 69.7% 20.0% 44.6% 21.1% 86.9% 0.0% 32.4% 147 23.6K -277 0.10 68.09 N/A N/A 18 2 32 16 2018-02-21 $54.90 $75.00 91.5% 26.2% 51.7% 34.7% 85.7% 0.0% -58.9% 897 -19.3K -602 0.10 90.59 N/A N/A 18 2 44 16 2018-02-22 $57.00 $75.00 77.0% 22.1% 53.8% 25.6% 88.4% 0.0% -27.6% 998 -37.1K -653 0.07 87.04 N/A N/A 26 2 44 16 2018-02-23 $60.45 $75.00 100.6% 28.8% 58.1% 40.3% 123.7% 0.0% -67.1% 1.8K -59.9K -715 0.13 64.57 N/A N/A 14 2 52 16 2018-02-26 $61.65 $75.00 50.3% 14.4% 58.4% 9.1% 49.2% 0.0% -10.9% 1.8K -64.6K -733 0.12 31.35 N/A N/A 15 2 53 16 2018-02-27 $60.60 $75.00 60.4% 17.3% 58.8% 15.3% 0.0% 0.0% 20.5% 1.8K -60.3K -724 0.12 41.44 N/A N/A 15 2 52 16 2018-02-28 $63.90 $75.00 46.9% 13.4% 61.7% 6.9% 45.7% 0.0% 19.8% 2.0K -87.0K -813 0.51 39.38 N/A N/A 5 3 52 16
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