FBIO Options History — April 2018 In April 2018, FBIO traded between $60.15 and $76.80. ATM implied volatility averaged 65.7%, placing in the 23.4% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded above realized volatility by 3.0% (HV 20d: 62.7%). Max pain ranged from $75.00 to $75.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.13.
Notable Days 2018-04-06 : Highest Volume — 31 contracts2018-04-20 : Largest IV spike — 44.2% change2018-04-27 : Highest IV Rank — 53.2%2018-04-27 : Largest Expected Move — 29.3%Monthly Statistics Metric Avg Min Max Open Close Price $67.70 $60.15 $76.80 $70.20 $60.15 Max Pain $75.00 $75.00 $75.00 $75.00 $75.00 ATM IV 65.7% 40.1% 102.3% 63.0% 65.0% Expected Move 18.6% 11.5% 29.3% 18.1% 18.6% HV 20d 62.7% 46.4% 70.2% 59.4% 69.9% HV 60d 58.3% 51.5% 63.2% 51.5% 62.8% IV Rank 23.4% 3.5% 53.2% 20.5% 23.4% IV Percentile 42.2% 2.0% 90.9% 34.1% 42.1% Term Structure -1.4% -21.0% 31.2% 5.7% -21.0% VWIV 66.2% 40.1% 102.7% 64.4% 81.0% Bid-Ask Spread % 40.14 7.39 97.23 97.23 7.39 Gamma HHI 0.80 0.41 0.88 0.81 0.41 Net GEX 1.7K 101 3.3K 2.1K 101 Net DEX -35.2K -148.3K 55.9K -88.5K 55.9K Net VEX -700 -882 -378 -822 -378 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.13 0.05 0.19 0.10 0.14 Total Volume 20.524 10 31 26 13 Total OI 86.762 74 94 89 74
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 2018-04-02 $70.20 $75.00 63.0% 18.1% 59.4% 20.5% 64.4% 0.0% 5.7% 2.1K -88.5K -822 0.10 97.23 N/A N/A 24 2 64 25 2018-04-03 $72.60 $75.00 72.1% 20.7% 60.0% 27.4% 72.4% 0.0% -12.5% 2.4K -89.8K -848 0.05 57.70 N/A N/A 24 1 64 25 2018-04-04 $76.80 $75.00 64.2% 18.4% 61.8% 21.4% 63.9% 0.0% 3.5% 2.6K -148.3K -882 0.05 45.89 N/A N/A 25 1 64 25 2018-04-05 $75.60 $75.00 70.2% 17.7% 49.9% 26.0% 61.5% 0.0% 1.8% 2.6K -132.1K -862 0.05 60.30 N/A N/A 28 1 64 25 2018-04-06 $72.75 $75.00 73.5% 18.6% 51.7% 28.5% 65.0% 0.0% -1.7% 2.5K -92.6K -865 0.11 20.33 N/A N/A 28 3 66 25 2018-04-09 $72.30 $75.00 74.1% 18.3% 51.3% 28.9% 64.1% 0.0% -1.5% 2.5K -95.1K -869 0.15 66.99 N/A N/A 25 4 66 26 2018-04-10 $71.85 $75.00 53.7% 19.0% 50.9% 13.5% 67.2% 0.0% 1.1% 2.8K -83.9K -848 0.18 21.67 N/A N/A 21 4 67 27 2018-04-11 $68.40 $75.00 63.3% 18.2% 46.4% 20.8% 63.3% 0.0% -0.3% 2.2K -31.5K -768 0.11 21.85 N/A N/A 21 2 67 27 2018-04-12 $74.55 $75.00 64.1% 18.4% 57.2% 22.7% 64.1% 0.0% 0.8% 3.3K -104.8K -860 0.11 22.30 N/A N/A 20 2 67 26 2018-04-13 $66.00 $75.00 66.5% 19.1% 69.3% 24.6% 68.9% 0.0% -2.2% 2.1K -24.3K -719 0.11 17.51 N/A N/A 20 2 67 26 2018-04-16 $65.10 $75.00 60.1% 17.2% 68.4% 19.5% 60.1% 0.0% -4.7% 1.1K 5.1K -650 0.11 48.98 N/A N/A 20 2 67 26 2018-04-17 $65.85 $75.00 61.9% 17.7% 68.8% 20.9% 62.2% 0.0% 1.8% 1.2K 2.9K -650 0.11 38.10 N/A N/A 20 2 67 26 2018-04-18 $65.40 $75.00 69.8% 20.0% 68.2% 27.2% 68.8% 0.0% -5.8% 1.2K -2.9K -665 0.11 22.96 N/A N/A 20 2 67 26 2018-04-19 $64.95 $75.00 40.1% 11.5% 68.1% 3.5% 40.1% 0.0% 31.2% 1.1K 37.5K -552 0.11 22.84 N/A N/A 20 2 67 26 2018-04-20 $62.70 $75.00 57.8% 16.6% 68.5% 17.6% 59.6% 0.0% 25.3% 966 28.8K -563 0.11 22.23 N/A N/A 20 2 67 26 2018-04-23 $63.00 $75.00 62.2% 17.8% 67.7% 21.1% 60.8% 0.0% -7.6% 1.2K 7.1K -584 0.19 43.64 N/A N/A 8 2 49 25 2018-04-24 $65.70 $75.00 58.2% 16.7% 69.9% 17.9% 59.3% 0.0% -5.5% 1.3K -3.8K -613 0.19 45.14 N/A N/A 8 2 49 25 2018-04-25 $63.15 $75.00 61.5% 17.6% 70.1% 20.5% 62.8% 0.0% -11.1% 1.2K 4.7K -586 0.19 40.09 N/A N/A 8 2 49 25 2018-04-26 $61.95 $75.00 76.4% 21.9% 70.2% 32.5% 78.6% 0.0% -10.4% 1.0K 12.8K -541 0.19 38.16 N/A N/A 8 2 49 25 2018-04-27 $62.70 $75.00 102.3% 29.3% 69.7% 53.2% 102.7% 0.0% -17.2% 1.0K 4.4K -566 0.19 81.66 N/A N/A 8 2 49 25 2018-04-30 $60.15 $75.00 65.0% 18.6% 69.9% 23.4% 81.0% 0.0% -21.0% 101 55.9K -378 0.14 7.39 N/A N/A 11 2 49 25
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