FBIO Options History — June 2018 In June 2018, FBIO traded between $43.65 and $52.65. ATM implied volatility averaged 79.2%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 22.1% (HV 20d: 57.0%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 1.35.
Notable Days 2018-06-20 : Highest Volume — 13 contracts2018-06-08 : Largest IV spike — 72.4% change2018-06-12 : Highest IV Rank — 92.1%2018-06-13 : Largest Expected Move — 34.6%Monthly Statistics Metric Avg Min Max Open Close Price $47.91 $43.65 $52.65 $51.45 $44.70 Max Pain $37.50 $37.50 $37.50 $37.50 $37.50 ATM IV 79.2% 41.6% 166.0% 99.6% 54.3% Expected Move 16.9% 11.9% 34.6% 28.6% 15.6% HV 20d 57.0% 50.6% 65.0% 56.5% 51.0% HV 60d 57.0% 55.0% 59.1% 57.3% 56.8% IV Rank 30.7% 4.2% 92.1% 45.2% 13.1% IV Percentile 50.1% 3.6% 99.6% 90.9% 22.2% Term Structure -10.4% -73.3% 27.7% -51.8% -24.1% VWIV 65.3% 45.1% 110.2% 110.2% 68.7% Bid-Ask Spread % 39.02 10.07 114.64 21.99 16.07 Gamma HHI 0.65 0.49 0.97 0.82 0.50 Net GEX 95 -12 167 167 33 Net DEX 37.4K 22.2K 44.1K 31.7K 41.9K Net VEX -176 -276 -104 -222 -150 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.35 0.49 3.37 2.11 1.47 Total Volume 6.19 2 13 6 7 Total OI 51.333 45 63 45 63
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 2018-06-01 $51.45 $37.50 99.6% 28.6% 56.5% 45.2% 110.2% 0.0% -51.8% 167 31.7K -222 2.11 21.99 N/A N/A 2 4 26 19 2018-06-04 $50.25 $37.50 95.8% 16.9% 56.2% 42.5% 70.4% 0.0% 2.0% 157 26.7K -262 2.11 72.84 N/A N/A 2 4 26 19 2018-06-05 $52.65 $37.50 109.5% 18.2% 58.8% 52.2% 58.1% 0.0% -12.8% 129 42.1K -137 2.11 61.75 N/A N/A 2 4 26 19 2018-06-06 $51.60 $37.50 88.3% 13.1% 58.9% 37.2% 51.5% 0.0% 2.0% 163 33.0K -217 2.19 13.76 N/A N/A 2 4 26 19 2018-06-07 $50.25 $37.50 88.2% 23.2% 59.3% 37.1% 80.5% 0.0% -37.0% 166 22.2K -276 2.19 70.19 N/A N/A 2 4 26 19 2018-06-08 $50.10 $37.50 152.1% 15.1% 59.1% 82.3% 67.1% 0.0% -28.8% 96 44.1K -104 0.69 68.43 N/A N/A 2 1 26 19 2018-06-11 $49.80 $37.50 122.2% 12.2% 57.3% 61.1% 46.1% 0.0% -3.9% 99 43.9K -113 0.69 10.63 N/A N/A 2 1 26 19 2018-06-12 $50.10 $37.50 166.0% 15.9% 56.0% 92.1% 70.4% 0.0% -11.1% 108 36.2K -122 0.69 21.41 N/A N/A 2 1 26 19 2018-06-13 $49.65 $37.50 120.8% 34.6% 55.8% 60.2% 95.3% 0.0% -73.3% 134 34.1K -219 0.69 114.64 N/A N/A 2 1 26 19 2018-06-14 $46.80 $37.50 51.6% 14.8% 58.8% 11.2% 68.0% 0.0% 21.7% 147 26.1K -230 0.72 27.58 N/A N/A 2 1 26 19 2018-06-15 $44.85 $37.50 51.1% 14.7% 59.6% 10.9% 60.7% 0.0% -9.5% 129 43.5K -115 0.82 38.35 N/A N/A 1 1 27 19 2018-06-18 $43.65 $37.50 83.1% 23.8% 59.9% 33.5% 74.3% 0.0% -23.2% 155 39.4K -156 3.37 102.74 N/A N/A 1 4 27 19 2018-06-19 $46.50 $37.50 53.1% 15.2% 65.0% 12.3% 57.7% 0.0% 27.7% 58 33.7K -224 0.94 19.24 N/A N/A 5 4 27 22 2018-06-20 $46.65 $37.50 42.4% 12.2% 59.0% 4.7% 46.7% 0.0% -1.1% -12 42.2K -139 0.49 12.11 N/A N/A 9 4 30 22 2018-06-21 $48.30 $37.50 51.4% 14.7% 60.4% 11.1% 80.0% 0.0% -4.5% 16 41.5K -141 0.50 76.97 N/A N/A 9 4 37 22 2018-06-22 $48.45 $37.50 56.9% 16.3% 59.5% 15.0% 70.2% 0.0% -0.6% 113 34.1K -230 1.14 23.55 N/A N/A 4 4 38 23 2018-06-25 $45.30 $37.50 41.6% 11.9% 51.9% 4.2% 45.1% 0.0% 13.8% 49 41.2K -163 1.35 10.07 N/A N/A 3 4 40 23 2018-06-26 $45.75 $37.50 46.2% 13.2% 52.0% 7.4% 52.2% 0.0% -9.5% 39 42.5K -150 1.35 12.71 N/A N/A 3 4 40 23 2018-06-27 $45.15 $37.50 44.2% 12.7% 51.8% 6.0% 49.1% 0.0% 14.4% 20 43.3K -172 1.38 10.07 N/A N/A 3 4 40 23 2018-06-28 $44.25 $37.50 43.7% 12.5% 50.6% 5.6% 49.7% 0.0% -9.6% 26 42.8K -150 1.38 14.39 N/A N/A 3 4 40 23 2018-06-29 $44.70 $37.50 54.3% 15.6% 51.0% 13.1% 68.7% 0.0% -24.1% 33 41.9K -150 1.47 16.07 N/A N/A 3 4 40 23
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