FBIO Options History — September 2018 In September 2018, FBIO traded between $21.75 and $28.20. ATM implied volatility averaged 98.6%, placing in the 44.5% IV rank vs the trailing year. The 30-day expected move averaged 24.6%. IV traded above realized volatility by 34.9% (HV 20d: 63.7%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.51.
Notable Days 2018-09-21 : Highest Volume — 31 contracts2018-09-07 : Largest IV spike — 83.1% change2018-09-07 : Highest IV Rank — 79.5%2018-09-24 : Largest Expected Move — 42.0%Monthly Statistics Metric Avg Min Max Open Close Price $24.14 $21.75 $28.20 $28.20 $24.15 Max Pain $37.50 $37.50 $37.50 $37.50 $37.50 ATM IV 98.6% 61.8% 148.2% 72.0% 84.0% Expected Move 24.6% 13.7% 42.0% 20.6% 24.1% HV 20d 63.7% 53.7% 98.1% 98.1% 66.9% HV 60d 74.8% 73.7% 77.8% 73.7% 77.8% IV Rank 44.5% 18.4% 79.5% 25.6% 34.2% IV Percentile 81.8% 41.7% 98.4% 65.5% 76.2% Term Structure -13.0% -110.0% 42.3% -25.3% -28.1% Bid-Ask Spread % 23.71 6.12 100.24 11.34 8.81 Gamma HHI 0.56 0.48 0.81 0.72 0.61 Net GEX 608 299 1.6K 1.6K 429 Net DEX 16.4K -32.5K 32.9K -32.5K 28.8K Net VEX -247 -526 -142 -526 -186 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.13 1.18 1.18 0.13 Total Volume 15.474 8 31 9 28 Total OI 176.842 156 219 156 219
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 2018-09-04 $28.20 $37.50 72.0% 20.6% 98.1% 25.6% 0.0% 0.0% -25.3% 1.6K -32.5K -526 1.18 11.34 N/A N/A 4 5 137 19 2018-09-05 $27.60 $37.50 80.0% 22.9% 71.4% 31.3% 0.0% 0.0% -4.4% 1.5K -24.1K -485 0.81 58.00 N/A N/A 6 5 137 19 2018-09-06 $26.40 $0.00 80.9% 13.7% 60.3% 32.0% 0.0% 0.0% -0.0% 1.3K 7.0K -380 0.81 8.83 N/A N/A 6 5 139 19 2018-09-07 $24.30 $0.00 148.2% 17.4% 61.1% 79.5% 0.0% 0.0% -12.9% 424 22.5K -225 0.80 6.79 N/A N/A 5 4 139 19 2018-09-10 $24.00 $0.00 113.3% 17.4% 61.1% 54.8% 0.0% 0.0% -14.3% 317 31.1K -142 0.80 6.79 N/A N/A 5 4 139 20 2018-09-11 $22.95 $0.00 138.9% 20.5% 61.1% 73.0% 0.0% 0.0% -15.9% 411 18.4K -228 0.93 6.35 N/A N/A 4 4 139 20 2018-09-12 $24.00 $0.00 61.8% 17.7% 63.2% 18.4% 0.0% 0.0% -15.3% 317 29.4K -142 0.93 6.79 N/A N/A 4 4 140 19 2018-09-13 $22.95 $0.00 81.5% 23.4% 63.9% 32.4% 0.0% 0.0% -16.9% 299 27.8K -152 0.93 100.24 N/A N/A 4 4 140 19 2018-09-14 $23.70 $0.00 98.9% 28.3% 66.0% 44.6% 0.0% 0.0% -16.6% 318 29.0K -145 0.27 21.45 N/A N/A 14 4 140 19 2018-09-17 $24.30 $0.00 84.8% 24.3% 65.2% 34.7% 0.0% 0.0% -17.6% 323 31.9K -167 0.23 36.73 N/A N/A 12 3 152 21 2018-09-18 $25.05 $0.00 95.2% 27.3% 66.1% 42.0% 0.0% 0.0% -17.3% 345 32.9K -161 0.27 24.05 N/A N/A 10 3 156 21 2018-09-19 $25.20 $37.50 116.6% 33.4% 58.9% 57.2% 0.0% 0.0% 25.6% 394 29.4K -195 0.31 27.69 N/A N/A 9 3 157 21 2018-09-20 $24.30 $37.50 81.3% 23.3% 58.5% 32.2% 0.0% 0.0% 42.3% 373 28.4K -189 0.38 18.68 N/A N/A 11 4 158 21 2018-09-21 $23.55 $37.50 87.0% 24.9% 57.5% 36.3% 0.0% 0.0% 37.7% 1.3K -19.8K -413 0.15 13.36 N/A N/A 27 4 160 22 2018-09-24 $22.35 $37.50 146.3% 42.0% 59.4% 78.2% 0.0% 0.0% -110.0% 432 19.8K -231 0.22 9.37 N/A N/A 13 3 176 20 2018-09-25 $22.05 $37.50 103.7% 29.7% 59.2% 48.1% 0.0% 0.0% -12.9% 427 20.3K -216 0.16 60.19 N/A N/A 20 3 182 21 2018-09-26 $21.75 $37.50 103.9% 29.8% 59.1% 48.2% 0.0% 0.0% -14.4% 509 10.0K -279 0.14 18.91 N/A N/A 22 3 190 21 2018-09-27 $21.90 $37.50 95.1% 27.3% 53.7% 42.0% 0.0% 0.0% -31.5% 459 21.2K -229 0.15 6.12 N/A N/A 22 3 198 21 2018-09-28 $24.15 $37.50 84.0% 24.1% 66.9% 34.2% 0.0% 0.0% -28.1% 429 28.8K -186 0.13 8.81 N/A N/A 25 3 198 21
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