FBIO Options History — October 2018

In October 2018, FBIO traded between $13.20 and $22.65. ATM implied volatility averaged 138.7%, placing in the 72.4% IV rank vs the trailing year. The 30-day expected move averaged 36.5%. IV traded above realized volatility by 54.3% (HV 20d: 84.4%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 12 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.12.

Notable Days

2018-10-30: Highest Volume — 48 contracts
2018-10-11: Largest IV spike — 87.3% change
2018-10-31: Highest IV Rank — 100.0%
2018-10-31: Largest Expected Move — 54.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.81	$13.20	$22.65	$22.65	$13.20
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	138.7%	84.5%	190.8%	100.8%	190.8%
Expected Move	36.5%	23.0%	54.7%	28.9%	54.7%
HV 20d	84.4%	69.0%	105.2%	69.0%	94.3%
HV 60d	85.4%	78.4%	92.8%	78.4%	81.1%
IV Rank	72.4%	34.4%	100.0%	46.0%	100.0%
IV Percentile	93.4%	73.4%	100.0%	85.3%	100.0%
Term Structure	-6.7%	-75.9%	32.1%	-36.6%	-59.2%
Bid-Ask Spread %	27.31	6.12	82.98	6.35	10.44
Gamma HHI	0.78	0.54	1.00	0.54	1.00
Net GEX	110	0	595	595	0
Net DEX	29.4K	14.2K	40.1K	14.8K	23.4K
Net VEX	-54	-279	0	-279	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.12	0.06	0.24	0.15	0.06
Total Volume	34.522	17	48	24	48
Total OI	237.913	223	257	223	257

Daily Data (23 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
2018-10-01	$22.65	$37.50	100.8%	28.9%	69.0%	46.0%	0.0%	0.0%	-36.6%	595	14.8K	-279	0.15	6.35	N/A	N/A	21	3	202	21
2018-10-02	$21.00	$37.50	126.1%	36.1%	71.5%	63.9%	0.0%	0.0%	-43.5%	534	14.2K	-250	0.17	11.10	N/A	N/A	19	3	204	21
2018-10-03	$22.35	$37.50	117.1%	33.6%	76.5%	57.5%	0.0%	0.0%	-42.0%	470	21.6K	-208	0.24	10.52	N/A	N/A	14	3	205	21
2018-10-04	$21.00	$37.50	134.9%	23.0%	77.8%	70.1%	0.0%	0.0%	26.9%	85	40.1K	-37	0.20	6.12	N/A	N/A	16	3	205	21
2018-10-05	$20.10	$37.50	145.6%	26.9%	74.2%	77.7%	0.0%	0.0%	6.8%	102	36.1K	-58	0.21	7.42	N/A	N/A	16	3	204	21
2018-10-08	$20.25	$37.50	165.1%	25.3%	74.4%	91.4%	0.0%	0.0%	24.1%	85	38.2K	-39	0.17	9.21	N/A	N/A	19	3	203	21
2018-10-09	$20.85	$37.50	163.3%	24.1%	74.3%	90.2%	0.0%	0.0%	23.8%	110	37.9K	-56	0.17	6.12	N/A	N/A	19	3	206	21
2018-10-10	$19.35	$37.50	84.5%	24.2%	75.8%	34.4%	0.0%	0.0%	23.4%	106	34.9K	-56	0.16	76.53	N/A	N/A	20	3	206	21
2018-10-11	$20.10	$37.50	158.2%	45.3%	76.6%	86.6%	0.0%	0.0%	-70.4%	111	34.7K	-61	0.08	30.59	N/A	N/A	42	3	207	20
2018-10-12	$19.65	$37.50	98.4%	28.2%	75.4%	44.3%	0.0%	0.0%	24.6%	119	32.9K	-68	0.08	8.75	N/A	N/A	42	3	227	20
2018-10-15	$19.65	$37.50	128.8%	36.9%	74.4%	65.8%	0.0%	0.0%	25.1%	103	34.8K	-54	0.08	15.95	N/A	N/A	42	3	227	20
2018-10-16	$19.50	$37.50	113.0%	32.4%	72.8%	54.7%	0.0%	0.0%	32.1%	120	31.8K	-70	0.08	10.33	N/A	N/A	42	3	229	20
2018-10-17	$17.70	$37.50	133.9%	38.4%	78.3%	69.4%	0.0%	0.0%	13.0%	0	35.7K	0	0.10	51.16	N/A	N/A	40	4	229	20
2018-10-18	$15.15	$37.50	143.0%	41.0%	92.2%	75.8%	0.0%	0.0%	2.6%	0	32.7K	0	0.10	50.44	N/A	N/A	40	4	229	22
2018-10-19	$14.40	$37.50	132.7%	38.0%	92.7%	68.5%	0.0%	0.0%	18.1%	0	30.3K	0	0.10	14.59	N/A	N/A	40	4	229	21
2018-10-22	$13.65	$37.50	147.8%	42.4%	92.7%	79.2%	0.0%	0.0%	0.0%	0	24.3K	0	0.08	80.75	N/A	N/A	32	3	221	18
2018-10-23	$13.65	$37.50	151.0%	43.3%	93.1%	81.5%	0.0%	0.0%	0.0%	0	24.3K	0	0.08	46.91	N/A	N/A	32	3	222	18
2018-10-24	$15.30	$37.50	138.7%	39.8%	105.2%	72.8%	0.0%	0.0%	-30.9%	0	27.2K	0	0.08	18.31	N/A	N/A	34	3	223	18
2018-10-25	$15.30	$37.50	141.2%	40.5%	105.0%	74.6%	0.0%	0.0%	0.0%	0	27.4K	0	0.08	51.66	N/A	N/A	34	3	225	18
2018-10-26	$15.90	$37.50	139.8%	40.1%	98.3%	73.6%	0.0%	0.0%	29.4%	0	28.3K	0	0.08	9.83	N/A	N/A	34	3	225	18
2018-10-29	$15.15	$37.50	158.4%	45.4%	97.5%	86.7%	0.0%	0.0%	-26.0%	0	27.0K	0	0.08	82.98	N/A	N/A	34	3	225	18
2018-10-30	$13.80	$37.50	177.0%	50.8%	99.0%	99.9%	0.0%	0.0%	-75.9%	0	24.7K	0	0.06	11.95	N/A	N/A	45	3	225	18
2018-10-31	$13.20	$37.50	190.8%	54.7%	94.3%	100.0%	0.0%	0.0%	-59.2%	0	23.4K	0	0.06	10.44	N/A	N/A	45	3	239	18