FBIO Options History — November 2018

In November 2018, FBIO traded between $14.85 and $21.15. ATM implied volatility averaged 129.7%, placing in the 52.1% IV rank vs the trailing year. The 30-day expected move averaged 37.7%. IV traded above realized volatility by 17.6% (HV 20d: 112.1%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.13.

Notable Days

2018-11-14: Highest Volume — 49 contracts
2018-11-19: Largest IV spike — 168.6% change
2018-11-05: Highest IV Rank — 100.0%
2018-11-19: Largest Expected Move — 71.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.53	$14.85	$21.15	$14.85	$18.30
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	129.7%	70.4%	249.5%	176.4%	140.3%
Expected Move	37.7%	20.2%	71.5%	50.6%	40.2%
HV 20d	112.1%	101.8%	120.9%	106.1%	115.4%
HV 60d	90.2%	82.2%	101.4%	82.2%	101.1%
IV Rank	52.1%	15.6%	100.0%	90.7%	48.6%
IV Percentile	83.2%	47.2%	100.0%	98.8%	89.7%
Term Structure	-18.2%	-79.9%	50.2%	-79.9%	50.2%
Bid-Ask Spread %	63.10	13.96	128.01	65.18	84.00
Gamma HHI	0.91	0.56	1.00	1.00	1.00
Net GEX	33	0	150	0	0
Net DEX	15.6K	-681	20.6K	16.8K	15.1K
Net VEX	-17	-89	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.13	0.03	0.37	0.06	0.03
Total Volume	32.048	13	49	48	14
Total OI	203.429	136	251	251	142

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
2018-11-01	$14.85	$37.50	176.4%	50.6%	106.1%	90.7%	0.0%	0.0%	-79.9%	0	16.8K	0	0.06	65.18	N/A	N/A	45	3	240	11
2018-11-02	$16.65	$37.50	163.2%	46.8%	115.3%	82.2%	0.0%	0.0%	-37.6%	0	18.8K	0	0.06	82.66	N/A	N/A	45	3	240	11
2018-11-05	$15.75	$0.00	195.0%	0.0%	116.2%	100.0%	0.0%	0.0%	0.0%	0	17.7K	0	0.06	126.16	N/A	N/A	45	3	240	11
2018-11-06	$15.30	$0.00	90.4%	0.0%	115.3%	34.3%	0.0%	0.0%	0.0%	0	17.2K	0	0.06	128.01	N/A	N/A	45	3	240	11
2018-11-07	$16.05	$0.00	92.4%	0.0%	115.2%	35.6%	0.0%	0.0%	0.0%	0	18.1K	0	0.06	122.54	N/A	N/A	45	3	240	11
2018-11-08	$16.65	$0.00	107.7%	0.0%	115.1%	45.2%	0.0%	0.0%	0.0%	0	18.8K	0	0.06	124.93	N/A	N/A	45	3	240	11
2018-11-09	$16.80	$0.00	135.2%	38.8%	115.2%	62.4%	0.0%	0.0%	-17.8%	0	18.9K	0	0.06	20.12	N/A	N/A	45	3	240	11
2018-11-12	$15.90	$0.00	146.4%	42.0%	116.3%	69.2%	0.0%	0.0%	-21.5%	0	17.9K	0	0.06	20.38	N/A	N/A	45	3	240	11
2018-11-13	$16.95	$0.00	97.1%	27.8%	119.3%	38.0%	0.0%	0.0%	-20.7%	0	19.1K	0	0.06	28.58	N/A	N/A	45	3	240	11
2018-11-14	$15.90	$0.00	105.2%	30.2%	116.5%	43.1%	0.0%	0.0%	-39.0%	0	17.9K	0	0.06	48.41	N/A	N/A	46	3	239	11
2018-11-15	$16.95	$0.00	99.8%	28.6%	104.4%	39.7%	0.0%	0.0%	-22.6%	0	19.1K	0	0.08	49.88	N/A	N/A	33	3	239	11
2018-11-16	$18.30	$0.00	92.9%	26.6%	105.1%	35.3%	0.0%	0.0%	36.9%	0	20.6K	0	0.08	52.93	N/A	N/A	33	3	239	11
2018-11-19	$19.50	$0.00	249.5%	71.5%	103.6%	100.0%	0.0%	0.0%	0.0%	144	-681	-89	0.37	72.04	N/A	N/A	10	4	130	6
2018-11-20	$21.15	$37.50	112.7%	32.3%	105.8%	35.6%	0.0%	0.0%	-62.6%	144	9.8K	-74	0.31	85.25	N/A	N/A	10	3	131	9
2018-11-21	$20.40	$37.50	175.0%	50.2%	101.8%	64.9%	0.0%	0.0%	46.8%	150	11.7K	-75	0.31	24.02	N/A	N/A	10	3	131	10
2018-11-23	$19.95	$37.50	93.4%	26.8%	102.5%	26.5%	0.0%	0.0%	15.8%	139	11.5K	-71	0.31	38.04	N/A	N/A	10	3	131	10
2018-11-26	$18.00	$37.50	112.1%	32.1%	109.9%	35.3%	0.0%	0.0%	-35.2%	0	17.8K	0	0.31	33.60	N/A	N/A	10	3	131	10
2018-11-27	$16.50	$37.50	70.4%	20.2%	113.2%	15.6%	0.0%	0.0%	-40.5%	113	10.4K	-50	0.35	13.96	N/A	N/A	10	4	131	10
2018-11-28	$19.50	$37.50	154.4%	44.3%	120.9%	55.2%	0.0%	0.0%	-43.7%	0	15.6K	0	0.03	15.59	N/A	N/A	13	0	131	8
2018-11-29	$18.75	$37.50	113.9%	32.7%	120.6%	36.1%	0.0%	0.0%	-19.9%	0	15.5K	0	0.03	88.89	N/A	N/A	13	0	134	8
2018-11-30	$18.30	$37.50	140.3%	40.2%	115.4%	48.6%	0.0%	0.0%	50.2%	0	15.1K	0	0.03	84.00	N/A	N/A	14	0	134	8