FBIO Options History — December 2018

In December 2018, FBIO traded between $8.10 and $19.35. ATM implied volatility averaged 158.1%, placing in the 57.0% IV rank vs the trailing year. The 30-day expected move averaged 45.3%. IV traded above realized volatility by 27.9% (HV 20d: 130.2%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.10.

Notable Days

2018-12-28: Highest Volume — 5 contracts
2018-12-19: Largest IV spike — 42.1% change
2018-12-05: Highest IV Rank — 74.4%
2018-12-05: Largest Expected Move — 56.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$14.73	$8.10	$19.35	$19.35	$13.05
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	158.1%	117.2%	195.2%	158.8%	153.5%
Expected Move	45.3%	32.8%	56.0%	45.5%	47.7%
HV 20d	130.2%	99.2%	190.8%	110.1%	190.5%
HV 60d	112.5%	99.9%	141.9%	100.6%	141.5%
IV Rank	57.0%	37.7%	74.4%	57.3%	54.8%
IV Percentile	91.7%	77.8%	99.6%	95.2%	90.1%
Term Structure	-45.4%	-106.8%	-2.7%	-45.5%	-46.9%
Bid-Ask Spread %	90.17	39.23	123.17	83.18	79.91
Gamma HHI	0.99	0.86	1.00	0.86	1.00
Net GEX	5	0	108	108	0
Net DEX	9.5K	2.1K	15.6K	12.6K	2.5K
Net VEX	-2	-35	0	-35	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.10	0.00	0.57	0.57	0.00
Total Volume	1.45	0	5	0	0
Total OI	142	139	143	143	139

Daily Data (20 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
2018-12-03	$19.35	$37.50	158.8%	45.5%	110.1%	57.3%	0.0%	0.0%	-45.5%	108	12.6K	-35	0.00	83.18	N/A	N/A	0	0	135	8
2018-12-04	$18.90	$37.50	160.4%	46.0%	108.3%	58.0%	0.0%	0.0%	-49.5%	0	15.6K	0	0.00	79.11	N/A	N/A	0	0	135	8
2018-12-05	$18.75	$37.50	195.2%	56.0%	107.5%	74.4%	0.0%	0.0%	0.0%	0	15.5K	0	0.00	120.97	N/A	N/A	0	0	135	8
2018-12-06	$18.30	$37.50	183.3%	32.8%	107.2%	68.8%	0.0%	0.0%	-2.7%	0	15.1K	0	0.00	86.06	N/A	N/A	0	0	135	8
2018-12-07	$17.40	$37.50	154.7%	44.5%	108.4%	55.3%	0.0%	0.0%	-25.1%	0	14.4K	0	0.00	88.28	N/A	N/A	0	0	135	8
2018-12-10	$16.35	$37.50	187.7%	42.3%	110.8%	70.9%	0.0%	0.0%	-23.7%	0	12.8K	0	0.00	84.66	N/A	N/A	0	1	135	8
2018-12-11	$15.75	$37.50	147.8%	42.4%	109.8%	52.1%	0.0%	0.0%	-25.4%	0	12.3K	0	0.00	82.38	N/A	N/A	0	1	135	8
2018-12-12	$16.35	$37.50	133.4%	38.2%	108.1%	45.3%	0.0%	0.0%	-25.2%	0	12.8K	0	0.00	78.27	N/A	N/A	0	1	135	8
2018-12-13	$15.30	$37.50	153.2%	43.9%	108.3%	54.6%	0.0%	0.0%	-53.9%	0	11.9K	0	0.57	87.02	N/A	N/A	2	1	135	8
2018-12-14	$15.90	$37.50	178.6%	51.2%	106.6%	66.6%	0.0%	0.0%	-95.2%	0	11.8K	0	0.57	109.10	N/A	N/A	2	1	136	7
2018-12-17	$15.00	$37.50	184.1%	52.8%	103.9%	69.2%	0.0%	0.0%	-106.8%	0	11.1K	0	0.00	107.50	N/A	N/A	1	0	136	7
2018-12-18	$15.15	$37.50	117.2%	0.0%	100.6%	37.7%	0.0%	0.0%	0.0%	0	11.2K	0	0.00	108.24	N/A	N/A	1	0	136	7
2018-12-19	$13.65	$37.50	166.5%	47.7%	99.2%	60.9%	0.0%	0.0%	-46.9%	0	10.1K	0	0.00	77.10	N/A	N/A	1	0	136	7
2018-12-20	$11.10	$37.50	143.0%	0.0%	119.0%	49.8%	0.0%	0.0%	0.0%	0	8.2K	0	0.00	123.17	N/A	N/A	2	0	136	7
2018-12-21	$8.10	$37.50	146.2%	0.0%	156.0%	51.3%	0.0%	0.0%	0.0%	0	3.7K	0	0.00	39.23	N/A	N/A	1	0	138	5
2018-12-24	$10.65	$37.50	154.7%	0.0%	190.8%	55.3%	0.0%	0.0%	0.0%	0	2.1K	-2	0.00	75.32	N/A	N/A	1	0	137	2
2018-12-26	$10.80	$37.50	173.2%	0.0%	189.9%	64.1%	0.0%	0.0%	0.0%	0	2.1K	0	0.00	106.49	N/A	N/A	4	0	137	2
2018-12-27	$11.40	$37.50	121.3%	0.0%	179.0%	39.6%	0.0%	0.0%	0.0%	0	2.2K	0	0.00	108.66	N/A	N/A	4	0	137	2
2018-12-28	$13.35	$37.50	149.7%	0.0%	190.5%	53.0%	0.0%	0.0%	0.0%	0	2.6K	0	0.00	78.76	N/A	N/A	5	0	137	2
2018-12-31	$13.05	$37.50	153.5%	0.0%	190.5%	54.8%	0.0%	0.0%	0.0%	0	2.5K	0	0.00	79.91	N/A	N/A	0	0	137	2