FBIO Options History — January 2019

In January 2019, FBIO traded between $14.40 and $31.35. ATM implied volatility averaged 131.7%, placing in the 44.0% IV rank vs the trailing year. The 30-day expected move averaged 37.7%. IV traded below realized volatility by 60.9% (HV 20d: 192.6%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.01.

Notable Days

2019-01-31: Highest Volume — 30 contracts
2019-01-31: Largest IV drop — 32.2% change
2019-01-22: Highest IV Rank — 58.5%
2019-01-22: Largest Expected Move — 46.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.11	$14.40	$31.35	$15.60	$31.35
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	131.7%	68.6%	162.6%	137.0%	68.6%
Expected Move	37.7%	19.7%	46.6%	43.9%	19.7%
HV 20d	192.6%	131.3%	217.0%	201.4%	179.9%
HV 60d	151.9%	146.4%	168.2%	146.4%	168.2%
IV Rank	44.0%	13.6%	58.5%	47.0%	13.6%
IV Percentile	76.8%	31.7%	92.9%	82.1%	31.7%
Term Structure	17.3%	-18.1%	40.1%	28.0%	3.5%
VWIV	68.6%	68.6%	68.6%	68.6%	68.6%
Bid-Ask Spread %	59.14	10.98	151.47	91.33	151.47
Gamma HHI	0.97	0.81	1.00	1.00	0.85
Net GEX	58	0	1.0K	0	1.0K
Net DEX	480	-48.9K	4.6K	3.0K	-48.9K
Net VEX	-13	-214	0	0	-214
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.01	0.00	0.12	0.00	0.12
Total Volume	3.81	0	30	0	30
Total OI	142.524	139	159	139	159

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
2019-01-02	$15.60	$37.50	137.0%	0.0%	201.4%	47.0%	0.0%	0.0%	0.0%	0	3.0K	0	0.00	91.33	N/A	N/A	0	0	137	2
2019-01-03	$14.40	$37.50	153.2%	43.9%	202.8%	54.7%	0.0%	0.0%	28.0%	0	2.8K	0	0.00	62.14	N/A	N/A	1	0	137	2
2019-01-04	$16.50	$37.50	134.4%	38.5%	209.7%	45.8%	0.0%	0.0%	40.1%	0	3.2K	0	0.00	89.92	N/A	N/A	1	0	137	2
2019-01-07	$15.30	$37.50	134.7%	38.6%	211.1%	45.9%	0.0%	0.0%	22.4%	0	3.0K	0	0.00	88.83	N/A	N/A	1	0	137	2
2019-01-08	$15.60	$37.50	137.9%	39.5%	210.7%	47.4%	0.0%	0.0%	30.3%	0	3.0K	0	0.00	89.60	N/A	N/A	1	0	139	2
2019-01-09	$18.15	$37.50	139.3%	39.9%	216.6%	48.1%	0.0%	0.0%	18.3%	0	3.5K	0	0.00	90.01	N/A	N/A	1	0	139	2
2019-01-10	$17.25	$37.50	138.6%	39.7%	217.0%	47.8%	0.0%	0.0%	17.7%	0	3.3K	0	0.00	90.72	N/A	N/A	1	0	139	2
2019-01-11	$17.55	$37.50	141.5%	40.6%	216.7%	48.4%	0.0%	0.0%	26.7%	0	3.4K	0	0.00	91.58	N/A	N/A	1	0	139	2
2019-01-14	$16.80	$37.50	145.2%	41.6%	215.9%	50.2%	0.0%	0.0%	16.0%	0	3.2K	0	0.00	88.54	N/A	N/A	0	0	139	2
2019-01-15	$17.55	$37.50	150.2%	43.1%	216.0%	52.6%	0.0%	0.0%	28.0%	0	3.4K	0	0.00	88.21	N/A	N/A	0	0	139	2
2019-01-16	$18.30	$37.50	127.6%	36.6%	215.1%	41.8%	0.0%	0.0%	20.5%	0	3.5K	0	0.00	61.08	N/A	N/A	0	0	139	2
2019-01-17	$18.75	$37.50	131.8%	37.8%	215.1%	43.8%	0.0%	0.0%	19.2%	0	3.6K	0	0.00	16.84	N/A	N/A	0	0	139	2
2019-01-18	$17.55	$37.50	138.2%	39.6%	212.8%	46.9%	0.0%	0.0%	18.8%	0	3.4K	0	0.00	13.03	N/A	N/A	0	0	139	2
2019-01-22	$15.90	$37.50	162.6%	46.6%	201.2%	58.5%	0.0%	0.0%	0.5%	0	3.1K	0	0.00	10.98	N/A	N/A	0	0	139	2
2019-01-23	$15.75	$37.50	134.8%	38.7%	158.9%	45.3%	0.0%	0.0%	9.7%	0	3.0K	0	0.00	10.98	N/A	N/A	0	0	139	2
2019-01-24	$15.75	$37.50	137.9%	39.5%	131.3%	46.7%	0.0%	0.0%	7.3%	0	3.0K	0	0.00	13.81	N/A	N/A	0	0	139	2
2019-01-25	$15.75	$37.50	141.1%	40.5%	131.5%	48.3%	0.0%	0.0%	-9.7%	0	3.0K	0	0.00	10.98	N/A	N/A	0	0	139	2
2019-01-28	$21.30	$37.50	106.7%	30.6%	165.3%	31.8%	0.0%	0.0%	-18.1%	206	-4.6K	-67	0.00	44.63	N/A	N/A	17	0	139	2
2019-01-29	$22.20	$37.50	103.3%	29.6%	158.5%	30.2%	0.0%	0.0%	30.2%	0	4.4K	0	0.00	16.83	N/A	N/A	17	0	150	2
2019-01-30	$22.95	$37.50	101.1%	29.0%	157.5%	29.2%	0.0%	0.0%	36.1%	0	4.6K	0	0.02	20.45	N/A	N/A	9	0	150	2
2019-01-31	$31.35	$37.50	68.6%	19.7%	179.9%	13.6%	68.6%	0.0%	3.5%	1.0K	-48.9K	-214	0.12	151.47	N/A	N/A	27	3	157	2