FBIO Options History — February 2019 In February 2019, FBIO traded between $31.35 and $36.15. ATM implied volatility averaged 108.2%, placing in the 32.5% IV rank vs the trailing year. The 30-day expected move averaged 29.3%. IV traded below realized volatility by 57.2% (HV 20d: 165.3%). 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 3.76.
Notable Days 2019-02-01 : Highest Volume — 42 contracts2019-02-12 : Largest IV spike — 53.1% change2019-02-14 : Highest IV Rank — 53.3%2019-02-01 : Largest Expected Move — 39.4%Monthly Statistics Metric Avg Min Max Open Close Price $32.61 $31.35 $36.15 $36.15 $31.35 Max Pain $37.50 $37.50 $37.50 $37.50 $37.50 ATM IV 108.2% 78.4% 151.7% 137.3% 103.3% Expected Move 29.3% 22.5% 39.4% 39.4% 29.6% HV 20d 165.3% 130.1% 181.0% 178.4% 131.6% HV 60d 168.0% 161.8% 171.1% 169.8% 161.8% IV Rank 32.5% 18.3% 53.3% 46.4% 30.2% IV Percentile 61.9% 41.3% 88.1% 77.8% 58.7% Term Structure 6.0% -45.3% 40.4% -45.3% 38.8% VWIV 103.8% 78.4% 137.7% 137.7% 103.4% Bid-Ask Spread % 39.51 16.72 98.73 93.86 18.60 Gamma HHI 0.81 0.74 0.92 0.92 0.83 Net GEX 1.6K 1.0K 3.7K 3.7K 1.2K Net DEX -55.7K -137.7K -19.0K -137.7K -58.1K Net VEX -323 -454 -278 -437 -280 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.76 0.00 41.00 0.50 0.00 Total Volume 5.579 0 42 42 0 Total OI 127.895 56 182 161 61
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 2019-02-01 $36.15 $37.50 137.3% 39.4% 178.4% 46.4% 137.7% 0.0% -45.3% 3.7K -137.7K -437 0.50 93.86 N/A N/A 28 14 156 5 2019-02-04 $33.15 $37.50 108.0% 31.0% 181.0% 32.4% 107.4% 0.0% -5.2% 2.9K -74.4K -424 0.98 23.81 N/A N/A 4 4 161 17 2019-02-05 $33.90 $37.50 94.8% 27.2% 176.3% 26.2% 100.8% 0.0% 25.6% 3.0K -81.9K -454 1.11 49.30 N/A N/A 4 4 162 20 2019-02-06 $32.25 $37.50 114.0% 32.7% 179.1% 35.3% 103.0% 0.0% -18.0% 2.9K -70.4K -407 7.27 60.42 N/A N/A 1 5 162 17 2019-02-07 $32.10 $37.50 94.4% 27.1% 174.3% 25.9% 125.3% 0.0% 40.4% 1.0K -20.8K -294 9.11 49.05 N/A N/A 1 5 164 13 2019-02-08 $32.70 $37.50 81.9% 23.5% 171.8% 20.0% 101.0% 0.0% 38.8% 1.1K -21.9K -297 41.00 78.55 N/A N/A 0 5 165 13 2019-02-11 $31.50 $37.50 96.8% 30.9% 173.5% 27.1% 0.0% 0.0% 0.0% 1.0K -25.0K -289 0.00 32.94 N/A N/A 0 0 165 13 2019-02-12 $31.35 $37.50 148.2% 30.5% 171.9% 51.6% 106.0% 0.0% 0.0% 1.0K -19.0K -280 2.00 33.24 N/A N/A 0 1 165 13 2019-02-13 $33.00 $37.50 134.8% 28.3% 172.0% 45.3% 82.6% 0.0% 0.0% 1.2K -23.4K -297 0.63 20.66 N/A N/A 1 1 165 13 2019-02-14 $33.30 $37.50 151.7% 29.3% 172.1% 53.3% 97.4% 0.0% 0.0% 1.2K -26.2K -298 0.42 16.72 N/A N/A 3 1 165 13 2019-02-15 $33.00 $37.50 96.6% 27.7% 172.7% 27.0% 92.7% 0.0% 0.0% 1.2K -20.9K -297 0.58 26.24 N/A N/A 3 2 166 14 2019-02-19 $32.25 $37.50 102.8% 29.5% 170.2% 30.0% 131.3% 0.0% 0.0% 1.2K -66.9K -297 0.00 36.16 N/A N/A 2 0 55 1 2019-02-20 $32.10 $37.50 101.7% 29.2% 163.9% 29.4% 97.8% 0.0% 0.0% 1.3K -64.5K -298 0.00 22.77 N/A N/A 5 0 60 1 2019-02-21 $31.80 $37.50 102.5% 29.4% 163.9% 29.8% 98.0% 0.0% 0.0% 1.2K -64.1K -298 0.13 22.67 N/A N/A 5 1 60 1 2019-02-22 $32.10 $37.50 109.6% 31.4% 163.7% 33.2% 102.8% 0.0% 0.0% 1.2K -69.6K -319 0.13 20.57 N/A N/A 5 1 60 1 2019-02-25 $33.00 $37.50 98.8% 28.3% 163.2% 28.0% 0.0% 0.0% 0.0% 1.4K -64.4K -296 0.00 23.58 N/A N/A 0 0 60 1 2019-02-26 $32.85 $37.50 99.5% 28.5% 130.1% 28.4% 99.5% 0.0% 0.0% 1.3K -64.3K -295 0.00 22.76 N/A N/A 0 0 60 1 2019-02-27 $31.80 $37.50 78.4% 22.5% 131.2% 18.3% 78.4% 0.0% 0.0% 1.6K -85.1K -278 0.00 98.73 N/A N/A 0 0 60 1 2019-02-28 $31.35 $37.50 103.3% 29.6% 131.6% 30.2% 103.4% 0.0% 0.0% 1.2K -58.1K -280 0.00 18.60 N/A N/A 0 0 60 1
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