FBIO Options History — March 2019 In March 2019, FBIO traded between $25.95 and $32.10. ATM implied volatility averaged 107.5%, placing in the 32.2% IV rank vs the trailing year. The 30-day expected move averaged 30.8%. IV traded above realized volatility by 39.2% (HV 20d: 68.3%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 20 of 21 trading days. Put/call ratio averaged 0.77.
Notable Days 2019-03-26 : Highest Volume — 9 contracts2019-03-21 : Largest IV spike — 34.1% change2019-03-06 : Highest IV Rank — 40.0%2019-03-06 : Largest Expected Move — 35.5%Monthly Statistics Metric Avg Min Max Open Close Price $28.55 $25.95 $32.10 $30.45 $27.30 Max Pain $37.50 $37.50 $37.50 $37.50 $37.50 ATM IV 107.5% 82.2% 123.8% 104.9% 82.7% Expected Move 30.8% 23.6% 35.5% 30.1% 23.7% HV 20d 68.3% 41.2% 81.9% 71.9% 81.6% HV 60d 151.4% 122.8% 163.6% 161.7% 122.8% IV Rank 32.2% 20.1% 40.0% 31.0% 20.4% IV Percentile 58.8% 36.5% 69.0% 59.9% 36.5% VWIV 109.1% 83.1% 125.1% 105.0% 95.7% Bid-Ask Spread % 41.82 16.73 89.60 52.64 55.09 Gamma HHI 0.87 0.81 1.00 0.83 0.94 Net GEX 984 0 1.2K 1.2K 1.0K Net DEX -32.0K -61.9K 34.9K -58.1K -11.5K Net VEX -236 -307 0 -270 -217 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.00 3.33 0.50 0.29 Total Volume 3.619 0 9 0 3 Total OI 70.714 61 84 61 84
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 2019-03-01 $30.45 $37.50 104.9% 30.1% 71.9% 31.0% 105.0% 0.0% 0.0% 1.2K -58.1K -270 0.50 52.64 N/A N/A 0 0 60 1 2019-03-04 $30.30 $37.50 107.7% 30.9% 47.7% 32.3% 117.1% 0.0% 0.0% 1.2K -61.9K -278 2.60 29.12 N/A N/A 0 1 61 2 2019-03-05 $28.80 $37.50 117.2% 33.6% 41.2% 36.8% 116.8% 0.0% 0.0% 1.0K -44.0K -237 0.82 36.77 N/A N/A 4 3 61 2 2019-03-06 $25.95 $37.50 123.8% 35.5% 52.2% 40.0% 123.4% 0.0% 0.0% 811 -33.8K -232 0.82 17.58 N/A N/A 4 3 61 5 2019-03-07 $27.45 $37.50 112.7% 32.3% 55.9% 34.7% 112.0% 0.0% 0.0% 944 -36.1K -238 1.85 32.98 N/A N/A 2 3 61 5 2019-03-08 $26.55 $37.50 117.8% 33.8% 56.5% 37.1% 117.9% 0.0% 0.0% 866 -34.3K -228 0.71 29.74 N/A N/A 5 3 60 5 2019-03-11 $27.45 $37.50 102.0% 29.3% 57.7% 29.6% 102.1% 0.0% 0.0% 996 -27.6K -207 0.00 54.80 N/A N/A 0 0 63 5 2019-03-12 $30.15 $37.50 88.6% 25.4% 67.1% 23.2% 83.1% 0.0% 0.0% 1.2K -51.9K -283 0.59 74.12 N/A N/A 1 1 64 5 2019-03-13 $28.50 $37.50 112.4% 32.2% 69.8% 34.5% 112.3% 0.0% 0.0% 1.1K -43.9K -259 0.50 16.73 N/A N/A 2 1 63 6 2019-03-14 $29.25 $37.50 93.6% 26.8% 67.7% 25.6% 91.6% 0.0% 0.0% 1.2K -34.9K -242 1.67 36.82 N/A N/A 0 1 63 6 2019-03-15 $29.40 $37.50 110.0% 31.5% 67.6% 33.4% 110.0% 0.0% 0.0% 1.1K -41.7K -265 0.31 27.69 N/A N/A 2 1 62 7 2019-03-18 $29.70 $37.50 114.8% 32.9% 67.8% 35.7% 114.9% 0.0% 0.0% 1.1K -39.4K -256 0.33 37.23 N/A N/A 4 1 62 8 2019-03-19 $29.85 $37.50 110.4% 31.7% 67.6% 33.6% 110.4% 0.0% 0.0% 1.1K -38.5K -263 0.33 22.53 N/A N/A 2 1 62 9 2019-03-20 $32.10 $37.50 82.2% 23.6% 72.8% 20.1% 96.9% 0.0% 0.0% 1.2K -48.3K -307 3.33 89.60 N/A N/A 0 1 62 10 2019-03-21 $29.10 $37.50 110.3% 31.6% 80.7% 33.5% 109.0% 0.0% 0.0% 1.0K -30.4K -259 0.63 31.35 N/A N/A 2 1 62 10 2019-03-22 $27.90 $37.50 113.6% 32.6% 81.6% 35.1% 112.5% 0.0% 0.0% 889 -21.1K -236 0.37 32.87 N/A N/A 2 1 62 12 2019-03-25 $27.00 $37.50 98.1% 28.1% 81.0% 27.7% 102.5% 0.0% 0.0% 850 -6.0K -195 0.00 51.31 N/A N/A 0 0 62 12 2019-03-26 $27.30 $37.50 122.1% 35.0% 81.4% 39.2% 122.2% 0.0% 0.0% 838 -19.9K -233 0.08 44.16 N/A N/A 8 1 62 12 2019-03-27 $27.90 $37.50 123.0% 35.3% 81.6% 39.6% 125.1% 0.0% 0.0% 997 -23.7K -255 0.08 47.63 N/A N/A 8 1 70 13 2019-03-28 $27.15 $37.50 109.4% 31.4% 81.9% 33.1% 110.3% 0.0% 0.0% 0 34.9K 0 0.29 57.55 N/A N/A 2 1 70 13 2019-03-29 $27.30 $37.50 82.7% 23.7% 81.6% 20.4% 95.7% 0.0% 0.0% 1.0K -11.5K -217 0.29 55.09 N/A N/A 2 1 70 14
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