FBIO Options History — April 2019 In April 2019, FBIO traded between $21.30 and $28.65. ATM implied volatility averaged 116.2%, placing in the 36.2% IV rank vs the trailing year. The 30-day expected move averaged 33.3%. IV traded above realized volatility by 33.4% (HV 20d: 82.8%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 2 of 21 trading days. Put/call ratio averaged 0.48.
Notable Days 2019-04-18 : Highest Volume — 94 contracts2019-04-18 : Largest IV spike — 102.5% change2019-04-18 : Highest IV Rank — 61.7%2019-04-18 : Largest Expected Move — 48.6%Monthly Statistics Metric Avg Min Max Open Close Price $25.37 $21.30 $28.65 $26.40 $23.70 Max Pain $37.50 $37.50 $37.50 $37.50 $37.50 ATM IV 116.2% 82.6% 169.3% 113.8% 113.9% Expected Move 33.3% 23.7% 48.6% 32.6% 32.7% HV 20d 82.8% 68.7% 100.0% 82.2% 99.7% HV 60d 112.4% 78.2% 121.7% 121.7% 78.2% IV Rank 36.2% 20.3% 61.7% 35.2% 34.8% IV Percentile 60.2% 32.5% 94.8% 63.9% 61.1% VWIV 131.0% 95.3% 166.8% 95.3% 166.8% Bid-Ask Spread % 44.28 6.60 121.80 77.16 6.60 Gamma HHI 0.99 0.92 1.00 1.00 1.00 Net GEX 163 0 2.1K 0 0 Net DEX 30.1K -77.0K 45.6K 37.5K 32.5K Net VEX -26 -324 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.48 0.00 3.00 0.00 0.13 Total Volume 6.714 0 94 0 0 Total OI 100.857 84 133 84 125
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 2019-04-01 $26.40 $37.50 113.8% 32.6% 82.2% 35.2% 0.0% 0.0% 0.0% 0 37.5K 0 0.00 77.16 N/A N/A 0 0 70 14 2019-04-02 $26.85 $37.50 113.9% 32.6% 80.9% 35.3% 0.0% 0.0% 0.0% 0 38.1K 0 0.00 41.63 N/A N/A 0 0 70 14 2019-04-03 $26.70 $37.50 115.6% 33.2% 71.6% 36.1% 0.0% 0.0% 0.0% 0 37.9K 0 0.00 89.04 N/A N/A 0 0 70 14 2019-04-04 $26.70 $37.50 106.6% 30.6% 68.7% 31.8% 0.0% 0.0% 0.0% 0 37.9K 0 0.00 7.42 N/A N/A 0 0 70 14 2019-04-05 $28.65 $37.50 85.9% 24.6% 72.1% 21.9% 95.3% 0.0% 0.0% 1.3K -15.0K -221 0.00 37.51 N/A N/A 1 0 70 14 2019-04-08 $25.80 $37.50 130.8% 37.5% 80.7% 43.3% 0.0% 0.0% 0.0% 0 36.6K 0 0.00 82.44 N/A N/A 0 1 71 14 2019-04-09 $25.80 $37.50 93.1% 26.7% 72.2% 25.3% 0.0% 0.0% 0.0% 0 38.4K 0 0.00 73.48 N/A N/A 0 1 71 15 2019-04-10 $24.15 $37.50 93.1% 26.7% 73.1% 25.3% 0.0% 0.0% 0.0% 0 35.9K 0 0.00 121.80 N/A N/A 0 2 71 15 2019-04-11 $24.90 $37.50 108.3% 31.0% 73.4% 32.6% 0.0% 0.0% 0.0% 0 41.8K 0 0.00 17.02 N/A N/A 0 2 71 17 2019-04-12 $24.30 $37.50 82.6% 23.7% 73.5% 20.3% 0.0% 0.0% 0.0% 0 40.8K 0 3.00 81.26 N/A N/A 1 2 71 17 2019-04-15 $23.25 $37.50 127.9% 36.7% 74.1% 42.0% 0.0% 0.0% 0.0% 0 43.7K 0 0.17 11.97 N/A N/A 1 0 72 19 2019-04-16 $21.30 $37.50 86.5% 24.8% 78.4% 22.2% 0.0% 0.0% 0.0% 0 39.8K 0 0.33 90.75 N/A N/A 0 0 72 19 2019-04-17 $22.05 $37.50 83.7% 24.0% 73.7% 20.8% 0.0% 0.0% 0.0% 0 41.2K 0 0.15 8.70 N/A N/A 1 0 72 19 2019-04-18 $24.45 $37.50 169.3% 48.6% 79.4% 61.7% 0.0% 0.0% 0.0% 0 45.6K 0 0.40 79.09 N/A N/A 67 27 72 19 2019-04-22 $28.20 $37.50 146.4% 42.0% 94.7% 50.4% 166.8% 0.0% 0.0% 2.1K -77.0K -324 0.12 22.59 N/A N/A 18 2 116 15 2019-04-23 $26.85 $37.50 157.9% 45.3% 95.6% 55.9% 0.0% 0.0% 0.0% 0 37.2K 0 0.05 33.99 N/A N/A 3 0 119 14 2019-04-24 $27.75 $37.50 166.3% 47.7% 96.3% 60.0% 0.0% 0.0% 0.0% 0 38.3K 0 0.36 17.28 N/A N/A 2 1 117 14 2019-04-25 $26.10 $37.50 136.2% 39.0% 98.4% 45.5% 0.0% 0.0% 0.0% 0 35.1K 0 0.60 7.09 N/A N/A 1 0 116 13 2019-04-26 $24.60 $37.50 98.5% 28.3% 100.0% 27.4% 0.0% 0.0% 0.0% 0 33.0K 0 0.13 13.91 N/A N/A 5 1 115 13 2019-04-29 $24.30 $37.50 110.2% 31.6% 100.0% 33.0% 0.0% 0.0% 0.0% 0 31.9K 0 0.00 9.08 N/A N/A 0 2 111 13 2019-04-30 $23.70 $37.50 113.9% 32.7% 99.7% 34.8% 0.0% 0.0% 0.0% 0 32.5K 0 0.00 6.60 N/A N/A 0 0 111 14
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