FBIO Options History — May 2019

In May 2019, FBIO traded between $23.40 and $28.35. ATM implied volatility averaged 137.9%, placing in the 46.3% IV rank vs the trailing year. The 30-day expected move averaged 39.5%. IV traded above realized volatility by 35.1% (HV 20d: 102.8%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 0 of 13 trading days. Put/call ratio averaged 1.12.

Notable Days

  • 2019-05-07: Highest Volume — 18 contracts
  • 2019-05-15: Largest IV drop — 100.0% change
  • 2019-05-13: Highest IV Rank — 72.2%
  • 2019-05-13: Largest Expected Move — 55.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.73$23.40$28.35$23.40$28.35
Max Pain$37.50$37.50$37.50$37.50$37.50
ATM IV137.9%98.0%191.7%98.0%185.2%
Expected Move39.5%28.1%55.0%28.1%53.1%
HV 20d102.8%98.8%108.6%99.4%99.4%
HV 60d81.4%76.4%86.2%76.4%86.2%
IV Rank46.3%27.1%72.2%27.1%69.1%
IV Percentile72.7%41.3%98.8%41.3%97.6%
Bid-Ask Spread %34.487.9088.558.2270.76
Net GEX00000
Net DEX32.2K27.6K37.2K31.5K30.1K
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.120.005.330.005.33
Total Volume1.76901801
Total OI123.385122124124122

Daily Data (13 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-05-01$23.40$37.5098.0%28.1%99.4%27.1%0.0%0.0%0.0%031.5K00.008.22N/AN/A0011113
2019-05-02$23.85$37.50124.5%35.7%99.8%39.9%0.0%0.0%0.0%032.1K00.0015.80N/AN/A0011113
2019-05-03$25.80$37.50105.1%30.1%104.2%30.5%0.0%0.0%0.0%034.7K00.009.82N/AN/A0011113
2019-05-06$27.60$37.50120.6%34.6%103.9%38.0%0.0%0.0%0.0%037.2K00.0011.36N/AN/A0011113
2019-05-07$25.50$37.50121.7%34.9%100.9%38.5%0.0%0.0%0.0%034.3K00.0158.95N/AN/A18011113
2019-05-08$25.05$37.50154.2%44.2%101.1%54.1%0.0%0.0%0.0%033.2K00.0756.23N/AN/A1011113
2019-05-09$24.30$37.50138.0%39.6%98.8%46.4%0.0%0.0%0.0%032.2K00.338.81N/AN/A0011113
2019-05-10$26.55$37.50140.3%40.2%103.2%47.5%0.0%0.0%0.0%035.2K00.0085.35N/AN/A0111113
2019-05-13$24.15$37.50191.7%55.0%108.6%72.2%0.0%0.0%0.0%032.0K01.008.81N/AN/A0011113
2019-05-14$25.20$37.50185.2%53.1%108.3%69.1%0.0%0.0%0.0%027.6K05.337.90N/AN/A0111111
2019-05-15$26.55$37.500.0%0.0%103.9%0.0%0.0%0.0%0.0%028.1K00.0017.66N/AN/A0011111
2019-05-16$28.20$37.500.0%0.0%105.1%0.0%0.0%0.0%0.0%029.9K00.0088.55N/AN/A0111111
2019-05-17$28.35$37.500.0%0.0%99.4%0.0%0.0%0.0%0.0%030.1K00.0070.76N/AN/A0111111