FBIO Options History — March 2021

In March 2021, FBIO traded between $51.30 and $55.65. ATM implied volatility averaged 138.5%, placing in the 46.6% IV rank vs the trailing year. The 30-day expected move averaged 36.8%. IV traded below realized volatility by 110.4% (HV 20d: 248.9%). Max pain ranged from $37.50 to $75.00. Net GEX was positive for 5 of 6 trading days. Term structure was in contango for 4 of 6 days. Put/call ratio averaged 0.02.

Notable Days

  • 2021-03-30: Highest Volume — 9 contracts
  • 2021-03-31: Largest IV drop — 38.6% change
  • 2021-03-24: Highest IV Rank — 71.7%
  • 2021-03-29: Largest Expected Move — 51.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.75$51.30$55.65$55.05$53.85
Max Pain$45.00$37.50$75.00$75.00$37.50
ATM IV138.5%75.8%190.7%190.7%75.8%
Expected Move36.8%21.7%51.4%38.5%21.7%
HV 20d248.9%247.2%250.6%250.6%247.2%
HV 60d161.6%161.3%161.9%161.4%161.9%
IV Rank46.6%16.5%71.7%71.7%16.5%
IV Percentile68.8%20.5%98.0%98.0%20.5%
Term Structure25.8%-56.5%122.1%-56.5%122.1%
VWIV162.9%139.2%179.3%178.8%147.3%
Bid-Ask Spread %136.06110.69161.94161.94131.26
Gamma HHI0.570.350.770.770.35
Net GEX19904450445
Net DEX-14.6K-35.7K00-35.7K
Net VEX-46-9900-99
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.020.000.080.080.01
Total Volume61919
Total OI10.167023023

Daily Data (6 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-03-24$55.05$0.00190.7%0.0%250.6%71.7%178.8%0.0%0.0%0000.08161.94N/AN/A1000
2021-03-25$55.65$75.00127.6%0.0%248.8%41.4%0.0%0.0%-56.5%19-2.9K-50.04139.33N/AN/A5010
2021-03-26$55.20$37.50134.2%38.5%249.3%44.5%139.2%0.0%39.6%161-9.3K-410.00144.60N/AN/A5070
2021-03-29$51.45$37.50179.3%51.4%249.8%66.3%179.3%0.0%15.1%211-11.1K-510.01128.53N/AN/A70120
2021-03-30$51.30$37.50123.5%35.4%247.8%39.4%170.0%0.0%9.0%355-28.5K-780.00110.69N/AN/A90180
2021-03-31$53.85$37.5075.8%21.7%247.2%16.5%147.3%0.0%122.1%445-35.7K-990.01131.26N/AN/A90230