FBIO Options History — April 2021

In April 2021, FBIO traded between $57.30 and $83.55. ATM implied volatility averaged 152.9%, placing in the 51.0% IV rank vs the trailing year. The 30-day expected move averaged 35.5%. IV traded below realized volatility by 50.4% (HV 20d: 203.3%). Max pain ranged from $37.50 to $75.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.16.

Notable Days

  • 2021-04-12: Highest Volume — 942 contracts
  • 2021-04-05: Largest IV spike — 75.5% change
  • 2021-04-12: Highest IV Rank — 100.0%
  • 2021-04-05: Largest Expected Move — 40.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$66.15$57.30$83.55$57.30$65.10
Max Pain$64.29$37.50$75.00$37.50$75.00
ATM IV152.9%102.0%267.2%132.6%120.9%
Expected Move35.5%29.2%40.3%38.0%34.7%
HV 20d203.3%105.6%257.9%246.1%105.6%
HV 60d164.9%160.5%168.2%162.2%165.6%
IV Rank51.0%26.7%100.0%43.7%35.0%
IV Percentile70.4%38.6%100.0%67.1%56.2%
Term Structure-18.6%-80.3%0.8%-16.1%-4.1%
VWIV130.2%112.0%154.6%154.6%123.2%
Bid-Ask Spread %41.4018.36116.22116.2229.70
Gamma HHI0.540.360.840.390.55
Net GEX16.1K49532.3K49525.1K
Net DEX-613.7K-2.0M517.7K-39.8K-1.0M
Net VEX-4.5K-6.9K-90-90-6.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.160.000.720.000.06
Total Volume217.524319423449
Total OI717.857321,22032988

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$57.30$37.50132.6%38.0%246.1%43.7%154.6%0.0%-16.1%495-39.8K-900.00116.22N/AN/A340320
2021-04-05$62.85$37.50232.6%40.3%245.7%91.9%143.8%0.0%-41.9%1.3K-62.5K-1850.0292.80N/AN/A471641
2021-04-06$62.55$37.50186.6%33.1%246.2%69.7%127.7%0.0%-22.3%8.9K-191.0K-5770.0879.16N/AN/A5651211
2021-04-07$63.30$37.50218.4%36.0%246.3%85.0%124.0%0.0%-56.7%10.8K-229.9K-6340.0259.64N/AN/A14431506
2021-04-08$72.30$37.50197.7%36.4%248.1%75.1%138.0%0.0%0.8%18.7K-769.3K-1.4K0.1633.47N/AN/A2604225011
2021-04-09$79.95$37.50231.3%38.8%244.1%91.3%149.4%0.0%-6.6%27.7K-1.3M-2.2K0.3024.09N/AN/A59317932533
2021-04-12$83.55$75.00267.2%39.2%242.6%100.0%148.9%0.0%-5.9%30.0K-2.0M-4.3K0.2235.35N/AN/A769173540140
2021-04-13$73.95$75.00193.7%39.1%249.2%67.4%139.9%0.0%-23.1%32.3K-1.6M-6.6K0.4553.28N/AN/A432195797257
2021-04-14$64.95$75.00124.3%35.6%257.3%36.6%128.6%0.0%-10.3%9.6K247.3K-4.6K0.7242.15N/AN/A171123841266
2021-04-15$66.90$75.00121.8%34.9%252.1%35.5%129.0%0.0%-67.7%8.3K352.2K-5.3K0.3224.25N/AN/A10634889315
2021-04-16$61.80$75.00127.0%36.4%256.3%37.8%130.9%0.0%-80.3%6.9K517.7K-4.7K0.2657.61N/AN/A26670903317
2021-04-19$59.55$75.00125.4%35.9%257.9%37.1%132.7%0.0%-2.5%9.2K-383.3K-5.2K0.0524.57N/AN/A1347530182
2021-04-20$60.90$75.00135.0%38.7%257.9%41.4%137.8%0.0%-2.7%10.3K-503.7K-5.4K0.1821.76N/AN/A18533556183
2021-04-21$63.00$75.00102.0%29.2%257.6%26.7%112.9%0.0%-5.1%10.4K-494.2K-5.8K0.0725.79N/AN/A1037597196
2021-04-22$65.70$75.00109.5%31.4%110.4%30.1%112.0%0.0%0.8%16.7K-792.9K-6.6K0.0350.67N/AN/A972654195
2021-04-23$63.60$75.00127.9%36.7%111.4%38.2%129.2%0.0%-19.5%19.2K-921.2K-6.9K0.0320.78N/AN/A491723196
2021-04-26$65.85$75.00115.8%33.2%111.7%32.8%119.6%0.0%-0.9%21.6K-951.4K-6.7K0.0120.42N/AN/A480730196
2021-04-27$64.80$75.00113.3%32.5%108.2%31.7%116.7%0.0%-11.8%21.7K-862.1K-6.5K0.0418.36N/AN/A853748197
2021-04-28$65.70$75.00113.1%32.4%108.0%31.7%117.3%0.0%-7.8%23.4K-957.2K-6.8K0.0319.64N/AN/A301769198
2021-04-29$65.55$75.00115.8%33.2%107.3%32.9%118.7%0.0%-6.9%24.3K-964.8K-6.7K0.3519.64N/AN/A238780198
2021-04-30$65.10$75.00120.9%34.7%105.6%35.0%123.2%0.0%-4.1%25.1K-1.0M-6.7K0.0629.70N/AN/A463793195