FBIO Options History — May 2021

In May 2021, FBIO traded between $52.95 and $66.90. ATM implied volatility averaged 107.5%, placing in the 29.0% IV rank vs the trailing year. The 30-day expected move averaged 30.2%. IV traded above realized volatility by 36.3% (HV 20d: 71.2%). Max pain ranged from $75.00 to $75.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.09.

Notable Days

  • 2021-05-28: Highest Volume — 111 contracts
  • 2021-05-13: Largest IV spike — 43.9% change
  • 2021-05-07: Highest IV Rank — 43.5%
  • 2021-05-04: Largest Expected Move — 39.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.52$52.95$66.90$66.90$60.30
Max Pain$75.00$75.00$75.00$75.00$75.00
ATM IV107.5%66.8%140.2%123.9%77.1%
Expected Move30.2%19.2%39.3%35.5%22.1%
HV 20d71.2%55.8%106.7%101.0%63.3%
HV 60d163.6%159.4%167.3%165.7%159.6%
IV Rank29.0%10.9%43.5%36.3%15.5%
IV Percentile40.5%5.2%74.7%59.0%10.0%
Term Structure-17.3%-76.9%-0.8%-5.2%-1.0%
VWIV116.9%91.1%139.9%124.7%91.1%
Bid-Ask Spread %33.7311.0766.7920.7011.10
Gamma HHI0.560.490.670.540.63
Net GEX11.3K5.2K27.7K27.7K11.2K
Net DEX-119.4K-1.2M417.3K-1.2M-325.5K
Net VEX-3.5K-6.6K-1.9K-6.6K-3.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.090.000.310.040.00
Total Volume41.518111109111
Total OI917.44521,099994498

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$66.90$75.00123.9%35.5%101.0%36.3%124.7%0.0%-5.2%27.7K-1.2M-6.6K0.0420.70N/AN/A1054797197
2021-05-04$60.90$75.00137.1%39.3%106.7%42.2%139.9%0.0%-19.3%25.1K-823.7K-5.8K0.0630.42N/AN/A433844195
2021-05-05$60.75$75.00130.1%37.3%106.6%39.0%138.4%0.0%-21.3%24.6K-729.3K-5.6K0.0633.89N/AN/A332843195
2021-05-06$57.30$75.00134.7%35.8%95.5%41.1%125.1%0.0%-4.3%8.4K127.3K-3.3K0.0948.01N/AN/A555849196
2021-05-07$59.25$75.00140.2%32.7%87.7%43.5%113.8%0.0%-1.0%9.5K136.6K-3.4K0.0027.93N/AN/A400863200
2021-05-10$57.60$75.00119.6%34.2%85.0%34.4%120.9%0.0%-10.3%9.0K178.3K-3.3K0.1727.56N/AN/A325860200
2021-05-11$56.85$75.00123.6%34.2%75.7%36.1%130.8%0.0%-9.7%8.4K113.1K-3.4K0.0318.36N/AN/A331876205
2021-05-12$55.50$75.0072.0%20.7%62.2%13.2%110.1%0.0%-10.8%8.0K10.8K-3.4K0.0124.11N/AN/A190889206
2021-05-13$54.00$75.00103.7%29.7%60.9%27.3%122.2%0.0%-34.8%8.1K217.9K-3.1K0.1031.70N/AN/A414886205
2021-05-14$54.90$75.0066.8%19.2%55.9%10.9%119.2%0.0%-11.0%8.4K202.4K-3.1K0.0742.66N/AN/A282879205
2021-05-17$52.95$75.0093.9%26.9%55.8%22.9%118.6%0.0%-12.6%5.2K417.3K-1.9K0.2319.52N/AN/A164874205
2021-05-18$57.15$75.00114.8%32.9%62.3%32.3%114.4%0.0%-11.0%9.0K197.6K-3.1K0.1444.46N/AN/A436880204
2021-05-19$56.55$75.00120.0%34.4%60.8%34.6%122.7%0.0%-70.1%12.3K123.9K-2.9K0.3120.94N/AN/A175894205
2021-05-20$56.40$75.00120.2%34.5%58.2%34.7%121.0%0.0%-15.2%9.6K-56.2K-3.3K0.2411.07N/AN/A154898170
2021-05-21$57.60$75.0092.5%26.5%58.3%22.3%103.0%0.0%-0.8%7.4K31.5K-3.0K0.1154.15N/AN/A293898169
2021-05-24$57.15$75.00107.8%30.9%56.4%29.2%110.3%0.0%-11.9%8.0K-251.2K-2.7K0.0266.79N/AN/A44138369
2021-05-25$55.50$75.0069.4%19.9%56.8%12.1%103.5%0.0%-16.2%9.6K-313.6K-3.0K0.0446.32N/AN/A17139170
2021-05-26$56.55$75.0099.4%28.5%57.1%25.4%100.8%0.0%-3.1%7.6K-200.5K-2.6K0.0145.15N/AN/A33039870
2021-05-27$56.25$75.00103.1%29.6%57.1%27.0%107.6%0.0%-76.9%8.5K-235.2K-2.8K0.0049.67N/AN/A26041270
2021-05-28$60.30$75.0077.1%22.1%63.3%15.5%91.1%0.0%-1.0%11.2K-325.5K-3.1K0.0011.10N/AN/A111042870