FBIO Options History — June 2021

In June 2021, FBIO traded between $52.50 and $66.90. ATM implied volatility averaged 81.9%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 23.1%. IV traded above realized volatility by 19.3% (HV 20d: 62.6%). Max pain ranged from $75.00 to $75.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.10.

Notable Days

  • 2021-06-14: Highest Volume — 177 contracts
  • 2021-06-17: Largest IV drop — 33.5% change
  • 2021-06-07: Highest IV Rank — 32.1%
  • 2021-06-01: Largest Expected Move — 29.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.41$52.50$66.90$59.10$53.55
Max Pain$75.00$75.00$75.00$75.00$75.00
ATM IV81.9%54.8%114.5%103.7%76.8%
Expected Move23.1%15.7%29.7%29.7%22.0%
HV 20d62.6%45.9%75.4%62.5%67.3%
HV 60d126.5%77.7%159.7%159.7%77.7%
IV Rank17.5%5.6%32.1%27.3%11.9%
IV Percentile16.0%3.2%47.8%33.7%8.4%
Term Structure2.0%-27.3%54.6%-14.3%-27.3%
VWIV90.8%59.0%115.5%104.5%82.4%
Bid-Ask Spread %30.785.0272.4244.895.02
Gamma HHI0.720.650.850.700.67
Net GEX14.2K6.8K45.5K12.4K7.8K
Net DEX-473.7K-1.2M-242.0K-349.0K-344.7K
Net VEX-3.8K-5.4K-3.3K-3.3K-3.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.100.000.630.080.03
Total Volume60.3648177188
Total OI770.3185541,001554873

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$59.10$75.00103.7%29.7%62.5%27.3%104.5%0.0%-14.3%12.4K-349.0K-3.3K0.0844.89N/AN/A17148470
2021-06-02$58.80$75.0090.9%26.1%53.2%21.6%110.1%0.0%-9.1%12.2K-407.9K-3.5K0.0046.43N/AN/A43049372
2021-06-03$58.95$75.00113.9%29.3%53.2%31.9%102.4%0.0%-11.6%12.4K-425.5K-3.6K0.0451.28N/AN/A18149572
2021-06-04$59.25$75.0097.5%29.1%48.8%24.6%103.0%0.0%-9.5%13.0K-443.8K-3.6K0.0141.02N/AN/A31050272
2021-06-07$61.50$75.00114.5%27.5%49.1%32.1%92.6%0.0%-2.3%15.2K-553.0K-3.9K0.0358.63N/AN/A113351973
2021-06-08$62.55$75.0094.7%26.8%48.0%23.3%93.9%0.0%-4.4%17.3K-609.2K-4.0K0.0042.36N/AN/A63058572
2021-06-09$63.30$75.0089.8%25.7%47.7%21.1%90.2%0.0%3.8%19.2K-686.6K-4.3K0.0341.18N/AN/A119360872
2021-06-10$64.35$75.0094.5%27.1%46.5%23.2%96.0%0.0%-1.1%22.5K-874.0K-4.7K0.0150.11N/AN/A74166173
2021-06-11$66.90$75.0088.0%25.2%45.9%20.4%89.6%0.0%2.9%45.5K-1.2M-5.4K0.0652.51N/AN/A145869574
2021-06-14$57.30$75.00101.1%29.0%74.5%26.2%101.7%0.0%-9.4%19.8K-617.0K-4.2K0.0718.14N/AN/A1661174279
2021-06-15$54.60$75.0085.4%24.5%75.4%19.2%112.4%0.0%-15.5%16.9K-428.7K-3.6K0.2712.70N/AN/A1082977187
2021-06-16$53.40$75.0084.6%24.3%70.4%18.8%101.6%0.0%-5.6%17.5K-499.7K-4.5K0.219.21N/AN/A8518855111
2021-06-17$54.60$75.0056.3%16.1%70.9%6.2%96.8%0.0%54.6%10.8K-242.0K-3.5K0.0744.77N/AN/A232873126
2021-06-18$52.80$75.0056.6%16.2%71.8%6.4%106.9%0.0%-5.2%8.1K-262.2K-3.6K0.046.86N/AN/A191875126
2021-06-21$52.50$75.0054.8%15.7%71.2%5.6%59.0%0.0%4.5%6.8K-285.0K-3.4K0.035.70N/AN/A462665108
2021-06-22$52.80$75.0061.1%17.5%71.3%8.4%66.1%0.0%23.1%9.6K-363.8K-3.7K0.016.86N/AN/A210700108
2021-06-23$54.75$75.0061.8%17.7%72.0%8.7%75.2%0.0%15.6%12.3K-405.7K-3.8K0.6372.42N/AN/A2012700108
2021-06-24$55.65$75.0063.0%18.1%71.9%9.2%61.1%0.0%-12.8%8.0K-354.2K-3.6K0.007.55N/AN/A210709115
2021-06-25$55.95$75.0070.6%20.2%71.9%12.6%74.0%0.0%35.2%8.2K-341.3K-3.5K0.1946.40N/AN/A377713115
2021-06-28$55.80$75.0067.7%19.4%67.0%11.3%63.2%0.0%-14.8%8.2K-355.0K-3.6K0.007.02N/AN/A170720122
2021-06-29$54.60$75.0074.2%21.3%67.1%14.2%115.5%0.0%46.6%7.7K-332.9K-3.6K0.456.02N/AN/A2411729125
2021-06-30$53.55$75.0076.8%22.0%67.3%11.9%82.4%0.0%-27.3%7.8K-344.7K-3.7K0.035.02N/AN/A80744129