FBIO Options History — July 2021

In July 2021, FBIO traded between $45.45 and $55.35. ATM implied volatility averaged 73.8%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded above realized volatility by 27.1% (HV 20d: 46.8%). 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 16 of 21 days. Put/call ratio averaged 0.39.

Notable Days

2021-07-20: Highest Volume — 73 contracts
2021-07-14: Largest IV drop — 57.1% change
2021-07-13: Highest IV Rank — 46.5%
2021-07-01: Largest Expected Move — 22.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$49.02	$45.45	$55.35	$55.35	$46.50
Max Pain	$67.86	$37.50	$75.00	$75.00	$37.50
ATM IV	73.8%	39.2%	153.6%	80.0%	58.7%
Expected Move	16.3%	11.2%	22.9%	22.9%	16.8%
HV 20d	46.8%	34.1%	68.9%	68.6%	37.3%
HV 60d	59.9%	53.8%	78.0%	78.0%	53.8%
IV Rank	12.4%	0.0%	46.5%	12.2%	8.5%
IV Percentile	14.3%	0.0%	84.3%	9.6%	3.6%
Term Structure	12.5%	-26.4%	58.8%	24.4%	17.0%
VWIV	72.9%	46.6%	109.2%	77.3%	58.7%
Bid-Ask Spread %	20.43	5.81	61.71	6.04	11.56
Gamma HHI	0.61	0.53	0.73	0.62	0.64
Net GEX	5.3K	3.2K	8.4K	8.4K	4.8K
Net DEX	-227.7K	-415.4K	-79.2K	-415.4K	-172.5K
Net VEX	-3.4K	-4.0K	-3.0K	-4.0K	-3.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.39	0.00	3.44	0.30	0.01
Total Volume	12.762	2	73	9	7
Total OI	715.143	472	886	873	557

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2021-07-01	$55.35	$75.00	80.0%	22.9%	68.6%	12.2%	77.3%	0.0%	24.4%	8.4K	-415.4K	-4.0K	0.30	6.04	N/A	N/A	7	2	744	129
2021-07-02	$54.00	$75.00	77.3%	22.2%	68.9%	10.6%	78.6%	0.0%	-25.7%	7.8K	-286.1K	-3.4K	0.19	5.81	N/A	N/A	7	1	744	129
2021-07-06	$51.90	$75.00	82.0%	15.5%	68.1%	12.8%	88.2%	0.0%	25.1%	6.0K	-275.0K	-3.3K	0.18	8.52	N/A	N/A	9	2	747	126
2021-07-07	$51.15	$75.00	83.9%	13.9%	67.5%	13.7%	62.3%	0.0%	33.3%	5.6K	-301.8K	-3.5K	0.40	56.09	N/A	N/A	4	2	745	127
2021-07-08	$51.15	$75.00	88.9%	14.1%	67.1%	16.1%	86.0%	0.0%	26.2%	5.8K	-269.7K	-3.1K	0.99	8.12	N/A	N/A	12	12	745	127
2021-07-09	$52.05	$75.00	110.1%	14.4%	67.2%	26.0%	98.2%	0.0%	20.3%	5.7K	-257.2K	-3.4K	0.00	31.03	N/A	N/A	3	0	744	127
2021-07-12	$51.00	$75.00	146.3%	15.0%	64.6%	43.1%	93.3%	0.0%	22.8%	5.5K	-298.9K	-3.5K	0.17	8.12	N/A	N/A	8	1	742	127
2021-07-13	$49.80	$75.00	153.6%	15.4%	37.8%	46.5%	57.5%	0.0%	19.9%	4.9K	-203.2K	-3.1K	0.85	9.21	N/A	N/A	8	7	744	128
2021-07-14	$48.90	$75.00	65.9%	18.9%	34.8%	5.2%	109.2%	0.0%	-18.1%	5.5K	-198.5K	-3.3K	0.52	55.49	N/A	N/A	4	2	739	135
2021-07-15	$47.25	$75.00	46.6%	13.4%	35.8%	0.0%	46.6%	0.0%	9.3%	3.8K	-130.8K	-3.1K	3.44	16.71	N/A	N/A	5	17	736	136
2021-07-16	$46.20	$75.00	59.6%	17.1%	34.6%	5.9%	76.7%	0.0%	-12.3%	3.2K	-79.2K	-3.0K	0.40	13.90	N/A	N/A	15	6	737	149
2021-07-19	$46.80	$75.00	51.3%	14.7%	34.1%	2.1%	54.3%	0.0%	58.8%	3.3K	-141.0K	-3.0K	0.05	10.68	N/A	N/A	18	1	341	131
2021-07-20	$48.15	$75.00	39.2%	11.2%	36.2%	0.0%	69.3%	0.0%	6.1%	4.0K	-158.4K	-3.1K	0.04	12.38	N/A	N/A	70	3	355	132
2021-07-21	$49.05	$75.00	47.0%	13.5%	37.0%	3.4%	51.4%	0.0%	20.3%	6.4K	-308.5K	-4.0K	0.01	13.13	N/A	N/A	9	0	422	134
2021-07-22	$47.10	$75.00	46.6%	13.4%	36.0%	3.3%	0.0%	0.0%	19.6%	4.9K	-198.4K	-3.4K	0.00	57.45	N/A	N/A	2	0	422	134
2021-07-23	$45.90	$75.00	48.1%	13.8%	35.4%	3.9%	47.2%	0.0%	24.9%	4.9K	-208.7K	-3.6K	0.03	8.01	N/A	N/A	2	0	422	134
2021-07-26	$45.45	$75.00	67.4%	19.3%	35.0%	12.4%	80.5%	0.0%	-19.1%	4.4K	-146.8K	-3.2K	0.59	8.70	N/A	N/A	3	2	422	134
2021-07-27	$46.20	$37.50	79.7%	22.8%	36.1%	17.7%	106.0%	0.0%	-26.4%	5.4K	-194.5K	-3.6K	0.00	9.25	N/A	N/A	8	0	423	134
2021-07-28	$48.15	$37.50	59.5%	17.1%	40.0%	8.9%	58.3%	0.0%	18.4%	6.0K	-327.0K	-4.0K	0.00	17.11	N/A	N/A	2	0	422	135
2021-07-29	$47.40	$37.50	58.8%	16.8%	39.9%	8.6%	57.5%	0.0%	17.3%	5.4K	-209.8K	-3.5K	0.00	61.71	N/A	N/A	7	0	422	135
2021-07-30	$46.50	$37.50	58.7%	16.8%	37.3%	8.5%	58.7%	0.0%	17.0%	4.8K	-172.5K	-3.3K	0.01	11.56	N/A	N/A	7	0	422	135