FBIO Options History — August 2021

In August 2021, FBIO traded between $42.45 and $49.95. ATM implied volatility averaged 69.1%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 15.2% (HV 20d: 54.0%). Max pain ranged from $37.50 to $75.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.14.

Notable Days

  • 2021-08-30: Highest Volume — 35 contracts
  • 2021-08-12: Largest IV spike — 170.7% change
  • 2021-08-13: Highest IV Rank — 45.0%
  • 2021-08-13: Largest Expected Move — 40.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.19$42.45$49.95$47.55$49.20
Max Pain$69.89$37.50$75.00$37.50$75.00
ATM IV69.1%45.3%141.8%56.4%61.3%
Expected Move19.5%13.0%40.6%16.2%17.6%
HV 20d54.0%36.8%64.7%38.4%63.6%
HV 60d55.7%52.3%58.9%52.9%57.4%
IV Rank13.1%2.7%45.0%7.5%9.7%
IV Percentile15.0%0.4%77.5%3.2%10.8%
Term Structure-0.6%-151.2%38.4%13.3%-24.9%
VWIV79.5%48.8%192.7%61.1%81.8%
Bid-Ask Spread %43.447.41131.778.117.66
Gamma HHI0.660.460.770.640.61
Net GEX5.0K1.6K6.8K5.5K3.9K
Net DEX-183.2K-269.9K-65.9K-235.8K-208.5K
Net VEX-3.0K-3.6K-2.4K-3.6K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.140.000.670.000.06
Total Volume9.7731351934
Total OI563.818546606556566

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$47.55$37.5056.4%16.2%38.4%7.5%61.1%0.0%13.3%5.5K-235.8K-3.6K0.008.11N/AN/A190421135
2021-08-03$46.50$37.5057.6%16.5%36.8%8.1%0.0%0.0%13.9%4.9K-171.4K-3.3K0.208.40N/AN/A10424135
2021-08-04$46.65$37.5058.4%16.8%36.8%8.4%65.5%0.0%21.8%5.0K-191.1K-3.3K0.068.40N/AN/A60422135
2021-08-05$48.30$75.0064.2%24.8%39.3%10.9%105.0%0.0%-4.7%5.7K-248.5K-3.5K0.0430.64N/AN/A20423136
2021-08-06$49.95$75.0069.9%18.7%40.8%13.4%93.2%0.0%-0.5%6.6K-269.9K-3.6K0.198.19N/AN/A41423136
2021-08-09$49.35$75.0074.6%18.0%40.5%15.5%67.1%0.0%-1.1%6.3K-239.9K-3.4K0.217.41N/AN/A112424136
2021-08-10$45.45$75.0087.6%16.9%49.1%21.2%0.0%0.0%8.7%4.3K-135.4K-3.1K0.6156.53N/AN/A21426135
2021-08-11$47.40$75.0045.3%13.0%51.5%2.7%0.0%0.0%38.4%5.9K-198.5K-3.1K0.0056.02N/AN/A10428136
2021-08-12$46.80$75.00122.7%35.2%50.2%36.6%0.0%0.0%-2.5%5.6K-206.6K-3.3K0.13103.98N/AN/A20429137
2021-08-13$46.35$75.00141.8%40.6%49.7%45.0%0.0%0.0%-25.1%1.6K-158.7K-2.4K0.00131.77N/AN/A160430137
2021-08-16$42.45$75.0079.8%22.9%58.4%17.8%0.0%0.0%11.3%5.0K-202.9K-3.0K0.00101.01N/AN/A20431137
2021-08-17$45.60$75.0058.0%16.6%63.4%8.3%0.0%0.0%2.0%4.5K-101.5K-2.7K0.038.70N/AN/A30445137
2021-08-18$45.75$75.0047.1%13.5%63.0%3.5%0.0%0.0%19.8%4.1K-77.2K-2.5K0.0370.70N/AN/A271446137
2021-08-19$45.00$75.0045.9%13.2%61.7%2.9%0.0%0.0%18.6%3.8K-65.9K-2.4K0.0077.28N/AN/A10445137
2021-08-20$45.75$75.0048.8%14.0%61.4%4.2%48.8%0.0%16.0%4.6K-110.2K-2.7K0.0019.83N/AN/A40469137
2021-08-23$48.30$75.0056.3%16.1%64.2%7.5%53.8%0.0%18.0%6.3K-213.0K-3.2K0.0317.84N/AN/A70425121
2021-08-24$48.75$75.00126.9%36.4%64.0%38.5%192.7%0.0%-151.2%3.6K-165.9K-2.5K0.6795.66N/AN/A32425121
2021-08-25$48.45$75.0050.8%14.6%62.4%5.1%53.7%0.0%15.7%6.3K-237.8K-3.2K0.407.85N/AN/A52428122
2021-08-26$46.80$75.0048.9%14.0%63.4%4.3%0.0%0.0%15.5%5.5K-166.2K-2.9K0.0214.26N/AN/A180430121
2021-08-27$48.75$75.0058.1%16.7%64.7%8.3%65.3%0.0%-22.6%3.6K-179.8K-2.5K0.4259.68N/AN/A21429121
2021-08-30$49.05$75.0060.7%17.4%64.2%9.4%65.6%0.0%5.4%6.8K-245.5K-3.0K0.0155.74N/AN/A350445121
2021-08-31$49.20$75.0061.3%17.6%63.6%9.7%81.8%0.0%-24.9%3.9K-208.5K-2.5K0.067.66N/AN/A322445121