FBIO Options History — September 2021

In September 2021, FBIO traded between $47.55 and $53.25. ATM implied volatility averaged 77.2%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 20.6%. IV traded above realized volatility by 20.2% (HV 20d: 57.0%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.18.

Notable Days

2021-09-29: Highest Volume — 265 contracts
2021-09-13: Largest IV spike — 158.5% change
2021-09-28: Highest IV Rank — 42.6%
2021-09-28: Largest Expected Move — 38.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$50.39	$47.55	$53.25	$50.85	$48.75
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	77.2%	37.1%	135.1%	66.1%	76.2%
Expected Move	20.6%	10.6%	38.7%	18.9%	21.8%
HV 20d	57.0%	49.0%	64.5%	64.5%	62.6%
HV 60d	52.7%	49.9%	58.0%	57.7%	55.5%
IV Rank	17.0%	0.0%	42.6%	11.8%	17.0%
IV Percentile	25.0%	0.0%	76.3%	12.9%	21.7%
Term Structure	-9.7%	-41.9%	23.8%	-41.9%	-41.7%
VWIV	73.9%	29.6%	158.6%	74.4%	92.1%
Bid-Ask Spread %	29.75	6.38	63.39	7.35	22.49
Gamma HHI	0.73	0.61	0.94	0.61	0.94
Net GEX	7.2K	4.4K	11.1K	4.4K	9.5K
Net DEX	-338.7K	-689.5K	-217.3K	-252.8K	-501.8K
Net VEX	-3.1K	-4.4K	-2.5K	-2.5K	-3.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.18	0.00	1.25	0.00	0.07
Total Volume	24.524	0	265	14	44
Total OI	627.381	589	720	589	720

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
2021-09-01	$50.85	$37.50	66.1%	18.9%	64.5%	11.8%	0.0%	0.0%	-41.9%	4.4K	-252.8K	-2.5K	0.00	7.35	N/A	N/A	14	0	467	122
2021-09-02	$52.05	$37.50	64.9%	12.7%	63.9%	11.3%	74.4%	0.0%	13.3%	6.5K	-315.9K	-2.9K	0.04	7.15	N/A	N/A	2	0	490	123
2021-09-03	$50.70	$37.50	72.1%	11.9%	63.8%	14.4%	95.7%	0.0%	10.4%	6.0K	-297.0K	-2.8K	0.00	6.38	N/A	N/A	5	0	493	123
2021-09-07	$51.75	$37.50	121.4%	16.6%	63.9%	36.0%	91.6%	0.0%	15.4%	7.9K	-362.6K	-3.3K	0.00	59.96	N/A	N/A	6	0	492	123
2021-09-08	$48.15	$37.50	76.9%	22.1%	62.2%	16.5%	74.3%	0.0%	-18.1%	9.3K	-328.7K	-3.5K	0.08	60.98	N/A	N/A	2	0	492	123
2021-09-09	$50.70	$37.50	45.0%	12.9%	63.1%	2.5%	55.6%	0.0%	-2.8%	5.6K	-286.5K	-2.9K	0.10	10.94	N/A	N/A	8	1	494	123
2021-09-10	$51.00	$37.50	43.6%	12.5%	62.8%	1.9%	43.6%	0.0%	23.8%	5.7K	-307.8K	-2.9K	1.25	14.38	N/A	N/A	5	7	494	123
2021-09-13	$49.65	$37.50	112.8%	32.3%	63.6%	32.3%	90.7%	0.0%	-28.4%	9.5K	-322.5K	-3.2K	0.02	63.39	N/A	N/A	4	0	496	123
2021-09-14	$48.60	$37.50	63.2%	18.1%	54.7%	10.5%	44.2%	0.0%	14.8%	5.9K	-222.2K	-2.5K	0.00	52.26	N/A	N/A	12	0	496	116
2021-09-15	$49.35	$37.50	45.2%	13.0%	49.2%	2.6%	46.5%	0.0%	18.4%	5.5K	-301.3K	-2.9K	0.03	15.34	N/A	N/A	5	0	498	115
2021-09-16	$49.35	$37.50	37.1%	10.6%	49.3%	0.0%	29.6%	0.0%	10.3%	5.2K	-281.0K	-2.8K	0.06	15.95	N/A	N/A	1	0	500	115
2021-09-17	$50.40	$37.50	52.5%	15.1%	49.0%	6.7%	44.5%	0.0%	-5.8%	6.3K	-336.4K	-2.9K	0.02	23.99	N/A	N/A	10	0	501	115
2021-09-20	$47.55	$37.50	47.8%	13.7%	53.8%	4.6%	51.8%	0.0%	-10.8%	5.0K	-227.5K	-2.6K	0.00	10.05	N/A	N/A	3	0	494	113
2021-09-21	$47.55	$37.50	86.6%	24.8%	50.1%	21.5%	52.9%	0.0%	-11.5%	6.8K	-217.3K	-2.8K	0.18	54.26	N/A	N/A	2	0	500	113
2021-09-22	$50.25	$37.50	78.5%	22.5%	53.8%	18.0%	78.5%	0.0%	-36.7%	6.7K	-251.0K	-2.6K	1.00	22.86	N/A	N/A	0	0	499	113
2021-09-23	$51.45	$37.50	115.3%	33.1%	54.3%	34.0%	158.6%	0.0%	-23.6%	11.1K	-372.2K	-3.3K	0.07	51.76	N/A	N/A	21	1	499	113
2021-09-24	$52.95	$37.50	122.0%	35.0%	53.1%	36.9%	67.4%	0.0%	-17.4%	6.8K	-402.3K	-3.3K	0.00	60.73	N/A	N/A	85	0	499	113
2021-09-27	$52.80	$37.50	78.9%	22.6%	51.6%	18.2%	75.8%	0.0%	-31.6%	7.2K	-370.7K	-3.1K	0.52	7.34	N/A	N/A	6	3	510	113
2021-09-28	$51.15	$37.50	135.1%	38.7%	53.1%	42.6%	0.0%	0.0%	-24.3%	8.9K	-464.7K	-3.8K	0.27	47.04	N/A	N/A	2	1	586	113
2021-09-29	$53.25	$37.50	79.3%	22.7%	54.8%	18.3%	137.0%	0.0%	-15.4%	10.5K	-689.5K	-4.4K	0.12	10.14	N/A	N/A	237	28	608	112
2021-09-30	$48.75	$37.50	76.2%	21.8%	62.6%	17.0%	92.1%	0.0%	-41.7%	9.5K	-501.8K	-3.8K	0.07	22.49	N/A	N/A	41	3	608	112