FBIO Options History — October 2021

In October 2021, FBIO traded between $43.80 and $49.65. ATM implied volatility averaged 70.6%, placing in the 14.5% IV rank vs the trailing year. The 30-day expected move averaged 18.7%. IV traded above realized volatility by 15.9% (HV 20d: 54.7%). 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 7 of 21 days. Put/call ratio averaged 0.83.

Notable Days

  • 2021-10-06: Highest Volume — 42 contracts
  • 2021-10-11: Largest IV spike — 50.9% change
  • 2021-10-11: Highest IV Rank — 37.5%
  • 2021-10-25: Largest Expected Move — 26.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.24$43.80$49.65$45.90$48.75
Max Pain$64.29$37.50$75.00$37.50$75.00
ATM IV70.6%45.4%123.4%75.5%90.7%
Expected Move18.7%13.0%26.5%21.6%26.0%
HV 20d54.7%33.9%65.1%65.1%33.9%
HV 60d56.2%54.9%57.2%56.8%55.7%
IV Rank14.5%3.6%37.5%16.7%23.3%
IV Percentile21.5%2.4%67.9%21.3%39.8%
Term Structure0.1%-14.3%27.9%2.9%-14.3%
VWIV86.6%45.6%123.4%81.4%102.4%
Bid-Ask Spread %24.977.9968.0010.4917.01
Gamma HHI0.750.650.930.930.75
Net GEX11.5K9.4K14.4K10.2K14.0K
Net DEX-630.3K-794.6K-513.8K-517.9K-767.0K
Net VEX-4.6K-5.3K-3.9K-4.6K-5.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.830.005.630.000.48
Total Volume11.238242610
Total OI766.81612905872638

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$45.90$37.5075.5%21.6%65.1%16.7%81.4%0.0%2.9%10.2K-517.9K-4.6K0.0010.49N/AN/A60734138
2021-10-04$46.50$37.5081.1%18.1%65.0%19.1%98.8%0.0%-1.5%11.0K-663.5K-5.3K1.047.99N/AN/A78764141
2021-10-05$45.90$37.5070.6%23.6%64.4%14.6%112.9%0.0%-13.2%10.1K-572.3K-4.8K1.5619.58N/AN/A47764141
2021-10-06$43.80$37.5062.4%19.4%61.5%11.0%101.9%0.0%6.3%9.4K-513.8K-4.5K5.6368.00N/AN/A636765135
2021-10-07$44.10$37.5063.6%16.8%58.0%11.5%120.3%0.0%-0.4%9.9K-548.6K-4.7K0.009.10N/AN/A40765128
2021-10-08$45.00$75.0081.8%17.4%58.7%19.4%118.0%0.0%-0.6%11.7K-658.9K-4.5K4.5714.88N/AN/A02788105
2021-10-11$45.00$75.00123.4%18.1%58.2%37.5%122.4%0.0%-1.2%11.0K-653.3K-4.7K0.1067.42N/AN/A162788105
2021-10-12$45.60$75.0091.5%18.2%58.2%23.6%85.7%0.0%-9.1%11.3K-681.5K-4.7K0.0217.77N/AN/A60788107
2021-10-13$46.20$75.0064.1%18.4%58.1%11.7%0.0%0.0%-8.9%11.9K-713.3K-4.7K0.1262.62N/AN/A30794107
2021-10-14$45.90$75.0062.3%17.9%58.1%11.0%123.4%0.0%-4.1%11.9K-686.9K-4.6K0.1014.07N/AN/A50795107
2021-10-15$46.50$75.0045.4%13.0%57.7%3.6%67.0%0.0%27.9%11.6K-678.7K-4.7K0.0263.07N/AN/A100792107
2021-10-18$45.75$75.0045.6%13.1%54.3%3.7%45.6%0.0%25.1%11.0K-574.1K-4.3K0.0217.12N/AN/A9053082
2021-10-19$45.45$75.0060.5%17.3%54.3%10.2%75.4%0.0%0.3%10.8K-517.0K-4.1K0.0021.20N/AN/A11053083
2021-10-20$45.60$75.0058.9%16.9%50.0%9.5%62.1%0.0%-1.8%11.1K-551.4K-4.1K1.5021.20N/AN/A2353783
2021-10-21$45.60$37.5059.6%17.1%48.9%9.8%70.5%0.0%-4.0%10.8K-533.2K-3.9K0.4324.32N/AN/A7353783
2021-10-22$44.70$75.0065.7%18.8%47.3%12.4%69.8%0.0%-5.4%10.7K-520.7K-4.0K0.3821.97N/AN/A7353584
2021-10-25$47.25$75.0092.4%26.5%52.5%24.0%74.9%0.0%-13.2%11.6K-605.7K-4.1K0.1312.79N/AN/A22353484
2021-10-26$48.75$75.0061.5%17.6%53.1%10.6%64.4%0.0%6.5%13.7K-746.1K-4.9K0.1714.36N/AN/A16355084
2021-10-27$49.05$75.0060.6%17.4%50.8%10.2%65.8%0.0%-10.6%13.6K-738.4K-4.7K0.6911.00N/AN/A4355284
2021-10-28$49.65$75.0065.0%18.6%40.1%12.1%69.8%0.0%21.9%14.4K-794.6K-4.9K0.558.41N/AN/A5355184
2021-10-29$48.75$75.0090.7%26.0%33.9%23.3%102.4%0.0%-14.3%14.0K-767.0K-5.0K0.4817.01N/AN/A7355484