FBIO Options History — November 2021

In November 2021, FBIO traded between $41.85 and $54.30. ATM implied volatility averaged 76.6%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded above realized volatility by 33.0% (HV 20d: 43.6%). 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 17 of 21 days. Put/call ratio averaged 1.26.

Notable Days

2021-11-01: Highest Volume — 56 contracts
2021-11-09: Largest IV spike — 92.5% change
2021-11-09: Highest IV Rank — 73.0%
2021-11-01: Largest Expected Move — 33.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$49.02	$41.85	$54.30	$51.30	$42.15
Max Pain	$42.86	$37.50	$75.00	$75.00	$37.50
ATM IV	76.6%	39.7%	205.1%	115.4%	59.7%
Expected Move	17.5%	11.4%	33.1%	33.1%	17.1%
HV 20d	43.6%	33.3%	52.0%	37.8%	44.4%
HV 60d	51.7%	49.7%	56.7%	56.3%	50.5%
IV Rank	17.1%	1.1%	73.0%	34.0%	9.8%
IV Percentile	28.5%	0.8%	98.4%	65.9%	18.1%
Term Structure	6.6%	-115.4%	28.7%	-115.4%	16.8%
VWIV	74.1%	42.9%	93.0%	92.6%	60.9%
Bid-Ask Spread %	22.39	8.01	65.81	19.20	19.94
Gamma HHI	0.81	0.52	0.88	0.78	0.73
Net GEX	13.6K	3.8K	20.3K	16.2K	6.6K
Net DEX	-714.3K	-1.2M	-217.3K	-863.8K	-285.4K
Net VEX	-4.5K	-6.1K	-2.2K	-5.0K	-3.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.26	0.06	3.76	0.06	1.07
Total Volume	24.143	10	56	56	17
Total OI	719.048	641	751	641	725

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
2021-11-01	$51.30	$75.00	115.4%	33.1%	37.8%	34.0%	92.6%	0.0%	-115.4%	16.2K	-863.8K	-5.0K	0.06	19.20	N/A	N/A	53	3	557	84
2021-11-02	$53.25	$75.00	84.7%	24.3%	38.9%	20.7%	75.7%	0.0%	-22.6%	19.0K	-1.0M	-5.7K	0.06	13.41	N/A	N/A	51	3	600	84
2021-11-03	$54.30	$75.00	78.6%	22.5%	33.3%	18.0%	87.9%	0.0%	-23.7%	19.3K	-1.2M	-6.1K	0.25	8.12	N/A	N/A	11	3	601	84
2021-11-04	$52.50	$37.50	132.3%	15.2%	36.9%	41.3%	84.2%	0.0%	18.1%	18.1K	-922.8K	-5.1K	0.25	65.81	N/A	N/A	12	3	607	84
2021-11-05	$53.55	$37.50	100.3%	15.3%	36.8%	27.4%	92.1%	0.0%	22.8%	19.6K	-1.0M	-5.6K	0.95	15.14	N/A	N/A	10	10	610	84
2021-11-08	$54.30	$37.50	106.6%	16.2%	36.7%	30.2%	88.3%	0.0%	22.9%	20.3K	-1.1M	-5.7K	0.43	15.12	N/A	N/A	8	3	614	90
2021-11-09	$53.70	$37.50	205.1%	15.7%	37.4%	73.0%	88.5%	0.0%	19.9%	19.0K	-1.0M	-5.7K	3.46	64.79	N/A	N/A	6	22	616	110
2021-11-10	$51.15	$37.50	53.1%	15.2%	42.4%	6.9%	76.3%	0.0%	27.5%	16.5K	-882.4K	-5.2K	3.76	30.37	N/A	N/A	6	22	616	110
2021-11-11	$52.65	$37.50	56.6%	16.2%	43.0%	8.5%	92.8%	0.0%	21.9%	18.0K	-949.5K	-5.5K	3.34	31.01	N/A	N/A	7	23	616	110
2021-11-12	$52.05	$37.50	49.3%	14.1%	43.4%	5.3%	93.0%	0.0%	19.8%	17.3K	-1.0M	-5.7K	3.47	23.26	N/A	N/A	7	23	616	111
2021-11-15	$50.10	$37.50	66.8%	19.2%	45.5%	12.9%	88.9%	0.0%	1.9%	15.4K	-746.1K	-4.8K	1.05	13.49	N/A	N/A	5	5	616	111
2021-11-16	$48.75	$37.50	53.8%	15.4%	46.8%	7.2%	72.2%	0.0%	18.9%	13.2K	-638.4K	-4.4K	0.75	9.85	N/A	N/A	16	12	616	118
2021-11-17	$48.75	$37.50	54.7%	15.7%	46.8%	7.6%	70.2%	0.0%	18.6%	13.1K	-652.8K	-4.4K	0.80	10.74	N/A	N/A	15	12	624	127
2021-11-18	$45.90	$37.50	47.3%	13.6%	52.0%	4.4%	46.9%	0.0%	23.7%	9.8K	-470.4K	-3.8K	0.81	13.52	N/A	N/A	14	12	624	127
2021-11-19	$46.20	$37.50	41.1%	11.8%	51.4%	1.7%	44.7%	0.0%	22.1%	10.1K	-459.2K	-3.6K	0.89	8.01	N/A	N/A	13	12	625	126
2021-11-22	$44.55	$37.50	51.3%	14.7%	49.0%	6.2%	48.4%	0.0%	9.4%	9.3K	-429.9K	-3.6K	0.96	11.88	N/A	N/A	7	7	607	118
2021-11-23	$44.70	$37.50	65.8%	18.9%	47.4%	12.5%	63.9%	0.0%	18.8%	3.8K	-354.6K	-2.2K	0.56	9.77	N/A	N/A	12	7	609	120
2021-11-24	$44.85	$37.50	39.7%	11.4%	47.3%	1.1%	42.9%	0.0%	28.7%	8.3K	-378.1K	-3.4K	1.08	16.83	N/A	N/A	9	9	611	124
2021-11-26	$42.90	$37.50	56.9%	16.3%	48.9%	8.6%	57.4%	0.0%	2.9%	6.7K	-305.4K	-3.1K	0.66	32.23	N/A	N/A	8	6	610	124
2021-11-29	$41.85	$37.50	88.9%	25.5%	49.1%	22.5%	88.5%	0.0%	-14.4%	6.4K	-217.3K	-2.8K	1.79	37.73	N/A	N/A	8	15	610	124
2021-11-30	$42.15	$37.50	59.7%	17.1%	44.4%	9.8%	60.9%	0.0%	16.8%	6.6K	-285.4K	-3.0K	1.07	19.94	N/A	N/A	8	9	610	115