FBIO Options History — December 2021

In December 2021, FBIO traded between $36.30 and $42.45. ATM implied volatility averaged 82.5%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 22.6%. IV traded above realized volatility by 21.9% (HV 20d: 60.6%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 1.01.

Notable Days

  • 2021-12-31: Highest Volume — 55 contracts
  • 2021-12-02: Largest IV spike — 182.8% change
  • 2021-12-02: Highest IV Rank — 43.0%
  • 2021-12-02: Largest Expected Move — 39.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.70$36.30$42.45$40.65$37.65
Max Pain$37.50$37.50$37.50$37.50$37.50
ATM IV82.5%48.1%136.1%48.1%73.0%
Expected Move22.6%13.8%39.0%13.8%20.9%
HV 20d60.6%39.9%67.4%41.7%66.6%
HV 60d53.3%48.9%56.0%50.7%50.9%
IV Rank19.7%4.8%43.0%4.8%15.6%
IV Percentile40.2%7.2%88.8%7.2%31.7%
Term Structure-0.1%-33.4%20.9%20.9%5.7%
VWIV83.3%46.3%156.3%46.3%73.1%
Bid-Ask Spread %40.3120.57104.0233.1433.09
Gamma HHI0.580.480.730.610.48
Net GEX3.9K1.9K6.7K5.5K2.6K
Net DEX-152.1K-304.4K15.6K-175.0K-65.1K
Net VEX-2.4K-2.9K-2.0K-2.5K-2.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.010.163.960.533.96
Total Volume24.36413551755
Total OI725.864692787722787

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$40.65$37.5048.1%13.8%41.7%4.8%46.3%0.0%20.9%5.5K-175.0K-2.5K0.5333.14N/AN/A116610112
2021-12-02$39.75$37.50136.1%39.0%39.9%43.0%156.3%0.0%-33.4%6.0K-213.0K-2.7K0.51104.02N/AN/A126607113
2021-12-03$36.45$37.5082.7%23.7%46.9%19.8%82.8%0.0%4.7%4.5K-162.7K-2.6K0.5181.45N/AN/A147609112
2021-12-06$37.20$37.5094.2%22.4%46.9%24.8%78.0%0.0%-20.6%4.2K-153.7K-2.2K0.5623.28N/AN/A116611114
2021-12-07$40.05$37.50101.3%22.1%56.3%27.9%78.3%0.0%0.2%5.0K-213.1K-2.6K0.4764.58N/AN/A126614114
2021-12-08$42.45$37.5087.5%22.7%62.0%21.9%80.0%0.0%0.7%6.7K-304.4K-2.9K0.5959.53N/AN/A106612114
2021-12-09$40.95$37.5088.1%21.9%61.2%22.2%76.4%0.0%4.3%4.9K-241.2K-2.6K0.6530.33N/AN/A96611113
2021-12-10$40.05$37.5065.8%22.0%59.4%12.5%80.9%0.0%2.0%4.4K-212.1K-2.6K0.5922.24N/AN/A106611113
2021-12-13$40.35$37.50113.4%23.7%59.9%33.1%85.7%0.0%0.5%4.8K-219.2K-2.6K0.7229.36N/AN/A1813611113
2021-12-14$37.65$37.5081.2%22.3%62.6%19.1%97.4%0.0%11.8%4.0K-144.8K-2.3K0.3122.49N/AN/A206610107
2021-12-15$38.85$37.5076.5%21.9%64.4%17.1%102.0%0.0%6.2%4.4K-171.5K-2.3K0.3623.40N/AN/A197612107
2021-12-16$36.60$37.5076.8%22.0%66.5%17.2%77.7%0.0%2.2%3.9K-93.3K-2.1K0.4854.01N/AN/A189610108
2021-12-17$38.25$37.5079.4%22.8%67.2%18.4%94.3%0.0%-2.1%3.6K-189.4K-2.3K0.9859.05N/AN/A99611111
2021-12-20$38.70$37.5074.8%21.4%67.4%16.4%85.7%0.0%4.6%3.1K-128.9K-2.2K0.7959.60N/AN/A118583109
2021-12-21$39.00$37.5074.8%21.4%66.8%16.4%74.9%0.0%1.3%3.3K-160.0K-2.2K0.7423.35N/AN/A118586109
2021-12-22$39.00$37.5076.0%21.8%66.8%16.9%76.3%0.0%0.6%3.3K-140.2K-2.1K0.1634.19N/AN/A112588108
2021-12-23$39.00$37.5081.2%23.3%66.7%19.2%80.8%0.0%-7.5%3.5K-153.4K-2.2K1.1423.34N/AN/A1113588109
2021-12-27$37.80$37.5076.0%21.8%65.9%16.9%76.0%0.0%-4.0%2.2K-87.1K-2.0K1.0722.51N/AN/A2526590121
2021-12-28$36.90$37.5073.9%21.2%65.9%16.0%73.9%0.0%3.5%2.4K-59.6K-2.1K2.9228.56N/AN/A926606139
2021-12-29$36.30$37.5068.9%19.8%65.8%13.8%68.9%0.0%9.1%1.9K15.6K-2.3K2.1034.80N/AN/A918613163
2021-12-30$37.80$37.5086.4%24.8%66.9%21.4%86.4%0.0%-12.1%2.0K-74.0K-2.4K2.1020.57N/AN/A918614166
2021-12-31$37.65$37.5073.0%20.9%66.6%15.6%73.1%0.0%5.7%2.6K-65.1K-2.4K3.9633.09N/AN/A1144621166