FBIO Options History — January 2022

In January 2022, FBIO traded between $28.80 and $40.80. ATM implied volatility averaged 80.3%, placing in the 18.8% IV rank vs the trailing year. The 30-day expected move averaged 22.6%. IV traded above realized volatility by 21.3% (HV 20d: 59.0%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 1.10.

Notable Days

2022-01-10: Highest Volume — 35 contracts
2022-01-31: Largest IV spike — 114.2% change
2022-01-26: Highest IV Rank — 39.6%
2022-01-26: Largest Expected Move — 36.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$34.16	$28.80	$40.80	$40.80	$31.35
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	80.3%	53.1%	128.3%	86.4%	126.5%
Expected Move	22.6%	15.2%	36.8%	24.8%	36.3%
HV 20d	59.0%	49.8%	74.1%	65.0%	74.1%
HV 60d	56.2%	53.7%	61.5%	53.7%	61.5%
IV Rank	18.8%	6.9%	39.6%	21.4%	38.8%
IV Percentile	41.0%	10.8%	86.3%	47.8%	83.9%
Term Structure	-0.6%	-42.9%	49.0%	-17.6%	-35.0%
VWIV	83.6%	53.1%	153.2%	86.6%	119.1%
Bid-Ask Spread %	57.71	10.98	115.76	69.10	94.37
Gamma HHI	0.55	0.47	0.81	0.81	0.57
Net GEX	1.2K	206	3.4K	2.2K	398
Net DEX	97.8K	-183.7K	293.7K	-183.7K	195.9K
Net VEX	-2.1K	-2.8K	-1.4K	-2.8K	-1.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.10	0.47	2.95	0.87	0.65
Total Volume	22.45	16	35	20	23
Total OI	725.9	434	871	817	443

Daily Data (20 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
2022-01-03	$40.80	$37.50	86.4%	24.8%	65.0%	21.4%	86.6%	0.0%	-17.6%	2.2K	-183.7K	-2.8K	0.87	69.10	N/A	N/A	11	9	624	193
2022-01-04	$39.00	$37.50	65.6%	18.8%	67.2%	12.4%	65.6%	0.0%	3.7%	1.2K	-53.4K	-2.3K	0.67	39.56	N/A	N/A	13	8	625	194
2022-01-05	$37.35	$37.50	72.0%	20.6%	63.4%	15.1%	72.0%	0.0%	0.6%	1.9K	-2.2K	-2.6K	0.47	36.76	N/A	N/A	18	8	632	194
2022-01-06	$36.60	$37.50	87.0%	20.1%	59.3%	21.7%	70.2%	0.0%	-1.9%	1.6K	3.0K	-2.4K	0.55	55.90	N/A	N/A	15	8	640	194
2022-01-07	$36.00	$37.50	75.1%	21.6%	58.4%	16.5%	75.2%	0.0%	-0.5%	1.7K	65.8K	-2.4K	0.98	24.04	N/A	N/A	15	15	640	194
2022-01-10	$36.00	$37.50	74.5%	20.9%	58.2%	16.3%	72.8%	0.0%	2.8%	1.8K	91.6K	-2.4K	0.74	55.06	N/A	N/A	20	15	646	200
2022-01-11	$36.90	$37.50	75.2%	18.9%	59.0%	16.6%	66.0%	0.0%	12.8%	2.2K	-30.9K	-2.5K	1.52	25.69	N/A	N/A	10	15	653	200
2022-01-12	$36.00	$37.50	71.2%	20.4%	54.4%	14.8%	71.2%	0.0%	-2.2%	2.1K	595	-2.4K	1.00	65.47	N/A	N/A	15	15	655	200
2022-01-13	$34.95	$37.50	105.9%	30.3%	53.7%	29.9%	102.3%	0.0%	-42.9%	3.4K	49.0K	-2.3K	2.95	94.58	N/A	N/A	6	18	663	200
2022-01-14	$34.65	$37.50	61.1%	17.5%	49.8%	10.4%	61.5%	0.0%	17.4%	2.2K	100.3K	-2.3K	1.49	76.65	N/A	N/A	8	12	665	200
2022-01-18	$32.55	$37.50	78.7%	22.6%	50.9%	18.1%	79.2%	0.0%	-4.0%	274	258.8K	-1.9K	1.29	75.93	N/A	N/A	8	10	669	200
2022-01-19	$31.35	$37.50	53.1%	15.2%	51.3%	6.9%	53.1%	0.0%	32.5%	306	293.7K	-1.8K	1.94	61.36	N/A	N/A	6	12	670	201
2022-01-20	$31.80	$37.50	80.3%	23.0%	51.7%	18.8%	79.9%	0.0%	-0.9%	272	243.1K	-1.8K	1.40	10.98	N/A	N/A	8	11	670	195
2022-01-21	$31.05	$37.50	68.3%	19.6%	51.7%	13.5%	81.6%	0.0%	-7.4%	217	256.5K	-1.7K	0.90	91.96	N/A	N/A	10	9	672	194
2022-01-24	$32.70	$37.50	79.3%	22.7%	56.3%	18.3%	80.2%	0.0%	-0.3%	210	139.5K	-1.8K	0.63	26.82	N/A	N/A	15	9	274	160
2022-01-25	$34.20	$37.50	61.3%	17.6%	58.7%	10.5%	63.7%	0.0%	49.0%	206	87.6K	-2.0K	0.98	32.61	N/A	N/A	9	9	278	161
2022-01-26	$31.80	$37.50	128.3%	36.8%	63.2%	39.6%	120.5%	0.0%	-29.5%	558	75.8K	-1.8K	0.99	115.76	N/A	N/A	9	9	278	161
2022-01-27	$29.40	$37.50	97.3%	27.9%	68.0%	26.1%	98.6%	0.0%	-16.1%	251	168.7K	-1.6K	1.33	86.40	N/A	N/A	7	9	279	161
2022-01-28	$28.80	$37.50	59.1%	16.9%	65.3%	9.5%	153.2%	0.0%	28.0%	959	196.8K	-1.4K	0.68	15.25	N/A	N/A	13	9	279	161
2022-01-31	$31.35	$37.50	126.5%	36.3%	74.1%	38.8%	119.1%	0.0%	-35.0%	398	195.9K	-1.6K	0.65	94.37	N/A	N/A	14	9	282	161