FBIO Options History — February 2022

In February 2022, FBIO traded between $24.15 and $31.95. ATM implied volatility averaged 93.7%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 24.3%. IV traded above realized volatility by 25.1% (HV 20d: 68.6%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 1.27.

Notable Days

2022-02-09: Highest Volume — 90 contracts
2022-02-22: Largest IV spike — 75.0% change
2022-02-22: Highest IV Rank — 49.5%
2022-02-22: Largest Expected Move — 43.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.00	$24.15	$31.95	$31.95	$24.15
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	93.7%	64.5%	150.9%	114.0%	73.5%
Expected Move	24.3%	13.7%	43.3%	32.7%	21.1%
HV 20d	68.6%	60.5%	72.2%	67.1%	64.0%
HV 60d	62.7%	61.5%	64.6%	61.5%	64.6%
IV Rank	24.6%	11.9%	49.5%	33.4%	15.8%
IV Percentile	57.6%	26.1%	93.2%	73.9%	35.7%
Term Structure	15.7%	-29.3%	49.7%	-9.3%	18.8%
VWIV	120.3%	50.6%	314.1%	133.4%	189.7%
Bid-Ask Spread %	56.89	12.47	104.50	104.50	85.51
Gamma HHI	0.56	0.50	1.00	0.87	0.50
Net GEX	1.1K	-26	1.9K	551	-26
Net DEX	210.9K	116.2K	321.4K	116.2K	260.9K
Net VEX	-1.2K	-1.8K	-37	-1.8K	-400
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.27	0.12	6.67	0.80	0.81
Total Volume	52.789	15	90	20	20
Total OI	506.789	445	569	445	471

Daily Data (19 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
2022-02-01	$31.95	$37.50	114.0%	32.7%	67.1%	33.4%	133.4%	0.0%	-9.3%	551	116.2K	-1.8K	0.80	104.50	N/A	N/A	11	9	284	161
2022-02-02	$30.30	$37.50	105.2%	30.2%	67.7%	29.6%	102.2%	0.0%	-21.5%	606	136.6K	-1.7K	0.12	51.93	N/A	N/A	74	9	290	161
2022-02-03	$28.80	$37.50	97.4%	13.7%	68.2%	26.2%	50.6%	0.0%	38.9%	1.6K	195.6K	-1.6K	0.12	59.76	N/A	N/A	74	9	360	160
2022-02-04	$28.80	$37.50	91.7%	17.0%	68.3%	23.7%	53.4%	0.0%	41.0%	1.6K	198.5K	-1.5K	0.13	62.51	N/A	N/A	74	10	360	160
2022-02-07	$29.25	$37.50	96.1%	14.7%	69.0%	25.6%	70.9%	0.0%	49.7%	1.5K	222.9K	-1.4K	0.13	69.85	N/A	N/A	75	10	360	160
2022-02-08	$29.10	$37.50	99.4%	16.2%	68.9%	27.1%	81.4%	0.0%	49.1%	1.5K	219.8K	-1.4K	0.13	72.65	N/A	N/A	74	9	361	160
2022-02-09	$30.60	$37.50	64.5%	18.5%	71.2%	11.9%	77.3%	0.0%	29.7%	1.9K	165.6K	-1.7K	0.12	69.46	N/A	N/A	81	9	362	160
2022-02-10	$29.85	$37.50	80.2%	23.0%	71.2%	18.7%	91.4%	0.0%	4.3%	1.7K	146.9K	-1.6K	0.13	74.94	N/A	N/A	75	9	369	160
2022-02-11	$28.50	$37.50	82.2%	23.6%	72.1%	19.6%	94.0%	0.0%	2.5%	1.7K	203.6K	-1.4K	1.48	64.68	N/A	N/A	6	9	369	160
2022-02-14	$27.90	$37.50	92.3%	26.4%	72.2%	24.0%	99.4%	0.0%	5.0%	1.6K	193.0K	-1.4K	1.51	16.88	N/A	N/A	7	10	370	160
2022-02-15	$28.20	$37.50	111.3%	31.9%	69.9%	32.2%	120.2%	0.0%	-9.9%	1.5K	207.9K	-1.4K	1.27	57.28	N/A	N/A	34	43	371	161
2022-02-16	$28.80	$37.50	88.5%	25.4%	69.6%	22.3%	96.2%	0.0%	-6.5%	1.8K	250.0K	-1.5K	1.27	12.47	N/A	N/A	34	44	393	176
2022-02-17	$28.20	$37.50	97.3%	27.9%	69.5%	26.1%	95.7%	0.0%	-1.1%	1.6K	184.7K	-1.4K	6.67	20.59	N/A	N/A	7	44	392	154
2022-02-18	$26.70	$37.50	86.3%	24.7%	71.3%	21.3%	123.2%	0.0%	0.1%	1.2K	220.8K	-1.2K	6.05	16.31	N/A	N/A	7	43	393	154
2022-02-22	$25.05	$37.50	150.9%	43.3%	70.4%	49.5%	148.0%	0.0%	-29.3%	47	257.5K	-478	0.90	72.29	N/A	N/A	11	10	338	126
2022-02-23	$24.75	$37.50	84.1%	24.1%	67.0%	20.4%	138.8%	0.0%	49.6%	27	253.9K	-467	0.81	36.54	N/A	N/A	12	10	344	127
2022-02-24	$25.35	$37.50	89.5%	25.7%	64.9%	22.8%	314.1%	0.0%	39.6%	119	250.3K	-536	0.78	69.65	N/A	N/A	11	9	344	127
2022-02-25	$25.80	$37.50	75.7%	21.7%	60.5%	16.8%	206.1%	0.0%	47.5%	37	321.4K	-37	0.81	63.03	N/A	N/A	11	9	344	127
2022-02-28	$24.15	$37.50	73.5%	21.1%	64.0%	15.8%	189.7%	0.0%	18.8%	-26	260.9K	-400	0.81	85.51	N/A	N/A	11	9	344	127