FBIO Options History — March 2022

In March 2022, FBIO traded between $18.60 and $24.75. ATM implied volatility averaged 167.5%, placing in the 56.1% IV rank vs the trailing year. The 30-day expected move averaged 38.7%. IV traded above realized volatility by 91.0% (HV 20d: 76.6%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 1.06.

Notable Days

  • 2022-03-02: Highest Volume — 30 contracts
  • 2022-03-07: Largest IV spike — 71.1% change
  • 2022-03-18: Highest IV Rank — 100.0%
  • 2022-03-09: Largest Expected Move — 72.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.01$18.60$24.75$24.75$20.25
Max Pain$37.50$37.50$37.50$37.50$37.50
ATM IV167.5%104.5%273.1%110.3%172.6%
Expected Move38.7%17.2%72.0%31.6%32.3%
HV 20d76.6%55.2%91.9%55.2%89.5%
HV 60d68.1%63.0%74.0%64.9%71.6%
IV Rank56.1%29.3%100.0%31.8%57.4%
IV Percentile90.6%69.5%100.0%73.5%92.5%
Term Structure-85.0%-208.5%13.8%0.1%-129.4%
VWIV208.7%77.1%398.8%123.4%85.8%
Bid-Ask Spread %78.2214.58166.9365.9893.05
Gamma HHI0.730.500.990.500.79
Net GEX1182035142159
Net DEX232.1K181.4K254.8K252.0K231.0K
Net VEX-204-526-54-490-106
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.060.422.290.560.44
Total Volume17.7398302410
Total OI479.913471489471479

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$24.75$37.50110.3%31.6%55.2%31.8%123.4%0.0%0.1%42252.0K-4900.5665.98N/AN/A159344127
2022-03-02$22.95$37.50156.2%44.8%58.4%51.7%142.9%0.0%0.4%37237.1K-4170.4270.04N/AN/A219352126
2022-03-03$22.65$37.50134.6%38.6%56.7%42.4%207.5%0.0%-2.7%26232.3K-4430.5170.96N/AN/A179353126
2022-03-04$20.55$37.50128.2%36.7%62.8%39.6%388.5%0.0%-29.2%79253.1K-540.4576.18N/AN/A199353126
2022-03-07$19.65$37.50219.2%62.8%63.2%79.1%381.1%0.0%-78.9%90236.8K-680.7072.00N/AN/A1410354124
2022-03-08$19.80$37.50104.5%57.7%62.7%29.3%296.0%0.0%-27.4%96237.7K-640.8899.19N/AN/A1110355123
2022-03-09$21.45$37.50172.0%72.0%71.9%58.6%351.5%0.0%-118.5%123254.8K-881.2168.33N/AN/A810358123
2022-03-10$21.45$37.50174.5%67.8%67.9%59.7%398.8%0.0%-126.3%20243.7K-2141.2567.13N/AN/A810358123
2022-03-11$20.40$37.50184.5%59.7%68.8%64.1%297.5%0.0%-192.0%112238.3K-1000.6859.75N/AN/A1410358123
2022-03-14$18.75$37.50201.2%17.3%72.1%71.3%251.3%0.0%-202.6%134221.0K-1011.1718.18N/AN/A810365123
2022-03-15$18.60$37.50204.4%17.2%72.2%72.7%227.1%0.0%-208.5%128220.3K-971.1715.32N/AN/A810366123
2022-03-16$19.50$37.50174.0%35.1%75.4%59.5%145.3%0.0%-116.1%170213.1K-1301.1879.61N/AN/A810366123
2022-03-17$21.30$0.00202.9%0.0%83.4%72.0%0.0%0.0%0.0%83217.0K-3841.13166.93N/AN/A910366123
2022-03-18$22.05$0.00273.1%42.1%85.2%100.0%0.0%0.0%-170.9%120221.2K-4221.96121.28N/AN/A510366123
2022-03-21$21.00$0.00203.5%35.0%84.9%70.5%0.0%0.0%-73.9%351181.4K-5261.38103.28N/AN/A79355122
2022-03-22$22.35$0.00106.9%22.4%86.4%29.6%0.0%0.0%-33.3%67219.3K-3772.2991.24N/AN/A49356118
2022-03-23$20.55$0.00131.1%32.2%90.8%39.8%141.4%0.0%13.8%154231.8K-1011.7687.63N/AN/A59357118
2022-03-24$21.00$37.50134.3%27.3%90.7%41.2%77.1%0.0%-24.4%155236.0K-1061.7992.28N/AN/A59357118
2022-03-25$20.10$37.50200.1%23.1%90.9%69.1%81.9%0.0%-99.8%142228.3K-1031.8589.31N/AN/A59358119
2022-03-28$21.30$37.50128.3%44.2%91.9%38.7%78.4%0.0%-32.1%127244.6K-900.5892.29N/AN/A53358119
2022-03-29$21.75$37.50162.4%19.8%91.7%53.1%0.0%0.0%-101.4%153246.6K-1170.5284.56N/AN/A53358119
2022-03-30$21.15$37.50174.9%32.4%88.4%58.4%80.7%0.0%-117.5%146240.3K-1050.4414.58N/AN/A73358119
2022-03-31$20.25$37.50172.6%32.3%89.5%57.4%85.8%0.0%-129.4%159231.0K-1060.4493.05N/AN/A73360119