FBIO Options History — April 2022

In April 2022, FBIO traded between $15.30 and $22.50. ATM implied volatility averaged 206.9%, placing in the 52.5% IV rank vs the trailing year. The 30-day expected move averaged 44.7%. IV traded above realized volatility by 117.4% (HV 20d: 89.5%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.42.

Notable Days

2022-04-11: Highest Volume — 33 contracts
2022-04-18: Largest IV spike — 126.7% change
2022-04-11: Highest IV Rank — 100.0%
2022-04-27: Largest Expected Move — 64.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.70	$15.30	$22.50	$21.00	$16.50
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	206.9%	98.6%	424.5%	186.7%	212.8%
Expected Move	44.7%	25.1%	64.4%	27.6%	61.0%
HV 20d	89.5%	82.2%	98.7%	83.7%	98.7%
HV 60d	78.6%	72.0%	82.4%	72.0%	82.4%
IV Rank	52.5%	15.9%	100.0%	63.4%	45.3%
IV Percentile	93.4%	64.7%	100.0%	94.4%	96.0%
Term Structure	-1.1%	-131.7%	89.6%	-131.7%	89.6%
VWIV	114.0%	83.0%	181.0%	83.1%	119.5%
Bid-Ask Spread %	81.48	5.13	101.45	96.41	100.53
Gamma HHI	0.94	0.77	1.00	0.79	1.00
Net GEX	55	0	227	168	0
Net DEX	146.8K	65.5K	245.5K	238.6K	70.6K
Net VEX	-55	-412	-3	-115	-3
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.42	0.00	1.44	0.69	0.61
Total Volume	12.85	0	33	8	8
Total OI	363.65	225	526	479	232

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
2022-04-01	$21.00	$37.50	186.7%	27.6%	83.7%	63.4%	83.1%	0.0%	-131.7%	168	238.6K	-115	0.69	96.41	N/A	N/A	5	3	360	119
2022-04-04	$21.45	$37.50	217.2%	25.1%	82.2%	76.3%	83.0%	0.0%	50.9%	177	245.5K	-114	0.48	87.48	N/A	N/A	7	3	361	120
2022-04-05	$22.50	$37.50	187.3%	35.2%	83.6%	63.7%	127.8%	0.0%	-43.3%	116	218.4K	-412	0.25	65.51	N/A	N/A	13	3	363	120
2022-04-06	$20.70	$37.50	178.7%	55.2%	84.7%	60.0%	181.0%	0.0%	-78.1%	216	233.8K	-137	0.15	89.44	N/A	N/A	19	3	367	120
2022-04-07	$20.70	$37.50	191.1%	33.2%	84.7%	65.2%	90.4%	0.0%	13.0%	227	233.4K	-131	0.15	87.48	N/A	N/A	19	3	369	120
2022-04-08	$18.90	$37.50	222.1%	29.7%	88.9%	78.4%	101.9%	0.0%	15.6%	204	213.6K	-123	0.25	86.39	N/A	N/A	19	5	369	120
2022-04-11	$16.65	$37.50	371.5%	35.4%	95.0%	100.0%	121.3%	0.0%	8.6%	0	202.8K	-7	0.09	84.51	N/A	N/A	30	3	370	122
2022-04-12	$17.40	$37.50	424.5%	34.1%	96.7%	100.0%	117.9%	0.0%	14.1%	0	209.9K	-8	0.20	83.83	N/A	N/A	14	3	394	121
2022-04-13	$17.40	$37.50	173.7%	49.8%	94.8%	35.2%	119.5%	0.0%	10.4%	0	209.9K	-8	0.20	88.53	N/A	N/A	14	3	400	121
2022-04-14	$16.20	$37.50	98.6%	28.3%	90.7%	15.9%	0.0%	0.0%	0.0%	0	196.2K	-8	0.34	5.13	N/A	N/A	8	3	405	121
2022-04-18	$15.75	$37.50	223.6%	64.1%	89.0%	48.1%	0.0%	0.0%	-31.0%	0	79.8K	-3	0.51	101.45	N/A	N/A	4	2	179	51
2022-04-19	$16.65	$37.50	165.6%	47.5%	91.7%	33.2%	0.0%	0.0%	19.8%	0	84.4K	-3	0.70	78.45	N/A	N/A	3	2	179	51
2022-04-20	$16.80	$37.50	159.0%	45.6%	87.9%	31.5%	0.0%	0.0%	19.0%	0	85.2K	-3	1.29	98.88	N/A	N/A	2	2	181	51
2022-04-21	$15.30	$37.50	177.6%	50.9%	88.9%	36.3%	0.0%	0.0%	19.3%	0	67.5K	-3	0.22	99.65	N/A	N/A	10	2	181	44
2022-04-22	$15.90	$37.50	137.5%	39.4%	90.0%	25.9%	0.0%	0.0%	18.0%	0	69.8K	-3	0.22	72.48	N/A	N/A	10	2	189	44
2022-04-25	$15.75	$37.50	144.8%	41.5%	89.3%	27.8%	0.0%	0.0%	-19.5%	0	69.5K	-3	0.32	15.40	N/A	N/A	10	3	189	44
2022-04-26	$15.30	$37.50	219.2%	62.8%	85.5%	47.0%	0.0%	0.0%	13.7%	0	65.5K	-3	0.35	90.55	N/A	N/A	9	3	189	43
2022-04-27	$15.60	$37.50	224.6%	64.4%	85.4%	48.4%	0.0%	0.0%	-4.8%	0	66.8K	-3	0.00	100.82	N/A	N/A	0	0	189	43
2022-04-28	$17.55	$37.50	221.9%	63.6%	97.7%	47.7%	0.0%	0.0%	-5.1%	0	75.1K	-3	1.44	96.64	N/A	N/A	2	3	189	43
2022-04-29	$16.50	$37.50	212.8%	61.0%	98.7%	45.3%	0.0%	0.0%	89.6%	0	70.6K	-3	0.61	100.53	N/A	N/A	5	3	189	43