FBIO Options History — May 2022

In May 2022, FBIO traded between $12.00 and $15.30. ATM implied volatility averaged 256.4%, placing in the 56.6% IV rank vs the trailing year. The 30-day expected move averaged 67.9%. IV traded above realized volatility by 158.8% (HV 20d: 97.6%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.05.

Notable Days

2022-05-17: Highest Volume — 12 contracts
2022-05-05: Largest IV spike — 77.3% change
2022-05-06: Highest IV Rank — 87.3%
2022-05-13: Largest Expected Move — 94.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.51	$12.00	$15.30	$15.15	$12.90
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	256.4%	166.6%	375.3%	224.7%	284.0%
Expected Move	67.9%	47.7%	94.9%	64.4%	81.4%
HV 20d	97.6%	86.6%	105.0%	100.5%	94.2%
HV 60d	88.6%	83.1%	93.5%	83.4%	92.2%
IV Rank	56.6%	33.4%	87.3%	48.4%	63.7%
IV Percentile	95.4%	86.1%	99.6%	98.8%	97.6%
Term Structure	-38.2%	-73.5%	92.8%	-16.2%	-72.4%
VWIV	206.1%	165.8%	367.9%	233.0%	367.9%
Bid-Ask Spread %	90.38	17.48	105.85	89.90	104.53
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	0	0	3	0	3
Net DEX	56.9K	33.0K	65.5K	64.8K	33.0K
Net VEX	-4	-6	-3	-4	-6
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.05	0.19	2.22	1.39	0.19
Total Volume	5.762	3	12	5	7
Total OI	231.429	206	238	235	206

Daily Data (21 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
2022-05-02	$15.15	$37.50	224.7%	64.4%	100.5%	48.4%	0.0%	0.0%	-16.2%	0	64.8K	-4	1.39	89.90	N/A	N/A	2	3	192	43
2022-05-03	$15.15	$37.50	274.7%	78.7%	99.8%	61.3%	0.0%	0.0%	-39.3%	0	64.8K	-4	1.48	105.58	N/A	N/A	2	3	192	43
2022-05-04	$15.30	$37.50	166.6%	47.7%	97.4%	33.4%	0.0%	0.0%	92.8%	0	65.5K	-4	0.85	100.32	N/A	N/A	4	3	192	43
2022-05-05	$14.40	$37.50	295.4%	53.1%	95.7%	66.7%	233.0%	0.0%	-50.7%	0	61.9K	-4	1.44	74.46	N/A	N/A	2	3	194	43
2022-05-06	$14.55	$37.50	375.3%	56.6%	96.0%	87.3%	235.2%	0.0%	-51.7%	0	62.0K	-4	1.00	105.85	N/A	N/A	3	3	195	43
2022-05-09	$13.50	$37.50	277.1%	75.4%	94.6%	61.9%	170.8%	0.0%	-58.5%	0	58.0K	-4	1.00	89.83	N/A	N/A	3	3	194	43
2022-05-10	$13.95	$37.50	282.3%	50.3%	86.6%	63.3%	178.7%	0.0%	-58.3%	0	59.9K	-4	1.92	86.36	N/A	N/A	2	3	194	43
2022-05-11	$12.15	$37.50	290.9%	83.4%	95.5%	65.5%	204.4%	0.0%	-40.5%	0	52.2K	-4	0.51	17.48	N/A	N/A	5	2	194	43
2022-05-12	$12.00	$37.50	261.2%	74.9%	95.3%	57.8%	197.7%	0.0%	-69.9%	0	51.1K	-4	0.50	86.95	N/A	N/A	5	2	195	43
2022-05-13	$13.05	$37.50	331.0%	94.9%	99.7%	75.8%	186.5%	0.0%	-66.7%	0	55.8K	-4	0.54	96.47	N/A	N/A	5	3	195	43
2022-05-16	$12.75	$37.50	249.4%	71.5%	99.6%	54.8%	198.3%	0.0%	-73.5%	0	54.7K	-4	2.00	94.41	N/A	N/A	1	3	195	43
2022-05-17	$13.50	$37.50	216.7%	62.1%	99.8%	46.4%	192.0%	0.0%	-72.1%	0	57.9K	-4	0.30	95.08	N/A	N/A	9	3	195	43
2022-05-18	$13.20	$37.50	180.2%	51.6%	99.6%	36.9%	171.6%	0.0%	-48.2%	0	56.6K	-3	0.30	94.93	N/A	N/A	9	3	189	43
2022-05-19	$13.95	$37.50	175.0%	50.2%	97.4%	35.6%	165.8%	0.0%	-47.5%	0	60.0K	-3	2.22	91.07	N/A	N/A	1	3	189	43
2022-05-20	$13.20	$37.50	200.2%	57.4%	97.6%	42.1%	177.0%	0.0%	-51.9%	0	56.8K	-3	2.22	89.78	N/A	N/A	1	3	189	43
2022-05-23	$13.80	$37.50	236.4%	67.8%	99.4%	51.4%	0.0%	0.0%	-22.6%	0	58.9K	-3	1.12	92.23	N/A	N/A	2	2	180	43
2022-05-24	$12.45	$37.50	252.5%	72.4%	105.0%	55.6%	0.0%	0.0%	-26.5%	0	53.6K	-3	1.54	93.07	N/A	N/A	2	2	180	43
2022-05-25	$12.45	$37.50	257.7%	73.9%	104.5%	56.9%	0.0%	0.0%	-28.9%	0	53.2K	-3	0.49	98.30	N/A	N/A	2	1	180	43
2022-05-26	$12.75	$37.50	280.3%	80.4%	93.8%	62.8%	367.9%	0.0%	31.8%	0	54.7K	-3	0.49	95.18	N/A	N/A	2	1	180	43
2022-05-27	$13.65	$37.50	272.7%	78.2%	96.7%	60.8%	0.0%	0.0%	-31.1%	0	58.5K	-3	0.49	96.19	N/A	N/A	2	1	180	43
2022-05-31	$12.90	$37.50	284.0%	81.4%	94.2%	63.7%	0.0%	0.0%	-72.4%	3	33.0K	-6	0.19	104.53	N/A	N/A	6	1	180	26