FBIO Options History — June 2022 In June 2022, FBIO traded between $11.85 and $15.75. ATM implied volatility averaged 290.1%, placing in the 65.3% IV rank vs the trailing year. The 30-day expected move averaged 82.5%. IV traded above realized volatility by 189.1% (HV 20d: 101.0%). 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 4 of 21 days. Put/call ratio averaged 0.57.
Notable Days 2022-06-02 : Highest Volume — 12 contracts2022-06-29 : Largest IV spike — 43.9% change2022-06-17 : Highest IV Rank — 94.5%2022-06-17 : Largest Expected Move — 115.7%Monthly Statistics Metric Avg Min Max Open Close Price $13.47 $11.85 $15.75 $11.85 $12.45 Max Pain $37.50 $37.50 $37.50 $37.50 $37.50 ATM IV 290.1% 202.5% 403.4% 306.9% 319.5% Expected Move 82.5% 58.1% 115.7% 88.0% 91.6% HV 20d 101.0% 92.3% 106.3% 98.0% 93.2% HV 60d 95.8% 93.3% 97.8% 93.3% 96.3% IV Rank 65.3% 42.7% 94.5% 69.6% 72.9% IV Percentile 94.2% 84.5% 99.6% 98.4% 96.0% Term Structure -56.9% -276.1% 278.7% -82.7% -84.6% VWIV 335.1% 187.3% 416.2% 413.5% 373.4% Bid-Ask Spread % 51.18 9.97 90.98 67.75 12.36 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 2 0 34 0 0 Net DEX 34.9K 30.7K 40.7K 30.7K 32.4K Net VEX -4 -26 -3 -3 -3 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.57 0.11 0.88 0.19 0.58 Total Volume 4.714 3 12 7 3 Total OI 214.619 210 217 210 217
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 2022-06-01 $11.85 $37.50 306.9% 88.0% 98.0% 69.6% 0.0% 0.0% -82.7% 0 30.7K -3 0.19 67.75 N/A N/A 6 1 184 26 2022-06-02 $12.30 $37.50 338.5% 93.2% 99.3% 77.8% 413.5% 0.0% -276.1% 0 31.8K -3 0.11 66.35 N/A N/A 11 1 184 26 2022-06-03 $13.35 $37.50 278.2% 58.4% 102.7% 62.2% 277.2% 0.0% -13.5% 0 34.5K -3 0.11 32.75 N/A N/A 10 1 187 26 2022-06-06 $13.95 $37.50 219.2% 74.8% 104.0% 47.0% 256.2% 0.0% -265.9% 0 36.1K -3 0.14 63.38 N/A N/A 10 1 188 26 2022-06-07 $15.30 $37.50 302.6% 85.2% 105.4% 68.5% 283.3% 0.0% -242.8% 34 37.2K -26 0.21 77.54 N/A N/A 7 1 188 26 2022-06-08 $15.75 $37.50 264.5% 75.8% 105.3% 58.7% 293.7% 0.0% -39.5% 0 40.7K -3 0.76 83.47 N/A N/A 2 1 188 26 2022-06-09 $15.15 $37.50 223.5% 64.1% 92.3% 48.1% 258.2% 0.0% -71.8% 0 39.4K -3 0.76 63.74 N/A N/A 2 1 188 26 2022-06-10 $13.35 $37.50 202.5% 58.1% 104.3% 42.7% 187.3% 0.0% -76.4% 0 34.7K -3 0.76 31.46 N/A N/A 2 1 188 26 2022-06-13 $14.40 $37.50 260.9% 74.8% 103.5% 57.8% 338.5% 0.0% -125.9% 0 37.1K -3 0.49 74.16 N/A N/A 3 1 188 26 2022-06-14 $14.10 $37.50 312.7% 89.7% 103.4% 71.1% 290.7% 0.0% -261.1% 0 36.5K -3 0.49 62.50 N/A N/A 3 1 189 26 2022-06-15 $14.10 $37.50 330.4% 94.7% 101.6% 75.7% 339.6% 0.0% -244.3% 0 36.4K -3 0.69 81.46 N/A N/A 2 1 189 26 2022-06-16 $12.90 $37.50 344.4% 98.7% 106.3% 79.3% 416.2% 0.0% 0.0% 0 33.5K -3 0.69 90.98 N/A N/A 2 1 189 26 2022-06-17 $12.90 $37.50 403.4% 115.7% 104.3% 94.5% 403.4% 0.0% 0.0% 0 33.5K -3 0.88 90.87 N/A N/A 2 1 189 26 2022-06-21 $12.45 $37.50 333.4% 95.6% 103.2% 76.5% 333.4% 0.0% -228.9% 0 32.1K -3 0.54 20.58 N/A N/A 2 1 188 26 2022-06-22 $13.05 $37.50 275.2% 78.9% 103.4% 61.4% 390.5% 0.0% 270.5% 0 34.1K -3 0.83 24.26 N/A N/A 2 1 189 26 2022-06-23 $13.80 $37.50 267.1% 76.6% 98.2% 59.4% 378.7% 0.0% 239.3% 0 36.1K -3 0.70 50.31 N/A N/A 2 1 190 26 2022-06-24 $13.35 $37.50 257.3% 73.8% 99.1% 56.8% 350.3% 0.0% 258.1% 0 34.8K -3 0.79 33.02 N/A N/A 2 1 191 26 2022-06-27 $12.90 $37.50 293.3% 84.1% 99.7% 66.1% 403.9% 0.0% 278.7% 0 33.6K -3 0.79 24.68 N/A N/A 2 1 191 26 2022-06-28 $12.45 $37.50 229.2% 65.7% 97.1% 49.6% 327.5% 0.0% 0.0% 0 32.4K -3 0.79 9.97 N/A N/A 2 1 191 26 2022-06-29 $13.05 $37.50 329.7% 94.5% 96.7% 75.5% 386.8% 0.0% -84.6% 0 34.0K -3 0.58 13.17 N/A N/A 2 1 191 26 2022-06-30 $12.45 $37.50 319.5% 91.6% 93.2% 72.9% 373.4% 0.0% 0.0% 0 32.4K -3 0.58 12.36 N/A N/A 2 1 191 26
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