FBIO Options History — July 2022 In July 2022, FBIO traded between $12.15 and $15.30. ATM implied volatility averaged 222.0%, placing in the 45.0% IV rank vs the trailing year. The 30-day expected move averaged 61.9%. IV traded above realized volatility by 154.0% (HV 20d: 68.1%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.53.
Notable Days 2022-07-18 : Highest Volume — 69 contracts2022-07-11 : Largest IV spike — 66.4% change2022-07-11 : Highest IV Rank — 100.0%2022-07-07 : Largest Expected Move — 107.9%Monthly Statistics Metric Avg Min Max Open Close Price $13.49 $12.15 $15.30 $12.15 $12.90 Max Pain $37.50 $37.50 $37.50 $37.50 $37.50 ATM IV 222.0% 123.8% 461.0% 329.5% 168.8% Expected Move 61.9% 35.5% 107.9% 94.5% 48.4% HV 20d 68.1% 56.9% 92.7% 92.7% 57.3% HV 60d 89.5% 83.8% 95.6% 95.6% 84.1% IV Rank 45.0% 20.5% 100.0% 75.5% 31.1% IV Percentile 78.0% 59.5% 100.0% 96.0% 67.9% Term Structure 10.5% -381.8% 309.8% 68.2% 309.8% VWIV 374.1% 374.1% 374.1% 374.1% 374.1% Bid-Ask Spread % 93.62 13.21 120.07 13.21 63.38 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 0 0 0 0 0 Net DEX 18.5K 4.5K 35.7K 31.6K 5.9K Net VEX -2 -3 -1 -3 -2 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.01 1.12 0.58 0.52 Total Volume 6.8 2 69 3 5 Total OI 181.8 83 222 217 153
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 2022-07-01 $12.15 $37.50 329.5% 94.5% 92.7% 75.5% 374.1% 0.0% 0.0% 0 31.6K -3 0.58 13.21 N/A N/A 2 1 191 26 2022-07-05 $12.60 $0.00 275.2% 66.0% 88.6% 61.5% 0.0% 0.0% 68.2% 0 32.8K -3 0.23 88.08 N/A N/A 5 1 191 26 2022-07-06 $12.75 $0.00 262.1% 64.3% 87.1% 58.1% 0.0% 0.0% -83.0% 0 32.9K -3 0.63 106.72 N/A N/A 2 1 196 26 2022-07-07 $13.35 $0.00 267.5% 107.9% 81.6% 59.5% 0.0% 0.0% -381.8% 0 34.4K -3 0.66 106.72 N/A N/A 2 1 196 26 2022-07-08 $13.80 $0.00 277.0% 91.2% 81.9% 61.9% 0.0% 0.0% -376.0% 0 35.7K -3 1.06 104.52 N/A N/A 1 1 196 26 2022-07-11 $13.50 $0.00 461.0% 77.3% 81.2% 100.0% 0.0% 0.0% -174.2% 0 34.9K -3 1.12 106.90 N/A N/A 1 1 196 26 2022-07-12 $13.20 $0.00 229.4% 65.8% 68.0% 45.4% 0.0% 0.0% -122.9% 0 28.4K -3 0.49 104.52 N/A N/A 3 1 196 21 2022-07-13 $13.20 $0.00 178.9% 51.3% 61.8% 33.5% 0.0% 0.0% -70.3% 0 28.4K -3 0.61 104.00 N/A N/A 2 1 198 21 2022-07-14 $12.90 $0.00 295.2% 84.6% 61.9% 60.9% 0.0% 0.0% 0.0% 0 27.7K -3 0.66 106.72 N/A N/A 2 1 198 21 2022-07-15 $12.90 $0.00 287.1% 82.3% 61.9% 59.0% 0.0% 0.0% 117.1% 0 27.7K -3 0.51 110.19 N/A N/A 2 1 198 21 2022-07-18 $13.65 $0.00 149.8% 42.9% 56.9% 26.6% 0.0% 0.0% 264.1% 0 4.5K -1 0.01 84.38 N/A N/A 69 0 80 3 2022-07-19 $14.55 $0.00 214.7% 61.5% 60.8% 41.9% 0.0% 0.0% -13.3% 0 4.8K -2 0.26 85.62 N/A N/A 2 0 144 3 2022-07-20 $15.00 $0.00 123.8% 35.5% 59.3% 20.5% 0.0% 0.0% 225.6% 0 4.9K -2 0.17 87.30 N/A N/A 3 0 144 3 2022-07-21 $15.30 $0.00 155.8% 44.7% 57.8% 28.0% 0.0% 0.0% 220.3% 0 5.0K -2 0.31 84.20 N/A N/A 3 1 145 3 2022-07-22 $14.40 $37.50 133.2% 38.2% 59.8% 22.7% 0.0% 0.0% -17.2% 0 5.2K -2 0.33 98.37 N/A N/A 4 1 146 4 2022-07-25 $13.65 $37.50 148.5% 42.6% 61.8% 26.3% 0.0% 0.0% -22.9% 0 6.2K -2 0.60 100.33 N/A N/A 2 1 148 5 2022-07-26 $13.20 $37.50 167.0% 47.9% 61.7% 30.6% 0.0% 0.0% -25.5% 0 6.0K -2 0.55 83.43 N/A N/A 3 1 148 5 2022-07-27 $13.50 $37.50 155.8% 44.7% 60.6% 28.0% 0.0% 0.0% 240.5% 0 6.1K -2 0.55 120.07 N/A N/A 3 1 148 5 2022-07-28 $13.35 $37.50 160.1% 45.9% 58.6% 29.0% 0.0% 0.0% 30.3% 0 6.1K -2 0.68 113.73 N/A N/A 3 2 148 5 2022-07-29 $12.90 $37.50 168.8% 48.4% 57.3% 31.1% 0.0% 0.0% 309.8% 0 5.9K -2 0.52 63.38 N/A N/A 3 2 148 5
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