FBIO Options History — August 2022

In August 2022, FBIO traded between $13.20 and $19.20. ATM implied volatility averaged 186.6%, placing in the 35.3% IV rank vs the trailing year. The 30-day expected move averaged 51.8%. IV traded above realized volatility by 99.0% (HV 20d: 87.6%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 4 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.14.

Notable Days

2022-08-04: Highest Volume — 61 contracts
2022-08-23: Largest IV spike — 107.0% change
2022-08-03: Highest IV Rank — 65.7%
2022-08-03: Largest Expected Move — 90.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$16.60	$13.20	$19.20	$13.20	$15.30
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	186.6%	114.3%	315.6%	178.7%	166.4%
Expected Move	51.8%	32.8%	90.5%	51.2%	47.7%
HV 20d	87.6%	55.6%	96.0%	56.9%	84.9%
HV 60d	85.5%	80.4%	90.1%	84.2%	80.4%
IV Rank	35.3%	18.2%	65.7%	33.4%	30.5%
IV Percentile	69.0%	50.8%	94.8%	71.4%	61.9%
Term Structure	-22.3%	-93.1%	62.6%	1.8%	51.7%
VWIV	179.4%	107.8%	234.4%	234.4%	107.8%
Bid-Ask Spread %	65.99	5.28	122.17	109.24	72.46
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	32	0	727	0	3
Net DEX	4.7K	-62.8K	11.2K	6.0K	6.6K
Net VEX	-23	-454	-2	-2	-5
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.14	0.00	0.60	0.57	0.60
Total Volume	6.304	0	61	5	5
Total OI	188.565	154	220	154	170

Daily Data (23 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
2022-08-01	$13.20	$37.50	178.7%	51.2%	56.9%	33.4%	0.0%	0.0%	1.8%	0	6.0K	-2	0.57	109.24	N/A	N/A	3	2	149	5
2022-08-02	$13.20	$37.50	185.1%	53.1%	55.6%	34.9%	0.0%	0.0%	-71.5%	0	6.0K	-2	0.57	114.53	N/A	N/A	3	2	150	5
2022-08-03	$15.00	$37.50	315.6%	90.5%	71.3%	65.7%	0.0%	0.0%	-67.6%	0	6.8K	-2	0.57	122.17	N/A	N/A	3	2	150	5
2022-08-04	$17.10	$0.00	182.1%	46.3%	82.8%	34.2%	0.0%	0.0%	62.6%	0	7.8K	-2	0.03	95.06	N/A	N/A	59	2	150	5
2022-08-05	$17.85	$0.00	229.4%	58.0%	83.2%	45.4%	234.4%	0.0%	-63.6%	0	8.1K	-3	0.06	74.82	N/A	N/A	27	2	200	5
2022-08-08	$18.00	$37.50	238.8%	67.4%	82.2%	47.6%	196.1%	0.0%	-93.1%	0	8.2K	-3	0.13	14.45	N/A	N/A	13	2	207	5
2022-08-09	$16.50	$37.50	218.8%	38.0%	88.9%	42.9%	0.0%	0.0%	41.9%	0	7.5K	-3	0.00	17.48	N/A	N/A	5	0	207	5
2022-08-10	$18.15	$37.50	150.1%	43.0%	93.6%	26.6%	0.0%	0.0%	38.5%	0	8.2K	-3	0.00	5.28	N/A	N/A	0	0	209	5
2022-08-11	$19.20	$37.50	114.3%	32.8%	93.5%	18.2%	107.8%	0.0%	45.2%	727	-62.8K	-454	0.00	16.14	N/A	N/A	1	0	209	5
2022-08-12	$19.20	$37.50	207.2%	59.4%	93.5%	40.1%	0.0%	0.0%	4.4%	0	8.7K	-3	0.00	103.14	N/A	N/A	4	0	209	5
2022-08-15	$18.75	$37.50	118.5%	34.0%	93.7%	19.2%	0.0%	0.0%	-23.0%	0	8.5K	-3	0.23	91.55	N/A	N/A	6	1	210	5
2022-08-16	$18.60	$37.50	129.6%	37.1%	92.3%	21.8%	0.0%	0.0%	-38.1%	0	11.2K	-3	0.00	59.60	N/A	N/A	1	0	214	6
2022-08-17	$17.70	$37.50	234.6%	67.3%	94.5%	46.6%	0.0%	0.0%	-27.3%	0	10.6K	-3	0.00	111.11	N/A	N/A	1	0	213	6
2022-08-18	$17.70	$37.50	127.9%	36.7%	94.4%	21.4%	0.0%	0.0%	-43.2%	0	9.6K	-3	0.00	96.46	N/A	N/A	0	0	213	5
2022-08-19	$17.10	$37.50	231.1%	66.3%	92.4%	45.8%	0.0%	0.0%	-46.6%	0	9.2K	-3	0.00	91.63	N/A	N/A	0	0	213	5
2022-08-22	$15.90	$37.50	146.8%	42.1%	94.3%	25.9%	0.0%	0.0%	-26.0%	0	7.2K	-3	0.00	38.36	N/A	N/A	0	0	164	5
2022-08-23	$15.75	$37.50	303.9%	87.1%	93.3%	62.9%	0.0%	0.0%	-48.0%	0	7.1K	-3	0.00	47.67	N/A	N/A	0	0	164	5
2022-08-24	$16.20	$37.50	155.4%	44.6%	93.5%	27.9%	0.0%	0.0%	-48.7%	0	7.3K	-3	0.00	8.68	N/A	N/A	1	0	164	5
2022-08-25	$16.20	$37.50	144.8%	41.5%	93.2%	25.4%	0.0%	0.0%	-31.1%	2	7.2K	-4	0.00	82.72	N/A	N/A	0	0	165	5
2022-08-26	$15.15	$37.50	151.4%	43.4%	96.0%	27.0%	0.0%	0.0%	-57.0%	0	6.9K	-3	0.00	29.27	N/A	N/A	0	0	165	5
2022-08-29	$15.15	$37.50	196.5%	56.3%	95.8%	37.6%	0.0%	0.0%	-44.6%	2	6.5K	-4	0.00	13.29	N/A	N/A	0	0	165	5
2022-08-30	$15.00	$37.50	164.6%	47.2%	96.0%	30.1%	0.0%	0.0%	-29.7%	0	6.8K	-3	0.00	102.66	N/A	N/A	0	0	165	5
2022-08-31	$15.30	$37.50	166.4%	47.7%	84.9%	30.5%	0.0%	0.0%	51.7%	3	6.6K	-5	0.60	72.46	N/A	N/A	3	2	165	5