FBIO Options History — September 2022

In September 2022, FBIO traded between $11.40 and $17.10. ATM implied volatility averaged 215.1%, placing in the 41.8% IV rank vs the trailing year. The 30-day expected move averaged 56.8%. IV traded above realized volatility by 154.1% (HV 20d: 61.0%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.32.

Notable Days

2022-09-26: Highest Volume — 14 contracts
2022-09-14: Largest IV spike — 70.2% change
2022-09-12: Highest IV Rank — 61.9%
2022-09-30: Largest Expected Move — 78.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$14.49	$11.40	$17.10	$15.30	$13.05
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	215.1%	110.8%	299.5%	199.9%	272.1%
Expected Move	56.8%	31.8%	78.0%	57.3%	78.0%
HV 20d	61.0%	49.9%	76.6%	69.6%	76.6%
HV 60d	73.8%	69.9%	78.3%	78.2%	76.6%
IV Rank	41.8%	17.4%	61.9%	38.4%	55.2%
IV Percentile	73.0%	42.1%	92.9%	70.6%	86.1%
Term Structure	-43.8%	-79.9%	-27.8%	-55.8%	-58.3%
VWIV	285.6%	146.5%	376.1%	313.8%	376.1%
Bid-Ask Spread %	66.13	7.14	113.51	7.14	73.13
Gamma HHI	0.98	0.55	1.00	1.00	0.55
Net GEX	6	0	24	6	13
Net DEX	4.9K	-3.8K	9.0K	6.5K	-3.8K
Net VEX	-11	-31	-3	-7	-31
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.32	0.00	1.16	0.00	0.35
Total Volume	4.905	0	14	0	12
Total OI	174.714	170	182	170	182

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
2022-09-01	$15.30	$37.50	199.9%	57.3%	69.6%	38.4%	0.0%	0.0%	-55.8%	6	6.5K	-7	0.00	7.14	N/A	N/A	0	0	165	5
2022-09-02	$15.90	$37.50	195.8%	56.1%	69.2%	37.4%	0.0%	0.0%	-79.9%	5	6.6K	-7	0.00	72.06	N/A	N/A	2	0	165	5
2022-09-06	$15.75	$37.50	204.6%	54.9%	69.0%	39.5%	313.8%	0.0%	-51.0%	0	7.1K	-3	0.45	95.71	N/A	N/A	4	2	167	5
2022-09-07	$16.35	$37.50	249.7%	52.3%	63.8%	50.2%	240.4%	0.0%	-27.8%	11	4.9K	-15	0.45	65.06	N/A	N/A	4	2	167	5
2022-09-08	$16.80	$37.50	269.7%	55.9%	54.0%	54.9%	0.0%	0.0%	-27.8%	6	4.2K	-12	0.83	113.51	N/A	N/A	1	1	167	5
2022-09-09	$17.10	$37.50	246.9%	53.8%	49.9%	49.5%	283.7%	0.0%	-28.1%	24	5.9K	-22	0.00	50.51	N/A	N/A	0	2	167	5
2022-09-12	$16.95	$37.50	299.5%	45.3%	49.9%	61.9%	0.0%	0.0%	-31.1%	13	6.8K	-24	0.00	93.35	N/A	N/A	0	0	167	6
2022-09-13	$16.20	$37.50	110.8%	31.8%	51.4%	17.4%	146.5%	0.0%	-33.8%	0	9.0K	-3	1.00	76.81	N/A	N/A	3	3	167	6
2022-09-14	$16.05	$37.50	188.7%	54.1%	51.4%	35.8%	0.0%	0.0%	-35.3%	18	6.4K	-25	0.00	104.56	N/A	N/A	0	0	168	6
2022-09-15	$15.15	$37.50	179.7%	51.5%	52.4%	33.6%	0.0%	0.0%	0.0%	8	654	-22	0.00	67.76	N/A	N/A	0	0	168	4
2022-09-16	$15.15	$37.50	182.3%	52.3%	52.4%	34.3%	292.1%	0.0%	-28.9%	16	3.4K	-24	1.16	60.51	N/A	N/A	2	3	168	4
2022-09-19	$14.70	$37.50	223.6%	64.1%	52.1%	43.7%	0.0%	0.0%	-33.1%	0	5.8K	-3	0.00	72.30	N/A	N/A	0	0	168	4
2022-09-20	$13.20	$37.50	187.5%	53.7%	58.9%	35.1%	0.0%	0.0%	-37.8%	0	5.2K	-3	0.00	28.82	N/A	N/A	0	0	168	4
2022-09-21	$13.35	$37.50	191.2%	54.8%	59.4%	35.9%	0.0%	0.0%	-38.8%	0	5.3K	-3	0.00	96.28	N/A	N/A	6	0	169	4
2022-09-22	$12.60	$37.50	231.2%	66.3%	60.2%	45.4%	0.0%	0.0%	-42.3%	0	5.0K	-3	0.00	83.25	N/A	N/A	2	0	174	4
2022-09-23	$11.70	$37.50	232.6%	66.7%	63.8%	45.8%	0.0%	0.0%	-46.8%	0	4.6K	-3	0.00	72.04	N/A	N/A	1	0	175	4
2022-09-26	$11.85	$37.50	262.0%	75.1%	61.6%	52.8%	324.8%	0.0%	-52.6%	0	4.6K	-3	0.30	14.01	N/A	N/A	11	3	175	4
2022-09-27	$11.40	$37.50	175.2%	50.2%	62.2%	32.2%	248.4%	0.0%	-56.4%	0	4.3K	-3	0.30	67.15	N/A	N/A	10	3	176	4
2022-09-28	$12.75	$37.50	163.2%	46.8%	76.6%	29.3%	303.6%	0.0%	-53.8%	0	4.9K	-3	0.30	62.15	N/A	N/A	10	3	176	4
2022-09-29	$12.90	$37.50	250.1%	71.7%	76.3%	49.9%	326.8%	0.0%	-56.1%	0	4.9K	-3	0.33	12.61	N/A	N/A	10	3	178	4
2022-09-30	$13.05	$37.50	272.1%	78.0%	76.6%	55.2%	376.1%	0.0%	-58.3%	13	-3.8K	-31	0.35	73.13	N/A	N/A	9	3	178	4