FBIO Options History — October 2022

In October 2022, FBIO traded between $10.35 and $13.65. ATM implied volatility averaged 220.3%, placing in the 42.9% IV rank vs the trailing year. The 30-day expected move averaged 58.5%. IV traded above realized volatility by 146.7% (HV 20d: 73.5%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.99.

Notable Days

2022-10-24: Highest Volume — 11 contracts
2022-10-28: Largest IV spike — 71.4% change
2022-10-06: Highest IV Rank — 62.9%
2022-10-28: Largest Expected Move — 87.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.08	$10.35	$13.65	$12.75	$12.60
Max Pain	$37.50	$37.50	$37.50	$37.50	$37.50
ATM IV	220.3%	130.9%	304.6%	293.2%	224.9%
Expected Move	58.5%	35.6%	87.1%	84.1%	64.5%
HV 20d	73.5%	66.2%	80.3%	74.7%	70.8%
HV 60d	76.3%	70.5%	80.5%	76.4%	70.7%
IV Rank	42.9%	21.7%	62.9%	60.2%	44.0%
IV Percentile	68.7%	41.3%	93.7%	91.3%	72.6%
Term Structure	-37.5%	-73.3%	58.0%	-69.5%	-42.6%
VWIV	315.8%	173.7%	487.0%	401.5%	264.2%
Bid-Ask Spread %	77.37	14.19	126.83	84.18	56.67
Gamma HHI	0.81	0.55	1.00	0.65	0.68
Net GEX	3	0	24	21	0
Net DEX	3.8K	-2.9K	6.1K	-958	4.5K
Net VEX	-7	-37	-2	-37	-2
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.99	0.32	1.44	0.87	1.44
Total Volume	7.571	5	11	7	5
Total OI	165.667	117	184	182	123

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
2022-10-03	$12.75	$37.50	293.2%	84.1%	74.7%	60.2%	401.5%	0.0%	-69.5%	21	-958	-37	0.87	84.18	N/A	N/A	4	3	178	4
2022-10-04	$13.05	$37.50	302.3%	86.7%	75.7%	62.3%	370.8%	0.0%	-72.4%	0	4.9K	-3	0.79	27.82	N/A	N/A	5	4	178	4
2022-10-05	$13.65	$37.50	279.3%	80.1%	76.4%	56.9%	379.9%	0.0%	-73.3%	0	6.1K	-3	0.79	100.96	N/A	N/A	5	4	178	4
2022-10-06	$13.35	$37.50	304.6%	51.8%	75.3%	62.9%	246.8%	0.0%	-10.4%	15	-2.9K	-31	0.79	99.96	N/A	N/A	5	4	178	4
2022-10-07	$13.50	$37.50	279.6%	86.3%	75.0%	57.0%	487.0%	0.0%	-11.2%	0	6.0K	-3	0.74	98.64	N/A	N/A	5	4	178	4
2022-10-10	$12.90	$37.50	240.9%	35.6%	75.9%	47.8%	0.0%	0.0%	-29.8%	0	5.8K	-3	0.75	99.76	N/A	N/A	5	4	178	4
2022-10-11	$12.60	$37.50	251.7%	36.9%	75.1%	50.3%	0.0%	0.0%	-31.7%	0	5.6K	-3	0.75	32.23	N/A	N/A	5	4	180	4
2022-10-12	$12.45	$37.50	130.9%	37.5%	75.1%	21.7%	0.0%	0.0%	58.0%	0	5.6K	-3	0.75	113.24	N/A	N/A	5	4	180	4
2022-10-13	$11.70	$37.50	218.9%	62.7%	75.4%	42.5%	298.4%	0.0%	-19.4%	0	5.3K	-3	0.75	31.97	N/A	N/A	5	4	180	4
2022-10-14	$11.40	$37.50	235.4%	67.5%	75.4%	46.5%	326.5%	0.0%	-21.2%	0	5.1K	-3	1.10	98.85	N/A	N/A	3	4	180	4
2022-10-17	$11.70	$37.50	161.1%	46.2%	76.5%	28.8%	173.7%	0.0%	-25.5%	24	-2.3K	-36	1.10	20.85	N/A	N/A	3	4	180	4
2022-10-18	$11.40	$37.50	177.7%	50.9%	67.9%	32.8%	202.2%	0.0%	-45.0%	0	4.1K	-3	1.16	20.87	N/A	N/A	3	4	180	4
2022-10-19	$10.50	$37.50	188.4%	54.0%	72.4%	35.3%	210.5%	0.0%	-72.1%	0	3.8K	-3	0.93	14.19	N/A	N/A	4	4	180	4
2022-10-20	$10.50	$37.50	168.8%	48.4%	70.4%	30.6%	0.0%	0.0%	0.0%	0	3.8K	-3	1.06	91.11	N/A	N/A	4	4	180	4
2022-10-21	$10.35	$37.50	174.6%	50.1%	66.2%	32.0%	0.0%	0.0%	-51.3%	0	3.7K	-3	1.10	123.60	N/A	N/A	3	4	180	4
2022-10-24	$11.70	$37.50	168.0%	48.2%	80.3%	30.5%	0.0%	0.0%	-25.9%	0	4.1K	-2	0.32	122.10	N/A	N/A	8	3	113	4
2022-10-25	$12.00	$37.50	168.7%	48.4%	79.5%	30.6%	0.0%	0.0%	-54.2%	0	4.2K	-2	1.39	109.42	N/A	N/A	2	3	118	4
2022-10-26	$11.70	$37.50	175.2%	50.2%	68.7%	32.2%	0.0%	0.0%	-57.7%	0	4.1K	-2	1.39	126.83	N/A	N/A	2	3	119	4
2022-10-27	$11.85	$37.50	177.3%	50.8%	68.7%	32.7%	0.0%	0.0%	-59.9%	0	4.2K	-2	1.39	77.92	N/A	N/A	2	3	119	4
2022-10-28	$12.00	$37.50	303.9%	87.1%	68.7%	62.7%	428.5%	0.0%	-34.7%	0	4.3K	-2	1.44	73.57	N/A	N/A	2	3	119	4
2022-10-31	$12.60	$37.50	224.9%	64.5%	70.8%	44.0%	264.2%	0.0%	-42.6%	0	4.5K	-2	1.44	56.67	N/A	N/A	2	3	119	4