FBIO Options History — November 2022 In November 2022, FBIO traded between $9.75 and $13.35. ATM implied volatility averaged 229.6%, placing in the 44.9% IV rank vs the trailing year. The 30-day expected move averaged 55.4%. IV traded above realized volatility by 156.5% (HV 20d: 73.2%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.23.
Notable Days 2022-11-14 : Highest Volume — 20 contracts2022-11-21 : Largest IV spike — 70.9% change2022-11-08 : Highest IV Rank — 77.1%2022-11-02 : Largest Expected Move — 89.1%Monthly Statistics Metric Avg Min Max Open Close Price $11.88 $9.75 $13.35 $13.35 $10.20 Max Pain $37.50 $37.50 $37.50 $37.50 $37.50 ATM IV 229.6% 138.0% 364.7% 302.8% 233.4% Expected Move 55.4% 37.4% 89.1% 86.8% 66.9% HV 20d 73.2% 63.6% 80.9% 73.4% 66.9% HV 60d 69.4% 67.5% 71.9% 71.9% 71.6% IV Rank 44.9% 23.3% 77.1% 62.5% 44.9% IV Percentile 66.1% 35.3% 98.0% 92.5% 71.4% Term Structure -47.5% -102.9% 164.1% -44.5% -102.9% VWIV 330.7% 144.3% 425.5% 422.2% 144.3% Bid-Ask Spread % 102.39 36.48 130.59 84.29 71.15 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 0 0 0 0 0 Net DEX 3.9K 2.5K 4.7K 4.7K 2.7K Net VEX -2 -2 -2 -2 -2 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.23 0.00 0.71 0.40 0.00 Total Volume 11.857 0 20 10 0 Total OI 131.238 123 138 123 131
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 2022-11-01 $13.35 $37.50 302.8% 86.8% 73.4% 62.5% 422.2% 0.0% -44.5% 0 4.7K -2 0.40 84.29 N/A N/A 7 3 119 4 2022-11-02 $12.75 $37.50 310.7% 89.1% 73.3% 64.3% 425.5% 0.0% -77.9% 0 4.5K -2 0.41 74.49 N/A N/A 6 3 122 4 2022-11-03 $13.05 $37.50 321.6% 41.4% 73.5% 66.9% 144.3% 0.0% -57.6% 0 4.6K -2 0.41 120.54 N/A N/A 6 3 122 4 2022-11-04 $12.00 $37.50 328.9% 54.9% 78.9% 68.7% 0.0% 0.0% -33.4% 0 4.2K -2 0.20 90.88 N/A N/A 13 3 122 4 2022-11-07 $12.15 $37.50 349.7% 37.4% 77.7% 73.6% 0.0% 0.0% -35.9% 0 4.3K -2 0.20 102.08 N/A N/A 13 3 128 4 2022-11-08 $11.85 $37.50 364.7% 38.7% 77.8% 77.1% 0.0% 0.0% 164.1% 0 4.2K -2 0.20 122.73 N/A N/A 13 3 128 4 2022-11-09 $11.25 $37.50 142.3% 40.8% 79.7% 24.3% 0.0% 0.0% -40.5% 0 4.0K -2 0.20 118.53 N/A N/A 13 3 128 4 2022-11-10 $11.40 $37.50 143.6% 41.2% 77.0% 24.7% 0.0% 0.0% -41.6% 0 4.0K -2 0.20 124.42 N/A N/A 13 3 128 4 2022-11-11 $12.15 $37.50 138.0% 39.6% 79.7% 23.3% 0.0% 0.0% -40.6% 0 4.3K -2 0.30 103.16 N/A N/A 9 3 128 4 2022-11-14 $12.75 $37.50 234.0% 67.1% 80.9% 46.1% 0.0% 0.0% -43.0% 0 4.5K -2 0.15 122.46 N/A N/A 17 3 128 4 2022-11-15 $12.90 $37.50 211.8% 60.7% 80.1% 40.9% 0.0% 0.0% -43.9% 0 4.6K -2 0.15 97.76 N/A N/A 17 3 134 4 2022-11-16 $13.05 $37.50 140.7% 40.3% 73.0% 24.0% 0.0% 0.0% -45.3% 0 4.6K -2 0.15 126.37 N/A N/A 17 3 134 4 2022-11-17 $12.60 $37.50 146.8% 42.1% 74.8% 25.4% 0.0% 0.0% -48.2% 0 4.5K -2 0.15 110.24 N/A N/A 17 3 134 4 2022-11-18 $12.15 $37.50 153.6% 44.0% 76.1% 27.0% 0.0% 0.0% -51.4% 0 4.3K -2 0.15 130.59 N/A N/A 17 3 134 4 2022-11-21 $11.85 $37.50 262.4% 75.2% 63.6% 52.9% 0.0% 0.0% -59.5% 0 3.4K -2 0.19 115.74 N/A N/A 10 2 126 3 2022-11-22 $11.40 $37.50 175.7% 50.4% 64.4% 32.3% 0.0% 0.0% -63.9% 0 3.3K -2 0.19 86.55 N/A N/A 10 2 126 3 2022-11-23 $11.25 $37.50 221.1% 63.4% 63.9% 43.1% 0.0% 0.0% -67.4% 0 2.9K -2 0.71 91.89 N/A N/A 3 2 126 3 2022-11-25 $11.25 $37.50 188.7% 54.1% 63.7% 35.4% 0.0% 0.0% -73.2% 0 2.9K -2 0.00 36.48 N/A N/A 0 0 128 3 2022-11-28 $10.35 $37.50 217.7% 62.4% 69.5% 41.1% 0.0% 0.0% -91.1% 0 2.7K -2 0.00 114.78 N/A N/A 0 0 128 3 2022-11-29 $9.75 $37.50 233.9% 67.1% 68.5% 45.0% 0.0% 0.0% -100.4% 0 2.5K -2 0.00 105.03 N/A N/A 0 0 128 3 2022-11-30 $10.20 $37.50 233.4% 66.9% 66.9% 44.9% 0.0% 0.0% -102.9% 0 2.7K -2 0.00 71.15 N/A N/A 0 0 128 3
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