FBIO Options History — January 2023

In January 2023, FBIO traded between $9.75 and $16.20. ATM implied volatility averaged 220.7%, placing in the 40.8% IV rank vs the trailing year. The 30-day expected move averaged 58.4%. IV traded above realized volatility by 107.3% (HV 20d: 113.4%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-01-23: Highest Volume — 72 contracts
  • 2023-01-19: Largest IV spike — 114.8% change
  • 2023-01-06: Highest IV Rank — 72.7%
  • 2023-01-19: Largest Expected Move — 84.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.21$9.75$16.20$9.75$13.65
Max Pain$37.50$37.50$37.50$37.50$37.50
ATM IV220.7%135.3%349.5%233.9%205.5%
Expected Move58.4%38.8%84.3%67.1%58.9%
HV 20d113.4%98.0%126.5%105.4%98.0%
HV 60d89.9%82.3%95.0%82.3%92.0%
IV Rank40.8%20.2%72.7%44.3%36.4%
IV Percentile56.5%18.7%97.2%67.5%51.6%
Term Structure38.7%-91.9%283.1%-56.6%-69.3%
Bid-Ask Spread %81.328.70113.8070.7383.43
Gamma HHI0.990.871.001.001.00
Net GEX204100
Net DEX720-22.1K3.1K1.9K910
Net VEX-4-51-1-2-2
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume5.407202
Total OI126.746150131122

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-01-03$9.75$37.50233.9%67.1%105.4%44.3%0.0%0.0%-56.6%01.9K-20.0070.73N/AN/A001292
2023-01-04$10.35$37.50230.9%66.2%104.2%43.6%0.0%0.0%-91.9%02.1K-20.0077.15N/AN/A001292
2023-01-05$10.35$0.00238.5%64.7%101.9%45.5%0.0%0.0%-51.4%02.1K-20.0094.06N/AN/A001292
2023-01-06$11.70$0.00349.5%54.8%110.5%72.7%0.0%0.0%-28.8%02.3K-20.00101.43N/AN/A001302
2023-01-09$12.30$0.00257.2%53.8%110.0%50.1%0.0%0.0%283.1%41-22.1K-510.0095.58N/AN/A001302
2023-01-10$12.00$0.00260.7%47.2%110.3%50.9%0.0%0.0%116.7%02.3K-20.0093.46N/AN/A001302
2023-01-11$12.00$0.00135.3%38.8%110.1%20.2%0.0%0.0%-34.2%02.3K-20.00103.89N/AN/A101302
2023-01-12$11.70$0.00140.0%40.1%109.9%21.3%0.0%0.0%-36.2%02.3K-20.00102.11N/AN/A001302
2023-01-13$12.90$0.00175.8%50.4%112.2%30.1%0.0%0.0%-34.8%02.5K-20.0038.65N/AN/A001302
2023-01-17$15.60$37.50268.5%77.0%126.5%52.8%0.0%0.0%-34.4%03.0K-20.00108.40N/AN/A1401312
2023-01-18$16.20$37.50136.9%39.2%121.5%20.5%0.0%0.0%34.4%03.1K-20.0036.91N/AN/A701432
2023-01-19$16.20$37.50293.9%84.3%120.7%59.1%0.0%0.0%0.0%03.1K-20.00113.80N/AN/A401472
2023-01-20$15.60$37.50267.4%76.6%122.0%52.5%0.0%0.0%-36.3%03.0K-20.0038.39N/AN/A401482
2023-01-23$14.70$37.50214.4%61.5%125.2%38.7%0.0%0.0%-43.5%0980-10.0095.85N/AN/A720451
2023-01-24$14.10$37.50257.4%73.8%120.6%49.3%0.0%0.0%0.0%0940-20.0097.08N/AN/A001191
2023-01-25$13.80$37.50192.9%55.3%121.4%33.3%0.0%0.0%268.1%0920-20.0094.41N/AN/A201191
2023-01-26$13.50$37.50161.1%46.2%120.5%25.4%0.0%0.0%281.4%0900-20.0082.83N/AN/A201191
2023-01-27$13.80$37.50159.8%45.8%116.1%25.1%0.0%0.0%269.6%0920-20.0089.58N/AN/A001211
2023-01-30$13.95$37.50234.1%67.1%100.9%43.6%0.0%0.0%-39.3%0930-20.008.70N/AN/A001211
2023-01-31$13.65$37.50205.5%58.9%98.0%36.4%0.0%0.0%-69.3%0910-20.0083.43N/AN/A201211