FBIO Options History — February 2023 In February 2023, FBIO traded between $9.75 and $13.50. ATM implied volatility averaged 215.5%, placing in the 37.2% IV rank vs the trailing year. The 30-day expected move averaged 57.3%. IV traded above realized volatility by 136.4% (HV 20d: 79.1%). Max pain ranged from $37.50 to $37.50. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.45.
Notable Days 2023-02-27 : Highest Volume — 172 contracts2023-02-06 : Largest IV spike — 67.8% change2023-02-06 : Highest IV Rank — 72.4%2023-02-15 : Largest Expected Move — 88.4%Monthly Statistics Metric Avg Min Max Open Close Price $11.32 $9.75 $13.50 $13.50 $11.55 Max Pain $37.50 $37.50 $37.50 $37.50 $37.50 ATM IV 215.5% 143.0% 351.7% 278.8% 206.3% Expected Move 57.3% 34.6% 88.4% 79.9% 59.1% HV 20d 79.1% 45.0% 99.2% 98.4% 85.5% HV 60d 92.6% 90.0% 97.0% 91.9% 96.8% IV Rank 37.2% 19.8% 72.4% 54.1% 34.3% IV Percentile 50.6% 15.9% 97.6% 81.7% 48.4% Term Structure -28.7% -82.0% 64.7% -10.0% -61.2% VWIV 282.2% 242.0% 322.4% 322.4% 242.0% Bid-Ask Spread % 78.72 15.02 117.21 85.64 73.13 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 0 0 0 0 0 Net DEX 1.5K 880 1.7K 900 1.6K Net VEX -2 -3 -2 -2 -3 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.45 0.00 5.00 0.00 0.00 Total Volume 13.211 0 172 1 47 Total OI 139.053 123 212 123 212
Daily Data (19 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 2023-02-01 $13.50 $37.50 278.8% 79.9% 98.4% 54.1% 0.0% 0.0% 0.0% 0 900 -2 0.00 85.64 N/A N/A 1 0 122 1 2023-02-02 $13.20 $0.00 196.6% 42.9% 97.9% 33.3% 0.0% 0.0% -10.0% 0 880 -2 5.00 99.90 N/A N/A 0 1 129 1 2023-02-03 $12.75 $0.00 209.6% 34.6% 99.2% 36.6% 0.0% 0.0% -11.0% 0 1.7K -2 0.00 108.79 N/A N/A 0 0 129 1 2023-02-06 $12.45 $0.00 351.7% 53.9% 90.5% 72.4% 0.0% 0.0% -13.7% 0 1.7K -2 0.00 98.97 N/A N/A 0 0 131 1 2023-02-07 $12.15 $37.50 258.1% 61.5% 89.2% 48.8% 0.0% 0.0% -14.8% 0 1.6K -2 0.00 47.16 N/A N/A 0 0 132 1 2023-02-08 $11.25 $37.50 145.3% 41.7% 92.9% 20.4% 0.0% 0.0% -16.7% 0 1.5K -2 0.00 15.02 N/A N/A 7 0 132 1 2023-02-09 $11.40 $37.50 143.0% 41.0% 93.1% 19.8% 322.4% 0.0% -17.7% 0 1.5K -2 0.02 105.55 N/A N/A 7 0 137 1 2023-02-10 $11.25 $37.50 194.2% 55.7% 92.8% 32.7% 242.0% 0.0% -19.0% 0 1.6K -2 0.80 93.77 N/A N/A 0 0 138 1 2023-02-13 $10.65 $37.50 184.2% 52.8% 86.7% 28.6% 0.0% 0.0% -23.9% 0 1.6K -2 0.00 98.27 N/A N/A 0 0 138 2 2023-02-14 $10.20 $37.50 303.2% 86.9% 45.0% 59.3% 0.0% 0.0% -26.1% 0 1.5K -2 0.00 58.15 N/A N/A 0 0 138 1 2023-02-15 $11.40 $37.50 308.2% 88.4% 62.1% 60.6% 0.0% 0.0% -25.7% 0 1.7K -2 0.00 19.84 N/A N/A 0 0 138 1 2023-02-16 $11.40 $37.50 159.4% 45.7% 62.1% 22.2% 0.0% 0.0% -27.4% 0 1.7K -2 0.00 114.87 N/A N/A 14 0 138 1 2023-02-17 $10.50 $37.50 195.1% 55.9% 65.9% 31.4% 0.0% 0.0% -57.9% 0 1.5K -2 0.00 85.73 N/A N/A 0 0 139 1 2023-02-21 $10.20 $37.50 190.6% 54.6% 64.3% 30.2% 0.0% 0.0% -69.3% 0 1.4K -2 0.00 103.63 N/A N/A 1 0 134 1 2023-02-22 $10.20 $37.50 151.0% 0.0% 64.0% 20.0% 0.0% 0.0% 0.0% 0 1.4K -2 0.00 117.21 N/A N/A 0 0 134 1 2023-02-23 $10.05 $37.50 201.3% 57.7% 64.0% 33.0% 0.0% 0.0% -76.6% 0 1.4K -2 0.00 66.44 N/A N/A 1 0 134 1 2023-02-24 $9.75 $37.50 210.6% 60.4% 64.1% 35.4% 0.0% 0.0% -82.0% 0 1.4K -2 0.00 40.95 N/A N/A 0 0 134 1 2023-02-27 $11.25 $37.50 206.8% 59.3% 84.8% 34.4% 0.0% 0.0% 64.7% 0 1.6K -2 0.00 62.71 N/A N/A 172 0 134 1 2023-02-28 $11.55 $37.50 206.3% 59.1% 85.5% 34.3% 0.0% 0.0% -61.2% 0 1.6K -3 0.00 73.13 N/A N/A 47 0 211 1
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